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Fannie Mae, 0.55% to 0.64% 31359M7X5 B1V7KEBTPIMZEU4LTD58 US31359M7X52 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0064 114789045.12 114789045.12 0.0219 N N N N Fannie Mae Fannie Mae, 0.63% 3135G0JA2 B1V7KEBTPIMZEU4LTD58 US3135G0JA28 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0063 10308566.19 10308566.19 0.0020 N N N N Fannie Mae Fannie Mae, 0.78% 313589GP2 B1V7KEBTPIMZEU4LTD58 US313589GP27 U.S. Government Agency Debt Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N N N 0.0078 29959380.00 29959380.00 0.0057 N N N N Fannie Mae Fannie Mae, 0.78% 3135G0PQ0 B1V7KEBTPIMZEU4LTD58 US3135G0PQ06 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0078 7994096.00 7994096.00 0.0015 N N N N Fannie Mae Fannie Mae, 0.98% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-04-11 2018-01-11 2018-01-11 N N N 0.0098 37090687.00 37090687.00 0.0071 N N N N Fannie Mae Fannie Mae, 1.00% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 0000310522 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-07-20 2017-07-20 N N N 0.0100 3002226.00 3002226.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.74% 3133EG7A7 US3133EG7A77 U.S. Government Agency Debt Y N/A N/A 2017-04-15 2018-03-15 2018-03-15 N N N 0.0074 14999970.00 14999970.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.74% 3133EDVU3 US3133EDVU36 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0074 3003021.00 3003021.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.77% 3133EGE27 US3133EGE275 U.S. Government Agency Debt Y N/A N/A 2017-04-12 2017-12-12 2017-12-12 N N N 0.0077 12006672.00 12006672.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.81% 3133EHAR4 US3133EHAR40 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2018-03-27 2018-03-27 N N N 0.0081 10999824.00 10999824.00 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.82% 3133EGU29 US3133EGU297 U.S. Government Agency Debt Y N/A N/A 2017-04-14 2017-12-14 2017-12-14 N N N 0.0082 7005607.00 7005607.00 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.83% 313313JP4 US313313JP43 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-07-25 2017-07-25 N N N 0.0083 27432680.00 27432680.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.88% 3133EEEA4 US3133EEEA48 U.S. Government Agency Debt Y N/A N/A 2017-04-08 2017-05-08 2017-05-08 N N N 0.0088 5001390.00 5001390.00 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.91% 3133EG2K0 US3133EG2K05 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2018-01-30 2018-01-30 N N N 0.0091 16014080.00 16014080.00 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.92% 3133EGYM1 US3133EGYM14 U.S. Government Agency Debt Y N/A N/A 2017-04-19 2017-10-19 2017-10-19 N N N 0.0092 10004830.00 10004830.00 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.94% 3133EDV25 US3133EDV250 U.S. Government Agency Debt Y N/A N/A 2017-04-15 2017-05-15 2017-05-15 N N N 0.0094 15004980.00 15004980.00 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.94% 3133EF7A9 US3133EF7A95 U.S. Government Agency Debt Y N/A N/A 2017-05-13 2017-11-13 2017-11-13 N N N 0.0094 12017964.00 12017964.00 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.95% 3133EDSX1 US3133EDSX12 U.S. Government Agency Debt Y N/A N/A 2017-04-04 2017-05-18 2017-05-18 N N N 0.0095 23004600.00 23004600.00 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 0.99% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y N/A N/A 2017-04-17 2017-04-17 2017-04-17 N N N 0.0099 1000074.00 1000074.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.00% 3133EFLH8 US3133EFLH82 U.S. Government Agency Debt Y N/A N/A 2017-04-26 2018-01-26 2018-01-26 N N N 0.0100 56131544.00 56131544.00 0.0107 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.03% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y N/A N/A 2017-04-24 2017-05-24 2017-05-24 N N N 0.0103 17007140.00 17007140.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385DX1 US313385DX18 U.S. Government Agency Debt Y N/A N/A 2017-04-04 2017-04-04 2017-04-04 N N N 0.0053 1999962.00 1999962.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385EL6 US313385EL60 U.S. Government Agency Debt Y N/A N/A 2017-04-17 2017-04-17 2017-04-17 N N N 0.0053 7997856.00 7997856.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% to 0.54% 313385EM4 US313385EM44 U.S. Government Agency Debt Y N/A N/A 2017-04-18 2017-04-18 2017-04-18 N N N 0.0054 64981280.00 64981280.00 0.0124 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385EW2 US313385EW26 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0053 24988500.00 24988500.00 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313385EN2 US313385EN27 U.S. Government Agency Debt Y N/A N/A 2017-04-19 2017-04-19 2017-04-19 N N N 0.0054 59981580.00 59981580.00 0.0115 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% to 0.74% 313385EX0 US313385EX09 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0074 99952100.00 99952100.00 0.0191 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AARQ3 US3130AARQ38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-01 2017-08-01 2017-08-01 N N N 0.0056 24000672.00 24000672.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 313385FS0 US313385FS05 U.S. Government Agency Debt Y N/A N/A 2017-05-17 2017-05-17 2017-05-17 N N N 0.0056 99910800.00 99910800.00 0.0191 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 313385FA9 US313385FA96 U.S. Government Agency Debt Y N/A N/A 2017-05-01 2017-05-01 2017-05-01 N N N 0.0058 99943200.00 99943200.00 0.0191 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJN9 US3130AAJN98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-07-03 2017-07-03 N N N 0.0060 7999576.00 7999576.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJW9 US3130AAJW97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-07-03 2017-07-03 N N N 0.0060 7999576.00 7999576.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJL3 US3130AAJL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-07-05 2017-07-05 N N N 0.0060 6999608.00 6999608.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAK23 US3130AAK238 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-07-05 2017-07-05 N N N 0.0060 7999552.00 7999552.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130AAVT2 US3130AAVT21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-09-06 2017-09-06 N N N 0.0061 7999888.00 7999888.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 3130AAJU3 US3130AAJU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0061 3999772.00 3999772.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130AAVC9 US3130AAVC95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-27 2017-08-25 2017-08-25 N N N 0.0062 3998904.00 3998904.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.62% 3130AAVP0 US3130AAVP09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-28 2017-08-28 2017-08-28 N N N 0.0062 8997273.00 8997273.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AAT24 US3130AAT247 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-09 2017-08-09 2017-08-09 N N N 0.0063 5000105.00 5000105.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 3130AASZ2 US3130AASZ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-09 2017-08-09 2017-08-09 N N N 0.0063 16000336.00 16000336.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AATW8 US3130AATW87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-15 2017-11-15 2017-11-15 N N N 0.0064 3998436.00 3998436.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAU22 US3130AAU229 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-17 2017-11-17 2017-11-17 N N N 0.0064 11995236.00 11995236.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AATZ1 US3130AATZ19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-17 2017-11-17 2017-11-17 N N N 0.0064 15993648.00 15993648.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 313385JW7 US313385JW70 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0064 15957872.00 15957872.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJJ8 US3130AAJJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-10-03 2017-10-03 N N N 0.0065 6999958.00 6999958.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJH2 US3130AAJH21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-04 2017-10-04 2017-10-04 N N N 0.0065 3999968.00 3999968.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJX7 US3130AAJX70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-10-05 2017-10-05 N N N 0.0065 3999960.00 3999960.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAK80 US3130AAK808 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-07-05 2017-07-05 N N N 0.0065 4000536.00 4000536.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9NC1 US3130A9NC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0065 12000552.00 12000552.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9NR8 US3130A9NR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0065 16000736.00 16000736.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130A9NS6 US3130A9NS68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-07-06 2017-07-06 N N N 0.0065 8000368.00 8000368.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AALA4 US3130AALA40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-10 2017-10-10 2017-10-10 N N N 0.0065 3999720.00 3999720.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAN95 US3130AAN950 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-18 2017-10-18 2017-10-18 N N N 0.0065 3999436.00 3999436.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAT57 US3130AAT577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-09 2018-02-09 2018-02-09 N N N 0.0065 3997968.00 3997968.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAT40 US3130AAT403 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-09 2018-02-09 2018-02-09 N N N 0.0065 3997968.00 3997968.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUR7 US3130AAUR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-22 2017-11-22 2017-11-22 N N N 0.0065 11995056.00 11995056.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% to 0.77% 313385FY7 US313385FY72 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2017-05-23 2017-05-23 N N N 0.0077 15801960.55 15801960.55 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUQ9 US3130AAUQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-24 2017-11-24 2017-11-24 N N N 0.0065 15993296.00 15993296.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUS5 US3130AAUS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-24 2017-11-24 2017-11-24 N N N 0.0065 7996648.00 7996648.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAUV8 US3130AAUV85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-24 2017-11-24 2017-11-24 N N N 0.0065 4997905.00 4997905.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAVD7 US3130AAVD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-27 2017-11-27 2017-11-27 N N N 0.0065 1999140.00 1999140.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AACG1 US3130AACG11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2017-06-05 2017-06-05 N N N 0.0065 4998960.00 4998960.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAEM6 US3130AAEM60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0065 3998396.00 3998396.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 313385JX5 US313385JX53 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0065 35904420.00 35904420.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAKM9 US3130AAKM96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-10 2017-10-10 2017-10-10 N N N 0.0066 7999648.00 7999648.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAP93 US3130AAP930 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-10-20 2017-10-20 N N N 0.0066 3999304.00 3999304.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAPK8 US3130AAPK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0066 8998065.00 8998065.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AANX2 US3130AANX25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0066 21995886.00 21995886.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-15 2018-02-15 2018-02-15 N N N 0.0066 7995856.00 7995856.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AATG3 US3130AATG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-16 2018-02-16 2018-02-16 N N N 0.0066 3997920.00 3997920.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUH9 US3130AAUH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 4997935.00 4997935.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUM8 US3130AAUM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 1999174.00 1999174.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUN6 US3130AAUN69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 1999174.00 1999174.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAUG1 US3130AAUG19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 7996696.00 7996696.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAU55 US3130AAU559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-21 2017-11-21 2017-11-21 N N N 0.0066 15993392.00 15993392.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAVR6 US3130AAVR64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-12-01 2017-12-01 N N N 0.0066 7996456.00 7996456.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAVU9 US3130AAVU93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-12-01 2017-12-01 N N N 0.0066 7996456.00 7996456.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAVQ8 US3130AAVQ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-12-01 2017-12-01 N N N 0.0066 7996456.00 7996456.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 313385KP0 US313385KP01 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0066 2990982.00 2990982.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130AAPA0 US3130AAPA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-23 2017-10-23 2017-10-23 N N N 0.0067 1999632.00 1999632.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAM21 US3130AAM218 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-12 2017-07-12 2017-07-12 N N N 0.0068 9000873.00 9000873.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AALX4 US3130AALX43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-12 2017-07-12 2017-07-12 N N N 0.0068 9000873.00 9000873.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AANU8 US3130AANU85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-14 2017-07-14 2017-07-14 N N N 0.0068 4000220.00 4000220.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAV39 US3130AAV391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-20 2018-02-20 2018-02-20 N N N 0.0068 3998056.00 3998056.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAV21 US3130AAV219 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-20 2018-02-20 2018-02-20 N N N 0.0068 5997090.00 5997090.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2018-02-23 2018-02-23 N N N 0.0068 3998052.00 3998052.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-01 2017-09-01 2017-09-01 N N N 0.0069 12006336.00 12006336.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.69% 3130AALL0 US3130AALL05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-11 2017-07-11 2017-07-11 N N N 0.0069 4000440.00 4000440.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AAE79 US3130AAE793 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-07 2017-06-07 2017-06-07 N N N 0.0070 8001584.00 8001584.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.70% 3130AAW46 US3130AAW464 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-06 2017-12-06 2017-12-06 N N N 0.0070 7996320.00 7996320.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAD39 US3130AAD399 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-06-05 2017-06-05 N N N 0.0071 12002616.00 12002616.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAE95 US3130AAE959 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-08 2017-06-08 2017-06-08 N N N 0.0071 4000812.00 4000812.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A9MZ1 US3130A9MZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-10-06 2017-10-06 N N N 0.0072 8002344.00 8002344.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-01 2017-12-01 2017-12-01 N N N 0.0073 8007104.00 8007104.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-02 2017-10-02 2017-10-02 N N N 0.0073 17006766.00 17006766.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130AAMT2 US3130AAMT22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-17 2017-07-17 2017-07-17 N N N 0.0073 2000106.00 2000106.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130AAMV7 US3130AAMV77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-17 2017-07-17 2017-07-17 N N N 0.0073 2000106.00 2000106.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-09-05 2017-09-05 N N N 0.0074 4002060.00 4002060.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAEA2 US3130AAEA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-12 2017-06-12 2017-06-12 N N N 0.0075 7001470.00 7001470.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAE87 US3130AAE876 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-13 2017-06-13 2017-06-13 N N N 0.0075 11002343.00 11002343.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAU48 US3130AAU484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-22 2017-08-22 2017-08-22 N N N 0.0075 4999840.00 4999840.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJ74 US3130AAJ743 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-27 2017-06-27 2017-06-27 N N N 0.0075 7999640.00 7999640.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJ66 US3130AAJ669 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-28 2017-06-28 2017-06-28 N N N 0.0075 10999483.00 10999483.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAHK7 US3130AAHK77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-28 2017-06-28 2017-06-28 N N N 0.0075 10999483.00 10999483.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJF6 US3130AAJF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-30 2017-06-30 2017-06-30 N N N 0.0075 11999412.00 11999412.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AAMZ8 US3130AAMZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-07-20 2017-07-20 N N N 0.0076 3000156.00 3000156.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AAVB1 US3130AAVB13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-24 2017-08-24 2017-08-24 N N N 0.0076 4000020.00 4000020.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130A9K67 US3130A9K675 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-26 2017-10-26 2017-10-26 N N N 0.0076 4001600.00 4001600.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 313385FR2 US313385FR22 U.S. Government Agency Debt Y N/A N/A 2017-05-16 2017-05-16 2017-05-16 N N N 0.0076 74934600.00 74934600.00 0.0143 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AAHS0 US3130AAHS04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-06-22 2017-06-22 N N N 0.0076 3999840.00 3999840.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AAHP6 US3130AAHP64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2017-06-23 2017-06-23 N N N 0.0076 6999713.00 6999713.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AAHR2 US3130AAHR21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2017-06-23 2017-06-23 N N N 0.0076 23999016.00 23999016.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AAJ82 US3130AAJ826 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2017-06-23 2017-06-23 N N N 0.0076 3999836.00 3999836.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-12-05 2017-12-05 N N N 0.0077 8007040.00 8007040.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAQ27 US3130AAQ276 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-24 2017-07-24 2017-07-24 N N N 0.0077 50002450.00 50002450.00 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAZZ4 US3130AAZZ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-07-25 2017-07-25 N N N 0.0077 27001728.00 27001728.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130A8SA2 US3130A8SA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0077 29298124.80 29298124.80 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAAK4 US3130AAAK41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2017-08-23 2017-08-23 N N N 0.0077 8002528.00 8002528.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAES3 US3130AAES31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-15 2017-06-15 2017-06-15 N N N 0.0078 4000884.00 4000884.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 313385GF7 US313385GF74 U.S. Government Agency Debt Y N/A N/A 2017-05-30 2017-05-30 2017-05-30 N N N 0.0078 28966476.00 28966476.00 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.78% to 0.80% 313385GP5 US313385GP56 U.S. Government Agency Debt Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N N N 0.0080 39945840.00 39945840.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 313385GY6 US313385GY63 U.S. Government Agency Debt Y N/A N/A 2017-06-16 2017-06-16 2017-06-16 N N N 0.0078 2995374.00 2995374.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAZV3 US3130AAZV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-09-25 2017-09-25 N N N 0.0079 16001520.00 16001520.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAZD3 US3130AAZD33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-10-20 2017-10-20 N N N 0.0080 7999784.00 7999784.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJ41 US3130AAJ412 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-23 2017-06-23 2017-06-23 N N N 0.0080 3000414.00 3000414.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A9VE8 US3130A9VE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-26 2017-04-26 2017-04-26 N N N 0.0080 8000456.00 8000456.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A9WT4 US3130A9WT41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0080 8000440.00 8000440.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJA7 US3130AAJA77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-27 2017-09-27 2017-09-27 N N N 0.0080 2000006.00 2000006.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJ90 US3130AAJ909 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-27 2017-09-27 2017-09-27 N N N 0.0080 2000006.00 2000006.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJT6 US3130AAJT68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-29 2017-09-29 2017-09-29 N N N 0.0080 8000000.00 8000000.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJK5 US3130AAJK59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-29 2017-09-29 2017-09-29 N N N 0.0080 7000000.00 7000000.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A9B67 US3130A9B674 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-09-01 2017-09-01 N N N 0.0081 9004032.00 9004032.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A9E49 US3130A9E496 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-08 2017-06-08 2017-06-08 N N N 0.0081 9001413.00 9001413.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AAHY7 US3130AAHY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-09-22 2017-09-22 N N N 0.0081 7000070.00 7000070.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A9FH9 US3130A9FH95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2017-06-12 2017-06-12 N N N 0.0082 8001320.00 8001320.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A9GK1 US3130A9GK16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-13 2017-06-13 2017-06-13 N N N 0.0082 8001328.00 8001328.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AAYX0 US3130AAYX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-20 2017-09-20 2017-09-20 N N N 0.0082 7000742.00 7000742.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2017-06-23 2017-06-23 N N N 0.0082 5000470.00 5000470.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2017-06-23 2017-06-23 N N N 0.0082 2000188.00 2000188.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-30 2017-06-30 2017-06-30 N N N 0.0082 8000976.00 8000976.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-06-22 2017-06-22 N N N 0.0083 8000928.00 8000928.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130AAZ35 US3130AAZ350 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-09-22 2017-09-22 N N N 0.0083 4000416.00 4000416.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2018-05-03 2018-05-03 N N N 0.0084 15997408.00 15997408.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2018-05-03 2018-05-03 N N N 0.0084 7998704.00 7998704.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2018-04-27 2018-04-27 N N N 0.0084 8002120.00 8002120.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2018-04-27 2018-04-27 N N N 0.0084 2000530.00 2000530.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AA3X4 US3130AA3X48 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-16 2017-05-16 2017-05-16 N N N 0.0086 15003375.00 15003375.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2018-04-20 2018-04-20 N N N 0.0086 9004761.00 9004761.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2018-04-20 2018-04-20 N N N 0.0086 4002116.00 4002116.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2018-04-20 2018-04-20 N N N 0.0086 4002116.00 4002116.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130A8WA7 US3130A8WA76 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0086 5000760.00 5000760.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8YX5 US3130A8YX51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-08 2017-11-08 2017-11-08 N N N 0.0088 15015885.00 15015885.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0088 18006120.00 18006120.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0088 8002720.00 8002720.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 N N N 0.0088 4001380.00 4001380.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8MA8 US3130A8MA86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0089 5000000.00 5000000.00 0.0010 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7YN9 US3130A7YN96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-05 2017-05-05 2017-05-05 N N N 0.0089 21004788.00 21004788.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7Z65 US3130A7Z651 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0089 26006916.00 26006916.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A9CE9 US3130A9CE91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2018-02-23 2018-02-23 N N N 0.0089 5006855.00 5006855.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-09-22 2017-09-22 N N N 0.0089 4001548.00 4001548.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AA7G7 US3130AA7G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-23 2017-05-23 2017-05-23 N N N 0.0090 8001896.00 8001896.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130A9CH2 US3130A9CH23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-04 2017-12-04 2017-12-04 N N N 0.0090 9008010.00 9008010.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-17 2017-08-17 2017-08-17 N N N 0.0091 15010785.00 15010785.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-17 2017-08-17 2017-08-17 N N N 0.0091 7005033.00 7005033.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AA4A3 US3130AA4A36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-22 2017-05-22 2017-05-22 N N N 0.0091 15003795.00 15003795.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-23 2017-08-23 2017-08-23 N N N 0.0091 1000592.00 1000592.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-08-28 2017-08-28 N N N 0.0091 8004664.00 8004664.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7Q57 US3130A7Q577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-04-05 2017-04-05 N N N 0.0092 22000550.00 22000550.00 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-04 2017-08-04 2017-08-04 N N N 0.0092 11009493.00 11009493.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130A7TW5 US3130A7TW50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0093 11001782.00 11001782.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-11-28 2017-11-28 N N N 0.0093 4003656.00 4003656.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-03 2017-08-03 2017-08-03 N N N 0.0093 2001714.00 2001714.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-02 2017-10-02 2017-10-02 N N N 0.0094 5007285.00 5007285.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130A9JF9 US3130A9JF93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-19 2017-12-19 2017-12-19 N N N 0.0094 4003388.00 4003388.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-18 2017-08-18 2017-08-18 N N N 0.0095 7005061.00 7005061.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-02 2017-11-02 2017-11-02 N N N 0.0095 6008652.00 6008652.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0095 8003704.00 8003704.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-10-25 2017-10-25 N N N 0.0096 4005852.00 4005852.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-10-27 2017-10-27 N N N 0.0096 52076596.00 52076596.00 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-02 2017-11-02 2017-11-02 N N N 0.0096 16024000.00 16024000.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-10-27 2017-10-27 N N N 0.0097 2003060.00 2003060.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-27 2017-10-27 2017-10-27 N N N 0.0097 8012240.00 8012240.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-06 2017-06-06 2017-06-06 N N N 0.0097 10004460.00 10004460.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130A6P50 US3130A6P506 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-21 2017-04-21 2017-04-21 N N N 0.0099 16602357.20 16602357.20 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130A8E66 US3130A8E662 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-06 2017-06-06 2017-06-06 N N N 0.0100 2000998.00 2000998.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130A8E82 US3130A8E829 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-08 2017-06-08 2017-06-08 N N N 0.0100 5002570.00 5002570.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0100 5002560.00 5002560.00 0.0010 N N N N Freddie Mac Freddie Mac, 0.50% 313397ET4 S6XOOCT0IEG5ABCC6L87 US313397ET43 U.S. Government Agency Debt Y N/A N/A 2017-04-24 2017-04-24 2017-04-24 N N N 0.0050 28988313.00 28988313.00 0.0055 N N Y N Freddie Mac Freddie Mac, 0.50% 313397EU1 S6XOOCT0IEG5ABCC6L87 US313397EU16 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-04-25 2017-04-25 N N N 0.0050 13994092.00 13994092.00 0.0027 N N Y N Freddie Mac Freddie Mac, 0.52% 313397FD8 S6XOOCT0IEG5ABCC6L87 US313397FD81 U.S. Government Agency Debt Y N/A N/A 2017-05-04 2017-05-04 2017-05-04 N N N 0.0052 7994968.00 7994968.00 0.0015 N N Y N Freddie Mac Freddie Mac, 0.52% 313397FE6 S6XOOCT0IEG5ABCC6L87 US313397FE64 U.S. Government Agency Debt Y N/A N/A 2017-05-05 2017-05-05 2017-05-05 N N N 0.0052 7994808.00 7994808.00 0.0015 N N Y N Freddie Mac Freddie Mac, 0.52% 313397FJ5 S6XOOCT0IEG5ABCC6L87 US313397FJ51 U.S. Government Agency Debt Y N/A N/A 2017-05-09 2017-05-09 2017-05-09 N N N 0.0052 7994160.00 7994160.00 0.0015 N N Y N Freddie Mac Freddie Mac, 0.60% to 0.62% 3137EADF3 S6XOOCT0IEG5ABCC6L87 US3137EADF36 U.S. Government Agency Debt Y N/A N/A 2017-05-12 2017-05-12 2017-05-12 N N N 0.0062 74035076.00 74035076.00 0.0141 N N N N Freddie Mac Freddie Mac, 0.63% to 0.68% 3137EADV8 S6XOOCT0IEG5ABCC6L87 US3137EADV85 U.S. Government Agency Debt Y N/A N/A 2017-07-14 2017-07-14 2017-07-14 N N N 0.0068 16993948.00 16993948.00 0.0032 N N N N Freddie Mac Freddie Mac, 0.64% 3134GAQ64 S6XOOCT0IEG5ABCC6L87 US3134GAQ648 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-12 2017-10-12 2017-10-12 N N N 0.0064 49994750.00 49994750.00 0.0095 N N N N Freddie Mac Freddie Mac, 0.69% 3134GAXL3 S6XOOCT0IEG5ABCC6L87 US3134GAXL35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-08 2017-05-08 2017-05-08 N N N 0.0069 2000194.00 2000194.00 0.0004 N N N N Freddie Mac Freddie Mac, 0.70% 3137EADH9 S6XOOCT0IEG5ABCC6L87 US3137EADH91 U.S. Government Agency Debt Y N/A N/A 2017-06-29 2017-06-29 2017-06-29 N N N 0.0070 15365099.52 15365099.52 0.0029 N N N N Freddie Mac Freddie Mac, 0.75% 313397HB0 S6XOOCT0IEG5ABCC6L87 US313397HB08 U.S. Government Agency Debt Y N/A N/A 2017-06-19 2017-06-19 2017-06-19 N N N 0.0075 149759400.00 149759400.00 0.0286 N N N N Freddie Mac Freddie Mac, 0.75% 3137EADL0 S6XOOCT0IEG5ABCC6L87 US3137EADL04 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0075 5001055.00 5001055.00 0.0010 N N N N Freddie Mac Freddie Mac, 0.76% 313397GX3 S6XOOCT0IEG5ABCC6L87 US313397GX37 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0076 79878320.00 79878320.00 0.0153 N N N N Freddie Mac Freddie Mac, 0.79% 3134GAYP3 S6XOOCT0IEG5ABCC6L87 US3134GAYP30 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-16 2017-05-16 2017-05-16 N N N 0.0079 32004576.00 32004576.00 0.0061 N N N N Freddie Mac Freddie Mac, 0.81% 3134GBDM1 S6XOOCT0IEG5ABCC6L87 US3134GBDM11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-12-22 2017-12-22 N N N 0.0081 49996400.00 49996400.00 0.0095 N N N N Freddie Mac Freddie Mac, 0.90% 313397ME8 S6XOOCT0IEG5ABCC6L87 US313397ME81 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2017-09-26 2017-09-26 N N N 0.0090 9560102.40 9560102.40 0.0018 N N N N Freddie Mac Freddie Mac, 0.92% 3134G9KL0 S6XOOCT0IEG5ABCC6L87 US3134G9KL00 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-13 2017-11-13 2017-11-13 N N N 0.0092 50076800.00 50076800.00 0.0096 N N N N Freddie Mac Freddie Mac, 0.98% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0098 46004646.00 46004646.00 0.0088 N N N N Freddie Mac Freddie Mac, 1.07% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-21 2017-12-21 2017-12-21 N N N 0.0107 25048375.00 25048375.00 0.0048 N N N N Freddie Mac Freddie Mac, 1.11% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-21 2017-07-21 2017-07-21 N N N 0.0111 27029916.00 27029916.00 0.0052 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.48% to 0.77% 912796JP5 US912796JP55 U.S. Treasury Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0077 177514752.00 177514752.00 0.0339 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.50% 912796KU2 US912796KU22 U.S. Treasury Debt Y N/A N/A 2017-05-04 2017-05-04 2017-05-04 N N N 0.0050 61963482.00 61963482.00 0.0118 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% to 0.54% 912796KY4 US912796KY44 U.S. Treasury Debt Y N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0054 99923300.00 99923300.00 0.0191 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% 912796KZ1 US912796KZ19 U.S. Treasury Debt Y N/A N/A 2017-05-18 2017-05-18 2017-05-18 N N N 0.0053 49955000.00 49955000.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796LD9 US912796LD97 U.S. Treasury Debt Y N/A N/A 2017-06-08 2017-06-08 2017-06-08 N N N 0.0063 49935350.00 49935350.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796LM9 US912796LM96 U.S. Treasury Debt Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0063 68819082.00 68819082.00 0.0131 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796LP2 US912796LP28 U.S. Treasury Debt Y N/A N/A 2017-08-10 2017-08-10 2017-08-10 N N N 0.0063 60826760.00 60826760.00 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.63% to 0.64% 912796LG2 US912796LG29 U.S. Treasury Debt Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0064 30938620.00 30938620.00 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.64% to 0.65% 912796KF5 US912796KF54 U.S. Treasury Debt Y N/A N/A 2017-08-17 2017-08-17 2017-08-17 N N N 0.0065 48856528.00 48856528.00 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.65% 912796LE7 US912796LE70 U.S. Treasury Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0065 40612293.50 40612293.50 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.67% to 0.78% 912796LF4 US912796LF46 U.S. Treasury Debt Y N/A N/A 2017-06-29 2017-06-29 2017-06-29 N N N 0.0078 71870184.00 71870184.00 0.0137 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.75% to 0.79% 912796KT5 US912796KT58 U.S. Treasury Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0079 129449454.06 129449454.06 0.0247 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.89% 912796LT4 US912796LT40 U.S. Treasury Debt Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0089 49817400.00 49817400.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% to 0.91% 912796KL2 US912796KL23 U.S. Treasury Debt Y N/A N/A 2017-09-14 2017-09-14 2017-09-14 N N N 0.0091 49806400.00 49806400.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% to 0.91% 912796LV9 US912796LV95 U.S. Treasury Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0091 60731539.00 60731539.00 0.0116 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.49% 912828K66 US912828K668 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0049 99988000.00 99988000.00 0.0191 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.56% to 0.65% 912828SY7 US912828SY71 U.S. Treasury Debt Y N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0065 50994645.00 50994645.00 0.0097 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.58% to 0.70% 912828C73 US912828C731 U.S. Treasury Debt Y N/A N/A 2017-04-15 2017-04-15 2017-04-15 N N N 0.0070 136010472.00 136010472.00 0.0260 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.59% 912828NA4 US912828NA41 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0059 9016479.00 9016479.00 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.61% 912828WT3 US912828WT31 U.S. Treasury Debt Y N/A N/A 2017-07-15 2017-07-15 2017-07-15 N N N 0.0061 39003042.00 39003042.00 0.0074 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.64% 912828WP1 US912828WP19 U.S. Treasury Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0064 8001248.00 8001248.00 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.75% 912828NG1 US912828NG11 U.S. Treasury Debt Y N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0075 75234225.00 75234225.00 0.0144 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.86% 912828XN5 US912828XN51 U.S. Treasury Debt Y N/A N/A 2017-04-03 2017-07-31 2017-07-31 N N N 0.0086 100031400.00 100031400.00 0.0191 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.86% 912828K41 US912828K411 U.S. Treasury Debt Y N/A N/A 2017-04-03 2017-04-30 2017-04-30 N N N 0.0086 24001464.00 24001464.00 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.88% 912828XP0 US912828XP00 U.S. Treasury Debt Y N/A N/A 2017-07-31 2017-07-31 2017-07-31 N N N 0.0088 11959574.53 11959574.53 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.91% 912828TM2 US912828TM25 U.S. Treasury Debt Y N/A N/A 2017-08-31 2017-08-31 2017-08-31 N N N 0.0091 25973584.00 25973584.00 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.92% 912828V64 US912828V640 U.S. Treasury Debt Y N/A N/A 2017-04-03 2019-01-31 2019-01-31 N N N 0.0092 80056880.00 80056880.00 0.0153 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.92% 912828D49 US912828D499 U.S. Treasury Debt Y N/A N/A 2017-08-15 2017-08-15 2017-08-15 N N N 0.0092 1966153.35 1966153.35 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.85% to 0.87% 912828SQ4 US912828SQ48 U.S. Treasury Debt Y N/A N/A 2017-04-15 2017-04-15 2017-04-15 N N N 0.0087 216260800.85 216260800.85 0.0413 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.79%, dated 3/31/2017 due 04/03/2017 L3I9ZG2KFGXZ61BMYR72 BFI601000_04240 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-30 2046-05-15 0.625 - 8.75 8701019.84 9089282.25 U.S. Treasuries (including strips) Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0079 8895000.00 8895000.00 0.0017 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.80% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2046-08-15 0 - 6.875 2754900.00 3060218.35 U.S. Treasuries (including strips) Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0080 3000000.00 3000000.00 0.0006 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.79%, dated 3/31/2017 due 04/03/2017 E57ODZWZ7FF32TWEFA76 BFI601000_26602 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2046-05-15 0 - 8.875 2960540.40 3069420.13 U.S. Treasuries (including strips) Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0079 3000000.00 3000000.00 0.0006 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.81% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-25 2044-02-15 0 - 3.625 2767200.00 3090256.26 U.S. Treasuries (including strips) Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0081 3000000.00 3000000.00 0.0006 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.54% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2046-02-15 0 - 3.75 8080100.00 8167317.18 U.S. Treasuries (including strips) Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 3 N N/A N/A N N 0.0054 8000000.00 8000000.00 0.0015 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.79% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2045-11-15 0 - 4.5 6113700.00 6136244.00 U.S. Treasuries (including strips) Y N/A N/A 2017-04-07 2017-04-07 2017-05-22 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0079 6000000.00 6000000.00 0.0011 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.79% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2045-11-15 0 - 6.25 5084300.00 5144327.15 U.S. Treasuries (including strips) Y N/A N/A 2017-04-07 2017-04-07 2017-05-15 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0079 5000000.00 5000000.00 0.0010 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.80% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-31 2017-08-31 1.875 - 1.875 1015000.00 1020724.15 U.S. Treasuries (including strips) Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0080 1000000.00 1000000.00 0.0002 N Y Y N Societe Generale Societe Generale, 0.55% O2RNE8IBXP4R0TD8PU41 BDJ620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-31 2043-05-15 0 - 2.875 5233200.00 5138139.84 U.S. Treasuries (including strips) Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 3 N N/A N/A N N 0.0055 5000000.00 5000000.00 0.0010 N Y Y N Societe Generale Societe Generale, 0.59% O2RNE8IBXP4R0TD8PU41 BDH130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-08 2030-05-15 0 - 8.125 42862900.00 49013810.37 U.S. Treasuries (including strips) Y N/A N/A 2017-04-26 2017-04-26 2017-04-26 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 26 N N/A N/A N N 0.0059 48000000.00 48000000.00 0.0092 N N N Y Societe Generale Societe Generale, 0.59% O2RNE8IBXP4R0TD8PU41 BDH742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-31 2025-02-15 0.75 - 2.25 79510400.00 79646081.24 U.S. Treasuries (including strips) Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 28 N N/A N/A N N 0.0059 78000000.00 78000000.00 0.0149 N N N Y Societe Generale Societe Generale, 0.60% O2RNE8IBXP4R0TD8PU41 BEB536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-15 2021-06-30 0.875 - 4.75 7160300.00 7146382.83 U.S. Treasuries (including strips) Y N/A N/A 2017-04-07 2017-04-07 2017-05-15 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0060 7000000.00 7000000.00 0.0013 N N Y N North Carolina Capital Management Trust: Government Portfolio 2017-04-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer