0000278001-18-000010.txt : 20180406 0000278001-18-000010.hdr.sgml : 20180406 20180406094109 ACCESSION NUMBER: 0000278001-18-000010 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180331 FILED AS OF DATE: 20180406 DATE AS OF CHANGE: 20180406 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: 18742062 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 2018-03-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. 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Government Agency Debt Y N/A N/A 2018-04-09 2018-07-09 2018-07-09 N N N 0.0158 86043969.22 86043969.22 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.78% 3133EEW48 US3133EEW488 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-06-11 2018-06-11 N N N 0.0160 77026754.42 77026754.42 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.86% 3133EEM23 US3133EEM232 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-06-18 2018-06-18 N N N 0.0170 86027855.40 86027855.40 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.99% 3133EGSE6 US3133EGSE61 U.S. Government Agency Debt Y N/A N/A 2018-04-30 2018-08-29 2018-08-29 N N N 0.0181 23016446.15 23016446.15 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 313385VC7 US313385VC78 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0067 74993100.00 74993100.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 313385VD5 US313385VD51 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0084 119983440.00 119983440.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385VE3 US313385VE35 U.S. Government Agency Debt Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 N N N 0.0096 1540716456.00 1540716456.00 0.0115 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 313385VH6 US313385VH65 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0118 744759365.00 744759365.00 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 313385VK9 US313385VK94 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-04-11 2018-04-11 N N N 0.0126 418826115.00 418826115.00 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 313385VL7 US313385VL77 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0129 266876913.00 266876913.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.49% 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45973793.80 45973793.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130ADKN1 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-01 2018-11-01 2018-11-01 N N N 0.0162 91947587.60 91947587.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130ADKH4 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-01 2018-11-01 2018-11-01 N N N 0.0162 184894605.50 184894605.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130ADLD2 US3130ADLD28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-06-05 2018-06-05 N N N 0.0152 146997342.24 146997342.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130ACLF9 US3130ACLF92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 N N N 0.0153 287998652.16 287998652.16 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ADKU5 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-01 2019-03-01 2019-03-01 N N N 0.0163 554512537.95 554512537.95 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-02 2018-07-02 2018-07-02 N N N 0.0156 57994940.08 57994940.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ADBG6 US3130ADBG68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-03 2018-07-03 2018-07-03 N N N 0.0157 94986808.30 94986808.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ADKX9 US3130ADKX90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-09-04 2018-09-04 N N N 0.0163 275882603.40 275882603.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ADLA8 US3130ADLA88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-06 2018-08-06 2018-08-06 N N N 0.0163 275903761.56 275903761.56 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130ADLE0 US3130ADLE01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-07 2018-06-07 2018-06-07 N N N 0.0155 146993204.19 146993204.19 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-03 2018-05-03 2018-05-03 N N N 0.0154 394998226.45 394998226.45 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-03 2018-05-03 2018-05-03 N N N 0.0154 197999110.98 197999110.98 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-01 2018-10-01 2018-10-01 N N N 0.0161 97968338.16 97968338.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-01 2018-10-01 2018-10-01 N N N 0.0161 97968338.16 97968338.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-03 2018-07-03 2018-07-03 N N N 0.0157 135987970.80 135987970.80 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 3130ADCU4 US3130ADCU44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-10-05 2018-10-05 N N N 0.0164 10795042.58 10795042.58 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 3130ADE32 US3130ADE326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-06 2018-07-06 2018-07-06 N N N 0.0158 375960467.36 375960467.36 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 3130ADN40 US3130ADN400 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-08 2018-08-08 2018-08-08 N N N 0.0165 124955212.50 124955212.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 3130ACS21 US3130ACS211 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-08 2018-05-08 2018-05-08 N N N 0.0156 191995921.92 191995921.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 3130ADLK6 US3130ADLK60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-08-08 2018-08-08 N N N 0.0165 91967036.40 91967036.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130ADRQ7 US3130ADRQ76 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-09-05 2018-09-05 N N N 0.0163 183940551.44 183940551.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130ACJZ8 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-09-05 2018-09-05 N N N 0.0163 189938612.90 189938612.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130ACYW8 US3130ACYW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-06-05 2018-06-05 N N N 0.0155 755005050.95 755005050.95 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130ADCK6 US3130ADCK61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-08 2018-05-08 2018-05-08 N N N 0.0157 93997166.84 93997166.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-08 2018-05-08 2018-05-08 N N N 0.0156 56999073.75 56999073.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 313385WG7 US313385WG73 U.S. Government Agency Debt Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0156 124822875.00 124822875.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130ADA36 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-03 2019-01-03 2019-01-03 N N N 0.0164 188886104.82 188886104.82 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130ACYJ7 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-09-04 2018-09-04 N N N 0.0163 189951124.40 189951124.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130ACY32 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-09-04 2018-09-04 N N N 0.0163 151960899.52 151960899.52 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130ACYG3 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-09-04 2018-09-04 N N N 0.0163 347910480.48 347910480.48 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130ACXZ2 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-09-05 2018-09-05 N N N 0.0163 132965469.21 132965469.21 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-07 2018-07-06 2018-07-06 N N N 0.0159 217982751.84 217982751.84 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130ADN65 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-08 2018-11-08 2018-11-08 N N N 0.0166 182890882.59 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2019-01-04 2019-01-04 N N N 0.0165 5996815.68 5996815.68 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130ACY24 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-06 2018-09-06 2018-09-06 N N N 0.0164 284925321.45 284925321.45 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AD4D1 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-07 2018-09-07 2018-09-07 N N N 0.0165 376891518.25 376891518.25 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130ADMY5 US3130ADMY55 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-10 2018-08-10 2018-08-10 N N N 0.0168 183933355.20 183933355.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130ABUJ3 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2019-01-18 2019-01-18 N N N 0.0153 268097511.80 268097511.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313385WM4 US313385WM42 U.S. 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N 0.0163 281968032.48 281968032.48 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-07-12 2018-07-12 N N N 0.0163 232976811.84 232976811.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130ADE40 US3130ADE409 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-07-12 2018-07-12 N N N 0.0163 187978688.32 187978688.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313385WW2 US313385WW24 U.S. Government Agency Debt Y N/A N/A 2018-05-16 2018-05-16 2018-05-16 N N N 0.0160 1058495865.40 1058495865.40 0.0079 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ABZR0 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2019-02-04 2019-02-04 N N N 0.0164 87477256.13 87477256.13 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ADSP8 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-12-07 2018-12-07 N N N 0.0167 90958357.49 90958357.49 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-10 2018-08-10 2018-08-10 N N N 0.0168 272930122.92 272930122.92 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AB4R4 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-10 2018-10-10 2018-10-10 N N N 0.0169 54976761.95 54976761.95 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-10 2018-05-10 2018-05-10 N N N 0.0159 57000502.74 57000502.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-05-11 2018-05-11 N N N 0.0160 56999679.09 56999679.09 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-07-11 2018-07-11 N N N 0.0163 58995819.85 58995819.85 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-05-11 2018-05-11 N N N 0.0160 56999679.09 56999679.09 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-07-12 2018-07-12 N N N 0.0163 96993032.49 96993032.49 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ADNJ7 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2019-02-12 2019-02-12 N N N 0.0170 185848934.52 185848934.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-07-12 2018-07-12 N N N 0.0163 98992888.83 98992888.83 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-06-12 2018-06-12 N N N 0.0165 28996994.15 28996994.15 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ADN57 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-13 2018-11-13 2018-11-13 N N N 0.0170 182888262.03 182888262.03 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ACS39 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-13 2018-08-13 2018-08-13 N N N 0.0169 95969461.44 95969461.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ADE57 US3130ADE573 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-13 2018-07-13 2018-07-13 N N N 0.0164 300962037.88 300962037.88 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130ACMY7 US3130ACMY72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-16 2018-04-16 2018-04-16 N N N 0.0163 191996870.40 191996870.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313385WX0 US313385WX07 U.S. Government Agency Debt Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0161 136708875.00 136708875.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313385WY8 US313385WY89 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0161 385161608.00 385161608.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-13 2018-07-13 2018-07-13 N N N 0.0164 97991751.34 97991751.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-13 2018-07-13 2018-07-13 N N N 0.0164 97991751.34 97991751.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-13 2018-07-13 2018-07-13 N N N 0.0164 58995033.97 58995033.97 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130ADMZ2 US3130ADMZ21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-15 2018-08-15 2018-08-15 N N N 0.0171 182930057.40 182930057.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 313385XD3 US313385XD34 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2018-05-23 2018-05-23 N N N 0.0162 184554520.00 184554520.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 313385XE1 US313385XE17 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0162 53867376.00 53867376.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 313385XF8 US313385XF81 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0162 627525362.70 627525362.70 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AC3G7 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-08 2019-02-08 2019-02-08 N N N 0.0167 47981861.76 47981861.