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0.0164 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 1998746.00 1998746.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% 313385EU6 US313385EU69 U.S. Government Agency Debt Y N/A N/A 2017-04-25 2017-04-25 2017-04-25 N N N 0.0053 9992670.00 9992670.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.53% to 0.55% 313385EV4 US313385EV43 U.S. Government Agency Debt Y N/A N/A 2017-04-26 2017-04-26 2017-04-26 N N N 0.0055 95928288.00 95928288.00 0.0258 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 2997720.00 2997720.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 313385CV6 US313385CV60 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0054 2999733.00 2999733.00 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2999367.00 2999367.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 3130AAU48 US3130AAU484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-08-22 2017-08-22 N N N 0.0055 2999430.00 2999430.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385DP8 US313385DP83 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0055 3998844.00 3998844.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385DT0 US313385DT06 U.S. Government Agency Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0055 1999334.00 1999334.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385DW3 US313385DW35 U.S. Government Agency Debt Y N/A N/A 2017-04-03 2017-04-03 2017-04-03 N N N 0.0055 12994280.00 12994280.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385DY9 US313385DY90 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-04-05 2017-04-05 N N N 0.0055 39981320.00 39981320.00 0.0108 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.55% 313385FC5 US313385FC52 U.S. Government Agency Debt Y N/A N/A 2017-05-03 2017-05-03 2017-05-03 N N N 0.0055 23977320.00 23977320.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AANU8 US3130AANU85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-14 2017-07-14 2017-07-14 N N N 0.0056 3000327.00 3000327.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAMT2 US3130AAMT22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-07-17 2017-07-17 N N N 0.0056 2000214.00 2000214.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAMV7 US3130AAMV77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-07-17 2017-07-17 N N N 0.0056 1000107.00 1000107.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.56% 3130AAVB1 US3130AAVB13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-08-24 2017-08-24 N N N 0.0056 2999568.00 2999568.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AALX4 US3130AALX43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-07-12 2017-07-12 N N N 0.0057 5000820.00 5000820.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AAM21 US3130AAM218 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-07-12 2017-07-12 N N N 0.0057 5000820.00 5000820.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 3130AAMZ8 US3130AAMZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-07-20 2017-07-20 N N N 0.0057 2000212.00 2000212.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 313385EG7 US313385EG75 U.S. Government Agency Debt Y N/A N/A 2017-04-13 2017-04-13 2017-04-13 N N N 0.0057 7995416.00 7995416.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.57% 313385FK7 US313385FK78 U.S. Government Agency Debt Y N/A N/A 2017-05-10 2017-05-10 2017-05-10 N N N 0.0057 21976900.00 21976900.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.58% 3130AALL0 US3130AALL05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-11 2017-07-11 2017-07-11 N N N 0.0058 2000364.00 2000364.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.59% 3130AAK80 US3130AAK808 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-07-05 2017-07-05 N N N 0.0059 3000645.00 3000645.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJN9 US3130AAJN98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-07-03 2017-07-03 N N N 0.0060 5001005.00 5001005.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHS0 US3130AAHS04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-06-22 2017-06-22 N N N 0.0060 3000576.00 3000576.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ41 US3130AAJ412 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 2000444.00 2000444.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHP6 US3130AAHP64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 5000960.00 5000960.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ82 US3130AAJ826 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 3000576.00 3000576.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHR2 US3130AAHR21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0060 17003264.00 17003264.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ74 US3130AAJ743 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-06-27 2017-06-27 N N N 0.0060 5000980.00 5000980.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAHK7 US3130AAHK77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-06-28 2017-06-28 N N N 0.0060 8001568.00 8001568.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJ66 US3130AAJ669 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-06-28 2017-06-28 N N N 0.0060 8001568.00 8001568.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.60% 3130AAJF6 US3130AAJF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-06-30 2017-06-30 N N N 0.0060 9001782.00 9001782.00 0.0024 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 6001206.00 6001206.00 0.0016 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 6001206.00 6001206.00 0.0016 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 5001005.00 5001005.00 0.0013 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 3000606.00 3000606.00 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 2999856.00 2999856.00 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 5999556.00 5999556.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.63% 313385GG5 US313385GG57 U.S. Government Agency Debt Y N/A N/A 2017-05-31 2017-05-31 2017-05-31 N N N 0.0063 29959050.00 29959050.00 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAE79 US3130AAE793 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-06-07 2017-06-07 N N N 0.0064 6001938.00 6001938.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAE95 US3130AAE959 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-06-08 2017-06-08 N N N 0.0064 3000978.00 3000978.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAEA2 US3130AAEA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-06-12 2017-06-12 N N N 0.0064 5001695.00 5001695.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAEU8 US3130AAEU86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-12 2017-06-12 2017-06-12 N N N 0.0064 6002034.00 6002034.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAE87 US3130AAE876 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-13 2017-06-13 2017-06-13 N N N 0.0064 8002704.00 8002704.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAF29 US3130AAF295 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-14 2017-06-14 2017-06-14 N N N 0.0064 6002046.00 6002046.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130AAES3 US3130AAES31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-15 2017-06-15 2017-06-15 N N N 0.0064 3001029.00 3001029.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.64% 3130A9ML2 US3130A9ML25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-06-29 2017-06-29 N N N 0.0064 5001640.00 5001640.00 0.0013 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 3000306.00 3000306.00 0.0008 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 11001078.00 11001078.00 0.0030 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 8000784.00 8000784.00 0.0022 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 10970080.00 10970080.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAW46 US3130AAW464 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-12-06 2017-12-06 N N N 0.0065 5000000.00 5000000.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAHY7 US3130AAHY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-09-22 2017-09-22 N N N 0.0065 5002285.00 5002285.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJ90 US3130AAJ909 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-09-27 2017-09-27 N N N 0.0065 1000460.00 1000460.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJA7 US3130AAJA77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-09-27 2017-09-27 N N N 0.0065 1000460.00 1000460.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJK5 US3130AAJK59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-09-29 2017-09-29 N N N 0.0065 5002305.00 5002305.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 3130AAJT6 US3130AAJT68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-09-29 2017-09-29 N N N 0.0065 5002305.00 5002305.00 0.0013 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 5002320.00 5002320.00 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 3001392.00 3001392.00 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 3001392.00 3001392.00 0.0008 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 3001212.00 3001212.00 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 3001017.00 3001017.00 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 2999154.00 2999154.00 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 2999154.00 2999154.00 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 8000704.00 8000704.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.65% 313385FY7 US313385FY72 U.S. Government Agency Debt Y N/A N/A 2017-05-23 2017-05-23 2017-05-23 N N N 0.0065 5992530.00 5992530.00 0.0016 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 3000252.00 3000252.00 0.0008 N N N 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 10000840.00 10000840.00 0.0027 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 5000420.00 5000420.00 0.0013 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 1999852.00 1999852.00 0.0005 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 2017-03-01 2017-12-01 2017-12-01 N N N 0.0066 4999625.00 4999625.00 0.0013 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 2017-03-01 2017-12-01 2017-12-01 N N N 0.0066 4999625.00 4999625.00 0.0013 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 2017-03-01 2017-12-01 2017-12-01 N N N 0.0066 4999625.00 4999625.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130AAVT2 US3130AAVT21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-09-06 2017-09-06 N N N 0.0066 4999750.00 4999750.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0066 4001516.00 4001516.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-06-23 2017-06-23 N N N 0.0066 2000758.00 2000758.00 0.0005 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 5002175.00 5002175.00 0.0013 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 3000918.00 3000918.00 0.0008 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 14004228.00 14004228.00 0.0038 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 5001345.00 5001345.00 0.0013 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 4998570.00 4998570.00 0.0013 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 2999139.00 2999139.00 0.0008 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 5000455.00 5000455.00 0.0013 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 11001001.00 11001001.00 0.0030 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 2000182.00 2000182.00 0.0005 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 2000182.00 2000182.00 0.0005 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 3000273.00 3000273.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-06-22 2017-06-22 N N N 0.0067 6002442.00 6002442.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-06-30 2017-06-30 N N N 0.0067 6002574.00 6002574.00 0.0016 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 1000306.00 1000306.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.67% 313385KM7 US313385KM79 U.S. Government Agency Debt Y N/A N/A 2017-08-16 2017-08-16 2017-08-16 N N N 0.0067 39880520.00 39880520.00 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.68% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-09-05 2017-09-05 N N N 0.0068 3002010.00 3002010.00 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 3999028.00 3999028.00 0.0011 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 2999271.00 2999271.00 0.0008 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 2999268.00 2999268.00 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 2017-03-01 2017-09-01 2017-09-01 N N N 0.0069 8005536.00 8005536.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AA3X4 US3130AA3X48 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-16 2017-05-16 2017-05-16 N N N 0.0071 12004956.00 12004956.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AA4A3 US3130AA4A36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-05-22 2017-05-22 N N N 0.0071 12005304.00 12005304.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-23 2017-08-23 2017-08-23 N N N 0.0071 1000572.00 1000572.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.71% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-08-28 2017-08-28 N N N 0.0071 6003384.00 6003384.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-12-01 2017-12-01 N N N 0.0072 6004152.00 6004152.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-05 2017-12-05 2017-12-05 N N N 0.0072 6004098.00 6004098.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A9LY5 US3130A9LY54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-27 2017-09-27 2017-09-27 N N N 0.0072 1000859.00 1000859.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.72% 3130A9LX7 US3130A9LX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-04 2017-10-04 2017-10-04 N N N 0.0072 2001758.00 2001758.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-09-22 2017-09-22 N N N 0.0073 3002709.00 3002709.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.73% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-11-28 2017-11-28 N N N 0.0073 3003234.00 3003234.00 0.0008 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 13012246.00 13012246.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-08-17 2017-08-17 N N N 0.0074 12008844.00 12008844.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.74% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-17 2017-08-17 2017-08-17 N N N 0.0074 6004422.00 6004422.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-06-01 2017-06-01 N N N 0.0075 13009568.00 13009568.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-06-01 2017-06-01 N N N 0.0075 6004416.00 6004416.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-06-02 2017-06-02 N N N 0.0075 3002181.00 3002181.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-18 2017-08-18 2017-08-18 N N N 0.0075 6004470.00 6004470.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 313385NC6 US313385NC60 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0075 15929152.00 15929152.00 0.0043 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 6004650.00 6004650.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2018-03-09 2018-03-09 N N N 0.0078 39085137.00 39085137.00 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A8CF8 US3130A8CF83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0079 5000000.00 5000000.00 0.0013 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8CQ4 US3130A8CQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0080 6000000.00 6000000.00 0.0016 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8CV3 US3130A8CV34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0080 12000000.00 12000000.00 0.0032 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8D91 US3130A8D912 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 N N N 0.0080 3000027.00 3000027.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8D83 US3130A8D839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 N N N 0.0080 8000072.00 8000072.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130A8FN8 US3130A8FN80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0080 9000540.00 9000540.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8CT8 US3130A8CT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0081 8000000.00 8000000.00 0.0022 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-06 2017-06-06 2017-06-06 N N N 0.0081 7006118.00 7006118.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8EX7 US3130A8EX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0081 7000462.00 7000462.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8F73 US3130A8F735 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0081 7000455.00 7000455.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130A8GB3 US3130A8GB34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0081 3000294.00 3000294.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A8BX0 US3130A8BX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0082 10000230.00 10000230.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-06-01 2017-06-01 N N N 0.0083 5004635.00 5004635.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130A9F71 US3130A9F717 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-14 2018-09-14 2018-09-14 N N N 0.0083 22468070.08 22468070.08 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-06-09 2017-06-09 N N N 0.0084 3002901.00 3002901.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-19 2017-06-19 2017-06-19 N N N 0.0085 7006895.00 7006895.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130A8KF9 US3130A8KF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-03-21 2017-03-21 N N N 0.0086 6001344.00 6001344.00 0.0016 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 4002148.00 4002148.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A8KE2 US3130A8KE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-20 2017-03-20 2017-03-20 N N N 0.0087 30006390.00 30006390.00 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A8KJ1 US3130A8KJ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-22 2017-03-22 2017-03-22 N N N 0.0087 36008460.00 36008460.00 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7DG7 US3130A7DG74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0088 7000182.00 7000182.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7G66 US3130A7G669 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0088 4000104.00 4000104.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7G74 US3130A7G743 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0088 14001092.00 14001092.00 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A7HX6 US3130A7HX61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0088 4000412.00 4000412.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A9LA7 US3130A9LA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-26 2018-09-26 2018-09-26 N N N 0.0088 17050524.00 17050524.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8PP2 US3130A8PP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-07 2017-04-07 2017-04-07 N N N 0.0088 13005122.00 13005122.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7FU4 US3130A7FU41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0089 4000316.00 4000316.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A7DL6 US3130A7DL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0089 7000553.00 7000553.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8M91 US3130A8M913 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-03-29 2017-03-29 N N N 0.0089 3000987.00 3000987.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A8MD2 US3130A8MD26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-30 2017-03-30 2017-03-30 N N N 0.0089 3001023.00 3001023.00 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 3001107.00 3001107.00 0.0008 N N N 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 14008512.00 14008512.00 0.0038 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 17011135.00 17011135.00 0.0046 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 3005418.00 3005418.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-26 2018-02-26 2018-02-26 N N N 0.0089 38071098.00 38071098.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A97G0 US3130A97G03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-05-26 2018-02-26 2018-02-26 N N N 0.0089 40074840.00 40074840.00 0.0108 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 13005473.00 13005473.00 0.0035 N N N 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 7010080.00 7010080.00 0.0019 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 7004018.00 7004018.00 0.0019 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 1001432.00 1001432.00 0.0003 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 3006561.00 3006561.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130A8NJ8 US3130A8NJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-10-05 2017-10-05 N N N 0.0094 7015344.00 7015344.00 0.0019 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 4008812.00 4008812.00 0.0011 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 2004444.00 2004444.00 0.0005 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 12026832.00 12026832.00 0.0032 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 10022700.00 10022700.00 0.0027 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 1002302.00 1002302.00 0.0003 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 5011510.00 5011510.00 0.0013 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 7994240.00 7994240.00 0.0022 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 3997068.00 3997068.00 0.0011 N N Y N Freddie Mac Freddie Mac, 0.63% 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 0.0063 9002304.00 9002304.00 0.0024 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 5946450.84 5946450.84 0.0016 N N N N Freddie Mac Freddie Mac, 0.74% 3134G8LG2 S6XOOCT0IEG5ABCC6L87 US3134G8LG23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0074 33002871.00 33002871.00 0.0089 N N N N Freddie Mac Freddie Mac, 0.91% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-03-21 2017-12-21 2017-12-21 N N N 0.0091 54151740.00 54151740.00 0.0146 N N N N Freddie Mac Freddie Mac, 0.99% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-04-12 2018-01-12 2018-01-12 N N N 0.0099 18060606.00 18060606.00 0.0049 N N N N U.S. Treasury Bills U.S. Treasury Bills, 0.48% 912796JP5 US912796JP55 U.S. Treasury Debt Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0048 18984553.00 18984553.00 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.52% to 0.53% 912796KT5 US912796KT58 U.S. Treasury Debt Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0053 60957178.00 60957178.00 0.0164 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.53% to 0.54% 912796QG7 US912796QG73 U.S. Treasury Debt Y N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0054 23996208.00 23996208.00 0.0065 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 39958400.00 39958400.00 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.62% to 0.63% 912796KZ1 US912796KZ19 U.S. Treasury Debt Y N/A N/A 2017-05-18 2017-05-18 2017-05-18 N N N 0.0063 51938848.00 51938848.00 0.0140 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 44907975.00 44907975.00 0.0121 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 40886266.00 40886266.00 0.0110 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 40869825.00 40869825.00 0.0110 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.50% to 0.56% 912828SS0 US912828SS04 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0056 15009780.00 15009780.00 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.54% 912828SM3 US912828SM34 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0054 40019720.00 40019720.00 0.0108 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.54% 912828K66 US912828K668 U.S. Treasury Debt Y N/A N/A 2017-04-30 2017-04-30 2017-04-30 N N N 0.0054 37001184.00 37001184.00 0.0100 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.57% 912828WH9 US912828WH92 U.S. Treasury Debt Y N/A N/A 2017-05-15 2017-05-15 2017-05-15 N N N 0.0057 30023820.00 30023820.00 0.0081 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.58% 912828J92 US912828J926 U.S. Treasury Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0058 5000410.00 5000410.00 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.69% 912828T75 US912828T750 U.S. Treasury Debt Y N/A N/A 2017-03-01 2018-10-31 2018-10-31 N N N 0.0069 20019680.00 20019680.00 0.0054 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.69% 912828S84 US912828S844 U.S. Treasury Debt Y N/A N/A 2017-03-01 2018-07-31 2018-07-31 N N N 0.0069 40057160.00 40057160.00 0.0108 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.69% 912828WT3 US912828WT31 U.S. Treasury Debt Y N/A N/A 2017-07-15 2017-07-15 2017-07-15 N N N 0.0069 39030459.00 39030459.00 0.0105 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.73% 912828F54 US912828F544 U.S. Treasury Debt Y N/A N/A 2017-10-15 2017-10-15 2017-10-15 N N N 0.0073 12006564.00 12006564.00 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.74% to 0.76% 912828TW0 US912828TW07 U.S. Treasury Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0076 59981280.00 59981280.00 0.0162 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.75% 912828PF1 US912828PF10 U.S. Treasury Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0075 4028908.00 4028908.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.90% 912828PK0 US912828PK05 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0090 19198911.00 19198911.00 0.0052 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2019-03-31 1.625 - 1.625 2010000.00 2052798.93 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0050 2000000.00 2000000.00 0.0005 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.54% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-30 2040-02-15 0 - 4.625 3600400.00 4101348.13 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 4000000.00 4000000.00 0.0011 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.53% 3Y4U8VZURTYWI1W2K376 BDB527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 1.375 - 1.375 3220000.00 3104160.38 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.53% 3Y4U8VZURTYWI1W2K376 BEC176000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-31 2017-03-31 3.25 - 3.25 5045000.00 5193294.17 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.53% 3Y4U8VZURTYWI1W2K376 BDC893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2020-11-30 1.625 - 1.625 10265000.00 10327038.72 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 10000000.00 10000000.00 0.0027 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.54% 3Y4U8VZURTYWI1W2K376 BEB197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-11-15 2043-11-15 3.75 - 3.75 4430000.00 5168434.70 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.54% 3Y4U8VZURTYWI1W2K376 BEB557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2020-04-30 1.375 - 1.375 10240000.00 10284544.22 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 10000000.00 10000000.00 0.0027 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.55% 3Y4U8VZURTYWI1W2K376 BEA097000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-15 2023-05-15 1.75 - 1.75 4180000.00 4135570.50 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 4000000.00 4000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.55% 3Y4U8VZURTYWI1W2K376 BDI899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2021-08-31 1.125 - 1.125 8445000.00 8191979.35 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 8000000.00 8000000.00 0.0022 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.55% 3Y4U8VZURTYWI1W2K376 BEA099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 4430000.00 4105118.62 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 4000000.00 4000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.56% 3Y4U8VZURTYWI1W2K376 BDI537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-15 2017-06-15 0.875 - 0.875 5110000.00 5132615.68 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.57% 3Y4U8VZURTYWI1W2K376 BEH834000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 5130000.00 5150549.98 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.55% R0MUWSFPU8MPRO8K5P83 BDJ727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2040-05-15 0.75 - 6.875 8147300.00 8163397.44 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 8000000.00 8000000.00 0.0022 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.56% R0MUWSFPU8MPRO8K5P83 BDH782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-15 2026-11-15 1.875 - 8.125 10153000.00 10204607.07 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 10000000.00 10000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BCJ683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2042-11-15 0.618 - 9.125 9993000.00 10208949.53 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0057 10000000.00 10000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDC914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2041-11-15 1.5 - 6.875 10078600.00 10207037.80 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 10000000.00 10000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BEB137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2025-08-15 0 - 7.5 15186500.00 15305152.57 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 15000000.00 15000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDF245000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2044-11-15 0.618 - 8.125 15252000.00 15331658.46 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 15000000.00 15000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDC267000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-23 2025-08-15 0 - 6.875 5128800.00 5103911.28 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDA597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-02 2045-08-15 0 - 9.125 5876800.00 6125105.91 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 6000000.00 6000000.00 0.0016 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.57% R0MUWSFPU8MPRO8K5P83 BDH313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2042-02-15 1.625 - 8.75 28672500.00 30614603.34 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 30000000.00 30000000.00 0.0081 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.58% R0MUWSFPU8MPRO8K5P83 BDA924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2024-11-15 0.618 - 8.125 4122900.00 4083354.96 U.S. Treasuries (including strips) Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0058 3999965.60 3999965.60 0.0011 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.60% R0MUWSFPU8MPRO8K5P83 BCJ685000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2044-11-15 1.5 - 9.125 9853500.00 10209458.74 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0060 10000000.00 10000000.00 0.0027 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.60% R0MUWSFPU8MPRO8K5P83 BDA598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2044-11-15 0.618 - 4.375 4067600.00 4083731.49 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0060 3999992.80 3999992.80 0.0011 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.60% R0MUWSFPU8MPRO8K5P83 BDF239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-03-23 2022-05-31 0 - 8.75 20381300.00 20413613.25 U.S. Treasuries (including strips) Y N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0060 19997462.00 19997462.00 0.0054 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.63% R0MUWSFPU8MPRO8K5P83 BEG881000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2046-05-15 1 - 8.125 20386000.00 20401796.80 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 20000000.00 20000000.00 0.0054 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.63% R0MUWSFPU8MPRO8K5P83 BEH746000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2045-05-15 1.625 - 3 30495500.00 30895499.88 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 30000000.00 30000000.00 0.0081 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.55% BEI282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2025-02-15 2 - 3.75 74080000.00 73441558.75 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0055 72000000.00 72000000.00 0.0194 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.54% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-15 2017-12-15 1 - 1 8133200.00 8160124.47 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 8000000.00 8000000.00 0.0022 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.54% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 14631700.00 15301663.88 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 15000000.00 15000000.00 0.0040 N Y Y Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.54% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-15 2017-12-15 1 - 1 7117000.00 7140560.40 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0054 6999976.90 6999976.90 0.0019 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.56% K5HU16E3LMSVCCJJJ255 BDE271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2045-11-15 0.875 - 3 3052200.00 3091771.03 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-20 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 3000000.00 3000000.00 0.0008 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.54% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-15 2025-11-15 2.25 - 2.25 10215000.00 10269762.62 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 10000000.00 10000000.00 0.0027 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.53% U7M81AY481YLIOR75625 BEI319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 1690000.00 1653624.44 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 1602000.00 1602000.00 0.0004 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.58% U7M81AY481YLIOR75625 BEA096000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 1112000.00 1042521.46 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0058 1000000.00 1000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEF166000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 5420000.00 5222084.84 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0059 5000000.00 5000000.00 0.0013 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEE731000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 5145000.00 5211555.84 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0059 5000000.00 5000000.00 0.0013 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEG085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-31 2019-05-31 1.5 - 1.5 5053000.00 5141892.58 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0059 4999997.50 4999997.50 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.60% U7M81AY481YLIOR75625 BEA810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-31 2019-05-31 1.5 - 1.5 1020000.00 1032427.24 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0060 1000000.00 1000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.60% U7M81AY481YLIOR75625 BEG188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 2208000.00 2057192.62 U.S. Treasuries (including strips) Y N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0060 1999995.60 1999995.60 0.0005 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.60% U7M81AY481YLIOR75625 BEB476000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 26735000.00 26766630.74 U.S. Treasuries (including strips) Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0060 25999924.60 25999924.60 0.0070 N N N Y Nomura Securities International, Inc. Nomura Securities International, Inc., 0.53% OXTKY6Q8X53C9ILVV871 BEI221000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2021-07-31 1.125 - 1.125 35721000.00 34681840.39 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 34000000.00 34000000.00 0.0092 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.53% OXTKY6Q8X53C9ILVV871 BEG699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2020-07-31 1.625 - 1.625 71339000.00 71579613.03 U.S. Treasuries (including strips) Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 N N N 0.0053 69999874.00 69999874.00 0.0189 N N 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 2018-11-30 2045-11-15 1.25 - 5.25 3957300.00 4082593.57 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-16 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 4000000.00 4000000.00 0.0011 N N 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 2017-08-24 2046-08-15 0 - 6.25 4838400.00 5102257.39 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.53% 549300QJJX6CVVUXLE15 BDB789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2045-11-15 1.125 - 3 20650200.00 20428195.45 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 20000000.00 20000000.00 0.0054 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.56% 549300QJJX6CVVUXLE15 BCH305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2023-03-31 1.125 - 1.75 8297500.00 8168824.29 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 8000000.00 8000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.57% 549300QJJX6CVVUXLE15 BEI291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 1.375 - 1.375 5316500.00 5100102.41 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0057 5000000.00 5000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.53% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-04-15 2037-05-15 0.875 - 5 956800.00 1027398.83 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 1000000.00 1000000.00 0.0003 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 0.55% 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 2020-01-31 0.625 - 1.25 7166700.00 7143408.39 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 Y RBS SECURITIES INC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0055 7000000.00 7000000.00 0.0019 N Y Y N Societe Generale Societe Generale, 0.53% O2RNE8IBXP4R0TD8PU41 BDI108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-05-18 2045-05-15 0 - 6.375 3941500.00 4081864.80 U.S. Treasuries (including strips) Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 2 N N/A N/A N N 0.0053 4000000.00 4000000.00 0.0011 N N Y N Societe Generale Societe Generale, 0.53% O2RNE8IBXP4R0TD8PU41 BEC103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2039-08-15 0 - 4.5 5717100.00 7208892.80 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-13 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0053 7000000.00 7000000.00 0.0019 N N Y N Societe Generale Societe Generale, 0.54% O2RNE8IBXP4R0TD8PU41 BEF638000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2040-02-15 0 - 8.75 16674900.00 17394752.59 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-24 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 17000000.00 17000000.00 0.0046 N N Y N Societe Generale Societe Generale, 0.55% O2RNE8IBXP4R0TD8PU41 BDE683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-04-27 2018-10-15 0 - 0.875 5108800.00 5103284.72 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-15 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 5000000.00 5000000.00 0.0013 N N 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 2017-11-30 2021-05-15 0.625 - 9 3103600.00 3061360.53 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 3000000.00 3000000.00 0.0008 N N Y N 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 2017-05-18 2039-08-15 0 - 4.5 4981900.00 5101810.10 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-05-15 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0060 5000000.00 5000000.00 0.0013 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.57% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2020-10-31 1.75 - 1.75 3035400.00 3064391.42 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0057 3000000.00 3000000.00 0.0008 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.59% VYVVCKR63DVZZN70PB21 0000276523 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-08-15 2045-08-15 2.875 - 2.875 5256100.00 5157224.66 U.S. Treasuries (including strips) Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0059 4999987.50 4999987.50 0.0013 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 0.53%, dated 2/28/2017 due 03/01/2017 B4TYDEB6GKMZO031MB27 BEI507000_04197 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 2021-01-25 2043-06-15 2.413 - 3.531 11964502.83 10844803.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 20460648.33 8989383.43 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 19256203.54 19256203.54 0.0052 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.53%, dated 2/28/2017 due 03/01/2017 R0MUWSFPU8MPRO8K5P83 BEI507000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-30 2047-02-15 0 - 9.125 3502705.93 3560267.40 U.S. Treasuries (including strips) GINNIE MAE 2042-01-20 2042-01-20 3 - 3 1.91 0.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2045-06-01 2 - 6.5 142214.14 25944.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.287 - 4 14459706.31 294093.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-21 2046-12-01 0 - 7.5 242823.87 151617.76 Agency Debentures and Agency Strips Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 3945173.41 3945173.41 0.0011 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.56% R0MUWSFPU8MPRO8K5P83 BDJ729000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-11-15 2040-02-15 0 - 3.875 1501559.26 3081268.28 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2030-11-15 0 - 7.125 8000.00 9932.15 Agency Debentures and Agency Strips Y N/A N/A 2017-03-07 2017-03-07 2017-04-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 3000000.00 3000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.59% R0MUWSFPU8MPRO8K5P83 BEB146000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-02 2045-11-15 0 - 3.625 5085837.26 5093930.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2025-02-01 2.762 - 3.105 4751.00 23.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-08-20 2042-01-20 2 - 2.125 24.00 0.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-21 2043-10-01 0 - 7.125 12302.00 8844.42 Agency Debentures and Agency Strips Y N/A N/A 2017-03-07 2017-03-07 2017-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0059 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.60% R0MUWSFPU8MPRO8K5P83 BEF241000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-07-31 2044-02-15 0 - 3.625 12363461.90 11230048.37 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-20 2042-01-20 2 - 2 1.00 0.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-15 2030-11-15 0 - 7.125 5000.00 5640.22 Agency Debentures and Agency Strips Y N/A N/A 2017-03-07 2017-03-07 2017-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0060 11000000.00 11000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.62% R0MUWSFPU8MPRO8K5P83 BDA601000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-02 2029-08-15 0 - 3.625 8452.54 10230.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2046-11-01 3 - 6.25 2813824.00 2795300.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3.5 - 3.5 257332.00 246874.42 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 2024-09-15 2.875 - 2.875 2000.00 2078.07 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2040-07-25 1.625 - 7.125 7000.00 8304.75 Agency Debentures and Agency Strips Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0062 3000005.40 3000005.40 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.66% R0MUWSFPU8MPRO8K5P83 BEH320000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-02 2028-04-15 0 - 3.625 37400.00 75430.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2028-10-01 2.375 - 3 17359260.00 11145758.04 Agency Mortgage-Backed Securities Y N/A N/A 2017-05-26 2017-05-26 2017-05-26 N N N 0.0066 10998193.80 10998193.80 0.0030 N N N Y BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.53%, dated 2/28/2017 due 03/01/2017 VJW2DOOHGDT6PR0ZRO63 BEI507000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2047-02-20 3 - 3 236137.58 239532.38 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 234831.75 234831.75 0.0001 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.53%, dated 2/28/2017 due 03/01/2017 E57ODZWZ7FF32TWEFA76 BEI507000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-10-15 2028-10-15 0 - 0 33925.81 25326.41 Agency Debentures and Agency Strips US TREASURY 2017-05-15 2046-08-15 0 - 8.875 4333121.36 4568031.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2045-01-01 2.5 - 6.75 34946.63 30425.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 9 322006.84 101225.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-12-14 2051-04-01 1.125 - 6.5 281791.39 76961.26 Agency Debentures and Agency Strips Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 4696635.01 4696635.01 0.0013 N Y Y N Citibank NA Citibank NA, 0.54% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-31 2040-02-15 0.75 - 3.625 3056300.00 3060134.35 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0054 3000000.00 3000000.00 0.0008 N N Y N Citibank NA Citibank NA, 0.55% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-31 2040-02-15 0.75 - 4.625 16515500.00 16044539.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2046-09-01 2.743 - 4 290335.00 227298.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2020-11-30 1.5 - 1.5 49000.00 48774.93 Agency Debentures and Agency Strips Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N N N 0.0055 16000000.00 16000000.00 0.0043 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.53%, dated 2/28/2017 due 03/01/2017 1VUV7VQFKUOQSJ21A208 BEI507000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-02-15 2023-12-31 1.375 - 3.625 12994014.29 13174251.85 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 12915746.28 12915746.28 0.0035 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.53%, dated 2/28/2017 due 03/01/2017 1V8Y6QCX6YMJ2OELII46 BEI507000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-15 2046-08-15 0.625 - 8.875 795490.57 824989.80 U.S. Treasuries (including strips) U.S. TREASURY 2017-04-30 2018-10-31 0.077 - 0.51 8157.85 8173.23 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N Y Credit Suisse AG 1.0000 N/A N/A N 0.0053 816063.82 816063.82 0.0002 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-01-15 2026-01-15 0.625 - 0.625 7901000.00 8240955.63 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0055 8000000.00 8000000.00 0.0022 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-01-15 2026-01-15 0.625 - 0.625 10862800.00 11330192.74 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0055 11000000.00 11000000.00 0.0030 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-01-15 2026-01-15 0.625 - 0.625 7900700.00 8240642.72 U.S. Treasuries (including strips) Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0055 7999978.40 7999978.40 0.0022 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 CYYGQCGNHMHPSMRL3R97 BEI507000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2044-05-15 0.75 - 8 2591574.70 2735727.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2045-06-01 3.5 - 6.5 3614135.92 1264510.88 Agency Mortgage-Backed Securities U.S. TREASURY 2017-10-31 2018-10-31 0.488 - 0.51 69249.38 69391.07 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 3987119.06 3987119.06 0.0011 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.53%, dated 2/28/2017 due 03/01/2017 KBVRJ5K57JZ3E2AVWX40 BEI507000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2046-10-01 2.347 - 5 3516716.30 479065.65 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 469663.50 469663.50 0.0001 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.61% 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 B1V7KEBTPIMZEU4LTD58 2018-07-20 2018-07-20 1.125 - 1.125 2040000.00 2044488.02 Agency Debentures and Agency Strips Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0061 1999998.00 1999998.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 B1V7KEBTPIMZEU4LTD58 2019-09-12 2019-09-12 1.75 - 1.75 7030000.00 7143722.21 Agency Debentures and Agency Strips Y N/A N/A 2017-04-04 2017-04-04 2017-05-11 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 7000000.00 7000000.00 0.0019 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 B1V7KEBTPIMZEU4LTD58 2018-07-20 2018-07-20 1.125 - 1.125 6110000.00 6123442.05 Agency Debentures and Agency Strips Y N/A N/A 2017-04-04 2017-04-04 2017-05-17 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 6000000.00 6000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 B1V7KEBTPIMZEU4LTD58 2018-07-20 2018-07-20 1.125 - 1.125 6110000.00 6123442.05 Agency Debentures and Agency Strips Y N/A N/A 2017-04-04 2017-04-04 2017-05-22 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 6000000.00 6000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 B1V7KEBTPIMZEU4LTD58 2018-07-20 2018-07-20 1.125 - 1.125 4075000.00 4083965.03 Agency Debentures and Agency Strips Y N/A N/A 2017-04-04 2017-04-04 2017-05-09 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 4000000.00 4000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 B1V7KEBTPIMZEU4LTD58 2018-07-20 2018-07-20 1.125 - 1.125 3055000.00 3061721.02 Agency Debentures and Agency Strips Y N/A N/A 2017-04-04 2017-04-04 2017-05-16 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 3000000.00 3000000.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 B1V7KEBTPIMZEU4LTD58 2019-09-12 2019-09-12 1.75 - 1.75 6025000.00 6122464.62 Agency Debentures and Agency Strips Y N/A N/A 2017-04-04 2017-04-04 2017-05-15 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 6000000.00 6000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 B1V7KEBTPIMZEU4LTD58 2018-07-20 2018-07-20 1.125 - 1.125 5095000.00 5106209.04 Agency Debentures and Agency Strips Y N/A N/A 2017-04-04 2017-04-04 2017-05-10 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 5000000.00 5000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.63% 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 B1V7KEBTPIMZEU4LTD58 2018-07-20 2018-07-20 1.125 - 1.125 3055000.00 3061721.02 Agency Debentures and Agency Strips Y N/A N/A 2017-04-04 2017-04-04 2017-05-18 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0063 3000000.00 3000000.00 0.0008 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 ZBUT11V806EZRVTWT807 BEI507000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-30 2045-08-15 0.625 - 8 5085044.42 5262584.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2047-03-01 2.5 - 8.5 6525917.79 3613461.03 Agency Mortgage-Backed Securities U.S. TREASURY 2017-04-30 2019-01-31 0.394 - 0.646 195393.13 195535.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2054-08-01 2.5 - 7 9141294.10 5781543.14 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 14560056.98 14560056.98 0.0039 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.59% 8NAV47T0Y26Q87Y0QP81 BEC576000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2032-07-15 N/A 29796000.00 17344847.52 Agency Debentures and Agency Strips Y N/A N/A 2017-03-07 2017-03-07 2017-04-13 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0059 17000000.00 17000000.00 0.0046 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 8NAV47T0Y26Q87Y0QP81 BEI507000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-15 2046-05-15 1 - 4.625 1672690.52 1731362.99 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 1681395.33 1681395.33 0.0005 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BEA670000 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 2034-07-01 2043-09-01 2.238 - 3.433 11808747.00 5111628.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-03-01 2047-03-01 3.064 - 3.064 1921399.00 2031034.03 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-07 2017-04-07 2017-04-07 N N N 0.0061 6999591.90 6999591.90 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BEA993000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-05-01 2045-12-01 2.238 - 3.901 13336209.00 3337622.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-01 2047-03-01 2.06 - 3 14848481.00 2784556.46 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-10 2017-04-10 2017-04-10 N N N 0.0061 5999581.80 5999581.80 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BEG512000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2042-07-01 2.661 - 3.901 8655.00 1103.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-07-01 2047-03-01 2.421 - 4 10057711.00 8159864.80 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-24 2017-04-24 2017-04-24 N N N 0.0061 7998900.00 7998900.00 0.0022 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.61% K5HU16E3LMSVCCJJJ255 BEI206000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2044-06-01 2.238 - 3.901 10581720.00 4124363.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2034-10-01 2047-03-01 2.789 - 3.058 12277982.00 5055792.45 Agency Mortgage-Backed Securities Y N/A N/A 2017-05-01 2017-05-01 2017-05-01 N N N 0.0061 9000000.00 9000000.00 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.64% K5HU16E3LMSVCCJJJ255 BDB710000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-10-01 2033-09-01 2.705 - 2.836 7062765.00 462430.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2047-03-01 2.421 - 4.5 16592045.00 6683790.21 Agency Mortgage-Backed Securities Y N/A N/A 2017-04-11 2017-04-11 2017-04-11 N N N 0.0064 6999726.30 6999726.30 0.0019 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.56% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-05-20 4 - 4 2211136.00 2279452.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-11-01 2046-12-01 3.5 - 3.5 3730315.00 3842737.61 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-08 Y MIZUHO SECS USA INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 6000000.00 6000000.00 0.0016 N N Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 7TK5RJIZDFROZCA6XF66 BEI507000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-02-28 2046-08-15 1.125 - 2.875 2468341.15 2396029.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2046-07-01 2.411 - 9.5 2748388.66 704323.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-04-15 2047-02-20 1.217 - 8.5 3087974.96 1458793.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-04-01 2046-11-01 0 - 9.5 6672065.04 1344274.44 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 5773155.42 5773155.42 0.0016 N Y Y N Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.53%, dated 2/28/2017 due 03/01/2017 9R7GPTSO7KV3UQJZQ078 BEI507000_55501 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-01-15 2024-01-31 0.875 - 2.25 11879487.77 11976592.57 U.S. Treasuries (including strips) Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 11741587.52 11741587.52 0.0032 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.55% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2047-02-01 0.967 - 4 3294425.00 2888877.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2045-08-20 2.125 - 3.5 187259.00 56728.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2047-03-01 2.223 - 5 207390.00 142138.57 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-15 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0055 3000000.00 3000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.56% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2046-09-01 2.515 - 4.5 918593.00 623294.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2046-11-20 2.125 - 4 22580.00 19583.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-12-01 2047-01-01 2.356 - 4.866 3403505.00 2419774.97 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-17 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 3000000.00 3000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.56% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-05-15 2047-02-01 2.515 - 4.5 2178684.00 2183563.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-20 2046-11-20 3 - 4 1281757.00 1214861.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-03-01 2.223 - 4.866 4543308.00 3747348.83 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 7000000.00 7000000.00 0.0019 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.56% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2046-07-01 2.498 - 3 19096.00 13460.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-20 2046-11-20 3 - 4 5935148.00 5621446.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2046-12-01 2.223 - 4.5 726069.00 488225.95 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-04-10 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 6000000.00 6000000.00 0.0016 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.56% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-04-15 2046-09-01 1.5 - 4 321238.00 156386.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-20 2046-11-20 3 - 4 4277358.00 4051991.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-02-01 2.356 - 5.5 5171005.00 3961517.23 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-10 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 8000000.00 8000000.00 0.0022 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.58% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-12-15 2043-04-01 2.515 - 4 542268.00 345945.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 8616.00 8730.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-01-01 2.5 - 4.5 6477001.00 5776872.03 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-05-04 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0058 6000000.00 6000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.54% 549300QJJX6CVVUXLE15 BEF641000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-03-31 2021-03-31 2.25 - 2.25 200.00 205.87 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-11-20 2047-01-20 3.5 - 4 17311304.00 8161263.06 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0054 8000000.00 8000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.56% 549300QJJX6CVVUXLE15 BDE116000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2022-06-30 2022-06-30 2.125 - 2.125 900.00 910.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3.5 - 3.5 1181451.00 979575.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-03-20 2047-01-20 3 - 4.5 55776.00 38106.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2043-05-01 2043-05-01 3 - 3 3056.00 2073.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0056 1000000.00 1000000.00 0.0003 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.56% 549300QJJX6CVVUXLE15 BDD593000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-03-31 2021-03-31 2.25 - 2.25 100.00 102.93 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-01-20 3 - 4 5139910.00 5103308.69 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-03-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0056 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.58% 549300QJJX6CVVUXLE15 BEI296000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-08-31 2041-05-15 2 - 4.375 5062100.00 5100091.78 U.S. Treasuries (including strips) Y N/A N/A 2017-03-07 2017-03-07 2017-05-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0058 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.58% 549300QJJX6CVVUXLE15 BEI298000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-08-31 2041-05-15 2 - 4.375 876200.00 882823.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2042-11-01 3 - 3 9871.00 6818.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3.5 - 3.5 4388814.00 4210459.30 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-07 2017-03-07 2017-05-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0058 5000000.00 5000000.00 0.0013 N N Y N Societe Generale In a joint trading account with Societe Generale at 0.53%, dated 2/28/2017 due 03/01/2017 O2RNE8IBXP4R0TD8PU41 BEI507000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-05-04 2047-02-15 0 - 9 1795451.64 2031629.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2042-06-20 2047-02-20 3 - 4.5 661682.69 353176.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-01 2042-03-01 3.5 - 3.5 35934.54 22035.31 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 2348317.50 2348317.50 0.0006 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.53%, dated 2/28/2017 due 03/01/2017 VYVVCKR63DVZZN70PB21 BEI507000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2017-04-15 2028-04-15 0 - 0 26812.51 24678.91 Agency Debentures and Agency Strips US TREASURY 2021-03-31 2026-11-15 1.125 - 2 911261.50 893345.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2022-02-28 2022-02-28 2.25 - 2.25 16105.19 16109.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-01-25 2047-02-15 0 - 4.779 101521.47 87156.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2047-02-20 2 - 11 4602326.52 3756310.74 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2018-10-15 2042-12-15 1.75 - 5.25 50480.14 55286.98 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-03-27 2047-03-25 1 - 4 75248.17 79286.21 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 4814050.88 4814050.88 0.0013 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.61% VYVVCKR63DVZZN70PB21 0000276523 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 2017-07-15 2046-06-15 3.5 - 8.25 24541502.00 11236160.23 Agency Mortgage-Backed Securities Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0061 11000000.00 11000000.00 0.0030 N N Y N San Diego Hsg. Auth. Multi-family Hsg. Rev. FHLMC San Diego Hsg. Auth. Multi-family Hsg. Rev., 0.62% 79728FJV4 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2039-09-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0062 8000000.00 8000000.00 0.0022 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.58% 93978PCZ8 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2037-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 7500000.00 7500000.00 0.0020 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.58% 566823TE0 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2034-12-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 1000000.00 1000000.00 0.0003 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.58% 566823RY8 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2035-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0058 4300000.00 4300000.00 0.0012 N N Y N CAMDEN CNTY NJ IMPT AUTH REV FNMA Camden County Impt. Auth. Rev., 0.57% 13281NGR7 US13281NGR70 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2036-04-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0057 3900000.00 3900000.00 0.0011 N N Y N Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev. FNMA Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev., 0.64% 57419NJW5 US57419NJW56 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2034-02-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0064 2475000.00 2475000.00 0.0007 N N Y N Saint Louis Indl. Dev. Auth. FHLMC Saint Louis Indl. Dev. Auth., 0.64% 791900FE8 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2042-06-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0064 2100000.00 2100000.00 0.0006 N N Y N Bloomington Sr. Hsg. Rev. FNMA Bloomington Sr. Hsg. Rev., 0.64% 09478LAA5 US09478LAA52 Variable Rate Demand Note Y N/A N/A 2017-03-07 2017-03-07 2038-07-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0064 1965000.00 1965000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEI332000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0059 2000000.00 2000000.00 0.0005 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. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEH215000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0059 4999970.00 4999970.00 0.0013 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. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.59% U7M81AY481YLIOR75625 BEH711000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-03-17 2017-03-17 2017-03-17 N N N 0.0059 2999954.70 2999954.70 0.0008 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. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.63% U7M81AY481YLIOR75625 BEH276000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-05-01 2017-05-01 2017-05-01 N N N 0.0063 2999588.40 2999588.40 0.0008 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. Treasuries as collateral on settlement date. Variable Insurance Products Fund V: Government Money Market Portfolio 2017-03-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer