0000278001-18-000012.txt : 20180507 0000278001-18-000012.hdr.sgml : 20180507 20180507104551 ACCESSION NUMBER: 0000278001-18-000012 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180430 FILED AS OF DATE: 20180507 DATE AS OF CHANGE: 20180507 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: 18810056 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 2018-04-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 25 76 48906710697.22 45443092227.00 40961044830.53 37844923105.14 81472842290.03 81546000564.13 79395948162.34 75410647406.60 0.3500 0.3300 0.3000 0.2800 0.5900 0.5900 0.5900 0.5600 7256687.96 131811409804.56 131814115671.85 3043504064.61 3174392501.66 131690483922.76 131651565125.89 1.0000 0.0176 1.0003 1.0003 1.0003 1.0003 C000019553 2500.00 131690483922.76 131651565125.89 1.0003 1.0003 1.0003 1.0003 9697820298.38 9001732577.19 11719130722.52 10852940859.07 9374696307.40 12600115020.04 8610406642.40 9544900645.30 41210996090.50 43733369287.86 0.0138 N Federal Farm Credit Bank Federal Farm Credit Bank, 1.79% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2018-05-06 2019-05-06 2019-05-06 N N N 0.0181 105978773.50 105978773.50 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.94% 3133EE3J7 US3133EE3J77 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-07-09 2018-07-09 N N N 0.0175 86030837.88 86030837.88 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.94% 3133EEW48 US3133EEW488 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-06-11 2018-06-11 N N N 0.0175 77015510.88 77015510.88 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.94% 3133EEM23 US3133EEM232 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-06-18 2018-06-18 N N N 0.0178 86017227.52 86017227.52 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.01% 3133EGSE6 US3133EGSE61 U.S. Government Agency Debt Y N/A N/A 2018-05-29 2018-08-29 2018-08-29 N N N 0.0183 23013214.19 23013214.19 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 313385WG7 US313385WG73 U.S. Government Agency Debt Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0085 131993796.00 131993796.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.29% 313385WJ1 US313385WJ13 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 N N N 0.0129 70989918.00 70989918.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 313385WM4 US313385WM42 U.S. Government Agency Debt Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 N N N 0.0146 89974530.00 89974530.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 313385WN2 US313385WN25 U.S. Government Agency Debt Y N/A N/A 2018-05-08 2018-05-08 2018-05-08 N N N 0.0150 161946378.00 161946378.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 313385WP7 US313385WP72 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-05-09 2018-05-09 N N N 0.0152 83968248.00 83968248.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 313385WR3 US313385WR39 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0155 741649776.00 741649776.00 0.0056 N N Y 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 893067260.40 893067260.40 0.0068 N N Y 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 136896428.00 136896428.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 313385WY8 US313385WY89 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0162 385690042.00 385690042.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313385XD3 US313385XD34 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2018-05-23 2018-05-23 N N N 0.0164 184807785.00 184807785.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313385XE1 US313385XE17 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0164 317654652.00 317654652.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313385XF8 US313385XF81 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0164 628387229.70 628387229.70 0.0048 N N Y 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 0.0176 35286060.75 35286060.75 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313385XK7 US313385XK76 U.S. Government Agency Debt Y N/A N/A 2018-05-29 2018-05-29 2018-05-29 N N N 0.0165 455397168.00 455397168.00 0.0035 N N Y 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 0.0172 75961772.00 75961772.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 313385XM3 US313385XM33 U.S. Government Agency Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0167 760920246.00 760920246.00 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 313385XR2 US313385XR20 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N N N 0.0170 457750811.00 457750811.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 313385XS0 US313385XS03 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0170 496164046.00 496164046.00 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 313385XT8 US313385XT85 U.S. Government Agency Debt Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0170 148742230.00 148742230.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130ADLD2 US3130ADLD28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-05 2018-06-05 2018-06-05 N N N 0.0174 146993436.45 146993436.45 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 313385XU5 US313385XU58 U.S. Government Agency Debt Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0171 35935992.00 35935992.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 313385XV3 US313385XV32 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0171 36932438.00 36932438.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 313385XY7 US313385XY70 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0171 218568570.00 218568570.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 313385YA8 US313385YA85 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0171 146696298.00 146696298.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 313385YB6 US313385YB68 U.S. Government Agency Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0171 655611102.00 655611102.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADL59 US3130ADL594 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2018-06-01 2018-06-01 N N N 0.0175 183992855.28 183992855.28 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADKL5 US3130ADKL52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2018-06-01 2018-06-01 N N N 0.0175 91996427.64 91996427.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADKK7 US3130ADKK79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2018-06-01 2018-06-01 N N N 0.0175 184992816.45 184992816.45 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADB76 US3130ADB769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0172 187999778.16 187999778.16 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ACQ72 US3130ACQ728 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0176 189993747.10 189993747.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313385YC4 US313385YC42 U.S. Government Agency Debt Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0172 964908379.00 964908379.00 0.0073 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313385YS9 US313385YS93 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0172 37892270.00 37892270.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ADM74 US3130ADM741 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2018-08-01 2018-08-01 N N N 0.0176 91989485.32 91989485.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ADBG6 US3130ADBG68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-03 2018-07-03 2018-07-03 N N N 0.0176 94993382.30 94993382.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ADKX9 US3130ADKX90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-09-04 2018-09-04 N N N 0.0176 275962395.00 275962395.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ADLA8 US3130ADLA88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-06 2018-08-06 2018-08-06 N N N 0.0177 275966076.84 275966076.84 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ADLE0 US3130ADLE01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-07 2018-06-07 2018-06-07 N N N 0.0176 146993204.19 146993204.19 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ACST2 US3130ACST24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0175 134997837.30 134997837.30 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ADAB8 US3130ADAB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-06-18 2018-06-18 N N N 0.0176 560972073.42 560972073.42 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ACSU9 US3130ACSU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0175 404993511.90 404993511.90 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ACSV7 US3130ACSV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0175 134997837.30 134997837.30 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ADJM5 US3130ADJM54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0176 185995106.34 185995106.34 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130ACPZ1 US3130ACPZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2018-06-26 2018-06-26 N N N 0.0177 189986886.20 189986886.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADKJ0 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2018-11-01 2018-11-01 N N N 0.0179 45989941.18 45989941.18 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADKN1 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2018-11-01 2018-11-01 N N N 0.0179 91979882.36 91979882.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADKH4 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2018-11-01 2018-11-01 N N N 0.0179 184959546.05 184959546.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0174 197999803.98 197999803.98 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0174 394999608.95 394999608.95 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADCU4 US3130ADCU44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-05 2018-10-05 2018-10-05 N N N 0.0177 10798511.65 10798511.65 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-08 2018-05-08 2018-05-08 N N N 0.0175 56999688.78 56999688.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADCK6 US3130ADCK61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-08 2018-05-08 2018-05-08 N N N 0.0175 93999486.76 93999486.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ACS21 US3130ACS211 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-08 2018-05-08 2018-05-08 N N N 0.0175 191998765.44 191998765.44 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADN40 US3130ADN400 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-08 2018-08-08 2018-08-08 N N N 0.0177 124984366.25 124984366.25 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADLK6 US3130ADLK60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-08 2018-08-08 2018-08-08 N N N 0.0177 91988493.56 91988493.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADMY5 US3130ADMY55 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-10 2018-08-10 2018-08-10 N N N 0.0178 183976335.76 183976335.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0175 315997506.76 315997506.76 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADN99 US3130ADN996 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-09-11 2018-09-11 N N N 0.0178 183972387.12 183972387.12 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADDL3 US3130ADDL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0175 187998516.68 187998516.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ACLE2 US3130ACLE28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-06-11 2018-06-11 N N N 0.0176 95996587.20 95996587.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADNB4 US3130ADNB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-09-12 2018-09-12 N N N 0.0178 91985898.24 91985898.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADMZ2 US3130ADMZ21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-15 2018-08-15 2018-08-15 N N N 0.0178 182974841.16 182974841.16 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADDX7 US3130ADDX73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0175 130998319.27 130998319.27 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADND0 US3130ADND00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-19 2018-09-19 2018-09-19 N N N 0.0178 275953703.76 275953703.76 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADAM4 US3130ADAM46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-06-22 2018-06-22 N N N 0.0176 46997422.05 46997422.05 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ACRY2 US3130ACRY28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-06-22 2018-06-22 N N N 0.0176 385981556.92 385981556.92 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADA51 US3130ADA514 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-06-22 2018-06-22 N N N 0.0176 186989743.05 186989743.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADAA0 US3130ADAA08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-06-22 2018-06-22 N N N 0.0176 93994844.10 93994844.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADA44 US3130ADA449 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-06-22 2018-06-22 N N N 0.0176 186989743.05 186989743.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADAL6 US3130ADAL62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-06-22 2018-06-22 N N N 0.0176 46997422.05 46997422.05 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ACS47 US3130ACS476 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-05-22 2018-05-22 N N N 0.0176 673986567.18 673986567.18 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ACPP3 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2018-07-23 2018-07-23 N N N 0.0177 94990520.90 94990520.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADGW6 US3130ADGW63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0176 92997955.86 92997955.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADFS6 US3130ADFS60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0176 93998233.74 93998233.74 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADGS5 US3130ADGS51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0176 185995911.72 185995911.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADFL1 US3130ADFL18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0176 93998151.96 93998151.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADJB9 US3130ADJB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0176 556987194.57 556987194.57 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADEF5 US3130ADEF58 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0176 93998151.96 93998151.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADB84 US3130ADB843 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2018-06-26 2018-06-26 N N N 0.0177 102993690.22 102993690.22 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ACQ80 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2018-07-26 2018-07-26 N N N 0.0177 189980135.50 189980135.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ACQT4 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-27 2018-07-27 2018-07-27 N N N 0.0178 191979623.04 191979623.04 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ACQR8 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-27 2018-07-27 2018-07-27 N N N 0.0178 191979623.04 191979623.04 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-02 2018-07-02 2018-07-02 N N N 0.0176 57998004.22 57998004.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-03 2018-07-03 2018-07-03 N N N 0.0176 135995200.56 135995200.56 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADRQ7 US3130ADRQ76 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-05 2018-09-05 2018-09-05 N N N 0.0176 183990271.92 183990271.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ACJZ8 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-05 2018-09-05 2018-09-05 N N N 0.0176 189989954.70 189989954.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ACYW8 US3130ACYW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-05 2018-06-05 2018-06-05 N N N 0.0174 754999260.10 754999260.10 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADE32 US3130ADE326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-06 2018-07-06 2018-07-06 N N N 0.0176 375982331.76 375982331.76 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADN65 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-08 2018-11-08 2018-11-08 N N N 0.0180 182957071.86 182957071.86 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ACRZ9 US3130ACRZ92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-08 2018-08-08 2018-08-08 N N N 0.0177 191983720.32 191983720.32 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADN24 US3130ADN244 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-11-09 2018-11-09 N N N 0.0180 182956612.53 182956612.53 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ACKS2 US3130ACKS23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-07-09 2018-07-09 N N N 0.0177 230988415.35 230988415.35 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0175 194999106.90 194999106.90 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0175 136999299.93 136999299.93 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-07-12 2018-07-12 N N N 0.0177 232989852.85 232989852.85 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADDW9 US3130ADDW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-07-12 2018-07-12 N N N 0.0177 281984946.84 281984946.84 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADE40 US3130ADE409 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-07-12 2018-07-12 N N N 0.0177 187989964.56 187989964.56 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ACS39 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-13 2018-08-13 2018-08-13 N N N 0.0178 95991120.00 95991120.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADN57 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2018-11-13 2018-11-13 N N N 0.0180 182954526.33 182954526.33 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADE57 US3130ADE573 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2018-07-13 2018-07-13 N N N 0.0177 300983607.54 300983607.54 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-15 2018-05-15 2018-05-15 N N N 0.0176 97999289.50 97999289.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-15 2018-05-15 2018-05-15 N N N 0.0176 194998586.25 194998586.25 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADZX3 US3130ADZX36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-16 2018-08-16 2018-08-16 N N N 0.0178 257971555.50 257971555.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADE65 US3130ADE656 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-17 2018-07-17 2018-07-17 N N N 0.0177 187988930.56 187988930.56 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADZW5 US3130ADZW52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-17 2018-08-17 2018-08-17 N N N 0.0178 55993740.32 55993740.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ACS70 US3130ACS708 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-08-22 2018-08-22 N N N 0.0178 95990003.52 95990003.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADH54 US3130ADH543 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2018-07-23 2018-07-23 N N N 0.0177 36997148.78 36997148.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADH21 US3130ADH212 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2018-07-23 2018-07-23 N N N 0.0177 55995684.64 55995684.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADGZ9 US3130ADGZ94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2018-07-23 2018-07-23 N N N 0.0177 55995684.64 55995684.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADGV8 US3130ADGV80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-07-24 2018-07-24 N N N 0.0177 185985425.04 185985425.04 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADHA3 US3130ADHA35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-07-24 2018-07-24 N N N 0.0177 194984719.80 194984719.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADZV7 US3130ADZV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-08-24 2018-08-24 N N N 0.0178 275966010.60 275966010.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADGT3 US3130ADGT35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-07-24 2018-07-24 N N N 0.0177 185985425.04 185985425.04 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADH47 US3130ADH477 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-07-24 2018-07-24 N N N 0.0177 92992712.52 92992712.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADEE8 US3130ADEE83 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-07-25 2018-07-25 N N N 0.0177 93993604.24 93993604.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ACH23 US3130ACH230 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0176 197996766.66 197996766.66 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADHC9 US3130ADHC90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2018-07-26 2018-07-26 N N N 0.0177 129989468.70 129989468.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADHD7 US3130ADHD73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2018-07-26 2018-07-26 N N N 0.0177 129989468.70 129989468.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADKU5 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2019-03-01 2019-03-01 N N N 0.0181 554767804.65 554767804.65 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ACXZ2 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-07 2018-09-05 2018-09-05 N N N 0.0176 132999868.33 132999868.33 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-07 2018-07-06 2018-07-06 N N N 0.0177 217993693.26 217993693.26 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADYE6 US3130ADYE63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-08-09 2018-08-09 N N N 0.0177 91994571.08 91994571.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADYD8 US3130ADYD80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-08-09 2018-08-09 N N N 0.0177 91994571.08 91994571.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADYB2 US3130ADYB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-08-10 2018-08-10 N N N 0.0177 184988772.35 184988772.35 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-07-12 2018-07-12 N N N 0.0177 96997684.61 96997684.61 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-06-12 2018-06-12 N N N 0.0176 28999586.17 28999586.17 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADNJ7 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2019-02-12 2019-02-12 N N N 0.0181 185931049.80 185931049.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-07-12 2018-07-12 N N N 0.0177 98997636.87 98997636.87 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADYP1 US3130ADYP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-13 2018-08-13 2018-08-13 N N N 0.0178 91994112.92 91994112.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2018-06-14 2018-06-14 N N N 0.0176 190996013.83 190996013.83 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-15 2018-06-15 2018-06-15 N N N 0.0176 95997927.36 95997927.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADEL2 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-16 2018-10-16 2018-10-16 N N N 0.0179 29995896.00 29995896.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AD5F5 US3130AD5F59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-07-18 2018-07-18 N N N 0.0177 186994764.00 186994764.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADYA4 US3130ADYA42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-08-17 2018-08-17 N N N 0.0178 368974620.18 368974620.18 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AD4K5 US3130AD4K53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-06-18 2018-06-18 N N N 0.0176 411995591.60 411995591.60 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AD4R0 US3130AD4R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0175 74999682.75 74999682.75 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ACS62 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-21 2018-09-21 2018-09-21 N N N 0.0178 95989197.12 95989197.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADA93 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-21 2018-09-21 2018-09-21 N N N 0.0178 281968266.54 281968266.54 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADA69 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-10-22 2018-10-22 N N N 0.0179 375944220.40 375944220.40 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADAK8 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-10-22 2018-10-22 N N N 0.0179 281958165.30 281958165.30 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-06-22 2018-06-22 N N N 0.0177 156995828.51 156995828.51 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2018-07-23 2018-07-23 N N N 0.0177 194991616.95 194991616.95 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADZC9 US3130ADZC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-08-24 2018-08-24 N N N 0.0178 258976130.56 258976130.56 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADZS4 US3130ADZS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-10-25 2018-10-25 N N N 0.0179 183971468.96 183971468.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0176 42999584.19 42999584.19 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-27 2018-06-27 2018-06-27 N N N 0.0177 194993958.90 194993958.90 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ACSS4 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-27 2018-09-27 2018-09-27 N N N 0.0179 95988103.68 95988103.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2018-06-28 2018-06-28 N N N 0.0177 155995067.28 155995067.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADZB1 US3130ADZB16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2018-08-28 2018-08-28 N N N 0.0178 258974428.93 258974428.93 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-29 2018-06-28 2018-06-28 N N N 0.0177 97996901.24 97996901.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ABB39 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-29 2018-07-27 2018-07-27 N N N 0.0178 20998521.39 20998521.39 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2018-10-01 2018-10-01 N N N 0.0178 97997383.40 97997383.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2018-10-01 2018-10-01 N N N 0.0178 97997383.40 97997383.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADA36 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-03 2019-01-03 2019-01-03 N N N 0.0180 188957571.39 188957571.39 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACY32 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-09-04 2018-09-04 N N N 0.0176 151999984.80 151999984.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACKZ6 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2019-01-04 2019-01-04 N N N 0.0180 5999040.06 5999040.06 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACYG3 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-09-04 2018-09-04 N N N 0.0176 347999965.20 347999965.20 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACYJ7 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-09-04 2018-09-04 N N N 0.0176 189999981.00 189999981.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-07-09 2018-07-09 N N N 0.0177 97997854.78 97997854.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADZ21 US3130ADZ214 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-10 2018-10-10 2018-10-10 N N N 0.0179 184980834.00 184980834.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AB4R4 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-10 2018-10-10 2018-10-10 N N N 0.0179 54994302.00 54994302.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-10 2018-08-10 2018-08-10 N N N 0.0178 272987338.26 272987338.26 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADYU0 US3130ADYU06 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-10 2018-10-10 2018-10-10 N N N 0.0179 460952240.40 460952240.40 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0176 56999952.12 56999952.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AC4L5 US3130AC4L54 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 56999945.85 56999945.85 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AC4K7 US3130AC4K71 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 56999945.85 56999945.85 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-07-11 2018-07-11 N N N 0.0177 58998631.20 58998631.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-13 2018-07-13 2018-07-13 N N N 0.0177 58998552.14 58998552.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-13 2018-07-13 2018-07-13 N N N 0.0177 97997595.08 97997595.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADZ47 US3130ADZ479 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-13 2018-10-12 2018-10-12 N N N 0.0179 91990156.00 91990156.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-13 2018-07-13 2018-07-13 N N N 0.0177 97997595.08 97997595.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2018-06-14 2018-06-14 N N N 0.0176 95999712.96 95999712.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADNC2 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2019-02-14 2019-02-14 N N N 0.0181 185930348.58 185930348.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADZF2 US3130ADZF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2019-01-14 2019-01-14 N N N 0.0181 276929905.15 276929905.15 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2018-05-14 2018-05-14 N N N 0.0176 56999928.18 56999928.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2018-05-14 2018-05-14 N N N 0.0176 190999759.34 190999759.34 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2018-05-14 2018-05-14 N N N 0.0176 56999928.18 56999928.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADNF5 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2019-02-14 2019-02-14 N N N 0.0181 185930348.58 185930348.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-14 2018-05-14 2018-05-14 N N N 0.0176 248999686.26 248999686.26 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AD4H2 US3130AD4H25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-15 2018-06-15 2018-06-15 N N N 0.0176 93999117.34 93999117.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADZ39 US3130ADZ396 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-16 2018-10-16 2018-10-16 N N N 0.0179 215975376.00 215975376.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACT53 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-16 2018-11-16 2018-11-16 N N N 0.0180 92883829.83 92883829.83 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-17 2018-08-17 2018-08-17 N N N 0.0178 196992429.29 196992429.29 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-17 2018-08-17 2018-08-17 N N N 0.0178 97996233.86 97996233.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AD4M1 US3130AD4M10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-19 2018-06-19 2018-06-19 N N N 0.0176 93998928.40 93998928.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADFF4 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-19 2019-01-18 2019-01-18 N N N 0.0181 187936865.84 187936865.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADYW6 US3130ADYW61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-19 2018-10-19 2018-10-19 N N N 0.0179 184977838.85 184977838.85 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AD5G3 US3130AD5G33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-19 2018-07-19 2018-07-19 N N N 0.0177 186994627.49 186994627.49 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACV68 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-08-20 2018-08-20 N N N 0.0178 193989013.78 193989013.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACUA0 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-11-20 2018-11-20 N N N 0.0180 53991570.06 53991570.06 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-08-20 2018-08-20 N N N 0.0178 266988946.20 266988946.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACU93 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-11-20 2018-11-20 N N N 0.0180 404936775.45 404936775.45 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AD5S7 US3130AD5S70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-07-20 2018-07-20 N N N 0.0177 186994494.72 186994494.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACUF9 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-11-20 2018-11-20 N N N 0.0180 134978925.15 134978925.15 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACVA9 US3130ACVA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-08-20 2018-08-20 N N N 0.0178 9999433.70 9999433.70 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AD5R9 US3130AD5R97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-09-20 2018-09-20 N N N 0.0178 186989963.71 186989963.71 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACV92 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-08-20 2018-08-20 N N N 0.0178 675961718.12 675961718.12 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-08-20 2018-08-20 N N N 0.0178 319986752.00 319986752.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AD5E8 US3130AD5E84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-21 2018-09-21 2018-09-21 N N N 0.0178 371979748.32 371979748.32 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AD5D0 US3130AD5D02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-21 2018-09-21 2018-09-21 N N N 0.0178 92994937.08 92994937.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACUE2 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-21 2018-11-21 2018-11-21 N N N 0.0180 269957537.10 269957537.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACV76 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-21 2018-08-21 2018-08-21 N N N 0.0178 290983415.91 290983415.91 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACUC6 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-21 2018-11-20 2018-11-20 N N N 0.0180 188970495.21 188970495.21 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACUD4 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-21 2018-11-21 2018-11-21 N N N 0.0180 134978768.55 134978768.55 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADZ62 US3130ADZ628 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2018-10-23 2018-10-23 N N N 0.0179 202974166.22 202974166.22 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADZL9 US3130ADZL97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2019-01-24 2019-01-24 N N N 0.0181 109969126.30 109969126.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AE5R7 US3130AE5R79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2018-10-24 2018-10-24 N N N 0.0179 547929609.40 547929609.40 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADFC1 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2019-01-25 2019-01-25 N N N 0.0181 187933162.24 187933162.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADFE7 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2019-01-25 2019-01-25 N N N 0.0181 280900098.88 280900098.88 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADFD9 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2019-01-25 2019-01-25 N N N 0.0181 375866324.48 375866324.48 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADQC9 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2018-11-26 2018-11-26 N N N 0.0180 312947181.25 312947181.25 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-27 2018-07-27 2018-07-27 N N N 0.0178 389981829.90 389981829.90 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADJK9 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2019-01-28 2019-01-28 N N N 0.0182 185925066.18 185925066.18 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2018-06-28 2018-06-28 N N N 0.0177 390990780.22 390990780.22 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ACY24 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-06 2018-09-06 2018-09-06 N N N 0.0177 284999475.60 284999475.60 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AD4D1 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-07 2018-09-07 2018-09-07 N N N 0.0178 376992441.15 376992441.15 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADSX1 US3130ADSX19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-10-09 2018-10-09 N N N 0.0179 275989959.12 275989959.12 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABSW7 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-10-12 2018-10-12 N N N 0.0179 15999711.68 15999711.68 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-10-12 2018-10-12 N N N 0.0179 391992936.16 391992936.16 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADT77 US3130ADT779 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-12 2018-10-12 2018-10-12 N N N 0.0179 73997020.02 73997020.02 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AD5C2 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-12-18 2018-12-18 N N N 0.0180 118981455.04 118981455.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AD5T5 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-12-18 2018-12-18 N N N 0.0180 74988312.00 74988312.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AD7M8 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-19 2018-12-19 2018-12-19 N N N 0.0180 188964190.17 188964190.17 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ACNP5 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2019-01-18 2019-01-18 N N N 0.0181 189956480.50 189956480.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AEA34 US3130AEA348 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-10-25 2018-10-25 N N N 0.0181 180973921.52 180973921.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABBU9 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2018-10-26 2018-10-26 N N N 0.0179 152987174.01 152987174.01 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADB27 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2019-02-26 2019-02-26 N N N 0.0182 92969573.19 92969573.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AEA42 US3130AEA421 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2018-10-26 2018-10-26 N N N 0.0181 180973771.29 180973771.29 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABXN1 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-27 2018-07-27 2018-07-27 N N N 0.0178 100998903.14 100998903.14 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABWG7 US3130ABWG73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-27 2018-08-27 2018-08-27 N N N 0.0178 54997378.70 54997378.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2018-10-26 2018-10-26 N N N 0.0180 96991895.65 96991895.65 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADQV7 US3130ADQV70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2018-11-28 2018-11-28 N N N 0.0181 91986737.28 91986737.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADQW5 US3130ADQW53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2018-11-28 2018-11-28 N N N 0.0181 183973474.56 183973474.56 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABXP6 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2018-07-27 2018-07-27 N N N 0.0178 100998924.35 100998924.35 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADZH8 US3130ADZH85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-30 2019-01-30 2019-01-30 N N N 0.0181 276927727.93 276927727.93 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADSP8 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-12-07 2018-12-07 N N N 0.0180 90990637.01 90990637.01 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ACZU1 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-12-11 2018-12-11 N N N 0.0180 381969336.86 381969336.86 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AD4P4 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2019-01-11 2019-01-11 N N N 0.0181 149973580.50 149973580.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ACZV9 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-12-11 2018-12-11 N N N 0.0180 189984748.70 189984748.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-10-11 2018-10-11 N N N 0.0179 23999595.84 23999595.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ACZX5 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-12-11 2018-12-11 N N N 0.0180 381969336.86 381969336.86 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-19 2018-10-19 2018-10-19 N N N 0.0179 266992929.84 266992929.84 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-19 2018-10-19 2018-10-19 N N N 0.0179 132996478.16 132996478.16 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADQ39 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2019-02-22 2019-02-22 N N N 0.0182 184546595.51 184546595.51 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADJE3 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2019-05-24 2019-05-24 N N N 0.0183 92961538.92 92961538.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ACZW7 US3130ACZW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-24 2019-01-24 2019-01-24 N N N 0.0181 30994692.80 30994692.80 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AE5Y2 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2019-01-25 2019-01-25 N N N 0.0181 90980895.46 90980895.46 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AE5U0 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2019-01-25 2019-01-25 N N N 0.0181 90980895.46 90980895.46 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AE5S5 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2019-01-25 2019-01-25 N N N 0.0181 273942476.44 273942476.44 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADJ60 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2019-05-24 2019-05-24 N N N 0.0183 464807731.80 464807731.80 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ACXM1 US3130ACXM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2018-08-28 2018-08-28 N N N 0.0179 47999242.56 47999242.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABXT8 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-28 2018-08-28 2018-08-28 N N N 0.0179 200996828.22 200996828.22 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AE5W6 US3130AE5W64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-30 2019-01-30 2019-01-30 N N N 0.0182 90979751.59 90979751.59 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AE7H7 US3130AE7H79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-30 2019-01-30 2019-01-30 N N N 0.0182 181959503.18 181959503.18 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AE7J3 US3130AE7J36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-30 2019-01-30 2019-01-30 N N N 0.0182 272939254.77 272939254.77 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AE7K0 US3130AE7K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-30 2019-01-30 2019-01-30 N N N 0.0182 109975523.90 109975523.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AE7M6 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-01 2019-02-01 2019-02-01 N N N 0.0183 162963461.92 162963461.92 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ABZR0 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2019-02-04 2019-02-04 N N N 0.0180 87502398.38 87502398.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ACX25 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-27 2019-01-11 2019-01-11 N N N 0.0181 25996310.60 25996310.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-29 2018-12-27 2018-12-27 N N N 0.0181 48996177.02 48996177.02 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADYK2 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2019-04-09 2019-04-09 N N N 0.0182 165973919.74 165973919.74 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADDE9 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-10 2019-07-10 2019-07-10 N N N 0.0184 93964560.12 93964560.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADD33 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-10 2019-07-10 2019-07-10 N N N 0.0184 281893680.36 281893680.36 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADD41 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2019-07-11 2019-07-11 N N N 0.0184 93964294.10 93964294.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADD58 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2019-07-11 2019-07-11 N N N 0.0184 93964294.10 93964294.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACF74 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-13 2019-03-13 2019-03-13 N N N 0.0182 33997836.92 33997836.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACVF8 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-17 2019-05-17 2019-05-17 N N N 0.0183 36991149.23 36991149.23 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADY89 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2019-04-25 2019-04-25 N N N 0.0183 73985937.04 73985937.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADY97 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2019-04-25 2019-04-25 N N N 0.0183 36992968.52 36992968.52 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AC3G7 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-08 2019-02-08 2019-02-08 N N N 0.0181 48001089.60 48001089.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AC3H5 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2019-02-11 2019-02-11 N N N 0.0181 40000762.80 40000762.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AC3Z5 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2019-02-11 2019-02-11 N N N 0.0181 38000724.66 38000724.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADUR1 US3130ADUR13 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-20 2018-09-20 2018-09-20 N N N 0.0178 366044132.28 366044132.28 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADUS9 US3130ADUS95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-21 2018-09-21 2018-09-21 N N N 0.0178 183021925.23 183021925.23 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADVK5 US3130ADVK50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-22 2018-10-22 2018-10-22 N N N 0.0179 91016604.77 91016604.77 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADVJ8 US3130ADVJ87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-26 2018-09-26 2018-09-26 N N N 0.0178 364058414.72 364058414.72 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313385YV2 US313385YV23 U.S. Government Agency Debt Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0183 682829235.00 682829235.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313385YW0 US313385YW06 U.S. Government Agency Debt Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0183 502377120.00 502377120.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313385YY6 US313385YY61 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0183 145514988.00 145514988.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313385ZN9 US313385ZN97 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2018-07-19 2018-07-19 N N N 0.0183 181265084.00 181265084.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313385ZP4 US313385ZP46 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-07-20 2018-07-20 N N N 0.0183 671244014.00 671244014.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 313385ZS8 US313385ZS84 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0184 109533380.00 109533380.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 313385ZU3 US313385ZU31 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2018-07-25 2018-07-25 N N N 0.0184 88613384.00 88613384.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 313385ZW9 US313385ZW96 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0184 236941614.00 236941614.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AANP9 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-23 2019-01-23 2019-01-23 N N N 0.0181 220074098.20 220074098.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 313385B21 US313385B218 U.S. Government Agency Debt Y N/A N/A 2018-08-08 2018-08-08 2018-08-08 N N N 0.0190 36806675.00 36806675.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 313385C61 US313385C612 U.S. Government Agency Debt Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N N N 0.0190 198828400.00 198828400.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 313385D29 US313385D297 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2018-08-24 2018-08-24 N N N 0.0191 86471997.00 86471997.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0176 40002682.00 40002682.00 0.0003 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 0.0161 96036626.88 96036626.88 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 0.0167 239098511.02 239098511.02 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 313385G26 US313385G266 U.S. Government Agency Debt Y N/A N/A 2018-09-17 2018-09-17 2018-09-17 N N N 0.0199 271937054.00 271937054.00 0.0021 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 0.0169 48020148.48 48020148.48 0.0004 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 0.0169 191080174.16 191080174.16 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 313385H41 US313385H413 U.S. Government Agency Debt Y N/A N/A 2018-09-27 2018-09-27 2018-09-27 N N N 0.0200 369989517.00 369989517.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 313385H58 US313385H587 U.S. Government Agency Debt Y N/A N/A 2018-09-28 2018-09-28 2018-09-28 N N N 0.0200 45626250.00 45626250.00 0.0003 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 0.0178 96096142.08 96096142.08 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 0.0184 331265303.12 331265303.12 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 313385K88 US313385K888 U.S. Government Agency Debt Y N/A N/A 2018-10-17 2018-10-17 2018-10-17 N N N 0.0205 182263776.00 182263776.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 313385L20 US313385L209 U.S. Government Agency Debt Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0205 234737124.00 234737124.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 313385L53 US313385L530 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2018-10-22 2018-10-22 N N N 0.0205 90115935.00 90115935.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 313385L61 US313385L613 U.S. Government Agency Debt Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0205 307961219.00 307961219.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 313385L79 US313385L795 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2018-10-24 2018-10-24 N N N 0.0205 73272802.00 73272802.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ABUJ3 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-18 2019-01-18 2019-01-18 N N N 0.0199 268393895.68 268393895.68 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ABUE4 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-22 2019-01-22 2019-01-22 N N N 0.0200 535795668.05 535795668.05 0.0041 N N N N Freddie Mac Freddie Mac, 1.46% 3134G9JD0 S6XOOCT0IEG5ABCC6L87 US3134G9JD03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0158 7348684.35 7348684.35 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 0.0161 17992908.00 17992908.00 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 0.0177 17981514.00 17981514.00 0.0001 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 1.73% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-07 2047-11-15 0 - 9 345271700.00 341661799.30 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-23 Y BARCLAYS CAPITAL INC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 333000000.00 333000000.00 0.0025 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.73% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-02 2048-02-15 0 - 9 154476300.00 169929753.82 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-24 Y BARCLAYS CAPITAL INC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 166500000.00 166500000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.70% 3Y4U8VZURTYWI1W2K376 DAH647000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2046-08-15 2.125 - 2.75 201475000.00 175443848.64 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0169 170000000.00 170000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.70% 3Y4U8VZURTYWI1W2K376 DAH146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2026-02-15 1.625 - 2.75 176655000.00 172735257.98 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0169 169000000.00 169000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.72% 3Y4U8VZURTYWI1W2K376 DBA884000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2043-08-15 1 - 3.625 335775000.00 347410971.23 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 338000000.00 338000000.00 0.0026 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.72% 3Y4U8VZURTYWI1W2K376 DBC239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-02-15 2047-08-15 2.5 - 2.875 189445000.00 174844510.65 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 168994642.70 168994642.70 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.73% 3Y4U8VZURTYWI1W2K376 DAD892000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2024-04-30 1.5 - 2.75 351560000.00 346199489.41 U.S. Treasuries (including strips) Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0172 339000000.00 339000000.00 0.0026 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.73% 3Y4U8VZURTYWI1W2K376 DAD372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2040-08-15 2.25 - 3.875 349030000.00 348779822.80 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 340000000.00 340000000.00 0.0026 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.73% 3Y4U8VZURTYWI1W2K376 DAG278000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2046-08-15 2.25 - 4.375 143970000.00 175780997.44 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 170000000.00 170000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.80% 3Y4U8VZURTYWI1W2K376 DAJ930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2046-02-15 2.5 - 2.75 197760000.00 175945371.96 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-07-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 170000000.00 170000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DAJ281000 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 86265000.00 87100394.31 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 85000000.00 85000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DAI845000 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 120520000.00 121687121.35 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 119000000.00 119000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DBD270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-15 2022-08-31 1 - 1.625 140965000.00 137213961.61 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 134000000.00 134000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.84% 3Y4U8VZURTYWI1W2K376 DBA322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2039-02-15 2.125 - 3.5 67200000.00 70218284.33 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 68000000.00 68000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.84% 3Y4U8VZURTYWI1W2K376 DBA276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2041-08-15 2.75 - 3.75 94470000.00 105472787.22 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 101800000.00 101800000.00 0.0008 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 2018-06-21 2043-02-15 0 - 8.125 179959900.00 174099957.94 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0204 169996226.00 169996226.00 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 2023-12-31 2046-02-15 1.5 - 7.625 350703600.00 343847867.29 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 336000000.00 336000000.00 0.0026 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 2021-07-31 2047-08-15 1.125 - 7.5 627049100.00 601374754.13 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 587850000.00 587850000.00 0.0045 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 2018-08-09 2046-02-15 0 - 8.5 504430200.00 521129174.18 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 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., 1.67% R0MUWSFPU8MPRO8K5P83 CJF160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-21 2046-08-15 0 - 8.5 354590300.00 348289345.46 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 339000000.00 339000000.00 0.0026 N N Y N 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 2018-07-19 2046-11-15 0 - 8.75 511463800.00 519433211.83 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 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 DAH140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-19 2046-08-15 0 - 8.75 359746400.00 346444021.90 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0169 338000000.00 338000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.70% R0MUWSFPU8MPRO8K5P83 DAH701000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2044-08-15 1.247 - 5.25 348745500.00 345355801.96 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0169 338000000.00 338000000.00 0.0026 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 2022-07-31 2047-08-15 1.875 - 4.5 448163700.00 433924697.76 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 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., 1.71% R0MUWSFPU8MPRO8K5P83 DAF936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-27 2047-08-15 0 - 8.125 361852500.00 348438158.71 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 340000000.00 340000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.71% R0MUWSFPU8MPRO8K5P83 DAH800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-21 2046-08-15 0 - 8.75 174454200.00 173523995.74 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 170000000.00 170000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.72% R0MUWSFPU8MPRO8K5P83 DAE358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-21 2047-02-15 0 - 8.5 343520800.00 349308346.54 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 340825000.00 340825000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.72% R0MUWSFPU8MPRO8K5P83 DBB396000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-21 2046-11-15 0 - 4.625 268630200.00 259985644.34 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 253000000.00 253000000.00 0.0019 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.72% R0MUWSFPU8MPRO8K5P83 DBA784000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2042-11-15 0 - 8.125 346216900.00 345843113.12 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 337500000.00 337500000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.72% R0MUWSFPU8MPRO8K5P83 DBA951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2047-08-15 1.213 - 3 354110600.00 344879493.39 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 337500000.00 337500000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.73% R0MUWSFPU8MPRO8K5P83 DAJ178000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-12 2046-02-15 0 - 8.75 376938800.00 350457192.35 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 341000000.00 341000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.73% R0MUWSFPU8MPRO8K5P83 DAD381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2046-11-15 1.247 - 3.625 345366500.00 349259900.80 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 340000000.00 340000000.00 0.0026 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 2018-09-27 2045-08-15 0 - 6.625 352556500.00 344427315.36 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 336000000.00 336000000.00 0.0026 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 2018-06-21 2046-11-15 0 - 8.125 689772400.00 689388329.80 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0174 673000000.00 673000000.00 0.0051 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 2018-06-21 2044-08-15 0 - 8.75 346899500.00 343432215.45 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 336000000.00 336000000.00 0.0026 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 2018-05-15 2045-02-15 0 - 9.125 171349400.00 170786361.10 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 167000000.00 167000000.00 0.0013 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 2018-06-21 2043-02-15 0 - 8.75 171226400.00 173193424.18 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 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., 1.77% R0MUWSFPU8MPRO8K5P83 CJI396000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2042-08-15 0 - 7.625 167037600.00 172616615.76 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 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 CJJ818000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-21 2047-02-15 0 - 8.5 363704100.00 341414820.95 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 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., 1.80% R0MUWSFPU8MPRO8K5P83 DBC717000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-10 2047-08-15 0 - 8.125 526629400.00 516147130.25 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-06-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 505000000.00 505000000.00 0.0038 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.86% R0MUWSFPU8MPRO8K5P83 DBC180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2042-08-15 2.125 - 5.25 349555100.00 344849114.60 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0185 338000000.00 338000000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.72% 549300IMBXQ8SGH3HJ31 DBB641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2048-02-15 1.375 - 3.375 256252900.00 253784055.77 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0171 247999950.40 247999950.40 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.73% 549300IMBXQ8SGH3HJ31 DBB295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2046-08-15 1.625 - 3.375 258279200.00 253555526.37 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0171 247000049.40 247000049.40 0.0019 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.73% 549300IMBXQ8SGH3HJ31 DBC102000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2046-08-15 0.875 - 6.75 507293800.00 507243782.82 U.S. Treasuries (including strips) Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0171 496000248.00 496000248.00 0.0038 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.74% 549300IMBXQ8SGH3HJ31 DBD187000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2046-05-15 1.125 - 6.75 1705966600.00 1659751783.88 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0174 1626000000.00 1626000000.00 0.0123 N Y Y N Credit AG Credit AG, 1.70% 1VUV7VQFKUOQSJ21A208 DBC119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2039-02-15 2 - 3.5 178646300.00 172467430.49 U.S. Treasuries (including strips) Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0170 168999847.90 168999847.90 0.0013 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.71% 7LTWFZYICNSX8D621K86 DBC109000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2038-05-15 0 - 4.5 255906700.00 253020081.84 U.S. Treasuries (including strips) Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0169 248000124.00 248000124.00 0.0019 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.75% 7LTWFZYICNSX8D621K86 DBD214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-30 2025-04-30 0.75 - 4 734815100.00 732395695.18 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0175 718000000.00 718000000.00 0.0055 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.71% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-10 2047-08-15 0 - 5.5 511704600.00 508535559.01 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0169 496000099.20 496000099.20 0.0038 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.71% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2040-02-15 1.875 - 8 236545100.00 252689271.96 U.S. Treasuries (including strips) Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0169 247000123.50 247000123.50 0.0019 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.75% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-04-30 2026-11-15 2 - 2.75 87318100.00 86704289.13 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0175 85000000.00 85000000.00 0.0006 N Y Y N Fixed Income Clearing Corp - BNYM Fixed Income Clearing Corp - BNYM, 1.75% 549300H47WTHXPU08X20 DBD203000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2045-08-15 2 - 2.875 805773500.00 807840103.45 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0175 792000000.00 792000000.00 0.0060 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.69% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-15 2045-05-15 0.75 - 3.75 105585900.00 104072676.85 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0162 102000295.80 102000295.80 0.0008 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2023-06-30 0.625 - 3.75 869182000.00 854359858.23 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 837000000.00 837000000.00 0.0064 N Y Y N 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 89520700.00 87989363.44 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0153 85999905.40 85999905.40 0.0007 N N Y N 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 2026-08-15 2.125 - 6.75 177170500.00 174981935.86 U.S. Treasuries (including strips) Y N/A N/A 2018-05-21 2018-05-21 2018-05-21 N N N 0.0159 171006429.60 171006429.60 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 - 7.625 352485200.00 345777126.95 U.S. Treasuries (including strips) Y N/A N/A 2018-05-29 2018-05-29 2018-05-29 N N N 0.0163 338015987.40 338015987.40 0.0026 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 2026-08-15 2.25 - 6.75 170305300.00 172523340.03 U.S. Treasuries (including strips) Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0169 168907212.03 168907212.03 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 2026-08-15 2.625 - 6.75 171382400.00 172743752.51 U.S. Treasuries (including strips) Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0170 169005813.60 169005813.60 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 2027-11-15 1.375 - 6.75 246898200.00 241178822.41 U.S. Treasuries (including strips) Y N/A N/A 2018-06-20 2018-06-20 2018-06-20 N N N 0.0172 236001486.80 236001486.80 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.84% H7FNTJ4851HG0EXQ1Z70 DAH066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-08-15 1 - 6.75 209795200.00 206104898.22 U.S. Treasuries (including strips) Y N/A N/A 2018-07-18 2018-07-18 2018-07-18 N N N 0.0183 202002302.80 202002302.80 0.0015 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 2026-08-15 6 - 6.75 279905000.00 343434519.09 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 0.0026 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.92% H7FNTJ4851HG0EXQ1Z70 DBA825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2022-08-31 1.625 - 1.625 180346500.00 172491258.27 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0190 169006929.00 169006929.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.93% H7FNTJ4851HG0EXQ1Z70 DBB322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2026-08-15 2.25 - 6.75 88380200.00 85846529.96 U.S. Treasuries (including strips) Y N/A N/A 2018-08-15 2018-08-15 2018-08-15 N N N 0.0193 83998824.00 83998824.00 0.0006 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.73% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2023-12-31 0.75 - 2.25 1388185000.00 1348849377.60 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 1322000000.00 1322000000.00 0.0100 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 DBB326000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2020-08-15 1.375 - 8.75 36691000.00 37757270.44 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 37000000.00 37000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 DBB694000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2027-05-15 2.25 - 2.375 90045000.00 86638895.48 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 85000000.00 85000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 DBC188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-12-31 2025-02-28 1.875 - 2.75 43070000.00 42869542.03 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 42000000.00 42000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 DBB328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2025-05-15 2.125 - 2.25 35642000.00 34750088.68 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 34000000.00 34000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 DBB327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-12-31 2046-05-15 2.25 - 2.5 152859000.00 144076476.62 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 141000000.00 141000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 DBD205000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2047-02-15 2.5 - 8.75 106918000.00 120039235.88 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 116000000.00 116000000.00 0.0009 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 DAI740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2047-02-15 1.875 - 3 114330000.00 111946132.44 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 109000000.00 109000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 DBC191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-15 2027-05-15 1 - 2.375 25765000.00 25479996.52 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-29 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 25000000.00 25000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 DAH159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-15 2027-05-15 1.375 - 3.125 123287000.00 120559186.28 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 118000000.00 118000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 DAI357000 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 103795000.00 105109282.68 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 103000000.00 103000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 DAG651000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2027-05-15 0.75 - 2.625 212730000.00 204219460.83 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0173 200000000.00 200000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 DAJ163000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2027-05-15 1.625 - 2.75 70922000.00 69497990.46 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 68000000.00 68000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 DAG262000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2027-05-15 1.625 - 2.625 38120000.00 34788866.62 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 34000000.00 34000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 DAI742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2027-05-15 2 - 2.375 53920000.00 51970436.74 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 51000000.00 51000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 DAG655000 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 171217000.00 173384999.78 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 170000000.00 170000000.00 0.0013 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 28655000.00 28612924.30 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 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 DAF843000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-15 2026-11-15 1.625 - 3.125 117329000.00 116446638.70 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 114000000.00 114000000.00 0.0009 N N Y N Natixis SA Natixis SA, 1.71% KX1WK48MPD4Y2NCUIZ63 DAG198000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2045-02-15 0 - 3.875 1437525300.00 1389604792.06 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 1361000000.00 1361000000.00 0.0103 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.68% OXTKY6Q8X53C9ILVV871 DBB661000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-10 2047-05-15 0 - 9.125 2550151700.00 2532852973.82 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0169 2478996777.30 2478996777.30 0.0188 N N Y N 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 2020-02-15 2020-02-15 3.625 - 3.625 168095000.00 172768075.02 U.S. Treasuries (including strips) Y N/A N/A 2018-05-16 2018-05-16 2018-05-16 N N N 0.0177 169000287.30 169000287.30 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 90515000.00 84839830.58 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0181 83000713.80 83000713.80 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 57000000.00 51105419.04 U.S. Treasuries (including strips) Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0181 50000390.00 50000390.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.83% 5493007VSMFZCPV1NB83 DAE815000 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 92620000.00 86812849.90 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0184 84997118.50 84997118.50 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.84% 5493007VSMFZCPV1NB83 DAG288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-08-15 2046-08-15 2.25 - 2.25 208585000.00 175282198.39 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0185 169994322.00 169994322.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.85% 5493007VSMFZCPV1NB83 DAJ184000 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 92560000.00 86756611.82 U.S. Treasuries (including strips) Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0186 84996353.50 84996353.50 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.87% 5493007VSMFZCPV1NB83 DAJ656000 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 92445000.00 86648822.17 U.S. Treasuries (including strips) Y N/A N/A 2018-07-11 2018-07-11 2018-07-11 N N N 0.0186 84900144.33 84900144.33 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 1.90% 5493007VSMFZCPV1NB83 DBA766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2046-08-15 2.25 - 3.625 202025000.00 173915266.93 U.S. Treasuries (including strips) Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0189 169001183.00 169001183.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.90% 5493007VSMFZCPV1NB83 DBB292000 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 167775000.00 172439178.95 U.S. Treasuries (including strips) Y N/A N/A 2018-07-24 2018-07-24 2018-07-24 N N N 0.0189 169000523.90 169000523.90 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.91% 5493007VSMFZCPV1NB83 DBB665000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2024-04-30 2 - 2.125 267235000.00 259151550.01 U.S. Treasuries (including strips) Y N/A N/A 2018-07-25 2018-07-25 2018-07-25 N N N 0.0189 254005080.00 254005080.00 0.0019 N N N Y 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 2020-08-31 2047-08-15 1.125 - 3 279747000.00 261120801.45 U.S. Treasuries (including strips) Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 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, 1.70% 549300QJJX6CVVUXLE15 DAJ646000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-03 2045-08-15 0 - 3.625 403508900.00 398494993.17 U.S. Treasuries (including strips) Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0169 390000000.00 390000000.00 0.0030 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.70% 549300QJJX6CVVUXLE15 DBA255000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2045-05-15 0 - 3.625 124412900.00 120424534.53 U.S. Treasuries (including strips) Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0169 118000000.00 118000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.70% 549300QJJX6CVVUXLE15 DAG246000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2045-05-15 1.375 - 3.125 176619400.00 174409507.85 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0169 170000000.00 170000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.70% 549300QJJX6CVVUXLE15 DBA254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2044-11-15 1.5 - 3 140417700.00 138792309.99 U.S. Treasuries (including strips) Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0169 136000000.00 136000000.00 0.0010 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.73% 6PJDTY319315T5LR2241 DBD209000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2024-05-15 2.5 - 3.125 282588000.00 285580661.35 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 280000000.00 280000000.00 0.0021 N Y Y N Societe Generale Societe Generale, 1.70% O2RNE8IBXP4R0TD8PU41 DBC143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-15 2048-02-15 0 - 8.75 437341900.00 443441302.34 U.S. Treasuries (including strips) Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0170 432999480.40 432999480.40 0.0033 N N Y N Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 DAF788000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-21 2047-05-15 0 - 6.375 121021700.00 119944690.31 U.S. Treasuries (including strips) Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0171 117000257.40 117000257.40 0.0009 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 DAG223000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2047-08-15 0 - 7.625 544537300.00 516889492.02 U.S. Treasuries (including strips) Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0171 504001260.00 504001260.00 0.0038 N N N Y Societe Generale Societe Generale, 1.74% O2RNE8IBXP4R0TD8PU41 DAG633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-15 2047-05-15 0 - 9.125 345581000.00 342775350.47 U.S. Treasuries (including strips) Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0176 334986064.00 334986064.00 0.0025 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 1.73%, dated 4/30/2018 due 05/01/2018 B4TYDEB6GKMZO031MB27 DBD386000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2044-09-20 3 - 5.25 6538693309.52 1316686148.76 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 1286586454.15 1286586454.15 0.0098 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.70% AC28XWWI3WIBK2824319 0000851376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2048-03-01 2048-05-01 4 - 5 185189499.00 188744554.65 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0169 184999926.00 184999926.00 0.0014 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.70% 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 2038-05-01 2048-01-01 4 - 5 311396800.00 319320305.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 N N N 0.0169 312999780.90 312999780.90 0.0024 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.73% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-04-01 1.25 - 4.5 42407882.00 28494242.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2042-01-15 4 - 5 742730.00 209690.80 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 4000.00 4157.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2048-04-01 3 - 4 45040535.00 37611026.27 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-25 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 65000000.00 65000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.73% 3Y4U8VZURTYWI1W2K376 DBB634000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2041-08-01 3 - 4 3203275.00 2437183.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-10-24 2019-10-24 2 - 2 55000.00 54645.43 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-15 2046-07-20 3 - 4.5 61921690.00 45078726.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-03 2048-01-01 1.135 - 5.5 19276428.00 18748561.15 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 65000000.00 65000000.00 0.0005 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.73%, dated 4/30/2018 due 05/01/2018 R0MUWSFPU8MPRO8K5P83 DBD386000_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 2018-05-10 2047-11-15 0 - 8.75 1186140839.81 1157351864.79 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-05-30 2037-10-26 1.15 - 5.125 2216476.23 2167687.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-09-01 2048-04-01 0 - 7 318942734.62 253166819.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-15 2046-08-20 2.352 - 6.5 118078803.81 7783019.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-08-16 2048-03-01 0 - 7.5 511251318.15 322626861.89 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 1706905534.79 1706905534.79 0.0130 N Y 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 2028-02-15 2047-02-15 0 - 3.375 13500863.23 24739104.70 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2034-06-01 2034-06-01 3.04 - 3.04 79000.00 74668.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2047-07-01 0 - 4.5 23431780.00 23124270.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2047-08-20 2.5 - 4.5 8862024.00 1755130.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-06-01 2047-10-01 0 - 4.5 124098636.00 45607567.07 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 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 US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2047-02-15 0 - 8.5 5432412.33 5468454.11 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2037-04-28 1.875 - 3.37 68000.00 65855.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2047-10-01 0 - 7.5 40874448.00 8377828.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-15 2048-02-20 2.375 - 8 124947380.00 58561672.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-08-01 2047-12-01 0 - 7.5 78514028.00 22441895.91 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 92850000.00 92850000.00 0.0007 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.73%, dated 4/30/2018 due 05/01/2018 VJW2DOOHGDT6PR0ZRO63 DBD386000_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 2018-05-24 2048-02-15 0 - 7.625 140343003.27 134657298.33 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-08-01 2028-04-07 1.397 - 5.05 63354273.57 62785456.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-05-02 2031-08-25 0 - 5.375 17800911.74 17786407.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-30 2048-04-01 1.375 - 4.5 6791353.96 6290242.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-12-15 2046-07-15 2.5 - 5 2029822.22 1309285.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-27 2048-01-01 1.375 - 5.5 10160243.85 9619569.24 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 227815219.86 227815219.86 0.0017 N Y Y N Citibank NA Citibank NA, 1.71% 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 2018-05-31 2041-02-15 0 - 4.75 94609900.00 93919123.62 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-15 2038-12-15 5.5 - 5.5 1003.00 52.37 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0171 92000000.00 92000000.00 0.0007 N Y Y N Citibank NA Citibank NA, 1.72% 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 2018-05-31 2039-11-15 0 - 4.375 570524000.00 566560142.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-12-01 2030-12-01 3.785 - 3.785 43288.00 147.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-11-15 2067-10-20 4.162 - 6 5235.00 3719.32 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 N/A 29.00 28.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2036-12-01 3.406 - 6 202966.00 131.24 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0170 555000111.00 555000111.00 0.0042 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.73%, dated 4/30/2018 due 05/01/2018 E57ODZWZ7FF32TWEFA76 DBD386000_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 2018-05-31 2048-02-15 0 - 8.875 56242975.08 55429288.13 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-10-08 2019-10-08 1.48 - 1.48 827859.55 828262.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2047-12-01 2 - 8.5 4345374.42 1332011.66 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 0 - 0 4.40 4.33 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2068-02-20 2.375 - 7 6976561.14 6166467.05 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 635751.44 638494.81 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 36052.46 39985.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-25 2048-04-01 1.5 - 6.5 1777536.71 1237256.01 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 64357799.61 64357799.61 0.0005 N Y Y N Credit AG Credit AG, 1.71% 1VUV7VQFKUOQSJ21A208 DBC138000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2024-05-31 2 - 2.125 184003300.00 176997385.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2047-11-01 2047-11-01 4 - 4 11804491.00 11747431.63 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0170 184999981.50 184999981.50 0.0014 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.73%, dated 4/30/2018 due 05/01/2018 1VUV7VQFKUOQSJ21A208 DBD386000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-05-15 1.625 - 3.75 1515431624.68 1487346937.59 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 1455739254.89 1455739254.89 0.0111 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.74% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2019-01-03 N/A 4386100.00 4326536.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-05-01 2048-03-01 3 - 7 556596602.00 86330215.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2047-10-20 2.5 - 6.5 206215121.00 82041051.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-01 2056-08-01 3 - 7 342122136.00 201660290.46 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 N N N 0.0173 367000000.00 367000000.00 0.0028 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.73%, dated 4/30/2018 due 05/01/2018 CYYGQCGNHMHPSMRL3R97 DBD386000_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 2018-05-31 2047-02-15 0.875 - 8 503617280.24 514625646.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2048-02-01 3.5 - 6.5 461501972.49 259206524.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2047-08-20 3.5 - 4.5 215567229.26 139688901.17 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2018-10-31 2020-01-31 0 - 0.646 43688871.94 43914996.85 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 938029167.76 938029167.76 0.0071 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.70% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-04-15 2032-07-15 1.125 - 6.25 25664000.00 25578039.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2019-03-21 2036-07-15 1.375 - 5.5 90330000.00 95466622.28 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2046-03-20 2046-03-20 3.5 - 3.5 117480000.00 77721553.18 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-07-03 2018-09-04 1.1 - 1.15 150000000.00 150149628.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-09-18 2030-11-15 1.125 - 7.125 209673000.00 217295826.62 Agency Debentures and Agency Strips Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0171 554998890.00 554998890.00 0.0042 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.74% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-05-31 2027-08-15 0 - 8.875 71210300.00 69701735.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 4 5003865.00 4761863.65 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 N N N 0.0173 73000000.00 73000000.00 0.0006 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.75% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2031-11-01 2047-10-01 2.5 - 4 242529575.00 190925441.74 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0174 187000766.70 187000766.70 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.75% 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 2019-05-01 2048-05-01 2 - 8.5 277814261.00 111554875.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2045-11-01 2045-11-01 4 - 4 49172048.00 40565495.91 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0174 149000640.70 149000640.70 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.76% 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 2026-04-01 2047-10-01 3 - 4 257356331.00 134830239.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 1729.00 657.29 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N N N 0.0173 132001953.60 132001953.60 0.0010 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.73%, dated 4/30/2018 due 05/01/2018 ZBUT11V806EZRVTWT807 DBD386000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-09-15 2056-11-15 3 - 8.5 195037751.09 84539963.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-01 2057-01-01 0 - 7 1673645742.00 1038692064.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 1098638897.76 1098638897.76 0.0083 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.74% 8NAV47T0Y26Q87Y0QP81 DAD369000 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 2033-01-01 2048-04-01 2.5 - 4.5 156056161.00 128288740.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2048-04-01 2.313 - 4 1013400671.00 447618860.56 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-06-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0173 563825000.00 563825000.00 0.0043 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.73%, dated 4/30/2018 due 05/01/2018 8NAV47T0Y26Q87Y0QP81 DBD386000_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 2020-04-30 2021-04-15 2.375 - 2.375 52988442.80 52829974.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-08-01 2041-08-01 5 - 5 36713191.21 16264729.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2048-05-01 3.5 - 4 110926014.30 76144504.33 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 142384512.41 142384512.41 0.0011 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.75% K5HU16E3LMSVCCJJJ255 DAI236000 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 2028-01-15 N/A 4195000.00 3834442.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-03-01 2.16 - 5 286895743.00 122735729.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-02-20 2046-02-20 3 - 3 176399.00 166983.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-01-20 2048-02-20 2 - 5 165687212.00 59408352.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-11-01 2048-04-01 1.916 - 5.37 288075067.00 139471749.84 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0179 318981083.30 318981083.30 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.76% K5HU16E3LMSVCCJJJ255 DAI612000 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 3748373.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-04-01 2.16 - 5.75 329361196.00 120340526.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-09-20 2048-01-20 2 - 5 208734886.00 64407902.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-01 2048-03-01 2.331 - 4.5 351715844.00 79946806.37 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-18 2018-06-18 2018-06-18 N N N 0.0179 262986718.50 262986718.50 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.76% K5HU16E3LMSVCCJJJ255 DAJ077000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2028-01-15 2028-01-15 N/A 150000.00 108849.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-02-01 2.16 - 5 87767694.00 35307658.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-08-15 2048-04-20 3 - 5.5 11484175.00 5435971.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2048-03-01 2.683 - 4.5 97356323.00 55088458.88 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-19 2018-06-19 2018-06-19 N N N 0.0179 93995036.80 93995036.80 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.76% K5HU16E3LMSVCCJJJ255 DAJ087000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2048-04-01 1.939 - 6 157041697.00 99042444.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2065-10-20 2.908 - 3.89 16730775.00 12148120.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-03-01 2048-03-01 2.502 - 5.54 333904832.00 80691309.87 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-20 2018-06-20 2018-06-20 N N N 0.0179 187989866.80 187989866.80 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.77% K5HU16E3LMSVCCJJJ255 DBA697000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-01-01 2.16 - 4.5 437366443.00 154603577.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-04-01 2048-03-01 2.433 - 4.5 206481464.00 91313112.14 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0179 240989781.60 240989781.60 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 DAE299000 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 2028-01-15 N/A 3534000.00 3211260.24 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-05-20 2046-11-20 3 - 3.5 586711.00 557106.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-04-01 2.446 - 4.5 110678015.00 75865898.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-11-20 2068-01-20 2 - 6.05 266047583.00 100319329.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2048-03-01 2.433 - 4.55 194249363.00 69258660.35 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N N N 0.0178 243996584.00 243996584.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 DAE302000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2028-01-15 2028-01-15 N/A 269000.00 195202.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-10-01 2048-04-01 2.16 - 5 164571428.00 65300826.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-12-20 2048-02-20 2.5 - 5 34701888.00 26073222.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-04-01 1.991 - 4 294962767.00 118831259.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0178 205997033.60 205997033.60 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 DBB570000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2048-01-01 3.305 - 4.5 28365479.00 28801726.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2048-04-01 2.8 - 3.5 164857155.00 160974561.40 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-25 2018-06-25 2018-06-25 N N N 0.0179 185994364.20 185994364.20 0.0014 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.73%, dated 4/30/2018 due 05/01/2018 7TK5RJIZDFROZCA6XF66 DBD386000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-05-25 2052-11-25 2 - 10.683 850027723.32 421994910.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2029-01-15 2051-12-16 2.5 - 8.5 325353447.95 150652189.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2057-02-01 0 - 8.5 3204466328.61 623648083.06 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 1167553001.77 1167553001.77 0.0089 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.75% 549300Y1PMK3RWXMWR72 DBD228000 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 2047-11-01 2047-11-01 3.5 - 3.5 7366185.00 7140347.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0175 7000000.00 7000000.00 0.0001 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.72% OXTKY6Q8X53C9ILVV871 DBB287000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2030-02-15 0 - 7.875 123752300.40 126620236.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-06-01 2048-04-01 2 - 7.5 862279390.00 554395462.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2021-06-15 2068-04-20 2.5 - 9 1208705842.00 528759920.74 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2022-03-15 2065-09-15 0 - 5.375 2102000.00 1266186.89 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2019-08-28 2057-02-01 1 - 8 1022527054.00 758216582.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0169 1930000965.00 1930000965.00 0.0147 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.71% 549300QJJX6CVVUXLE15 DBA243000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2022-01-31 1.875 - 1.875 76500.00 74581.52 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-06-20 2047-11-20 3.5 - 4 76305168.00 75433746.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2026-11-01 3.5 - 3.5 73747.00 11194.67 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0170 74000000.00 74000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.71% 549300QJJX6CVVUXLE15 DBA245000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2022-01-31 1.875 - 1.875 76600.00 74679.01 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-06-20 2047-11-20 3.5 - 4 76305312.00 75433888.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2026-11-01 3.5 - 3.5 72221.00 10963.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 74000000.00 74000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.72% 549300QJJX6CVVUXLE15 DBA941000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2024-04-30 1.75 - 2 105523100.00 102423232.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4.5 - 4.5 13424.00 13675.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2047-11-20 3.5 - 5 192883914.00 180965563.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-09-01 2039-08-01 3.5 - 4.5 1920385.00 252380.21 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0171 278000000.00 278000000.00 0.0021 N N Y N RBC Financial Group RBC Financial Group, 1.70% ES7IP3U3RHIGC71XBU11 DAE807000 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 2048-04-01 2.105 - 4.5 20432581.00 10269506.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2048-04-20 3.5 - 4.5 2158869.00 1326614.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2057-01-01 2.563 - 4.5 174910296.00 132221739.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-06-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0169 140825000.00 140825000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 1.70% ES7IP3U3RHIGC71XBU11 DAF267000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-12-31 2023-12-31 2.25 - 2.25 200.00 195.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2048-04-01 1.5 - 6.5 151474337.00 79334344.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-05-20 2048-04-20 3.25 - 5 42258052.00 39971828.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2057-01-01 2.194 - 5.5 542668683.00 205612977.55 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-06-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0169 318000000.00 318000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 1.71% ES7IP3U3RHIGC71XBU11 DAF790000 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 2048-04-01 1.5 - 6.5 216161148.00 79704784.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2048-04-20 3.5 - 5 12311780.00 8978768.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2057-01-01 2.492 - 7 964209865.00 432197923.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0170 510000000.00 510000000.00 0.0039 N N Y N RBC Financial Group RBC Financial Group, 1.73% ES7IP3U3RHIGC71XBU11 DAD371000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2048-04-01 2.014 - 4.5 7768429.00 3671088.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2048-04-20 4 - 4.5 2950169.00 3166721.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2057-01-01 3 - 4.5 134328059.00 95313968.54 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-06-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0172 100000000.00 100000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 1.88% ES7IP3U3RHIGC71XBU11 DBD212000 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 2048-04-01 2.014 - 6.5 79266504.00 34907177.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-11-15 2048-02-20 3.5 - 4 10020947.00 9999624.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2057-01-01 2.233 - 4.5 388465621.00 245418198.55 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-07-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0187 284000000.00 284000000.00 0.0022 N N Y N Societe Generale Societe Generale, 1.74% O2RNE8IBXP4R0TD8PU41 DBD202000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-15 2047-05-15 0.125 - 4.625 1234569700.00 1238728335.94 U.S. Treasuries (including strips) Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0174 1212000000.00 1212000000.00 0.0092 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.74% 5U0XI89JRFVHWIBS4F54 DBD196000 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 2045-06-20 2047-08-20 3.5 - 3.5 2828303675.00 1885452182.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-11-01 2047-11-01 3.5 - 3.5 370000000.00 358656278.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0174 2200000000.00 2200000000.00 0.0167 N Y 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 US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 2480000.00 2455512.22 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3 - 3 167522000.00 138587457.85 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 N N/A N/A N N 0.0178 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 US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 2850000.00 2821858.80 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-08-20 2046-08-20 3 - 3 190881000.00 157911871.52 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-08 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0179 157000000.00 157000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DAJ662000 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 420000.00 415852.88 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-06-20 2047-06-20 4 - 4 191045000.00 163262561.42 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-29 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 160000000.00 160000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DAG351000 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 1290000.00 1277262.41 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 189082000.00 163036309.56 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 160720000.00 160720000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DAH134000 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 1200000.00 1188151.08 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 180294000.00 155458840.05 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 153250000.00 153250000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DAJ194000 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 580000.00 574273.02 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 3.5 - 3.5 98044000.00 95527865.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0179 94000000.00 94000000.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DAD952000 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 3310000.00 3277316.71 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 201585000.00 159435497.35 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0179 159000000.00 159000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DAE832000 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 3280000.00 3247612.94 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 201585000.00 159435497.35 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-07 2018-05-07 2018-05-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 159000000.00 159000000.00 0.0012 N N Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 1.73%, dated 4/30/2018 due 05/01/2018 KB1H1DSPRFMYMCUFXT09 DBD386000_81240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-08-01 3.5 - 3.5 620180555.73 580913156.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2040-05-01 2040-05-01 3.671 - 3.671 537601.20 43732.12 Agency Mortgage-Backed Securities Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 569538049.64 569538049.64 0.0043 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.73%, dated 4/30/2018 due 05/01/2018 VYVVCKR63DVZZN70PB21 DBD386000_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 2018-05-03 2048-02-15 0 - 6.5 300341917.74 288937843.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-05-15 0 - 5.883 28183314.13 17297980.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2020-05-15 2048-04-20 2 - 9 805605070.91 746698874.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2048-05-25 2.027 - 3.5 4137985.27 3942278.82 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-05-01 2018-05-01 2018-05-01 N N N 0.0173 1035182107.35 1035182107.35 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.39% 912796PF0 254900HROIFWPRGM1V77 US912796PF00 U.S. Treasury Debt Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0139 1529412.86 1529412.86 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.51% 912796PG8 254900HROIFWPRGM1V77 US912796PG82 U.S. Treasury Debt Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0151 1087229935.36 1087229935.36 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.54% 912796MB2 254900HROIFWPRGM1V77 US912796MB23 U.S. Treasury Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0154 801069569.05 801069569.05 0.0061 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 445389519.66 445389519.66 0.0034 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 813229036.35 813229036.35 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.63% 912796PL7 254900HROIFWPRGM1V77 US912796PL77 U.S. Treasury Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0163 852484964.27 852484964.27 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.67% 912796MF3 254900HROIFWPRGM1V77 US912796MF37 U.S. Treasury Debt Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0167 1308489058.13 1308489058.13 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.68% 912796PM5 254900HROIFWPRGM1V77 US912796PM50 U.S. Treasury Debt Y N/A N/A 2018-06-28 2018-06-28 2018-06-28 N N N 0.0168 56529661.94 56529661.94 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.73% 912796PN3 254900HROIFWPRGM1V77 US912796PN34 U.S. Treasury Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0173 1857131233.29 1857131233.29 0.0141 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.73% 912796PQ6 254900HROIFWPRGM1V77 US912796PQ64 U.S. Treasury Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0173 319882920.00 319882920.00 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.77% 912796PR4 254900HROIFWPRGM1V77 US912796PR48 U.S. Treasury Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0177 995753750.00 995753750.00 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% 912796PS2 254900HROIFWPRGM1V77 US912796PS21 U.S. Treasury Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0184 651491906.83 651491906.83 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.85% 912796PU7 254900HROIFWPRGM1V77 US912796PU76 U.S. Treasury Debt Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N N N 0.0185 183055139.76 183055139.76 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.85% 912796NQ8 254900HROIFWPRGM1V77 US912796NQ82 U.S. Treasury Debt Y N/A N/A 2018-08-16 2018-08-16 2018-08-16 N N N 0.0185 437581509.20 437581509.20 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796PV5 254900HROIFWPRGM1V77 US912796PV59 U.S. Treasury Debt Y N/A N/A 2018-08-23 2018-08-23 2018-08-23 N N N 0.0186 14911977.00 14911977.00 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.89% 912796PW3 254900HROIFWPRGM1V77 US912796PW33 U.S. Treasury Debt Y N/A N/A 2018-08-30 2018-08-30 2018-08-30 N N N 0.0189 455127378.20 455127378.20 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.97% 912796QB8 254900HROIFWPRGM1V77 US912796QB86 U.S. Treasury Debt Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0197 1569726545.00 1569726545.00 0.0119 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.99% 912796NZ8 254900HROIFWPRGM1V77 US912796NZ81 U.S. Treasury Debt Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0199 704730508.65 704730508.65 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.99% 912796QD4 254900HROIFWPRGM1V77 US912796QD43 U.S. Treasury Debt Y N/A N/A 2018-10-18 2018-10-18 2018-10-18 N N N 0.0199 961837632.65 961837632.65 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.01% 912796QE2 254900HROIFWPRGM1V77 US912796QE26 U.S. Treasury Debt Y N/A N/A 2018-10-25 2018-10-25 2018-10-25 N N N 0.0201 328790423.20 328790423.20 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.68% 912828VE7 254900HROIFWPRGM1V77 US912828VE70 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0165 240865719.62 240865719.62 0.0018 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 0.0164 94937362.70 94937362.70 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 0.0169 81045895.41 81045895.41 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 0.0176 214216131.44 214216131.44 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.84% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-05-01 2020-01-31 2020-01-31 N N N 0.0185 409910513.40 409910513.40 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.89% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-05-01 2019-10-31 2019-10-31 N N N 0.0184 214136170.34 214136170.34 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.90% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-05-01 2019-07-31 2019-07-31 N N N 0.0180 555988155.68 555988155.68 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-05-01 2019-04-30 2019-04-30 N N N 0.0179 1199407098.92 1199407098.92 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.98% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-05-01 2019-01-31 2019-01-31 N N N 0.0179 416590349.76 416590349.76 0.0032 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 1.91% H7FNTJ4851HG0EXQ1Z70 DBD287000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0190 84000000.00 84000000.00 0.0006 N N N Y 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. RBC Dominion Securities RBC Dominion Securities, 1.72% 549300QJJX6CVVUXLE15 DBC753000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-05-07 2018-05-07 2018-06-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 252000000.00 252000000.00 0.0019 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DBC737000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-05-07 2018-05-07 2018-06-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0179 50000000.00 50000000.00 0.0004 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DBC165000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-05-07 2018-05-07 2018-06-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 137000000.00 137000000.00 0.0010 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 2018-05-03 Stephanie Dorsey Stephanie Dorsey President and Treasurer