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-10-11 2018-10-11 N N N 0.0169 23992297.20 23992297.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AD4P4 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2019-01-11 2019-01-11 N N N 0.0170 149917435.50 149917435.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130ADT77 US3130ADT779 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-10-12 2018-10-12 N N N 0.0169 73974137.74 73974137.74 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130ABSW7 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-10-12 2018-10-12 N N N 0.0169 15994828.00 15994828.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-10-12 2018-10-12 N N N 0.0169 391873286.00 391873286.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-14 2018-06-14 2018-06-14 N N N 0.0161 191001298.80 191001298.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-15 2018-05-15 2018-05-15 N N N 0.0164 194995292.70 194995292.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-15 2018-05-15 2018-05-15 N N N 0.0164 97997634.28 97997634.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130ACN26 US3130ACN261 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-04-18 2018-04-18 N N N 0.0166 191996432.64 191996432.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 313385XK7 US313385XK76 U.S. Government Agency Debt Y N/A N/A 2018-05-29 2018-05-29 2018-05-29 N N N 0.0163 454772448.00 454772448.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ACZX5 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-12-11 2018-12-11 N N N 0.0170 381834288.40 381834288.40 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ACZU1 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-12-11 2018-12-11 N N N 0.0170 381834288.40 381834288.40 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ACZV9 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-12-11 2018-12-11 N N N 0.0170 189917578.00 189917578.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-14 2018-06-14 2018-06-14 N N N 0.0161 96003565.44 96003565.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-14 2018-05-14 2018-05-14 N N N 0.0163 56999651.16 56999651.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-14 2018-05-14 2018-05-14 N N N 0.0163 248998476.12 248998476.12 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ADNF5 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-14 2019-02-14 2019-02-14 N N N 0.0173 185847113.58 185847113.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ADNC2 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-14 2019-02-14 2019-02-14 N N N 0.0173 185847113.58 185847113.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-14 2018-05-14 2018-05-14 N N N 0.0163 56999651.16 56999651.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-14 2018-05-14 2018-05-14 N N N 0.0163 190998831.08 190998831.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-15 2018-06-15 2018-06-15 N N N 0.0163 96000614.40 96000614.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ACP65 US3130ACP654 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-04-20 2018-04-20 N N N 0.0167 75998220.08 75998220.08 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313385XM3 US313385XM33 U.S. Government Agency Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0164 71799408.00 71799408.00 0.0005 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 0.0183 35310277.50 35310277.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ADDE9 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-10 2019-07-10 2019-07-10 N N N 0.0172 93915760.02 93915760.02 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ADD33 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-10 2019-07-10 2019-07-10 N N N 0.0172 281747280.06 281747280.06 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ADD41 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2019-07-11 2019-07-11 N N N 0.0172 93915444.18 93915444.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ADD58 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2019-07-11 2019-07-11 N N N 0.0172 93915444.18 93915444.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AD4H2 US3130AD4H25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-15 2018-06-15 2018-06-15 N N N 0.0163 94002528.60 94002528.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ADEL2 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-16 2018-10-16 2018-10-16 N N N 0.0174 29986009.20 29986009.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ADDX7 US3130ADDX73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-17 2018-05-17 2018-05-17 N N N 0.0167 130995066.54 130995066.54 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ADAB8 US3130ADAB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-06-18 2018-06-18 N N N 0.0166 560979231.78 560979231.78 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ACSU9 US3130ACSU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-05-18 2018-05-18 N N N 0.0167 404981815.50 404981815.50 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ACST2 US3130ACST24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-05-18 2018-05-18 N N N 0.0167 134993938.50 134993938.50 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ACSV7 US3130ACSV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-05-18 2018-05-18 N N N 0.0167 134993938.50 134993938.50 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130ADND0 US3130ADND00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-09-19 2018-09-19 N N N 0.0175 275867969.88 275867969.88 0.0021 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 0.0177 75925064.00 75925064.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AC3Z5 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2019-02-11 2019-02-11 N N N 0.0170 37985440.30 37985440.30 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AC3H5 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2019-02-11 2019-02-11 N N N 0.0170 39984674.00 39984674.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130ACT53 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-16 2018-11-16 2018-11-16 N N N 0.0174 92850933.01 92850933.01 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-17 2018-04-17 2018-04-17 N N N 0.0166 96999523.73 96999523.73 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-17 2018-04-17 2018-04-17 N N N 0.0166 69999656.30 69999656.30 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130ADE65 US3130ADE656 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-17 2018-07-17 2018-07-17 N N N 0.0170 187975078.72 187975078.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-17 2018-04-17 2018-04-17 N N N 0.0166 87999567.92 87999567.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AD6B3 US3130AD6B37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0166 92999477.34 92999477.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0166 132999252.54 132999252.54 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AD5Z1 US3130AD5Z14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0166 92999477.34 92999477.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0166 132999252.54 132999252.54 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0166 132999252.54 132999252.54 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130ACF74 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-13 2019-03-13 2019-03-13 N N N 0.0172 33982976.20 33982976.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AAXS2 US3130AAXS20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-17 2018-04-17 2018-04-17 N N N 0.0166 15999954.88 15999954.88 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AD4N9 US3130AD4N92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-04-18 2018-04-18 N N N 0.0166 93999714.24 93999714.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AD4R0 US3130AD4R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-05-18 2018-05-18 N N N 0.0167 74999023.50 74999023.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AD4L3 US3130AD4L37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-04-18 2018-04-18 N N N 0.0166 187999428.48 187999428.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AD4T6 US3130AD4T62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0166 111999634.88 111999634.88 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0166 195999361.04 195999361.04 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385XR2 US313385XR20 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N N N 0.0167 457119915.00 457119915.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385XS0 US313385XS03 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0167 495480174.00 495480174.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385XT8 US313385XT85 U.S. Government Agency Debt Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0167 148537206.00 148537206.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385XU5 US313385XU58 U.S. Government Agency Debt Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0167 35886492.00 35886492.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385XV3 US313385XV32 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0167 36881563.00 36881563.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385XY7 US313385XY70 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0167 218267664.00 218267664.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-17 2018-08-17 2018-08-17 N N N 0.0175 97974968.84 97974968.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-17 2018-08-17 2018-08-17 N N N 0.0175 196949682.26 196949682.26 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AD4K5 US3130AD4K53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-06-18 2018-06-18 N N N 0.0166 412010769.68 412010769.68 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AD5F5 US3130AD5F59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-07-18 2018-07-18 N N N 0.0170 186983130.73 186983130.73 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AD5G3 US3130AD5G33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-07-19 2018-07-19 N N N 0.0170 186982893.24 186982893.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AD4M1 US3130AD4M10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-06-19 2018-06-19 N N N 0.0166 94002437.42 94002437.42 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130ADFF4 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2019-01-18 2019-01-18 N N N 0.0177 187862671.64 187862671.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130ABVE3 US3130ABVE35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-04-20 2018-04-20 N N N 0.0167 21999869.32 21999869.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AD6A5 US3130AD6A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-04-20 2018-04-20 N N N 0.0167 186998889.22 186998889.22 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130ACPR9 US3130ACPR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-23 2018-04-23 2018-04-23 N N N 0.0171 170995333.41 170995333.41 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 313385YA8 US313385YA85 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0168 146494320.00 146494320.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 313385YB6 US313385YB68 U.S. Government Agency Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0168 654708384.00 654708384.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 313385YC4 US313385YC42 U.S. Government Agency Debt Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0168 779234848.00 779234848.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AD5C2 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-12-18 2018-12-18 N N N 0.0177 118937884.38 118937884.38 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AD5T5 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-12-18 2018-12-18 N N N 0.0177 74960851.50 74960851.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AD7M8 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-12-19 2018-12-19 N N N 0.0177 188894112.75 188894112.75 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AD5S7 US3130AD5S70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-07-20 2018-07-20 N N N 0.0172 186982663.23 186982663.23 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130ACV92 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-08-20 2018-08-20 N N N 0.0176 675809334.20 675809334.20 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130ACVA9 US3130ACVA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-08-20 2018-08-20 N N N 0.0176 9997179.50 9997179.50 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130ACV68 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-08-20 2018-08-20 N N N 0.0176 193945282.30 193945282.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130ADAA0 US3130ADAA08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-06-22 2018-06-22 N N N 0.0170 93996080.20 93996080.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130ADAM4 US3130ADAM46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-06-22 2018-06-22 N N N 0.0170 46998040.10 46998040.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130ADA44 US3130ADA449 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-06-22 2018-06-22 N N N 0.0170 186992202.10 186992202.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130ACS47 US3130ACS476 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-05-22 2018-05-22 N N N 0.0172 673967108.80 673967108.80 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130ADA51 US3130ADA514 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-06-22 2018-06-22 N N N 0.0170 186992202.10 186992202.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130ADAL6 US3130ADAL62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-06-22 2018-06-22 N N N 0.0170 46998040.10 46998040.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 313385YS9 US313385YS93 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0169 37840248.00 37840248.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-10-19 2018-10-19 N N N 0.0176 132954870.44 132954870.44 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-19 2018-10-19 2018-10-19 N N N 0.0176 266909401.56 266909401.56 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-04-20 2018-04-20 N N N 0.0168 97000634.38 97000634.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ACUA0 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-11-20 2018-11-20 N N N 0.0178 53972522.64 53972522.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-08-20 2018-08-20 N N N 0.0176 319915852.80 319915852.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-08-20 2018-08-20 N N N 0.0176 266929789.68 266929789.68 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-04-20 2018-04-20 N N N 0.0168 234001530.36 234001530.36 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ACUC6 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-11-20 2018-11-20 N N N 0.0178 188903829.24 188903829.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ACUF9 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-11-20 2018-11-20 N N N 0.0178 134931306.60 134931306.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AD5R9 US3130AD5R97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-09-20 2018-09-20 N N N 0.0177 186935922.58 186935922.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-04-20 2018-04-20 N N N 0.0168 97000634.38 97000634.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ACU93 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-11-20 2018-11-20 N N N 0.0178 404793919.80 404793919.80 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ADA93 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-21 2018-09-21 2018-09-21 N N N 0.0179 281882129.64 281882129.64 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ACRY2 US3130ACRY28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-06-22 2018-06-22 N N N 0.0170 385988234.72 385988234.72 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ACPP3 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-23 2018-07-23 2018-07-23 N N N 0.0176 94982081.10 94982081.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ACS62 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-23 2018-09-21 2018-09-21 N N N 0.0179 95959873.92 95959873.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130ACQ72 US3130ACQ728 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2018-05-25 2018-05-25 N N N 0.0173 189987403.00 189987403.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ACNP5 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2019-01-18 2019-01-18 N N N 0.0178 189883754.20 189883754.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ACV76 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-21 2018-08-21 2018-08-21 N N N 0.0178 290916549.93 290916549.93 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-06-22 2018-06-22 N N N 0.0170 157000499.26 157000499.26 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ACS70 US3130ACS708 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-08-22 2018-08-22 N N N 0.0179 95966600.64 95966600.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADGZ9 US3130ADGZ94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-23 2018-07-23 2018-07-23 N N N 0.0176 55991157.60 55991157.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADH54 US3130ADH543 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-23 2018-07-23 2018-07-23 N N N 0.0176 36994157.70 36994157.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADH21 US3130ADH212 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-23 2018-07-23 2018-07-23 N N N 0.0176 55991157.60 55991157.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADGW6 US3130ADGW63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-24 2018-05-24 2018-05-24 N N N 0.0173 92995963.80 92995963.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADGS5 US3130ADGS51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-24 2018-05-24 2018-05-24 N N N 0.0173 185991927.60 185991927.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0172 247995585.60 247995585.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADJB9 US3130ADJB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2018-05-25 2018-05-25 N N N 0.0173 556975341.61 556975341.61 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADJM5 US3130ADJM54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2018-05-25 2018-05-25 N N N 0.0173 185991767.64 185991767.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ACPZ1 US3130ACPZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2018-06-26 2018-06-26 N N N 0.0175 189975636.30 189975636.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADB84 US3130ADB843 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2018-06-26 2018-06-26 N N N 0.0175 102987990.20 102987990.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ACQ80 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2018-07-26 2018-07-26 N N N 0.0177 189962972.80 189962972.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADB68 US3130ADB686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-04-27 2018-04-27 N N N 0.0172 187996023.80 187996023.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ACUE2 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-21 2018-11-21 2018-11-21 N N N 0.0180 269861214.60 269861214.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ACUD4 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-21 2018-11-21 2018-11-21 N N N 0.0180 134930607.30 134930607.30 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AD5E8 US3130AD5E84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-21 2018-09-21 2018-09-21 N N N 0.0179 371870726.28 371870726.28 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AD5D0 US3130AD5D02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-21 2018-09-21 2018-09-21 N N N 0.0179 92967681.57 92967681.57 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADAK8 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-10-22 2018-10-22 N N N 0.0181 281863418.94 281863418.94 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADA69 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-10-22 2018-10-22 N N N 0.0181 375817891.92 375817891.92 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADGT3 US3130ADGT35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-24 2018-07-24 2018-07-24 N N N 0.0177 185970314.40 185970314.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADFS6 US3130ADFS60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-24 2018-05-24 2018-05-24 N N N 0.0173 93996598.14 93996598.14 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADHA3 US3130ADHA35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-24 2018-07-24 2018-07-24 N N N 0.0177 194968878.00 194968878.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADGV8 US3130ADGV80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-24 2018-07-24 2018-07-24 N N N 0.0177 185970314.40 185970314.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADH47 US3130ADH477 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-24 2018-07-24 2018-07-24 N N N 0.0177 92985157.20 92985157.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ACH23 US3130ACH230 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2018-05-25 2018-05-25 N N N 0.0173 197994145.14 197994145.14 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADEF5 US3130ADEF58 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2018-05-25 2018-05-25 N N N 0.0173 93996529.52 93996529.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADFL1 US3130ADFL18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2018-05-25 2018-05-25 N N N 0.0173 93996529.52 93996529.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADHD7 US3130ADHD73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2018-07-26 2018-07-26 N N N 0.0177 129978767.10 129978767.10 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADHC9 US3130ADHC90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2018-07-26 2018-07-26 N N N 0.0177 129978767.10 129978767.10 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ACQT4 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-07-27 2018-07-27 N N N 0.0181 191938849.92 191938849.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ACQR8 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-07-27 2018-07-27 N N N 0.0181 191938849.92 191938849.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-23 2018-07-23 2018-07-23 N N N 0.0176 194978197.05 194978197.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ADEE8 US3130ADEE83 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2018-07-25 2018-07-25 N N N 0.0177 93986292.92 93986292.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2018-05-25 2018-05-25 N N N 0.0173 42999360.16 42999360.16 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ABB39 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-07-27 2018-07-27 N N N 0.0181 20994314.25 20994314.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-04-27 2018-04-27 N N N 0.0172 59999770.80 59999770.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-04-27 2018-04-27 N N N 0.0172 195999251.28 195999251.28 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADUR1 US3130ADUR13 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-20 2018-09-20 2018-09-20 N N N 0.0177 365951058.48 365951058.48 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADQ39 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2019-02-22 2019-02-22 N N N 0.0182 184465602.95 184465602.95 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADFC1 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2019-01-25 2019-01-25 N N N 0.0183 187858665.36 187858665.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADFD9 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2019-01-25 2019-01-25 N N N 0.0183 375717330.72 375717330.72 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADFE7 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2019-01-25 2019-01-25 N N N 0.0183 280788749.82 280788749.82 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ACSS4 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-09-27 2018-09-27 N N N 0.0182 95958271.68 95958271.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-07-27 2018-07-27 N N N 0.0181 389906821.20 389906821.20 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-06-27 2018-06-27 N N N 0.0176 194986123.80 194986123.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADJK9 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-28 2019-01-28 2019-01-28 N N N 0.0184 185850721.98 185850721.98 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-28 2018-06-28 2018-06-28 N N N 0.0176 155988724.32 155988724.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-28 2018-06-28 2018-06-28 N N N 0.0176 390976395.33 390976395.33 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-30 2018-06-28 2018-06-28 N N N 0.0176 97992916.56 97992916.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADB27 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2019-02-26 2019-02-26 N N N 0.0184 92928093.33 92928093.33 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADQC9 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2018-11-26 2018-11-26 N N N 0.0183 312835258.71 312835258.71 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ABBU9 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2018-10-26 2018-10-26 N N N 0.0182 152936982.36 152936982.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ABWG7 US3130ABWG73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-08-27 2018-08-27 N N N 0.0182 54984567.55 54984567.55 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 313385YV2 US313385YV23 U.S. Government Agency Debt Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0175 681900375.00 681900375.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 313385YW0 US313385YW06 U.S. Government Agency Debt Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0175 501694704.00 501694704.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 313385YY6 US313385YY61 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0175 145317596.00 145317596.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADUS9 US3130ADUS95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-21 2018-09-21 2018-09-21 N N N 0.0179 182975095.53 182975095.53 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABXN1 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-07-27 2018-07-27 N N N 0.0181 100980690.82 100980690.82 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ACXM1 US3130ACXM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-28 2018-08-28 2018-08-28 N N N 0.0182 47988346.56 47988346.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADQW5 US3130ADQW53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-28 2018-11-28 2018-11-28 N N N 0.0183 183908066.24 183908066.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABXT8 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-28 2018-08-28 2018-08-28 N N N 0.0182 200951201.22 200951201.22 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADQV7 US3130ADQV70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-28 2018-11-28 2018-11-28 N N N 0.0183 91954033.12 91954033.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-28 2018-10-26 2018-10-26 N N N 0.0183 96960056.37 96960056.37 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABXP6 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-28 2018-07-27 2018-07-27 N N N 0.0181 100980694.86 100980694.86 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 313385ZN9 US313385ZN97 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2018-07-19 2018-07-19 N N N 0.0176 181022660.00 181022660.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADJE3 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-24 2019-05-24 2019-05-24 N N N 0.0185 92916385.56 92916385.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADJ60 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2019-05-24 2019-05-24 N N N 0.0185 464581923.15 464581923.15 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-12-27 2018-12-27 N N N 0.0183 48978549.27 48978549.27 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADVK5 US3130ADVK50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2018-10-22 2018-10-22 N N N 0.0181 90991106.57 90991106.57 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ADVJ8 US3130ADVJ87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-26 2018-09-26 2018-09-26 N N N 0.0182 363965460.04 363965460.04 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-17 2018-05-17 2018-05-17 N N N 0.0168 40007476.00 40007476.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AANP9 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-23 2019-01-23 2019-01-23 N N N 0.0182 220003656.40 220003656.40 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313385C61 US313385C612 U.S. Government Agency Debt Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N N N 0.0183 198561200.00 198561200.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 313385D29 US313385D297 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2018-08-24 2018-08-24 N N N 0.0184 86356200.00 86356200.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ACFV1 US3130ACFV17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0193 95997813.12 95997813.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ACG73 US3130ACG737 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2018-06-19 2018-06-19 N N N 0.0198 238991367.32 238991367.32 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ACGD0 US3130ACGD00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-06-20 2018-06-20 N N N 0.0201 190993528.92 190993528.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ACGB4 US3130ACGB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-06-20 2018-06-20 N N N 0.0201 47998373.76 47998373.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ACGZ1 US3130ACGZ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-09-21 2018-09-21 N N N 0.0200 96016553.28 96016553.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130ADPC0 US3130ADPC09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-09-26 2018-09-26 N N N 0.0208 330951677.31 330951677.31 0.0025 N N N N Freddie Mac Freddie Mac, 0.67% 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 0.0067 191982336.00 191982336.00 0.0014 N N Y N Freddie Mac Freddie Mac, 0.84% 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 0.0084 385946732.00 385946732.00 0.0029 N N Y 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 0.0176 7343620.20 7343620.20 0.0001 N N N 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 0.0179 17979462.00 17979462.00 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 0.0184 17967906.00 17967906.00 0.0001 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.73% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-03 2047-08-15 0 - 6 147591700.00 145035722.47 U.S. Treasuries (including strips) Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0172 142000000.00 142000000.00 0.0011 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 179993942.00 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 173000000.00 173000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.45% 3Y4U8VZURTYWI1W2K376 CIB336000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2018-05-15 3.875 - 3.875 342935000.00 353742069.97 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 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, 1.46% 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 2023-08-15 2.125 - 2.5 177070000.00 175898394.72 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 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 BMO Harris Bank NA BMO Harris Bank NA, 1.58% 3Y4U8VZURTYWI1W2K376 CJF015000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-08-15 2044-08-15 3.125 - 3.125 172425000.00 177453851.09 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 8 N N/A N/A N N 0.0157 170000000.00 170000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.59% 3Y4U8VZURTYWI1W2K376 CJF096000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-15 2018-08-15 4 - 4 86585000.00 88071871.11 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 11 N N/A N/A N N 0.0158 85000000.00 85000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.64% 3Y4U8VZURTYWI1W2K376 CJD612000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2044-08-15 3.125 - 3.875 170865000.00 176170865.84 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 11 N N/A N/A N N 0.0163 169000000.00 169000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.73% 3Y4U8VZURTYWI1W2K376 DAB599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-26 2047-02-15 0 - 3.125 148575500.00 148110152.81 U.S. Treasuries (including strips) Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0172 144000000.00 144000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.73% 3Y4U8VZURTYWI1W2K376 DAA234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2024-09-30 1.125 - 2.25 349915000.00 343246492.94 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 11 N N/A N/A N N 0.0172 333000000.00 333000000.00 0.0025 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 254900HROIFWPRGM1V77 2019-04-30 2043-11-15 1.133 - 3.875 333990300.00 348784242.75 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0140 339000000.00 339000000.00 0.0025 N Y Y N 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 254900HROIFWPRGM1V77 2018-10-31 2047-08-15 0.75 - 8.125 348622000.00 351254889.94 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 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 254900HROIFWPRGM1V77 2018-04-26 2047-08-15 0 - 8.75 345740000.00 350252021.76 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 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 BNP Paribas, S.A. BNP Paribas, S.A., 1.64% R0MUWSFPU8MPRO8K5P83 CHJ869000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-05-15 1.133 - 5.25 185016000.00 176241878.80 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 171000000.00 171000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.65% R0MUWSFPU8MPRO8K5P83 CIA363000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-30 2047-08-15 0.75 - 3.875 265372800.00 264234993.27 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 256000000.00 256000000.00 0.0019 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.65% R0MUWSFPU8MPRO8K5P83 CJC875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-08-15 1.133 - 5.25 178922300.00 173993503.96 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0168 169993931.00 169993931.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.66% R0MUWSFPU8MPRO8K5P83 CJE708000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2043-02-15 1.133 - 8.75 328989900.00 343422365.81 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0165 336000000.00 336000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.66% R0MUWSFPU8MPRO8K5P83 CJD732000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-02-15 1.125 - 8.125 500181100.00 518680686.40 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0165 504900000.00 504900000.00 0.0038 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.66% R0MUWSFPU8MPRO8K5P83 CJE124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-26 2047-08-15 0 - 8.75 610377800.00 600505052.34 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0165 587850000.00 587850000.00 0.0044 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.67% R0MUWSFPU8MPRO8K5P83 CJF160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-26 2047-08-15 0 - 5.25 342958800.00 348903726.15 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0166 339000000.00 339000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.67% R0MUWSFPU8MPRO8K5P83 CHJ870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2046-08-15 0 - 8.5 186025600.00 175510836.13 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0172 170992886.40 170992886.40 0.0013 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 1.68% R0MUWSFPU8MPRO8K5P83 CJF638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2044-08-15 1.133 - 7.5 509757200.00 518713609.65 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-11 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0167 507000000.00 507000000.00 0.0038 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.70% R0MUWSFPU8MPRO8K5P83 CJG058000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-08-15 1.133 - 6 433938400.00 431385286.84 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0169 422000000.00 422000000.00 0.0032 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.73% R0MUWSFPU8MPRO8K5P83 CJH504000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-08-15 1.125 - 8.75 318379300.00 343242812.76 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0172 336000000.00 336000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.75% R0MUWSFPU8MPRO8K5P83 CJH507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-30 2047-05-15 1.133 - 8.75 687359800.00 690635788.55 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-06-13 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0174 673000000.00 673000000.00 0.0050 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.75% R0MUWSFPU8MPRO8K5P83 DAB597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-30 2042-08-15 0 - 9.125 343286100.00 340713242.80 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-27 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0174 334000000.00 334000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.76% R0MUWSFPU8MPRO8K5P83 CJI840000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2025-08-15 1.143 - 2.75 176536700.00 172472751.06 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0175 169000000.00 169000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.76% R0MUWSFPU8MPRO8K5P83 DAA158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-26 2045-08-15 0 - 9.125 172665600.00 170757785.57 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0175 167000000.00 167000000.00 0.0012 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.76% R0MUWSFPU8MPRO8K5P83 CJJ415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-08-15 1.133 - 6 354955600.00 342888111.00 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-21 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0175 336000000.00 336000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.77% R0MUWSFPU8MPRO8K5P83 CJI396000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-05-15 1.143 - 7.625 167546000.00 172348461.90 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0176 168850000.00 168850000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.77% R0MUWSFPU8MPRO8K5P83 DAB594000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2047-08-15 1.143 - 5.5 273862600.00 291748786.03 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-10 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0176 286000000.00 286000000.00 0.0021 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.77% R0MUWSFPU8MPRO8K5P83 CJJ818000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-26 2047-08-15 0 - 8.75 355481800.00 340879877.38 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-22 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0176 334000000.00 334000000.00 0.0025 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.79% R0MUWSFPU8MPRO8K5P83 DAB699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-08-15 1.181 - 2.5 310305900.00 292026697.86 U.S. Treasuries (including strips) Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0177 286000000.00 286000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.79% 549300IMBXQ8SGH3HJ31 DAC546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-15 2048-02-15 0.625 - 3.75 1946703100.00 1881577881.27 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0179 1844000000.00 1844000000.00 0.0138 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.81% 549300IMBXQ8SGH3HJ31 DAC449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2046-08-15 1.5 - 4 424694900.00 422395575.95 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0179 414000000.00 414000000.00 0.0031 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.85% 549300IMBXQ8SGH3HJ31 DAB532000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-12-31 2025-05-15 2 - 2.25 217530200.00 210185211.36 U.S. Treasuries (including strips) Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0185 205999588.00 205999588.00 0.0015 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.86% 549300IMBXQ8SGH3HJ31 DAB968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-30 2046-02-15 0.75 - 3.125 211219400.00 210218376.41 U.S. Treasuries (including strips) Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0188 205999073.00 205999073.00 0.0015 N N Y N Credit AG Credit AG, 1.72% 1VUV7VQFKUOQSJ21A208 DAC001000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2024-06-30 1.375 - 2 177020500.00 171222185.78 U.S. Treasuries (including strips) Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0175 167498961.50 167498961.50 0.0013 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.79% 7LTWFZYICNSX8D621K86 DAC472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-15 2026-08-15 0 - 7.625 271506200.00 261449661.12 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0177 256000000.00 256000000.00 0.0019 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.83% 7LTWFZYICNSX8D621K86 DAC427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2045-02-15 0 - 8.75 710139100.00 746172260.98 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0183 729000000.00 729000000.00 0.0055 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.79% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-05 2043-02-15 0 - 8.75 321238900.00 323540614.39 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0177 317000000.00 317000000.00 0.0024 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.80% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-19 2025-01-31 0 - 2.5 319249800.00 316247499.26 U.S. Treasuries (including strips) Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0180 309999597.00 309999597.00 0.0023 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.83% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2020-01-31 1.435 - 1.5 33763700.00 33722973.56 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0183 33000000.00 33000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 1.80% 549300GKFG0RYRRQ1414 DAC405000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2023-08-15 1.5 - 2.5 844692000.00 843582236.63 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0180 827000000.00 827000000.00 0.0062 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.76% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-30 2041-08-15 0.75 - 3.75 287451600.00 289078333.09 U.S. Treasuries (including strips) Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0171 283000283.00 283000283.00 0.0021 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.78% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-15 2047-11-15 0.75 - 8.125 453582300.00 463709997.84 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-04-30 2020-01-31 0 - 0.892 29238400.00 29331034.92 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0174 483001932.00 483001932.00 0.0036 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.81% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-12-31 2018-12-31 1.25 - 1.25 247497000.00 247464082.90 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 241000000.00 241000000.00 0.0018 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.80% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2026-05-15 1.625 - 2.375 606927000.00 588624936.16 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0180 575000000.00 575000000.00 0.0043 N Y Y N 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 175495400.00 176109208.40 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0153 170995639.50 170995639.50 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 87037389.52 U.S. Treasuries (including strips) Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0153 84997348.00 84997348.00 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 89404700.00 88193681.57 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0154 85997798.40 85997798.40 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 140484400.00 139442847.17 U.S. Treasuries (including strips) Y N/A N/A 2018-04-16 2018-04-16 2018-04-16 N N N 0.0161 135997728.80 135997728.80 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 175958500.00 175425717.15 U.S. Treasuries (including strips) Y N/A N/A 2018-05-21 2018-05-21 2018-05-21 N N N 0.0171 170988850.80 170988850.80 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 2026-08-15 1.125 - 6.75 350668200.00 346646212.44 U.S. Treasuries (including strips) Y N/A N/A 2018-05-29 2018-05-29 2018-05-29 N N N 0.0173 337980091.80 337980091.80 0.0025 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.74% H7FNTJ4851HG0EXQ1Z70 CJG929000 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 169666300.00 173990820.95 U.S. Treasuries (including strips) Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0176 168891673.23 168891673.23 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.74% H7FNTJ4851HG0EXQ1Z70 CJG954000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 170864400.00 172939693.37 U.S. Treasuries (including strips) Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0176 168989995.20 168989995.20 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.74% H7FNTJ4851HG0EXQ1Z70 CJF436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2026-08-15 1.375 - 6.75 246025200.00 240873719.44 U.S. Treasuries (including strips) Y N/A N/A 2018-06-20 2018-06-20 2018-06-20 N N N 0.0177 235979468.00 235979468.00 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.85% H7FNTJ4851HG0EXQ1Z70 CJI906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 276791000.00 344868826.15 U.S. Treasuries (including strips) Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0184 336000000.00 336000000.00 0.0025 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.85% K5HU16E3LMSVCCJJJ255 DAC589000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2024-05-31 1.25 - 2 83662600.00 83644348.29 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0185 82000000.00 82000000.00 0.0006 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.81% 549300Y1PMK3RWXMWR72 DAC430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2031-02-15 1.125 - 5.375 495990600.00 498805117.25 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0181 489000000.00 489000000.00 0.0037 N Y 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 137520000.00 130731336.10 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 CJG483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2045-08-15 1.5 - 2.875 52885000.00 51742926.63 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 50000000.00 50000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.64% U7M81AY481YLIOR75625 CJG485000 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 168936000.00 173241906.76 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0163 168000000.00 168000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 CJI454000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2027-02-15 1.5 - 2.375 212824000.00 206884594.82 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0172 202000000.00 202000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 CJI927000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2045-11-15 1.625 - 3 131762000.00 129629165.16 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0173 126000000.00 126000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 DAB584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2026-02-15 0.625 - 2.25 55720000.00 54376705.03 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0174 53000000.00 53000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 CJJ451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-07-31 2026-11-15 0.75 - 2.375 95440000.00 94298606.07 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0174 92000000.00 92000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 CJJ816000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2027-05-15 1.375 - 2.625 132521000.00 129207555.82 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 8 N N/A N/A N N 0.0174 126000000.00 126000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 DAB587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2019-01-31 1.5 - 1.5 28710000.00 28696461.69 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0174 28000000.00 28000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.76% U7M81AY481YLIOR75625 CJJ453000 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 235639000.00 241645058.89 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0175 235000000.00 235000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.78% U7M81AY481YLIOR75625 DAB582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2046-05-15 1.75 - 2.5 84380000.00 77997223.42 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0177 75000000.00 75000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.79% U7M81AY481YLIOR75625 DAB577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2027-11-15 2.125 - 2.25 61330000.00 59669781.85 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0178 58000000.00 58000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.80% U7M81AY481YLIOR75625 DAC539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-12-31 2024-03-31 1.875 - 8.75 153950000.00 160458833.54 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0180 154900000.00 154900000.00 0.0012 N Y Y N Natixis SA Natixis SA, 1.80% KX1WK48MPD4Y2NCUIZ63 DAC428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-15 2047-02-15 0 - 8.75 1412031700.00 1344484496.43 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0180 1318000000.00 1318000000.00 0.0099 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.80% OXTKY6Q8X53C9ILVV871 DAB955000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-26 2047-08-15 0 - 8.125 2068214900.00 2124906366.66 U.S. Treasuries (including strips) Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0181 2078991891.90 2078991891.90 0.0156 N N Y N 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 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 91680000.00 86922111.34 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0149 84999770.50 84999770.50 0.0006 N N Y N 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 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 3.625 - 3.625 167760000.00 172555552.40 U.S. Treasuries (including strips) Y N/A N/A 2018-04-23 2018-04-23 2018-04-23 N N N 0.0163 168898631.91 168898631.91 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.64% 5493007VSMFZCPV1NB83 CJD556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.125 - 2.125 176185000.00 172592077.84 U.S. Treasuries (including strips) Y N/A N/A 2018-04-10 2018-04-10 2018-04-10 N N N 0.0169 168996890.40 168996890.40 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 254900HROIFWPRGM1V77 2020-02-15 2023-11-30 2.125 - 3.625 172375000.00 172609827.88 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0164 168999594.40 168999594.40 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.65% 5493007VSMFZCPV1NB83 CJC691000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-04-30 2046-08-15 2 - 2.25 298645000.00 261482319.32 U.S. Treasuries (including strips) Y N/A N/A 2018-04-25 2018-04-25 2018-04-25 N N N 0.0171 253986258.60 253986258.60 0.0019 N N N Y Norinchukin Bank Norinchukin Bank, 1.70% 5493007VSMFZCPV1NB83 CJG893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 90440000.00 85746463.24 U.S. Treasuries (including strips) Y N/A N/A 2018-04-18 2018-04-18 2018-04-18 N N N 0.0171 83999143.20 83999143.20 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.73% 5493007VSMFZCPV1NB83 CJH319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 90440000.00 85746463.24 U.S. Treasuries (including strips) Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0171 84000428.40 84000428.40 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.79% 5493007VSMFZCPV1NB83 CJI354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.125 - 2.125 176085000.00 172494117.13 U.S. Treasuries (including strips) Y N/A N/A 2018-05-16 2018-05-16 2018-05-16 N N N 0.0179 168997921.30 168997921.30 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.83% 5493007VSMFZCPV1NB83 CJJ305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 89335000.00 84698809.08 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0184 82996148.80 82996148.80 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.83% 5493007VSMFZCPV1NB83 CJJ784000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 56250000.00 51023833.08 U.S. Treasuries (including strips) Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0185 49997560.00 49997560.00 0.0004 N N N Y 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 254900HROIFWPRGM1V77 2018-10-31 2045-02-15 1.75 - 4.75 173035200.00 172774293.85 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 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, 1.50% 549300QJJX6CVVUXLE15 CIC277000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2046-11-15 1.25 - 3.75 264230100.00 261261186.46 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 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 RBC Dominion Securities RBC Dominion Securities, 1.57% 549300QJJX6CVVUXLE15 CJE723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2047-02-15 1.375 - 3.75 400398800.00 394445899.48 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 8 N N/A N/A N N 0.0156 386000000.00 386000000.00 0.0029 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.58% 549300QJJX6CVVUXLE15 CJE962000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2045-11-15 1.25 - 4.75 178117000.00 173690276.58 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0157 170000000.00 170000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.66% 549300QJJX6CVVUXLE15 CJH587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2045-02-15 0.875 - 4.75 166435000.00 172029930.82 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0166 168000000.00 168000000.00 0.0013 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.67% 549300QJJX6CVVUXLE15 CJH589000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2047-02-15 1.5 - 4.75 164921500.00 173184847.02 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 168000000.00 168000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.70% 549300QJJX6CVVUXLE15 DAA298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2047-02-15 1.125 - 3.625 127111500.00 127419304.44 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0170 124850000.00 124850000.00 0.0009 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.70% 549300QJJX6CVVUXLE15 DAA299000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2047-02-15 1.375 - 4.75 88300800.00 84708008.04 U.S. Treasuries (including strips) Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0169 83000000.00 83000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.70% 549300QJJX6CVVUXLE15 DAA300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2041-02-15 1.375 - 4.75 114751300.00 128140232.75 U.S. Treasuries (including strips) Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0169 124850000.00 124850000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.70% 549300QJJX6CVVUXLE15 DAA145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2047-02-15 0.875 - 4.75 174465300.00 170444653.57 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0169 167000000.00 167000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.71% 549300QJJX6CVVUXLE15 DAA865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2047-02-15 1.25 - 3.625 173245500.00 169392429.00 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0170 166000000.00 166000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.73% 549300QJJX6CVVUXLE15 CJI824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2047-02-15 1.375 - 3 243161800.00 239884411.39 U.S. Treasuries (including strips) Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0172 235000000.00 235000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.74% 549300QJJX6CVVUXLE15 DAC444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2047-02-15 1.25 - 4.75 86498900.00 85527783.14 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0173 83825000.00 83825000.00 0.0006 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.80% 6PJDTY319315T5LR2241 DAC421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 2.75 - 2.75 283235000.00 286557913.02 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0180 280000000.00 280000000.00 0.0021 N Y Y N Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 CJD613000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-30 2048-02-15 0 - 9.125 162203300.00 170554058.64 U.S. Treasuries (including strips) Y N/A N/A 2018-04-10 2018-04-10 2018-04-10 N N N 0.0163 165998456.20 165998456.20 0.0012 N N N Y Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 CJD583000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-07 2047-08-15 0 - 8.75 323105700.00 341244860.71 U.S. Treasuries (including strips) Y N/A N/A 2018-04-10 2018-04-10 2018-04-10 N N N 0.0163 331996912.40 331996912.40 0.0025 N N N Y Societe Generale Societe Generale, 1.62% O2RNE8IBXP4R0TD8PU41 CJE019000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-15 2047-08-15 0.875 - 8.5 342650200.00 340156666.14 U.S. Treasuries (including strips) Y N/A N/A 2018-04-11 2018-04-11 2018-04-11 N N N 0.0163 330997616.80 330997616.80 0.0025 N N N Y Societe Generale Societe Generale, 1.69% O2RNE8IBXP4R0TD8PU41 CJG835000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2047-05-15 0 - 8.75 328948100.00 341114731.13 U.S. Treasuries (including strips) Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0169 331997078.40 331997078.40 0.0025 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 1.80% SUVUFHICNZMP2WKHG940 DAC385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2020-01-31 1.213 - 1.435 629766900.00 631520908.13 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0180 618000000.00 618000000.00 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.82% 912796NY1 254900HROIFWPRGM1V77 US912796NY17 U.S. Treasury Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0082 966369048.92 966369048.92 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.27% 912796PA1 254900HROIFWPRGM1V77 US912796PA13 U.S. Treasury Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0127 1456337895.49 1456337895.49 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.41% 912796PB9 254900HROIFWPRGM1V77 US912796PB95 U.S. Treasury Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0141 603534020.04 603534020.04 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.44% 912796LX5 254900HROIFWPRGM1V77 US912796LX51 U.S. Treasury Debt Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0144 1449457108.17 1449457108.17 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.52% 912796PF0 254900HROIFWPRGM1V77 US912796PF00 U.S. Treasury Debt Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0152 1963620713.67 1963620713.67 0.0147 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.55% 912796PG8 254900HROIFWPRGM1V77 US912796PG82 U.S. Treasury Debt Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0155 1255418483.36 1255418483.36 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796MB2 254900HROIFWPRGM1V77 US912796MB23 U.S. Treasury Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0157 1217976853.61 1217976853.61 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.61% 912796PH6 254900HROIFWPRGM1V77 US912796PH65 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0161 1757182357.22 1757182357.22 0.0131 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.61% 912796PJ2 254900HROIFWPRGM1V77 US912796PJ22 U.S. Treasury Debt Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0161 1541688784.15 1541688784.15 0.0115 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.62% 912796PL7 254900HROIFWPRGM1V77 US912796PL77 U.S. Treasury Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0162 961756056.00 961756056.00 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.65% 912796MF3 254900HROIFWPRGM1V77 US912796MF37 U.S. Treasury Debt Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0165 969960814.75 969960814.75 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.65% 912796PM5 254900HROIFWPRGM1V77 US912796PM50 U.S. Treasury Debt Y N/A N/A 2018-06-28 2018-06-28 2018-06-28 N N N 0.0165 1873351778.76 1873351778.76 0.0140 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.67% 912796PN3 254900HROIFWPRGM1V77 US912796PN34 U.S. Treasury Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0167 1147850805.77 1147850805.77 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.71% 912796PQ6 254900HROIFWPRGM1V77 US912796PQ64 U.S. Treasury Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0171 319432351.56 319432351.56 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.74% 912796PR4 254900HROIFWPRGM1V77 US912796PR48 U.S. Treasury Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0174 994372160.00 994372160.00 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.78% 912796PS2 254900HROIFWPRGM1V77 US912796PS21 U.S. Treasury Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0178 834879973.20 834879973.20 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.81% 912796PU7 254900HROIFWPRGM1V77 US912796PU76 U.S. Treasury Debt Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N N N 0.0181 182793591.12 182793591.12 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796NQ8 254900HROIFWPRGM1V77 US912796NQ82 U.S. Treasury Debt Y N/A N/A 2018-08-16 2018-08-16 2018-08-16 N N N 0.0183 436935510.00 436935510.00 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% 912796PV5 254900HROIFWPRGM1V77 US912796PV59 U.S. Treasury Debt Y N/A N/A 2018-08-23 2018-08-23 2018-08-23 N N N 0.0184 14889244.50 14889244.50 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.87% 912796PW3 254900HROIFWPRGM1V77 US912796PW33 U.S. Treasury Debt Y N/A N/A 2018-08-30 2018-08-30 2018-08-30 N N N 0.0187 454443373.52 454443373.52 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828QG8 254900HROIFWPRGM1V77 US912828QG83 U.S. Treasury Debt Y N/A N/A 2018-04-30 2018-04-30 2018-04-30 N N N 0.0169 28022006.32 28022006.32 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.62% 912828VE7 254900HROIFWPRGM1V77 US912828VE70 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0168 93891243.88 93891243.88 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.62% 912828R51 254900HROIFWPRGM1V77 US912828R515 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0167 94871002.35 94871002.35 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.62% to 1.63% 912828QQ6 254900HROIFWPRGM1V77 US912828QQ65 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0174 81085270.32 81085270.32 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.69% 912828QT0 254900HROIFWPRGM1V77 US912828QT05 U.S. Treasury Debt Y N/A N/A 2018-06-30 2018-06-30 2018-06-30 N N N 0.0183 214290224.66 214290224.66 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.73% 912828R93 254900HROIFWPRGM1V77 US912828R937 U.S. Treasury Debt Y N/A N/A 2018-06-30 2018-06-30 2018-06-30 N N N 0.0177 209389418.70 209389418.70 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.77% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-04-02 2020-01-31 2020-01-31 N N N 0.0186 409520513.20 409520513.20 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.82% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-04-02 2019-10-31 2019-10-31 N N N 0.0178 214126925.54 214126925.54 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-04-02 2019-07-31 2019-07-31 N N N 0.0175 555874955.73 555874955.73 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.84% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-04-02 2019-04-30 2019-04-30 N N N 0.0175 1199157016.42 1199157016.42 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-04-02 2019-01-31 2019-01-31 N N N 0.0172 416631267.52 416631267.52 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.73% to 1.85% 912828UX6 254900HROIFWPRGM1V77 US912828UX60 U.S. Treasury Debt Y N/A N/A 2018-04-15 2018-04-15 2018-04-15 N N N 0.0266 2462198746.53 2462198746.53 0.0184 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 1.81%, dated 3/29/2018 due 04/02/2018 B4TYDEB6GKMZO031MB27 DAC685000_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 2041-08-20 2047-02-20 3 - 4 2777002453.47 1267943418.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 1243018941.09 1243018941.09 0.0093 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.81% 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 2047-05-01 2047-05-01 4 - 4 163645021.00 160148052.37 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0175 157001099.00 157001099.00 0.0012 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.75% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-15 2042-01-15 4 - 4 663705.00 301199.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2048-02-01 3 - 4.5 57560195.00 32817073.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2048-01-01 3.5 - 4.5 38360630.00 38295610.68 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 2018-04-25 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 11 N N/A N/A N N 0.0174 70000000.00 70000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.75% 3Y4U8VZURTYWI1W2K376 DAB073000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2019-10-24 2019-10-24 2 - 2 55000.00 55207.41 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-15 2046-07-20 3 - 4.5 62080264.00 45254252.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2032-03-01 2.5 - 3.5 24030584.00 15225342.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-03 2038-03-01 1.135 - 5.5 11466746.00 10879081.81 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2025-02-28 1.375 - 2.75 10400.00 10429.06 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 11 N N/A N/A N N 0.0174 70000000.00 70000000.00 0.0005 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.77% R0MUWSFPU8MPRO8K5P83 CJI843000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-02-15 0 - 1.181 110622319.52 72455065.74 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-09-05 2037-10-26 3 - 3.43 402000.00 390001.95 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2022-05-15 2047-10-01 0 - 4.5 52058042.00 16062751.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2036-12-29 2037-03-16 3.59 - 3.625 2270000.00 2268915.17 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2047-08-20 2 - 4.5 14504566.00 4104685.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2046-04-01 0 - 6.5 516091.00 353580.37 Agency Debentures and Agency Strips Y N/A N/A 2018-04-06 2018-04-06 2018-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0176 93000000.00 93000000.00 0.0007 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.77% R0MUWSFPU8MPRO8K5P83 CJJ315000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2022-06-02 2037-04-28 1.875 - 3.37 154000.00 150745.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2047-10-01 0 - 7 50691174.00 34651981.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2048-02-20 2.375 - 3.5 106242164.00 57266811.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-08-01 2047-10-01 0 - 6.625 1060675.00 977815.49 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-11-15 0 - 1.181 2469926.34 1721159.02 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-05-21 Y BNP PARIBAS (GOV REPO) 1.0000 11 N N/A N/A N N 0.0176 92850000.00 92850000.00 0.0007 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.81%, dated 3/29/2018 due 04/02/2018 R0MUWSFPU8MPRO8K5P83 DAC685000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-05 2047-11-15 0 - 9.125 1540890225.28 1517049436.26 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2034-04-28 1.875 - 3.17 11495684.70 11252124.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2037-03-16 2037-03-16 3.59 - 3.59 810849.36 810546.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-06-13 2048-02-01 0 - 7 468885751.40 310065279.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-15 2047-02-20 2.375 - 6.5 43515378.41 26959878.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-01 2048-03-01 2.5 - 7.5 432026544.87 264195737.85 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 2082481666.63 2082481666.63 0.0156 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.81%, dated 3/29/2018 due 04/02/2018 VJW2DOOHGDT6PR0ZRO63 DAC685000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-17 2048-02-15 0 - 4.75 220636684.51 217277095.66 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-27 2048-03-01 1.5 - 4.5 3418453.42 3354058.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-15 2048-03-20 4.5 - 5 85109.24 86457.57 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2018-04-16 2028-04-07 1.68 - 5.05 95823765.41 95298505.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-10-12 2045-10-01 0.875 - 4.5 5868109.83 5728219.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2020-04-30 2031-08-25 1.64 - 5.25 14042221.03 13872769.59 Agency Debentures and Agency Strips Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 328986045.28 328986045.28 0.0025 N Y Y N Citibank NA Citibank NA, 1.79% 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 254900HROIFWPRGM1V77 2018-06-30 2041-02-15 1 - 4.75 93550500.00 92882234.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2025-05-01 5.5 - 5.5 1000.00 12.33 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0180 90999790.70 90999790.70 0.0007 N N Y N Citibank NA Citibank NA, 1.80% 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 254900HROIFWPRGM1V77 2018-04-05 2027-02-15 0 - 2.75 490615500.00 482532448.08 U.S. Treasuries (including strips) Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0177 473000946.00 473000946.00 0.0035 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.81%, dated 3/29/2018 due 04/02/2018 E57ODZWZ7FF32TWEFA76 DAC685000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-12 2048-02-15 0 - 8.875 796070836.95 802399490.86 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-10-08 2019-10-08 1.48 - 1.48 11457487.34 11458288.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2048-03-01 2 - 6 15292614.74 7039748.28 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 0 - 0 47.15 46.47 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2068-02-20 2.375 - 6 130028017.95 119397663.10 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 10159089.08 10202244.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-25 2048-03-01 2.5 - 6.5 39050240.57 29253275.36 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 959542632.07 959542632.07 0.0072 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.81%, dated 3/29/2018 due 04/02/2018 CYYGQCGNHMHPSMRL3R97 DAC685000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-03-31 2047-02-15 0.75 - 8 600174850.95 603668138.13 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-01-31 2019-10-31 0 - 1.244 42605413.09 42763107.08 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2039-06-15 2047-12-20 3.5 - 5 477032231.62 233128386.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2048-02-01 3.5 - 6.5 315282407.07 177519649.43 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 1035350886.49 1035350886.49 0.0077 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.79% 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 2045-08-20 2047-12-20 4 - 4 869533422.00 452878719.81 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-07-03 2018-08-01 1.1 - 1.12 96865000.00 96905602.49 Agency Debentures and Agency Strips Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0174 539002695.00 539002695.00 0.0040 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.66% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 1652.00 652.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2048-04-01 2 - 6.5 374071503.00 188855975.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-11 2018-04-11 2018-04-11 N N N 0.0167 184998427.50 184998427.50 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.66% 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 2042-09-01 2048-01-01 3.5 - 4 110378148.00 88944534.31 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2018-04-05 2027-11-15 0 - 2.25 63896200.00 62133834.90 U.S. Treasuries (including strips) Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0167 147998712.40 147998712.40 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.68% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 1753.00 691.92 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2027-02-15 1.625 - 2.25 100595900.00 94930213.52 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0169 92999841.90 92999841.90 0.0007 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.81%, dated 3/29/2018 due 04/02/2018 ZBUT11V806EZRVTWT807 DAC685000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-04-15 2047-02-15 0.75 - 3.625 222719373.91 221149733.09 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-02-15 2048-03-20 2 - 6.5 1707057073.11 735940153.02 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2018-04-30 2020-01-31 0 - 0.892 9102524.49 9136625.50 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 945286570.11 945286570.11 0.0071 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.68% 8NAV47T0Y26Q87Y0QP81 CJI383000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2048-03-01 2.5 - 4.5 441911993.00 427654811.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-01 2041-07-01 3.595 - 3.595 129003793.00 91153190.54 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2032-06-25 2047-11-25 3.322 - 4.365 53697774.00 49703183.21 Agency Debentures and Agency Strips Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0168 557000000.00 557000000.00 0.0042 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.81%, dated 3/29/2018 due 04/02/2018 8NAV47T0Y26Q87Y0QP81 DAC685000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-27 2020-05-31 0 - 1.375 3725895.93 3668106.29 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2047-08-20 3.5 - 4 140802219.42 136158002.80 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 137077518.87 137077518.87 0.0010 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.60% K5HU16E3LMSVCCJJJ255 CJE947000 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 2919717.54 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-11-20 2046-11-20 3.5 - 3.5 529672.00 521406.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-07-01 2048-03-01 2.001 - 3.741 131433948.00 45873190.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-11-20 2068-02-20 2 - 6.05 582585646.00 107151124.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2048-03-01 2.044 - 4.5 123034009.00 91647929.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 N N N 0.0148 243002211.30 243002211.30 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.60% K5HU16E3LMSVCCJJJ255 CJE951000 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 2028-10-01 2048-03-01 2.163 - 5 168680539.00 60390479.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-04-01 1.989 - 4 282493984.00 109517085.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-11-20 2048-02-20 2 - 5 104160209.00 40427224.40 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-08 2018-05-08 2018-05-08 N N N 0.0159 205998949.40 205998949.40 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.77% K5HU16E3LMSVCCJJJ255 CJI696000 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 3567606.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-03-01 2.099 - 5 225931393.00 74599139.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2048-03-01 1.915 - 5.37 447748489.00 168008585.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-08-15 2063-10-20 2 - 6.5 225112189.00 76150483.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-02-20 2046-02-20 3 - 3 176399.00 168507.71 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0164 316013967.20 316013967.20 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 CJJ268000 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 3765441.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-02-01 2.163 - 5.75 292507324.00 79279480.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-09-20 2048-03-20 2 - 5.45 210210973.00 70774858.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2048-03-01 2.048 - 4.5 492135904.00 111511346.33 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-21 2018-05-21 2018-05-21 N N N 0.0176 260000806.00 260000806.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 CJJ756000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2048-02-01 2.163 - 5 75480624.00 16516449.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-05-20 2063-09-20 2 - 4 30736533.00 11294597.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2048-03-01 2.496 - 4.5 168905359.00 66070712.00 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-22 2018-05-22 2018-05-22 N N N 0.0178 91998518.80 91998518.80 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 DAA970000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2048-03-01 2.433 - 5.031 218167803.00 93428883.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-03-20 2046-03-20 3.5 - 3.5 2113445.00 1428710.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-01-01 2.163 - 4.5 456935838.00 149990822.39 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0182 239980848.00 239980848.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.79% K5HU16E3LMSVCCJJJ255 DAA132000 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 2041-08-20 2065-10-20 2 - 4.5 35053661.00 20979313.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-04-01 2048-03-01 2.449 - 4 325758495.00 84134025.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2048-02-01 2.163 - 6 11493162.00 10192509.15 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-23 2018-05-23 2018-05-23 N N N 0.0179 112997638.30 112997638.30 0.0008 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.81%, dated 3/29/2018 due 04/02/2018 7TK5RJIZDFROZCA6XF66 DAC685000_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 2020-09-25 2052-11-25 0 - 10.47 504763157.13 343944161.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-15 2048-02-20 3 - 5 285082769.26 213663943.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-01-01 2053-12-25 1.5 - 7.5 1105847005.97 454386434.26 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 986958135.85 986958135.85 0.0074 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.80% OXTKY6Q8X53C9ILVV871 DAB586000 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 2027-07-01 2048-02-01 3 - 4 244602441.00 233242008.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-03-15 2068-03-20 3 - 5.5 211922338.00 167525008.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3 - 3 16214210.00 14775527.36 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2047-02-15 0.75 - 3.75 1328116700.00 1308531773.82 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2030-12-17 2030-12-17 2.92 - 2.92 4500000.00 4323570.00 Agency Debentures and Agency Strips Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0179 1692998476.30 1692998476.30 0.0127 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 254900HROIFWPRGM1V77 2027-07-15 2047-02-15 0.375 - 4.75 538100.00 555670.57 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-20 2047-11-20 3.5 - 3.5 189654339.00 189597861.20 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 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 254900HROIFWPRGM1V77 2027-07-15 2047-02-15 0.375 - 4.75 441600.00 455975.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-11-20 2047-11-20 3.5 - 3.5 155068695.00 155022516.58 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 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 Dominion Securities RBC Dominion Securities, 1.69% 549300QJJX6CVVUXLE15 CJI384000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2047-11-15 0.375 - 4.5 273625800.00 267992574.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2032-07-01 2048-02-01 3 - 5 18170468.00 9788031.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 366476.00 337008.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2048-02-01 3 - 5 6152243.00 5676912.60 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0168 278000000.00 278000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.74% 549300QJJX6CVVUXLE15 CJI827000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-11-20 3 - 4.5 134707398.00 130932755.12 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2047-02-15 0 - 4.75 179709600.00 134785179.33 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 260000000.00 260000000.00 0.0019 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 2031-08-01 2048-01-01 1.924 - 5 114146035.00 33420478.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-05-15 2048-01-20 3 - 4.5 18372429.00 11988665.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2057-01-01 2.119 - 7 292680703.00 205133334.40 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 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, 1.48% 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 2048-01-01 2.104 - 4.5 5682879.00 2440695.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-15 2047-07-15 4 - 4 41289.00 42201.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2057-01-01 2.119 - 4.5 86256414.00 45959478.15 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-04-06 2018-04-06 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, 1.52% ES7IP3U3RHIGC71XBU11 CIG658000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2021-08-15 2.125 - 2.125 50900.00 50484.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-07-01 2048-01-01 2.104 - 7 58615429.00 15701298.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-03-20 2048-01-20 3.5 - 4 16138384.00 9332537.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-01 2057-01-01 2.119 - 8.5 162607012.00 108795224.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 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 RBC Financial Group RBC Financial Group, 1.54% ES7IP3U3RHIGC71XBU11 CJC771000 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 2036-06-01 2048-01-01 3 - 6.5 309618.00 297699.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2057-01-01 2.5 - 4.5 136525722.00 101787125.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4 - 4 60224.00 61633.65 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0154 100000000.00 100000000.00 0.0007 N Y Y N RBC Financial Group RBC Financial Group, 1.59% ES7IP3U3RHIGC71XBU11 CJE055000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2048-01-01 2.104 - 4.5 143955398.00 73627031.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-01 2057-01-01 2.119 - 5.5 286185223.00 110699106.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-01-20 2047-09-20 4 - 4 8218616.00 4582217.91 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 2018-04-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 11 N N/A N/A N N 0.0158 185000000.00 185000000.00 0.0014 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 CJF964000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-01-01 2.104 - 6 136656447.00 34053369.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2057-01-01 2.119 - 7 602204223.00 146705127.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2047-09-20 3.5 - 4.5 18338328.00 9139704.53 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 2018-04-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 11 N N/A N/A N N 0.0160 186000000.00 186000000.00 0.0014 N N Y N RBC Financial Group RBC Financial Group, 1.69% ES7IP3U3RHIGC71XBU11 CJH926000 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 2048-03-01 2.104 - 4.5 15054199.00 9152261.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2057-01-01 2.119 - 4.5 169908852.00 131978925.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2047-12-20 3.5 - 4 2055184.00 741993.91 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0168 139000000.00 139000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.72% ES7IP3U3RHIGC71XBU11 CJH929000 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 1.924 - 6 124917366.00 70233715.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2057-01-01 2.119 - 5.5 507871012.00 208273700.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-05-20 2048-03-20 3.25 - 4.5 52380186.00 43085087.19 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 8 N N/A N/A N N 0.0171 315000000.00 315000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 1.73% ES7IP3U3RHIGC71XBU11 CJH931000 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 2042-08-01 2048-01-01 3.5 - 4.5 24843122.00 22470780.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2057-01-01 2.119 - 4.5 346241581.00 129142165.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-01-20 2047-09-20 4 - 4 9978668.00 5542539.74 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 2018-04-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 11 N N/A N/A N N 0.0172 154000000.00 154000000.00 0.0012 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 254900HROIFWPRGM1V77 2018-05-15 2047-05-15 0.125 - 4.625 133833000.00 134068470.01 U.S. Treasuries (including strips) Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0146 130999855.90 130999855.90 0.0010 N N N Y Societe Generale Societe Generale, 1.80% O2RNE8IBXP4R0TD8PU41 DAC431000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-24 2044-08-15 0 - 3.625 1284775600.00 1264951965.82 U.S. Treasuries (including strips) Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0180 1240000000.00 1240000000.00 0.0093 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.60% 5493006GGLR4BTEL8O61 CJC357000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 335000.00 332774.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 3.5 - 3.5 97226000.00 96031538.60 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.61% 5493006GGLR4BTEL8O61 CJC715000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 201893000.00 162803506.97 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 906000.00 899982.25 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 11 N N/A N/A N N 0.0160 160000000.00 160000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.62% 5493006GGLR4BTEL8O61 CJC355000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 354000.00 351648.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4 - 4 29630000.00 29318845.74 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 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 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.65% 5493006GGLR4BTEL8O61 CJE521000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 177907000.00 156219740.43 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 410000.00 407276.74 U.S. Treasuries (including strips) Y N/A N/A 2018-04-06 2018-04-06 2018-04-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 11 N N/A N/A N N 0.0164 153000000.00 153000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.68% 5493006GGLR4BTEL8O61 CJF430000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 179595000.00 157701969.47 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 2018-04-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 11 N N/A N/A N N 0.0167 154000000.00 154000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.80% 5493006GGLR4BTEL8O61 DAB149000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3 - 3 167152000.00 140878150.08 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 2018-05-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 11 N N/A N/A N N 0.0179 137787500.00 137787500.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DAB146000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3 - 3 190461000.00 160523316.16 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-06 2018-04-06 2018-05-08 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 11 N N/A N/A N N 0.0180 157000000.00 157000000.00 0.0012 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.81%, dated 3/29/2018 due 04/02/2018 VYVVCKR63DVZZN70PB21 DAC685000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-28 2043-05-15 0 - 5.375 797579143.14 791865555.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2047-07-15 1.75 - 5.67 40462842.54 18466230.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.001 - 2.001 315644.97 10244.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-20 2048-03-20 2 - 6.5 1618179115.52 1588884496.51 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 2351153603.61 2351153603.61 0.0176 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 DAC555000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0174 92000000.00 92000000.00 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. Treasury Obligations as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 DAC448000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-04-06 2018-04-06 2018-04-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 11 N N/A N/A N N 0.0174 41000000.00 41000000.00 0.0003 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.61% 5493006GGLR4BTEL8O61 CJD626000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 8 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. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2018-04-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer