0000278001-18-000008.txt : 20180307 0000278001-18-000008.hdr.sgml : 20180307 20180307100306 ACCESSION NUMBER: 0000278001-18-000008 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180228 FILED AS OF DATE: 20180307 DATE AS OF CHANGE: 20180307 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: 18672150 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 2018-02-28 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 27 83 28738525273.78 32999500884.30 33057420794.47 32150400212.77 72706193196.73 77496200077.85 77761631715.22 75802597348.19 0.2100 0.2400 0.2400 0.2300 0.5400 0.5600 0.5700 0.5600 2854901.89 136830236904.63 136840764554.47 2827267210.99 6326307212.08 133344579455.27 133305684632.16 1.0000 0.0145 1.0003 1.0002 1.0002 1.0002 C000019553 2500.00 133344579455.27 133305684632.16 1.0003 1.0002 1.0002 1.0002 13116629352.35 12541711060.18 16309572795.87 13437324125.11 13224154859.76 13726152229.44 8629697729.02 9641337114.05 49928025623.99 47866055530.14 0.0103 N Fannie Mae Fannie Mae, 1.59% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0147 1000062.01 1000062.01 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.57% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2019-05-06 2019-05-06 N N N 0.0160 105963178.78 105963178.78 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.63% 3133EE3J7 US3133EE3J77 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-07-09 2018-07-09 N N N 0.0144 86058018.18 86058018.18 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.63% 3133EEW48 US3133EEW488 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-06-11 2018-06-11 N N N 0.0144 77039162.20 77039162.20 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.63% 3133EEN71 US3133EEN719 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-03-22 2018-03-22 N N N 0.0146 4000392.64 4000392.64 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.64% 3133EEM23 US3133EEM232 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-06-18 2018-06-18 N N N 0.0148 86039595.26 86039595.26 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 313385TT3 US313385TT32 U.S. Government Agency Debt Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0074 174797833.00 174797833.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 313385TW6 US313385TW60 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N N N 0.0117 323947512.00 323947512.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 313385TX4 US313385TX44 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0123 864624445.60 864624445.60 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 313385TY2 US313385TY27 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0126 377208316.10 377208316.10 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 313385TZ9 US313385TZ91 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0129 431877312.00 431877312.00 0.0032 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 586547896.89 586547896.89 0.0044 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 0.0169 34999825.00 34999825.00 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 18999987.84 18999987.84 0.0001 N N Y 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 0.0156 419951280.00 419951280.00 0.0031 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 56999889.99 56999889.99 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 313385UD6 US313385UD60 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0135 736171521.00 736171521.00 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 313385UE4 US313385UE44 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-03-13 2018-03-13 N N N 0.0136 1284374205.00 1284374205.00 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.36% 313385UF1 US313385UF19 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0136 826564171.00 826564171.00 0.0062 N N Y 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 0.0136 222999698.95 222999698.95 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 10000042.60 10000042.60 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 313385UG9 US313385UG91 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0137 846518904.00 846518904.00 0.0063 N N Y 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 160001376.00 160001376.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130A9D24 US3130A9D241 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0134 160001376.00 160001376.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 313385UH7 US313385UH74 U.S. Government Agency Debt Y N/A N/A 2018-03-16 2018-03-16 2018-03-16 N N N 0.0138 162900896.00 162900896.00 0.0012 N N Y 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 95997415.68 95997415.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.39% 313385UL8 US313385UL86 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0139 524616750.00 524616750.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADL59 US3130ADL594 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-06-01 2018-06-01 N N N 0.0141 183992897.60 183992897.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACKR4 US3130ACKR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-04 2018-04-04 2018-04-04 N N N 0.0143 345987007.70 345987007.70 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACKV5 US3130ACKV51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-04-05 2018-04-05 N N N 0.0143 191992778.88 191992778.88 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 97000938.96 97000938.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 313385UM6 US313385UM69 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-03-20 2018-03-20 N N N 0.0140 659491140.00 659491140.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 313385UN4 US313385UN43 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0140 1639169554.50 1639169554.50 0.0123 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 313385UP9 US313385UP90 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-03-22 2018-03-22 N N N 0.0140 1109054280.00 1109054280.00 0.0083 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADKL5 US3130ADKL52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-06-01 2018-06-01 N N N 0.0141 91998478.32 91998478.32 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 2018-03-01 2018-06-01 2018-06-01 N N N 0.0141 184996940.10 184996940.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADB76 US3130ADB769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-02 2018-05-02 2018-05-02 N N N 0.0143 187990457.12 187990457.12 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADLD2 US3130ADLD28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-06-05 2018-06-05 N N N 0.0141 146996045.70 146996045.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACLF9 US3130ACLF92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-04-06 2018-04-06 N N N 0.0144 287988825.60 287988825.60 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADLE0 US3130ADLE01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-06-07 2018-06-07 N N N 0.0143 146990145.12 146990145.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACMY7 US3130ACMY72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-16 2018-04-16 2018-04-16 N N N 0.0144 191990259.84 191990259.84 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 0.0142 238988900.84 238988900.84 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACP65 US3130ACP654 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-04-20 2018-04-20 N N N 0.0145 75995261.40 75995261.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 313385UQ7 US313385UQ73 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0141 963140112.00 963140112.00 0.0072 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACD68 US3130ACD684 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0142 96000000.00 96000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADM74 US3130ADM741 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-08-01 2018-08-01 N N N 0.0147 91979079.20 91979079.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADBG6 US3130ADBG68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-03 2018-07-03 2018-07-03 N N N 0.0147 94983673.30 94983673.30 0.0007 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 0.0147 275928159.96 275928159.96 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 0.0147 275934825.36 275934825.36 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACE42 US3130ACE427 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0143 190999098.48 190999098.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADCK6 US3130ADCK61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-05-08 2018-05-08 N N N 0.0145 93994751.04 93994751.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADN40 US3130ADN400 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-08-08 2018-08-08 N N N 0.0147 124969972.50 124969972.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACS21 US3130ACS211 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-05-08 2018-05-08 N N N 0.0143 191992456.32 191992456.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADLK6 US3130ADLK60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-08-08 2018-08-08 N N N 0.0147 91977899.76 91977899.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-05-08 2018-05-08 N N N 0.0143 56998290.00 56998290.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADMY5 US3130ADMY55 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-10 2018-08-10 2018-08-10 N N N 0.0147 183954748.88 183954748.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADN99 US3130ADN996 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-09-11 2018-09-11 N N N 0.0148 183949166.32 183949166.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADMZ2 US3130ADMZ21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-08-15 2018-08-15 N N N 0.0147 182953338.66 182953338.66 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACN26 US3130ACN261 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-04-18 2018-04-18 N N N 0.0145 191989587.84 191989587.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACGV0 US3130ACGV08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0144 1152980272.17 1152980272.17 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADND0 US3130ADND00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-09-19 2018-09-19 N N N 0.0148 275918930.52 275918930.52 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACGU2 US3130ACGU25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0145 191996344.32 191996344.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACPR9 US3130ACPR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-04-23 2018-04-23 N N N 0.0146 170988645.60 170988645.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385UV6 US313385UV68 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0142 655281680.00 655281680.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADKJ0 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-11-01 2018-11-01 N N N 0.0148 45984509.50 45984509.50 0.0003 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 2018-03-01 2018-11-01 2018-11-01 N N N 0.0148 91969019.00 91969019.00 0.0007 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 2018-03-01 2018-11-01 2018-11-01 N N N 0.0148 184937701.25 184937701.25 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-03 2018-05-03 2018-05-03 N N N 0.0143 197998229.88 197998229.88 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-03 2018-05-03 2018-05-03 N N N 0.0143 394996468.70 394996468.70 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADN65 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-11-08 2018-11-08 N N N 0.0148 182935406.49 182935406.49 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACRZ9 US3130ACRZ92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-08-08 2018-08-08 N N N 0.0147 191966388.48 191966388.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACKS2 US3130ACKS23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-07-09 2018-07-09 N N N 0.0147 230970006.96 230970006.96 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADN24 US3130ADN244 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-11-09 2018-11-09 N N N 0.0148 182934941.67 182934941.67 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADDL3 US3130ADDL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-05-11 2018-05-11 N N N 0.0145 187989033.96 187989033.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACLE2 US3130ACLE28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-06-11 2018-06-11 N N N 0.0143 95997101.76 95997101.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-05-11 2018-05-11 N N N 0.0145 315981567.72 315981567.72 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADNB4 US3130ADNB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-09-12 2018-09-12 N N N 0.0148 91974509.56 91974509.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADAB8 US3130ADAB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-06-18 2018-06-18 N N N 0.0144 560970648.48 560970648.48 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACSV7 US3130ACSV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-05-18 2018-05-18 N N N 0.0146 134989907.40 134989907.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACST2 US3130ACST24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-05-18 2018-05-18 N N N 0.0146 134989907.40 134989907.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACSU9 US3130ACSU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-05-18 2018-05-18 N N N 0.0146 404969722.20 404969722.20 0.0030 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 190991678.13 190991678.13 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 47997908.64 47997908.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-02 2018-07-02 2018-07-02 N N N 0.0147 57994023.68 57994023.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-03 2018-07-03 2018-07-03 N N N 0.0147 135985813.84 135985813.84 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADCU4 US3130ADCU44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-10-05 2018-10-05 N N N 0.0148 10797368.36 10797368.36 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADE32 US3130ADE326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-07-06 2018-07-06 N N N 0.0147 375952812.00 375952812.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-10 2018-05-10 2018-05-10 N N N 0.0144 194997574.20 194997574.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-05-11 2018-05-11 N N N 0.0145 136994666.59 136994666.59 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADE40 US3130ADE409 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-07-12 2018-07-12 N N N 0.0147 187974766.64 187974766.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADDW9 US3130ADDW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-07-12 2018-07-12 N N N 0.0147 281962149.96 281962149.96 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-07-12 2018-07-12 N N N 0.0147 232972951.03 232972951.03 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABL46 US3130ABL465 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0143 119999659.20 119999659.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADE57 US3130ADE573 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-07-13 2018-07-13 N N N 0.0147 300959157.31 300959157.31 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADN57 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-11-13 2018-11-13 N N N 0.0149 182933064.09 182933064.09 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACS39 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-08-13 2018-08-13 N N N 0.0148 95982394.56 95982394.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-05-15 2018-05-15 N N N 0.0146 97995965.34 97995965.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-05-15 2018-05-15 N N N 0.0146 194991971.85 194991971.85 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0144 193998921.36 193998921.36 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0144 96999460.68 96999460.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0144 96999460.68 96999460.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-16 2018-03-16 2018-03-16 N N N 0.0144 96999421.88 96999421.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-16 2018-03-16 2018-03-16 N N N 0.0144 775995375.04 775995375.04 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADDX7 US3130ADDX73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-17 2018-05-17 2018-05-17 N N N 0.0146 130991715.56 130991715.56 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0144 533996197.92 533996197.92 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABUY0 US3130ABUY08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-03-20 2018-03-20 N N N 0.0144 272997938.85 272997938.85 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADAL6 US3130ADAL62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-06-22 2018-06-22 N N N 0.0145 46997330.87 46997330.87 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACS47 US3130ACS476 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-05-22 2018-05-22 N N N 0.0146 673946983.16 673946983.16 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADAA0 US3130ADAA08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-06-22 2018-06-22 N N N 0.0145 93994661.74 93994661.74 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADA44 US3130ADA449 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-06-22 2018-06-22 N N N 0.0145 186989380.27 186989380.27 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADA51 US3130ADA514 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-06-22 2018-06-22 N N N 0.0145 186989380.27 186989380.27 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADAM4 US3130ADAM46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-06-22 2018-06-22 N N N 0.0145 46997330.87 46997330.87 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACRY2 US3130ACRY28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-06-22 2018-06-22 N N N 0.0145 385984011.88 385984011.88 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACPP3 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-07-23 2018-07-23 N N N 0.0149 94980087.05 94980087.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACQC1 US3130ACQC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-03-26 2018-03-26 N N N 0.0147 190993465.89 190993465.89 0.0014 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 2018-03-01 2019-03-01 2019-03-01 N N N 0.0149 554735070.75 554735070.75 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACJZ8 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-09-05 2018-09-05 N N N 0.0148 189974559.00 189974559.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACYW8 US3130ACYW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-06-05 2018-06-05 N N N 0.0145 755007587.75 755007587.75 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-07-06 2018-07-06 N N N 0.0147 217980188.16 217980188.16 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-07-09 2018-07-09 N N N 0.0147 97992484.38 97992484.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-10 2018-08-10 2018-08-10 N N N 0.0148 272969126.43 272969126.43 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AB4R4 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-10 2018-10-10 2018-10-10 N N N 0.0148 54989342.10 54989342.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-10 2018-05-10 2018-05-10 N N N 0.0144 57000926.25 57000926.25 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-05-11 2018-05-11 N N N 0.0145 56999439.69 56999439.69 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-05-11 2018-05-11 N N N 0.0145 56999439.69 56999439.69 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-07-11 2018-07-11 N N N 0.0147 58995353.16 58995353.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-06-12 2018-06-12 N N N 0.0143 29000727.32 29000727.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-07-12 2018-07-12 N N N 0.0147 98992096.83 98992096.83 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ADNJ7 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2019-02-12 2019-02-12 N N N 0.0150 185916874.74 185916874.74 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-07-12 2018-07-12 N N N 0.0147 96992256.49 96992256.49 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-07-13 2018-07-13 N N N 0.0147 97992072.78 97992072.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-07-13 2018-07-13 N N N 0.0147 97992072.78 97992072.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-07-13 2018-07-13 N N N 0.0147 58995227.49 58995227.49 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-06-14 2018-06-14 N N N 0.0144 191001890.90 191001890.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-06-15 2018-06-15 N N N 0.0144 96000891.84 96000891.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ADEL2 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-16 2018-10-16 2018-10-16 N N N 0.0149 29992911.90 29992911.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-17 2018-04-17 2018-04-17 N N N 0.0145 96998652.67 96998652.67 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ADE65 US3130ADE656 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-17 2018-07-17 2018-07-17 N N N 0.0148 187973392.36 187973392.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-17 2018-04-17 2018-04-17 N N N 0.0145 87998777.68 87998777.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AAXS2 US3130AAXS20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-17 2018-04-17 2018-04-17 N N N 0.0145 15999882.08 15999882.08 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AD4L3 US3130AD4L37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-04-18 2018-04-18 N N N 0.0145 187998563.68 187998563.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AD4N9 US3130AD4N92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-04-18 2018-04-18 N N N 0.0145 93999281.84 93999281.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-04-19 2018-04-19 N N N 0.0145 132998087.46 132998087.46 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-04-19 2018-04-19 N N N 0.0145 132998087.46 132998087.46 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AD5Z1 US3130AD5Z14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-04-19 2018-04-19 N N N 0.0145 92998662.66 92998662.66 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-04-19 2018-04-19 N N N 0.0145 132998087.46 132998087.46 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AD4T6 US3130AD4T62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-04-19 2018-04-19 N N N 0.0145 111999134.24 111999134.24 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-04-19 2018-04-19 N N N 0.0145 195998484.92 195998484.92 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-04-17 2018-04-17 N N N 0.0145 69999027.70 69999027.70 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AD6B3 US3130AD6B37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-04-19 2018-04-19 N N N 0.0145 92998662.66 92998662.66 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130AD6A5 US3130AD6A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-04-20 2018-04-20 N N N 0.0145 186997234.27 186997234.27 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ADA93 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-09-21 2018-09-21 N N N 0.0149 281939307.96 281939307.96 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACS62 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-09-21 2018-09-21 N N N 0.0149 95979338.88 95979338.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACS70 US3130ACS708 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-08-22 2018-08-22 N N N 0.0149 95980926.72 95980926.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0146 193998304.44 193998304.44 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ADGZ9 US3130ADGZ94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-07-23 2018-07-23 N N N 0.0149 55990462.64 55990462.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ADH54 US3130ADH543 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-07-23 2018-07-23 N N N 0.0149 36993698.53 36993698.53 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ADH21 US3130ADH212 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-07-23 2018-07-23 N N N 0.0149 55990462.64 55990462.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0146 291997447.92 291997447.92 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACHK3 US3130ACHK34 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-03-26 2018-03-26 N N N 0.0148 176995785.63 176995785.63 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACQ72 US3130ACQ728 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-05-25 2018-05-25 N N N 0.0148 189980099.40 189980099.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACQV9 US3130ACQV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-03-27 2018-03-27 N N N 0.0148 190993204.22 190993204.22 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-10-01 2018-10-01 N N N 0.0147 97991160.40 97991160.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-10-01 2018-10-01 N N N 0.0147 97991160.40 97991160.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADA36 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-03 2019-01-03 2019-01-03 N N N 0.0149 188943914.25 188943914.25 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACYG3 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-04 2018-09-04 2018-09-04 N N N 0.0148 347980247.52 347980247.52 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACY32 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-04 2018-09-04 2018-09-04 N N N 0.0148 151991372.48 151991372.48 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACYJ7 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-09-04 2018-09-04 N N N 0.0148 189989215.60 189989215.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACXZ2 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-09-05 2018-09-05 N N N 0.0148 132992340.53 132992340.53 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AD4D1 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-09-07 2018-09-07 N N N 0.0148 376967717.49 376967717.49 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-06-14 2018-06-14 N N N 0.0144 96005059.20 96005059.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-05-14 2018-05-14 N N N 0.0146 190998038.43 190998038.43 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-05-14 2018-05-14 N N N 0.0146 56999414.61 56999414.61 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-05-14 2018-05-14 N N N 0.0146 248997442.77 248997442.77 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADNF5 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2019-02-14 2019-02-14 N N N 0.0151 185916212.58 185916212.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADNC2 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2019-02-14 2019-02-14 N N N 0.0151 185916212.58 185916212.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-05-14 2018-05-14 N N N 0.0146 56999414.61 56999414.61 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AD4H2 US3130AD4H25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-06-15 2018-06-15 N N N 0.0144 94003581.40 94003581.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACT53 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-16 2018-11-16 2018-11-16 N N N 0.0150 92875107.45 92875107.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AD4R0 US3130AD4R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-05-18 2018-05-18 N N N 0.0146 74998394.25 74998394.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AD5F5 US3130AD5F59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-07-18 2018-07-18 N N N 0.0148 186983886.21 186983886.21 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AD4K5 US3130AD4K53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-06-18 2018-06-18 N N N 0.0144 412015417.04 412015417.04 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AD4M1 US3130AD4M10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-06-19 2018-06-19 N N N 0.0144 94003447.92 94003447.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AD5G3 US3130AD5G33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-07-19 2018-07-19 N N N 0.0148 186983674.90 186983674.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADFF4 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2019-01-18 2019-01-18 N N N 0.0151 187923719.00 187923719.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACV68 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-08-20 2018-08-20 N N N 0.0149 193975722.84 193975722.84 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AD5S7 US3130AD5S70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-07-20 2018-07-20 N N N 0.0148 186983465.46 186983465.46 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACVA9 US3130ACVA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-08-20 2018-08-20 N N N 0.0149 9998748.60 9998748.60 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACV92 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-08-20 2018-08-20 N N N 0.0149 675915405.36 675915405.36 0.0051 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 0.0142 96019526.40 96019526.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACV76 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-08-21 2018-08-21 N N N 0.0149 290963205.96 290963205.96 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-06-22 2018-06-22 N N N 0.0145 157000736.33 157000736.33 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADAK8 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-10-22 2018-10-22 N N N 0.0150 281929860.96 281929860.96 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADA69 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-10-22 2018-10-22 N N N 0.0150 375906481.28 375906481.28 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130AC6Q2 US3130AC6Q24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0146 18999891.89 18999891.89 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADGW6 US3130ADGW63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2018-05-24 2018-05-24 N N N 0.0148 92993585.79 92993585.79 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADGS5 US3130ADGS51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2018-05-24 2018-05-24 N N N 0.0148 185987171.58 185987171.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2018-04-24 2018-04-24 N N N 0.0148 247989393.04 247989393.04 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADJB9 US3130ADJB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2018-05-25 2018-05-25 N N N 0.0148 556961104.69 556961104.69 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADJM5 US3130ADJM54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2018-05-25 2018-05-25 N N N 0.0148 185987011.62 185987011.62 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADB84 US3130ADB843 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-06-26 2018-06-26 N N N 0.0151 102983593.13 102983593.13 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACPZ1 US3130ACPZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-06-26 2018-06-26 N N N 0.0151 189966710.10 189966710.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACQ80 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-07-26 2018-07-26 N N N 0.0151 189959066.40 189959066.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADB68 US3130ADB686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-04-27 2018-04-27 N N N 0.0148 187991242.96 187991242.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACQY3 US3130ACQY37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0150 191992905.60 191992905.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACKZ6 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-04 2019-01-04 2019-01-04 N N N 0.0149 5999071.62 5999071.62 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACY24 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-09-06 2018-09-06 N N N 0.0148 284983256.25 284983256.25 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-10-11 2018-10-11 N N N 0.0146 24001271.52 24001271.52 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AD4P4 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2019-01-11 2019-01-11 N N N 0.0150 149966641.50 149966641.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABSW7 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-10-12 2018-10-12 N N N 0.0148 15998792.32 15998792.32 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-10-12 2018-10-12 N N N 0.0148 391970411.84 391970411.84 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-17 2018-08-17 2018-08-17 N N N 0.0149 196980532.46 196980532.46 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-17 2018-08-17 2018-08-17 N N N 0.0149 97990315.64 97990315.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AD7M8 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-12-19 2018-12-19 N N N 0.0150 188952600.69 188952600.69 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AD5R9 US3130AD5R97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-09-20 2018-09-20 N N N 0.0149 186975547.88 186975547.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACUA0 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-11-20 2018-11-20 N N N 0.0150 53986984.92 53986984.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACUC6 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-11-20 2018-11-20 N N N 0.0150 188954447.22 188954447.22 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-08-20 2018-08-20 N N N 0.0149 319967433.60 319967433.60 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACUF9 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-11-20 2018-11-20 N N N 0.0150 134967462.30 134967462.30 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACU93 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-11-20 2018-11-20 N N N 0.0150 404902386.90 404902386.90 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-04-20 2018-04-20 N N N 0.0145 97001859.49 97001859.49 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-04-20 2018-04-20 N N N 0.0145 234004485.78 234004485.78 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-04-20 2018-04-20 N N N 0.0145 97001859.49 97001859.49 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-08-20 2018-08-20 N N N 0.0149 266972827.41 266972827.41 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AD5E8 US3130AD5E84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-09-21 2018-09-21 N N N 0.0149 371950784.40 371950784.40 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACUE2 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-11-21 2018-11-21 N N N 0.0150 269934363.00 269934363.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACUD4 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-11-21 2018-11-21 N N N 0.0150 134967181.50 134967181.50 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AD5D0 US3130AD5D02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-09-21 2018-09-21 N N N 0.0149 92987696.10 92987696.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0148 535995379.68 535995379.68 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-07-23 2018-07-23 N N N 0.0149 194978282.85 194978282.85 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ADGV8 US3130ADGV80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2018-07-24 2018-07-24 N N N 0.0151 185968028.46 185968028.46 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ADFS6 US3130ADFS60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2018-05-24 2018-05-24 N N N 0.0148 93994597.82 93994597.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ADH47 US3130ADH477 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2018-07-24 2018-07-24 N N N 0.0151 92984014.23 92984014.23 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ADHA3 US3130ADHA35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2018-07-24 2018-07-24 N N N 0.0151 194966481.45 194966481.45 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ADGT3 US3130ADGT35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2018-07-24 2018-07-24 N N N 0.0151 185968028.46 185968028.46 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACH23 US3130ACH230 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2018-05-25 2018-05-25 N N N 0.0148 197990783.10 197990783.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ADFL1 US3130ADFL18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2018-05-25 2018-05-25 N N N 0.0148 93994530.14 93994530.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ADEF5 US3130ADEF58 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2018-05-25 2018-05-25 N N N 0.0148 93994530.14 93994530.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ADHD7 US3130ADHD73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-07-26 2018-07-26 N N N 0.0151 129977208.40 129977208.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ADHC9 US3130ADHC90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-07-26 2018-07-26 N N N 0.0151 129977208.40 129977208.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACQT4 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-07-27 2018-07-27 N N N 0.0152 191958261.12 191958261.12 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ACQR8 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-07-27 2018-07-27 N N N 0.0152 191958261.12 191958261.12 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ACZV9 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-12-11 2018-12-11 N N N 0.0149 189977112.60 189977112.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ACZU1 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-12-11 2018-12-11 N N N 0.0149 381953984.28 381953984.28 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ACZX5 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2018-12-11 2018-12-11 N N N 0.0149 381953984.28 381953984.28 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130AD5T5 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-12-18 2018-12-18 N N N 0.0150 74984299.50 74984299.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130AD5C2 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-18 2018-12-18 2018-12-18 N N N 0.0150 118975088.54 118975088.54 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-10-19 2018-10-19 N N N 0.0149 266977307.67 266977307.67 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-10-19 2018-10-19 N N N 0.0149 132988696.33 132988696.33 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ACNP5 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2019-01-18 2019-01-18 N N N 0.0151 189947890.60 189947890.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ADEE8 US3130ADEE83 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2018-07-25 2018-07-25 N N N 0.0151 93985555.02 93985555.02 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2018-05-25 2018-05-25 N N N 0.0149 42998999.39 42998999.39 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ADDE9 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-10 2019-07-10 2019-07-10 N N N 0.0152 93958500.88 93958500.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ADD33 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-10 2019-07-10 2019-07-10 N N N 0.0152 281875502.64 281875502.64 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ADD58 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2019-07-11 2019-07-11 N N N 0.0152 93958204.78 93958204.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ADD41 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2019-07-11 2019-07-11 N N N 0.0152 93958204.78 93958204.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ADQ39 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2019-02-22 2019-02-22 N N N 0.0151 184539900.43 184539900.43 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ADFD9 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2019-01-25 2019-01-25 N N N 0.0154 375842929.76 375842929.76 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ADFC1 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2019-01-25 2019-01-25 N N N 0.0154 187921464.88 187921464.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ADFE7 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2019-01-25 2019-01-25 N N N 0.0154 280882615.06 280882615.06 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-06-27 2018-06-27 N N N 0.0152 194981124.00 194981124.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ABB39 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-07-27 2018-07-27 N N N 0.0152 20996707.41 20996707.41 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130ACSS4 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-09-27 2018-09-27 N N N 0.0153 95978198.40 95978198.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-04-27 2018-04-27 N N N 0.0148 59999534.40 59999534.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-04-27 2018-04-27 N N N 0.0148 195998479.04 195998479.04 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130ABZR0 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-04 2019-02-04 2019-02-04 N N N 0.0150 23500615.94 23500615.94 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AC3G7 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2019-02-08 2019-02-08 N N N 0.0150 48001176.48 48001176.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AC3H5 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2019-02-11 2019-02-11 N N N 0.0150 40000933.20 40000933.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130AC3Z5 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-11 2019-02-11 2019-02-11 N N N 0.0150 38000886.54 38000886.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130ACF74 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2019-03-13 2019-03-13 N N N 0.0150 33998590.70 33998590.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130ADB27 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2019-02-26 2019-02-26 N N N 0.0154 92965201.26 92965201.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130ADQC9 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-11-26 2018-11-26 N N N 0.0153 312920616.94 312920616.94 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130ABBU9 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-10-26 2018-10-26 N N N 0.0152 152975549.07 152975549.07 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130ACXF6 US3130ACXF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-03-27 2018-03-27 N N N 0.0149 461001885.49 461001885.49 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-07-27 2018-07-27 N N N 0.0152 389954607.90 389954607.90 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.51% 3130ABXN1 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-07-27 2018-07-27 N N N 0.0152 100994365.21 100994365.21 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.51% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-06-28 2018-06-28 N N N 0.0153 97990395.02 97990395.02 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.51% 3130ACWY6 US3130ACWY62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0150 191000095.50 191000095.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.51% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-06-28 2018-06-28 N N N 0.0153 390968012.29 390968012.29 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.51% 3130ACWZ3 US3130ACWZ38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0150 287000143.50 287000143.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.51% 3130ADJK9 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2019-01-28 2019-01-28 N N N 0.0156 185913193.80 185913193.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.51% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-06-28 2018-06-28 N N N 0.0153 155984710.44 155984710.44 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130ADJE3 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2019-05-24 2019-05-24 N N N 0.0156 92954611.35 92954611.35 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130ADJ60 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2019-05-24 2019-05-24 N N N 0.0156 464773056.75 464773056.75 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ADRQ7 US3130ADRQ76 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-05 2018-09-05 2018-09-05 N N N 0.0154 184000000.00 184000000.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-27 2018-12-27 2018-12-27 N N N 0.0155 48993938.70 48993938.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ACXM1 US3130ACXM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-08-28 2018-08-28 N N N 0.0154 47997651.84 47997651.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ADQW5 US3130ADQW53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-11-28 2018-11-28 N N N 0.0156 183959330.48 183959330.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-10-26 2018-10-26 N N N 0.0155 96984508.13 96984508.13 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ABXT8 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-08-28 2018-08-28 N N N 0.0154 200990167.08 200990167.08 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ADQV7 US3130ADQV70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-11-28 2018-11-28 N N N 0.0156 91979665.24 91979665.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ABXP6 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-07-27 2018-07-27 N N N 0.0154 100994370.26 100994370.26 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313385VA1 US313385VA13 U.S. Government Agency Debt Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0157 466335926.00 466335926.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313385VC7 US313385VC78 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0157 137791482.00 137791482.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313385VD5 US313385VD51 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0158 119813280.00 119813280.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313385VE3 US313385VE35 U.S. Government Agency Debt Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 N N N 0.0158 1503590400.00 1503590400.00 0.0113 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313385VH6 US313385VH65 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0158 743708915.00 743708915.00 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313385VK9 US313385VK94 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-04-11 2018-04-11 N N N 0.0158 499089000.00 499089000.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313385VL7 US313385VL77 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0158 266501511.00 266501511.00 0.0020 N N Y 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 0.0153 268108416.72 268108416.72 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 0.0154 535217103.00 535217103.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130ADPC0 US3130ADPC09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-09-26 2018-09-26 N N N 0.0163 330944246.36 330944246.36 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-17 2018-05-17 2018-05-17 N N N 0.0146 40012636.00 40012636.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313373UU4 US313373UU48 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0179 35346197.25 35346197.25 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313379DT3 US313379DT38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0181 75888356.00 75888356.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313385WJ1 US313385WJ13 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 N N N 0.0166 52842643.00 52842643.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313385WR3 US313385WR39 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0166 498353000.00 498353000.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313385WW2 US313385WW24 U.S. Government Agency Debt Y N/A N/A 2018-05-16 2018-05-16 2018-05-16 N N N 0.0166 512885167.80 512885167.80 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313385WY8 US313385WY89 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0166 52808246.00 52808246.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385XD3 US313385XD34 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2018-05-23 2018-05-23 N N N 0.0167 184287750.00 184287750.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385XF8 US313385XF81 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0167 392546063.70 392546063.70 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 313385XS0 US313385XS03 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0174 131391084.00 131391084.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 313385XT8 US313385XT85 U.S. Government Agency Debt Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0174 117450002.00 117450002.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 313385YS9 US313385YS93 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0174 37780854.00 37780854.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 313385YV2 US313385YV23 U.S. Government Agency Debt Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0181 680787250.00 680787250.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 313385YW0 US313385YW06 U.S. Government Agency Debt Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0181 250437600.00 250437600.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 313385YY6 US313385YY61 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0181 87445600.00 87445600.00 0.0007 N N N N Freddie Mac Freddie Mac, 1.46% 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 0.0160 7341598.95 7341598.95 0.0001 N N N N Freddie Mac Freddie Mac, 1.57% 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 0.0157 191709888.00 191709888.00 0.0014 N N Y N Freddie Mac Freddie Mac, 1.58% 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 0.0158 385399384.00 385399384.00 0.0029 N N Y N Freddie Mac Freddie Mac, 1.66% 3134G9LS4 S6XOOCT0IEG5ABCC6L87 US3134G9LS44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0166 17975052.00 17975052.00 0.0001 N N N N Freddie Mac Freddie Mac, 1.75% 3134G9VF1 S6XOOCT0IEG5ABCC6L87 US3134G9VF13 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0175 17962632.00 17962632.00 0.0001 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 1.40% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-15 2023-09-30 0.875 - 1.75 66415800.00 63242514.55 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 62000000.00 62000000.00 0.0005 N Y 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 2018-05-31 2027-08-15 0.875 - 3.75 179665800.00 175629501.44 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 2018-11-15 2023-09-30 1.375 - 3.75 90060000.00 89527706.94 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 CIF215000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-09-30 1.375 - 2.625 171415000.00 172826896.74 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0141 169000000.00 169000000.00 0.0013 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 2018-11-15 2023-09-30 1.375 - 3.75 90025000.00 89064736.76 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 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 352264985.90 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 0.0025 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 179242359.96 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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, 1.46% 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 2023-09-30 1.375 - 2.125 176930000.00 175009830.96 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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., 1.31% R0MUWSFPU8MPRO8K5P83 CFI002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2047-02-15 0.75 - 8.75 176881300.00 176044191.92 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0131 172000000.00 172000000.00 0.0013 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 2018-05-15 2047-11-15 0 - 9.125 177231800.00 172572571.77 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0134 169000000.00 169000000.00 0.0013 N Y 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 2018-04-30 2047-05-15 0 - 8.75 343095400.00 349093734.09 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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., 1.34% R0MUWSFPU8MPRO8K5P83 CHC582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-15 2047-11-15 1 - 8.75 345339500.00 352555313.96 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 2018-10-15 2046-05-15 0.875 - 4.75 187305600.00 175916719.97 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 CHD771000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2047-08-15 1 - 8.75 365414100.00 353130152.75 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 CHC579000 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 - 8.75 441027800.00 441350755.33 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 431000000.00 431000000.00 0.0032 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 2018-05-15 2047-05-15 0.75 - 5.5 543209000.00 537705796.33 U.S. Treasuries (including strips) Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0134 523000000.00 523000000.00 0.0039 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 2019-07-31 2043-05-15 0.875 - 4.75 264204700.00 260419135.92 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 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 CIF342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2047-11-15 0.75 - 8.75 175813500.00 172515842.05 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0134 169000000.00 169000000.00 0.0013 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 2018-07-31 2047-05-15 0.75 - 8.75 541411200.00 532532069.31 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 521000000.00 521000000.00 0.0039 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CIC953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2047-11-15 1.125 - 8.75 335292600.00 345022863.84 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 337900000.00 337900000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CIE844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2047-02-15 1.375 - 8.75 354289200.00 345453957.88 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 338000000.00 338000000.00 0.0025 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 2018-04-30 2047-02-15 0 - 9.125 176894900.00 174670632.14 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 2018-05-15 2046-02-15 1.125 - 8.75 358956300.00 352243191.78 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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., 1.36% R0MUWSFPU8MPRO8K5P83 CHI387000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-08 2043-02-15 0 - 8.75 168330900.00 175718680.87 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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., 1.38% R0MUWSFPU8MPRO8K5P83 CHJ869000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2045-08-15 1.125 - 8.75 179494800.00 175774821.20 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 CIA363000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-15 2047-11-15 0 - 7.125 270266200.00 262574733.53 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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., 1.39% R0MUWSFPU8MPRO8K5P83 CIB340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-26 2047-08-15 0 - 8.75 353322200.00 348113059.44 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 340000000.00 340000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.39% R0MUWSFPU8MPRO8K5P83 CJA564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2043-08-15 1.133 - 5.5 518682500.00 516973091.38 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 506000000.00 506000000.00 0.0038 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 2019-07-31 2046-08-15 1.133 - 8 359105100.00 348011831.95 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-04-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0139 339000000.00 339000000.00 0.0025 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 2020-08-15 2046-08-15 1.5 - 8.75 183961400.00 175683905.30 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0146 170985123.00 170985123.00 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 2019-02-28 2047-11-15 1.125 - 8.75 328796000.00 352724544.09 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 2019-07-31 2046-02-15 1.133 - 4.75 364717400.00 349429308.74 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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, 1.40% 549300IMBXQ8SGH3HJ31 CJA289000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2046-08-15 0.625 - 3.75 293026000.00 256771170.31 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0143 249999725.00 249999725.00 0.0019 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.40% 549300IMBXQ8SGH3HJ31 CJA825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2026-02-15 1.375 - 2.75 272129700.00 255514165.54 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0143 249999400.00 249999400.00 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.41% 549300IMBXQ8SGH3HJ31 CJC310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-15 2046-08-15 0.875 - 8.75 1709463700.00 1701944077.62 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0141 1668000000.00 1668000000.00 0.0125 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.41% 549300IMBXQ8SGH3HJ31 CJB854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2046-08-15 1.375 - 3.75 271515500.00 255424233.53 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0144 249998375.00 249998375.00 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.44% 549300IMBXQ8SGH3HJ31 CJC309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-15 2047-05-15 0.875 - 3.75 264287500.00 257524159.18 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0143 250000000.00 250000000.00 0.0019 N N Y N Credit AG Credit AG, 1.38% 1VUV7VQFKUOQSJ21A208 CJC312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-15 2042-02-15 1.75 - 3.125 178261800.00 172476346.59 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0137 169000000.00 169000000.00 0.0013 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.36% 7LTWFZYICNSX8D621K86 CJA235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2046-11-15 0.75 - 9.125 512573800.00 512247385.06 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0136 501000000.00 501000000.00 0.0038 N Y Y N Deutsche Bank AG Deutsche Bank AG, 1.39% 7LTWFZYICNSX8D621K86 CJC268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-15 2027-05-15 0.875 - 3.125 749377100.00 730348243.35 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0139 716000000.00 716000000.00 0.0054 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.36% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-22 2048-02-15 0 - 8.75 192307100.00 190932356.11 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0136 187000000.00 187000000.00 0.0014 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.36% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-26 2043-11-15 0 - 8.5 249404500.00 255254572.47 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0135 250000050.00 250000050.00 0.0019 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.38% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-22 2047-02-15 0 - 9 517043400.00 510881362.24 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0134 500002400.00 500002400.00 0.0037 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.38% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-15 2046-08-15 0.75 - 8.875 334238300.00 332262105.83 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2018-07-31 0.494 - 0.51 6593800.00 6606849.87 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0139 331998937.60 331998937.60 0.0025 N N Y N 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 2.125 - 7.625 348002700.00 355158015.06 U.S. Treasuries (including strips) Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0141 344899379.18 344899379.18 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 286152700.00 353572364.28 U.S. Treasuries (including strips) Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0142 344997102.00 344997102.00 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 2025-02-15 1.25 - 7.625 175915400.00 175755299.25 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0155 170984473.20 170984473.20 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 2026-08-15 1.5 - 6.75 86818000.00 86817271.65 U.S. Treasuries (including strips) Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0154 84992979.00 84992979.00 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 2027-11-15 1 - 7.5 89443700.00 88097116.26 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0154 85995605.40 85995605.40 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.59% H7FNTJ4851HG0EXQ1Z70 CIG699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2025-02-15 1.625 - 7.625 140551400.00 139218612.09 U.S. Treasuries (including strips) Y N/A N/A 2018-04-16 2018-04-16 2018-04-16 N N N 0.0163 135991785.60 135991785.60 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 CII043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 2.125 - 2.125 176396500.00 175096443.60 U.S. Treasuries (including strips) Y N/A N/A 2018-05-21 2018-05-21 2018-05-21 N N N 0.0169 170988320.70 170988320.70 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.70% H7FNTJ4851HG0EXQ1Z70 CJA870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2021-08-31 1.125 - 2.125 350452200.00 345507886.43 U.S. Treasuries (including strips) Y N/A N/A 2018-05-29 2018-05-29 2018-05-29 N N N 0.0170 337991178.20 337991178.20 0.0025 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.38% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2025-01-31 1.25 - 2.5 775855000.00 767660999.62 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 749000000.00 749000000.00 0.0056 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.34% U7M81AY481YLIOR75625 CIF211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2047-02-15 1.125 - 3 88120000.00 86013046.39 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 84000000.00 84000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.35% U7M81AY481YLIOR75625 CIC647000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2027-08-15 2 - 2.625 72965000.00 69447061.08 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0134 68000000.00 68000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.35% U7M81AY481YLIOR75625 CID984000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2026-11-15 1.125 - 2.375 20670000.00 20489893.00 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 20000000.00 20000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.35% U7M81AY481YLIOR75625 CIG704000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2024-08-15 2.375 - 2.375 17720000.00 17348759.14 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 17000000.00 17000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.36% U7M81AY481YLIOR75625 CIH440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2045-08-15 1.875 - 3 104550000.00 101927724.27 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0135 99000000.00 99000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.36% U7M81AY481YLIOR75625 CIH522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 170960000.00 174778716.42 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 170000000.00 170000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.36% U7M81AY481YLIOR75625 CIF661000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2024-01-31 1.5 - 2.25 25700000.00 25558817.06 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 25000000.00 25000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.36% U7M81AY481YLIOR75625 CIG705000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-07-31 2018-07-31 0.75 - 0.75 60370000.00 60166494.67 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 59000000.00 59000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.37% U7M81AY481YLIOR75625 CII649000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2046-05-15 0.625 - 2.5 189720000.00 175171798.79 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0136 170000000.00 170000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.38% U7M81AY481YLIOR75625 CJB533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-15 2026-05-15 1 - 1.625 47671000.00 44225145.13 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 43000000.00 43000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.38% U7M81AY481YLIOR75625 CJA358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2022-10-31 2 - 2.625 110630000.00 112072112.08 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 109000000.00 109000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.38% U7M81AY481YLIOR75625 CJA890000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2026-11-15 1.5 - 2.25 107610000.00 103163351.44 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 101000000.00 101000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.38% U7M81AY481YLIOR75625 CJB901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 198479000.00 202912405.58 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 196000000.00 196000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.39% U7M81AY481YLIOR75625 CJB916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2027-05-15 1.75 - 2.375 52277000.00 51575394.99 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 50000000.00 50000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.39% U7M81AY481YLIOR75625 CIC156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2021-01-31 1.375 - 2.625 59750000.00 58187922.71 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.55% U7M81AY481YLIOR75625 CJA359000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2045-02-15 2.25 - 2.5 139530000.00 130278421.74 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0154 127000000.00 127000000.00 0.0010 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.40% OXTKY6Q8X53C9ILVV871 CJC285000 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 - 8.75 2459399800.00 2548660454.16 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0139 2495000000.00 2495000000.00 0.0187 N N Y N 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 2026-11-15 2026-11-15 2 - 2 94105000.00 88019333.75 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0139 85999939.80 85999939.80 0.0006 N Y Y N 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 2024-04-30 2046-08-15 2 - 2.25 207455000.00 178287957.03 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0139 172999827.00 172999827.00 0.0013 N N Y N 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 2026-08-15 2026-08-15 1.5 - 1.5 57145000.00 51155557.65 U.S. Treasuries (including strips) Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0143 49999430.00 49999430.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.41% 5493007VSMFZCPV1NB83 CIF198000 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 91680000.00 85751155.82 U.S. Treasuries (including strips) Y N/A N/A 2018-03-20 2018-03-20 2018-03-20 N N N 0.0144 83998168.80 83998168.80 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.42% 5493007VSMFZCPV1NB83 CID931000 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 92790000.00 86789373.34 U.S. Treasuries (including strips) Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0144 84998436.00 84998436.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.45% 5493007VSMFZCPV1NB83 CIH061000 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 91660000.00 85732449.19 U.S. Treasuries (including strips) Y N/A N/A 2018-03-13 2018-03-13 2018-03-13 N N N 0.0142 84000579.60 84000579.60 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.45% 5493007VSMFZCPV1NB83 CIJ926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-08-15 2046-08-15 2.25 - 2.25 210570000.00 174119919.94 U.S. Treasuries (including strips) Y N/A N/A 2018-03-16 2018-03-16 2018-03-16 N N N 0.0143 169000574.60 169000574.60 0.0013 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 2026-11-15 2026-11-15 2 - 2 92825000.00 86822109.93 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0148 84999311.50 84999311.50 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.63% 5493007VSMFZCPV1NB83 CJA356000 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 167830000.00 172329830.80 U.S. Treasuries (including strips) Y N/A N/A 2018-04-23 2018-04-23 2018-04-23 N N N 0.0162 168901384.98 168901384.98 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.65% 5493007VSMFZCPV1NB83 CJC343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2046-08-15 2.25 - 3.625 204735000.00 173845007.98 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0164 169000000.00 169000000.00 0.0013 N N N Y 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 2018-05-24 2046-08-15 0 - 3.375 89226500.00 85784583.69 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0134 84000000.00 84000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.38% 549300QJJX6CVVUXLE15 CJC347000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-15 2027-11-15 0 - 2.25 229905500.00 224408655.23 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0137 220000000.00 220000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.44% 549300QJJX6CVVUXLE15 CIE762000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2027-11-15 1.875 - 2.625 173552900.00 172538665.96 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0143 169000000.00 169000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.44% 549300QJJX6CVVUXLE15 CJB455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-04-30 2026-08-15 1.25 - 3.375 88785400.00 85690362.09 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0143 84000000.00 84000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.50% 549300QJJX6CVVUXLE15 CIC277000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-04-30 2025-01-31 1.25 - 2.5 261849100.00 259382340.07 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 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 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 2018-03-29 2046-11-15 0 - 8.875 346397200.00 353128040.52 U.S. Treasuries (including strips) Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N N N 0.0137 344000963.20 344000963.20 0.0026 N N Y N 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 2018-03-29 2046-11-15 0 - 8.75 139948300.00 151819133.15 U.S. Treasuries (including strips) Y N/A N/A 2018-03-13 2018-03-13 2018-03-13 N N N 0.0137 148000932.40 148000932.40 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 2018-03-29 2047-11-15 0 - 8.75 338918700.00 345443809.40 U.S. Treasuries (including strips) Y N/A N/A 2018-03-22 2018-03-22 2018-03-22 N N N 0.0142 335995027.20 335995027.20 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 54322000.00 53123370.37 U.S. Treasuries (including strips) Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 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 1.4%, dated 2/28/2018 due 03/01/2018 B4TYDEB6GKMZO031MB27 CJC447000_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 2043-04-20 2047-02-20 3 - 3.5 1946637202.78 1343547938.87 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 1317152272.90 1317152272.90 0.0099 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.36% AC28XWWI3WIBK2824319 0000851376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 44808146.00 43634853.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-12-01 2048-01-01 3.5 - 3.5 339416203.00 337435892.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0137 373499850.60 373499850.60 0.0028 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.36% AC28XWWI3WIBK2824319 0000851376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-09-01 4 - 4 386217798.00 380546238.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0137 372999589.70 372999589.70 0.0028 N N 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 NATIONAL MORTGAGE ASSOC 2047-10-01 2047-10-01 3.5 - 3.5 197072684.00 193044109.48 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 Barclays Capital, Inc. Barclays Capital, Inc., 1.40% 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 2030-03-01 2030-03-01 3 - 3 204555998.00 175182722.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-12-01 2048-02-01 3.5 - 4 581763008.00 586786908.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0139 747000000.00 747000000.00 0.0056 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.39% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-01-01 2047-12-01 3.5 - 4 56672381.00 31445974.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-02-01 2047-12-01 3.5 - 4 52828348.00 40993599.42 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-22 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 71000000.00 71000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.39% 3Y4U8VZURTYWI1W2K376 CJA349000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2046-11-15 2046-11-15 N/A 405000.00 163709.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2048-01-01 2.5 - 4.5 3713430.00 3049172.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-10-24 2019-10-24 2 - 2 55000.00 55078.59 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2025-07-15 2044-10-20 3 - 4.5 58896021.00 36574220.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-03 2047-12-01 1.135 - 5.5 59258755.00 32598981.75 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 71000000.00 71000000.00 0.0005 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.32% R0MUWSFPU8MPRO8K5P83 CFI004000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-06-14 2046-02-15 0 - 3.625 175240568.23 127034503.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2048-02-01 0 - 6.5 11440918.00 9215389.26 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2038-01-20 2047-11-20 2 - 4 29994110.00 25428965.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-08-01 2047-10-01 2.5 - 7 38077633.00 34689891.70 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0132 191000000.00 191000000.00 0.0014 N Y 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 US TREASURY 2018-07-26 2047-02-15 0 - 4.625 166719422.66 154226481.85 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2037-04-28 1.375 - 3.37 864000.00 829824.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2031-03-15 0 - 7 966081.00 615748.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2029-10-24 2029-10-24 4 - 4 10000.00 10875.18 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2040-07-20 2.124 - 3.25 1050022.00 120055.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-10-01 0 - 4.5 41202448.00 36667638.73 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0135 188000000.00 188000000.00 0.0014 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 2018-11-15 2047-02-15 0 - 4.625 41668451.40 31677822.35 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2037-04-28 1.875 - 3.37 145000.00 138668.26 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2045-04-01 0 - 7 43683396.00 28071464.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2042-09-20 2.274 - 3.25 17202581.00 2135736.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-10-01 0 - 7 40012642.00 35336676.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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., 1.37% R0MUWSFPU8MPRO8K5P83 CII247000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-04-30 2047-05-15 0 - 4.625 85633065.69 66949653.84 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-05-30 2037-10-26 1.15 - 3.43 975000.00 958321.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2046-04-01 0 - 7 5395906.00 1692900.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-08-05 2037-03-16 0.875 - 3.625 2360000.00 2340846.27 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2029-10-15 2047-10-20 2 - 7 14592961.00 4233242.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2022-05-15 2047-10-01 0 - 4.5 55978401.00 20229907.27 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0136 94000000.00 94000000.00 0.0007 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.4%, dated 2/28/2018 due 03/01/2018 R0MUWSFPU8MPRO8K5P83 CJC447000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-08 2047-08-15 0 - 9.125 73229594.83 71359990.02 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-02-01 2035-05-01 1.3 - 3.37 660581.58 649443.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2019-08-05 2037-03-16 0.875 - 3.59 185168.23 182548.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2039-04-01 0 - 5.5 1157189.83 413356.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-20 2046-02-20 2.375 - 3.5 729916.69 238746.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2044-06-01 0 - 7.5 5476748.90 2047771.15 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 73338099.83 73338099.83 0.0005 N Y 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 US TREASURY 2018-05-15 2045-02-15 0 - 4.625 81829624.41 79177879.59 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2035-05-01 1.875 - 3.37 2000.00 1928.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2032-07-15 0 - 6.5 2707790.00 1428376.73 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2046-10-20 2.274 - 4 42022615.00 13207786.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2046-10-01 0 - 7 3135094.00 2260891.69 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 1.4%, dated 2/28/2018 due 03/01/2018 VJW2DOOHGDT6PR0ZRO63 CJC447000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-04-12 2047-05-15 0 - 5.25 5084921.60 4941235.99 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-03-26 2027-05-12 1.187 - 5.05 86274451.72 85526491.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-03-09 2031-08-25 0 - 5.25 97706394.72 97540415.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-03-07 2048-02-01 0.875 - 4 9133183.73 8990474.51 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-15 2048-02-20 2.5 - 4.5 139327.72 129779.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-19 2047-12-01 1.5 - 4.5 2450653.23 2368449.07 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 195568266.21 195568266.21 0.0015 N Y Y N Citibank NA Citibank NA, 1.38% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-02-28 2045-02-15 1.375 - 2.75 86567000.00 83747808.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-01-28 2020-01-28 N/A 11235000.00 11232078.90 Agency Debentures and Agency Strips Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0139 92999748.90 92999748.90 0.0007 N N Y N Citibank NA Citibank NA, 1.39% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-31 2046-02-15 0 - 3.75 584623600.00 570224077.26 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2035-08-01 2035-08-01 3.195 - 3.195 4552.00 70.26 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0139 558999441.00 558999441.00 0.0042 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.4%, dated 2/28/2018 due 03/01/2018 E57ODZWZ7FF32TWEFA76 CJC447000_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 492117719.82 478981064.32 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-01-25 2021-01-25 1.392 - 1.392 1397714.88 1404365.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2020-01-28 2020-01-28 0 - 0 2271286.68 2270696.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2045-10-01 2 - 8 4958907.34 102007.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2048-01-20 2.5 - 6 28428089.71 7643752.52 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 5534950.93 5555438.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-03-25 2047-10-01 2.5 - 9 11761052.58 2909584.56 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 488920665.52 488920665.52 0.0037 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.4%, dated 2/28/2018 due 03/01/2018 1VUV7VQFKUOQSJ21A208 CJC447000_04361 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 2025-02-15 0 - 3.5 556135728.57 542541678.31 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 531883591.16 531883591.16 0.0040 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.36% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-08-01 2043-03-01 3 - 6.5 2876986.00 418265.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2021-05-20 2053-02-15 3 - 6 369789100.00 359237785.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-05-01 2056-06-01 3 - 6 32105757.00 21400303.13 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0135 373500000.00 373500000.00 0.0028 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.4%, dated 2/28/2018 due 03/01/2018 CYYGQCGNHMHPSMRL3R97 CJC447000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-31 2040-11-15 0.75 - 8.125 541573081.83 573726349.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2047-01-01 4 - 6.5 292430729.76 88050328.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2048-01-20 3.5 - 5 500479870.42 217041933.93 Agency Mortgage-Backed Securities U.S. TREASURY 2019-01-31 2019-07-31 0.646 - 1.244 36931451.54 37027093.00 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 897328809.36 897328809.36 0.0067 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.36% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-20 2047-08-20 4 - 4.5 1062885000.00 571308249.88 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0138 559998992.00 559998992.00 0.0042 N N 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 FEDERAL FARM CREDIT 2018-04-18 2018-04-18 0.75 - 0.75 4000.00 4006.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 1748.00 956.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2048-02-01 2.5 - 7.5 961214141.00 351735482.36 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 23 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, 1.38% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2046-04-20 3 - 4 190123615.00 95942482.47 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0140 93998900.20 93998900.20 0.0007 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 HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-03-27 2020-01-17 1.5 - 3.75 83575000.00 85739644.87 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 255290.00 103207.59 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-04-04 2018-04-04 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 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 194157986.00 195187607.47 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-04 2018-04-04 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 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.4%, dated 2/28/2018 due 03/01/2018 ZBUT11V806EZRVTWT807 CJC447000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-04-30 2046-11-15 0.625 - 7.125 183247614.44 185083662.54 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2020-01-31 0 - 1.244 5121541.76 5134245.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2019-03-01 2048-02-01 2.5 - 6 1278463101.52 607941479.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 782273064.83 782273064.83 0.0059 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.36% 8NAV47T0Y26Q87Y0QP81 CIH505000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-06-20 4 - 4 623527225.00 524932837.18 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2032-06-25 2047-11-25 3.322 - 4.363 53697774.00 49652577.34 Agency Debentures and Agency Strips Y N/A N/A 2018-03-07 2018-03-07 2018-03-16 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0135 563000000.00 563000000.00 0.0042 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.4%, dated 2/28/2018 due 03/01/2018 8NAV47T0Y26Q87Y0QP81 CJC447000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-12-31 2022-11-15 1.25 - 1.625 53634155.60 51491051.21 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2048-01-20 2048-01-20 3.5 - 3.5 72818281.59 73188547.68 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 122230166.38 122230166.38 0.0009 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.41% K5HU16E3LMSVCCJJJ255 CIE658000 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 3114000.00 2917537.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2048-02-01 2 - 4.5 250428237.00 170437995.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2036-04-15 2048-02-20 2 - 6 189716011.00 42001311.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2048-01-01 2.021 - 4 105138559.00 31705516.63 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0141 241997773.60 241997773.60 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.41% K5HU16E3LMSVCCJJJ255 CIE661000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-02-15 2019-02-15 2.75 - 2.75 100.00 100.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2048-02-01 1.906 - 5.595 265046521.00 62705365.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2048-02-20 3 - 5 132105879.00 30780070.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-02-01 1.996 - 4.5 337225281.00 115802828.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-10 2018-04-10 2018-04-10 N N N 0.0141 204997847.50 204997847.50 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.43% K5HU16E3LMSVCCJJJ255 CIJ457000 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 3805000.00 3564942.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-02-01 2.163 - 5.595 262503562.00 84439595.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-10-20 2048-02-20 2 - 5 116973175.00 44949485.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2048-02-01 1.915 - 5.37 475992536.00 192542299.77 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-20 2018-04-20 2018-04-20 N N N 0.0143 318997575.60 318997575.60 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.45% K5HU16E3LMSVCCJJJ255 CIJ879000 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 4016000.00 3762630.56 Agency Debentures and Agency Strips US TREASURY 2019-12-31 2019-12-31 1.875 - 1.875 100.00 99.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-01-01 1.906 - 5.75 368077388.00 111829425.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-09-20 2047-12-15 2.5 - 5 41687393.00 13055663.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2048-02-01 2.04 - 4.5 541245468.00 138678291.62 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-23 2018-04-23 2018-04-23 N N N 0.0141 262003746.60 262003746.60 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.45% K5HU16E3LMSVCCJJJ255 CJA294000 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 2029-11-01 2047-12-01 2.163 - 4.5 18887727.00 12948112.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-09-20 2063-09-20 3 - 4.5 49688704.00 13516498.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2048-01-01 2.3 - 4.5 184554211.00 69442421.39 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0142 94001090.40 94001090.40 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.45% K5HU16E3LMSVCCJJJ255 CJA297000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2048-01-01 1.852 - 4.5 214881341.00 101041911.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-11-20 2065-10-20 3.125 - 5.5 22652183.00 11777107.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2047-09-01 2.37 - 4 384374129.00 77974759.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-25 2018-04-25 2018-04-25 N N N 0.0142 187001907.40 187001907.40 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.46% K5HU16E3LMSVCCJJJ255 CJB894000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-01-01 2.38 - 4.5 478659346.00 149023598.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2048-01-01 2.433 - 5.57 232567273.00 97836422.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-27 2018-04-27 2018-04-27 N N N 0.0142 242005009.40 242005009.40 0.0018 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.4%, dated 2/28/2018 due 03/01/2018 7TK5RJIZDFROZCA6XF66 CJC447000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2052-11-25 0 - 10.38 665147611.38 348134454.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2029-01-15 2047-11-20 2.5 - 8.5 499467142.01 156111465.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-03-25 2053-12-25 0 - 8.5 1995273920.30 448060930.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 929438185.15 929438185.15 0.0070 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.39% OXTKY6Q8X53C9ILVV871 CJB920000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-24 2037-11-15 0 - 7.625 20985700.35 27296600.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-04-01 2048-02-01 1.874 - 8 375259000.00 52371192.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2020-11-15 2048-01-15 2.5 - 9.5 793075031.00 746691987.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2057-02-01 2.12 - 8 3041653619.00 1140352082.91 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0139 1927998072.00 1927998072.00 0.0145 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.36% 549300QJJX6CVVUXLE15 CJB447000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-04-30 2046-08-15 0 - 2.125 178604300.00 172235652.45 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 3.5 - 3.5 83333.00 60520.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N N N 0.0141 167998622.40 167998622.40 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.36% 549300QJJX6CVVUXLE15 CIH362000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-07-31 2022-07-31 1.875 - 1.875 409900.00 397685.09 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 207069182.00 191471052.36 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 188000000.00 188000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.38% 549300QJJX6CVVUXLE15 CIJ462000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-07-31 2022-07-31 1.875 - 1.875 407700.00 395550.65 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-11-20 3.5 - 3.5 197460061.00 190410289.13 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 187000000.00 187000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.38% 549300QJJX6CVVUXLE15 CII605000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-04-30 2027-02-15 1.75 - 2.25 99143300.00 95588884.33 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 366600.00 338984.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 94000000.00 94000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.38% 549300QJJX6CVVUXLE15 CII607000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-07-31 2022-07-31 1.875 - 1.875 410000.00 397782.11 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 207054925.00 191457869.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 188000000.00 188000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.45% 549300QJJX6CVVUXLE15 CIF188000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-07-31 2022-07-31 1.875 - 1.875 406100.00 393998.33 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-20 2047-11-20 3.5 - 3.5 189654351.00 189494134.12 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-04-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 186000000.00 186000000.00 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 2022-07-31 2022-07-31 1.875 - 1.875 332100.00 322203.51 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-20 2047-11-20 3.5 - 3.5 155068898.00 154937898.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 0.0011 N N Y N RBC Financial Group RBC Financial Group, 1.31% ES7IP3U3RHIGC71XBU11 CFH880000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2047-10-01 2.294 - 4 407387.00 382524.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2057-01-01 3 - 4 136077356.00 103998207.08 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0131 102000000.00 102000000.00 0.0008 N Y 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 2.104 - 6.5 221031518.00 84479347.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 6.979 - 6.979 2998558.00 2469794.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-01 2057-01-01 2.346 - 5.5 331446181.00 108532383.21 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 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 FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2048-01-01 2.104 - 6.5 219786143.00 43702813.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2047-09-20 4 - 4.5 4549378.00 1464357.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2057-01-01 1.603 - 7 776566732.00 150228631.41 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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, 1.38% ES7IP3U3RHIGC71XBU11 CIH893000 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 2048-02-01 1.5 - 6 33290809.00 12481793.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2047-12-20 3.5 - 6.979 156990.00 143956.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2057-01-01 2.346 - 4.5 169607577.00 131291303.06 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0137 141000000.00 141000000.00 0.0011 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 2028-07-15 2048-01-01 2.104 - 6.5 10755758.00 5934704.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2057-01-01 2.346 - 4.5 204435436.00 130988529.77 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 CIH997000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-01-31 2022-01-31 1.875 - 1.875 100.00 97.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2047-12-01 2.104 - 6.5 70725167.00 25436730.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-02-15 2065-04-20 3.25 - 7 54294081.00 48321770.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2057-01-01 2.172 - 5.57 410353080.00 118097313.65 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0137 188000000.00 188000000.00 0.0014 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 2043-06-01 2047-10-01 2.294 - 4.5 22738196.00 21590971.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-01-01 2057-01-01 2.346 - 4.5 426514514.00 139822318.14 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 CIB255000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2047-12-01 2.104 - 4.5 4397913.00 2006322.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2057-01-01 2.346 - 4.5 86756959.00 46386983.93 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-03-07 2018-03-07 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 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 FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2048-01-01 1.917 - 6.5 162641010.00 41320892.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2048-01-20 3 - 4 9152518.00 6945198.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2057-01-01 2.346 - 7 288869676.00 202030067.43 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 0.0018 N N Y N RBC Financial Group RBC Financial Group, 1.52% ES7IP3U3RHIGC71XBU11 CIG658000 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 2.104 - 6.5 100053260.00 19215130.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-15 2048-01-20 3 - 4 6152029.00 4204145.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2057-01-01 2.346 - 4.5 159577139.00 110306099.90 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-04-13 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0151 131000000.00 131000000.00 0.0010 N N Y N Societe Generale Societe Generale, 1.36% O2RNE8IBXP4R0TD8PU41 CJA841000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-15 2045-05-15 0.125 - 3.125 387077200.00 382390797.64 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0136 373999738.20 373999738.20 0.0028 N N Y N Societe Generale Societe Generale, 1.36% O2RNE8IBXP4R0TD8PU41 CIG653000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2026-01-15 2029-10-15 N/A 123880000.00 90617708.99 Agency Debentures and Agency Strips US TREASURY 2018-03-29 2046-11-15 0 - 8.125 430346592.87 438313134.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2047-11-01 3.5 - 5.967 705709.00 2098.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2037-12-01 2047-08-01 3 - 3.5 10833984.00 9690505.43 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-22 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 525000000.00 525000000.00 0.0039 N N Y N Societe Generale Societe Generale, 1.39% O2RNE8IBXP4R0TD8PU41 CJB931000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-04-15 2045-11-15 0.125 - 6.125 724104600.00 723704444.70 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0137 708001274.40 708001274.40 0.0053 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 2018-06-14 2027-02-15 0 - 3.625 135829400.00 133909761.41 U.S. Treasuries (including strips) Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0148 130996842.90 130996842.90 0.0010 N N N Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.40% 5U0XI89JRFVHWIBS4F54 CJC272000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-03-31 2024-11-15 1.875 - 2.25 53756200.00 52534698.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3.5 - 3.5 199125592.00 180820051.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-20 2047-12-20 3.5 - 5 2620303442.00 910109792.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 1121000000.00 1121000000.00 0.0084 N Y 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 US TREASURY 2021-01-15 2021-01-15 2 - 2 4903000.00 4857185.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 191411000.00 154660447.06 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 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 2906000.00 2878845.52 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 3.5 - 3.5 128283000.00 126920803.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 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 US TREASURY 2021-01-15 2021-01-15 2 - 2 5028000.00 4981016.96 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 197546000.00 159617538.57 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0141 161000000.00 161000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CIC158000 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 4362000.00 4321240.25 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 179377000.00 157741292.48 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.42% 5493006GGLR4BTEL8O61 CIC954000 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 3928000.00 3891295.67 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 181560000.00 159660988.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0141 160000000.00 160000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.47% 5493006GGLR4BTEL8O61 CIH474000 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 1900000.00 1882245.87 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3 - 3 358211000.00 302369769.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-07 2018-03-07 2018-03-29 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0146 297762500.00 297762500.00 0.0022 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.4%, dated 2/28/2018 due 03/01/2018 VYVVCKR63DVZZN70PB21 CJC447000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-01-03 2047-05-15 0 - 3 109582866.31 107231516.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2047-07-15 1.75 - 5.58 21479770.77 9107372.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-20 2048-02-20 3 - 7 740841755.57 752016455.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-11-25 2040-08-25 1.751 - 3.5 2766190.72 289340.22 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0140 851210878.67 851210878.67 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.22% 912796NW5 US912796NW50 U.S. Treasury Debt Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0122 204896759.95 204896759.95 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.44% 912796LS6 US912796LS66 U.S. Treasury Debt Y N/A N/A 2018-03-29 2018-03-29 2018-03-29 N N N 0.0144 316634790.64 316634790.64 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.44% 912796NY1 US912796NY17 U.S. Treasury Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0144 1133383408.15 1133383408.15 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.49% 912796PA1 US912796PA13 U.S. Treasury Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0149 1828777970.00 1828777970.00 0.0137 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.52% 912796PB9 US912796PB95 U.S. Treasury Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0152 602740116.40 602740116.40 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.52% 912796LX5 US912796LX51 U.S. Treasury Debt Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0152 458906989.40 458906989.40 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.55% 912796PF0 US912796PF00 U.S. Treasury Debt Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0155 1961033439.89 1961033439.89 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796PG8 US912796PG82 U.S. Treasury Debt Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0157 1097288066.58 1097288066.58 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.60% 912796MB2 US912796MB23 U.S. Treasury Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0160 1901546345.10 1901546345.10 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.62% 912796PJ2 US912796PJ22 U.S. Treasury Debt Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0162 933288394.87 933288394.87 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.63% 912796PH6 US912796PH65 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0163 1754751202.48 1754751202.48 0.0132 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.65% 912796PL7 US912796PL77 U.S. Treasury Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0165 960398156.25 960398156.25 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.66% 912796MF3 US912796MF37 U.S. Treasury Debt Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0166 968637227.04 968637227.04 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.71% 912796PN3 US912796PN34 U.S. Treasury Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0171 1146129561.25 1146129561.25 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.72% 912796PQ6 US912796PQ64 U.S. Treasury Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0172 318966153.63 318966153.63 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.76% 912796PR4 US912796PR48 U.S. Treasury Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0176 992843960.00 992843960.00 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.76% 912796PS2 US912796PS21 U.S. Treasury Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0176 658036709.07 658036709.07 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.81% 912796NQ8 US912796NQ82 U.S. Treasury Debt Y N/A N/A 2018-08-16 2018-08-16 2018-08-16 N N N 0.0181 436321965.20 436321965.20 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.85% 912796PW3 US912796PW33 U.S. Treasury Debt Y N/A N/A 2018-08-30 2018-08-30 2018-08-30 N N N 0.0185 554854456.80 554854456.80 0.0042 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 0.0147 159188214.66 159188214.66 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828QG8 US912828QG83 U.S. Treasury Debt Y N/A N/A 2018-04-30 2018-04-30 2018-04-30 N N N 0.0152 28051471.28 28051471.28 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.62% 912828VE7 US912828VE70 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0165 93844570.06 93844570.06 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.62% 912828R51 US912828R515 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0165 94813474.15 94813474.15 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.62% to 1.63% 912828QQ6 US912828QQ65 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0167 81142201.17 81142201.17 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.69% 912828QT0 US912828QT05 U.S. Treasury Debt Y N/A N/A 2018-06-30 2018-06-30 2018-06-30 N N N 0.0182 214392891.16 214392891.16 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.70% 9128283B4 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-03-01 2019-10-31 2019-10-31 N N N 0.0166 214134152.32 214134152.32 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.71% 9128282M1 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-03-01 2019-07-31 2019-07-31 N N N 0.0162 556015088.21 556015088.21 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.72% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-03-01 2019-04-30 2019-04-30 N N N 0.0162 1199350122.04 1199350122.04 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.79% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-03-01 2019-01-31 2019-01-31 N N N 0.0161 416678749.76 416678749.76 0.0031 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.51% R0MUWSFPU8MPRO8K5P83 CJC460000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-03-07 2018-03-07 2018-03-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0150 337000000.00 337000000.00 0.0025 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. BNP Paribas, S.A. BNP Paribas, S.A., 1.52% R0MUWSFPU8MPRO8K5P83 CJC461000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-03-07 2018-03-07 2018-03-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0151 373900000.00 373900000.00 0.0028 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., 1.60% 5493006GGLR4BTEL8O61 CJC357000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-03-07 2018-03-07 2018-04-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0159 94187500.00 94187500.00 0.0007 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. Government Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.61% 5493006GGLR4BTEL8O61 CJB962000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-03-07 2018-03-07 2018-04-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0160 159000000.00 159000000.00 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. Government Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.62% 5493006GGLR4BTEL8O61 CJC355000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-03-07 2018-03-07 2018-04-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0161 29000000.00 29000000.00 0.0002 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. Government Obligations as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2018-03-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer