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0.0075 7999336.00 7999336.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJF6 US3130AAJF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-30 2017-06-30 2017-06-30 N N N 0.0075 8999190.00 8999190.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJW9 US3130AAJW97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0075 5999322.00 5999322.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJN9 US3130AAJN98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2017-07-03 2017-07-03 N N N 0.0075 4999435.00 4999435.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJL3 US3130AAJL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N N 0.0075 4999400.00 4999400.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAK23 US3130AAK238 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-07-05 2017-07-05 N N N 0.0075 5999280.00 5999280.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.75% 3130AAJU3 US3130AAJU32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-06 2017-07-06 2017-07-06 N N N 0.0075 2999628.00 2999628.00 0.0008 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 15938832.00 15938832.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% to 0.81% 313385GW0 US313385GW08 U.S. Government Agency Debt Y N/A N/A 2017-06-14 2017-06-14 2017-06-14 N N N 0.0081 65981190.00 65981190.00 0.0174 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AAHS0 US3130AAHS04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-06-22 2017-06-22 N N N 0.0076 2999805.00 2999805.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.76% 3130AAHR2 US3130AAHR21 0001026214 U.S. 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0.77% 3130AASZ2 US3130AASZ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-08-09 2017-08-09 N N N 0.0077 10999582.00 10999582.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAT24 US3130AAT247 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-08-09 2017-08-09 N N N 0.0077 3999848.00 3999848.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AANU8 US3130AANU85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-14 2017-07-14 2017-07-14 N N N 0.0077 3000069.00 3000069.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% to 0.81% 313385GY6 US313385GY63 U.S. Government Agency Debt Y N/A N/A 2017-06-16 2017-06-16 2017-06-16 N N N 0.0081 67977628.00 67977628.00 0.0179 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUM8 US3130AAUM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 1998864.00 1998864.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUH9 US3130AAUH91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 2998296.00 2998296.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUN6 US3130AAUN69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 1998864.00 1998864.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUG1 US3130AAUG19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 4997160.00 4997160.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAU55 US3130AAU559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-11-21 2017-11-21 N N N 0.0077 10993752.00 10993752.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAUR7 US3130AAUR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-22 2017-11-22 2017-11-22 N N N 0.0077 7995424.00 7995424.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAVC9 US3130AAVC95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0077 2998728.00 2998728.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.77% 3130AAVP0 US3130AAVP09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2017-08-28 2017-08-28 N N N 0.0077 5997294.00 5997294.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% to 0.80% 313385GP5 US313385GP56 U.S. Government Agency Debt Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N N N 0.0080 28996172.00 28996172.00 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.78% to 0.84% 313379FW4 US313379FW49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0084 37119925.76 37119925.76 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 313385GV2 US313385GV25 U.S. Government Agency Debt Y N/A N/A 2017-06-13 2017-06-13 2017-06-13 N N N 0.0078 14996055.00 14996055.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.78% to 0.80% 313385GX8 US313385GX80 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0080 60981273.00 60981273.00 0.0161 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAU48 US3130AAU484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-08-22 2017-08-22 N N N 0.0078 2999799.00 2999799.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAP93 US3130AAP930 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-20 2017-10-20 2017-10-20 N N N 0.0078 2999400.00 2999400.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAPA0 US3130AAPA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-23 2017-10-23 2017-10-23 N N N 0.0078 999789.00 999789.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAPK8 US3130AAPK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-10-25 2017-10-25 N N N 0.0078 4998835.00 4998835.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AANX2 US3130AANX25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-10-25 2017-10-25 N N N 0.0078 13997004.00 13997004.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AATW8 US3130AATW87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2017-11-15 2017-11-15 N N N 0.0078 2998353.00 2998353.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AATZ1 US3130AATZ19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2017-11-17 2017-11-17 N N N 0.0078 10993895.00 10993895.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.78% 3130AAU22 US3130AAU229 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2017-11-17 2017-11-17 N N N 0.0078 7995560.00 7995560.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 313385GN0 US313385GN09 U.S. Government Agency Debt Y N/A N/A 2017-06-06 2017-06-06 2017-06-06 N N N 0.0079 17998020.00 17998020.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% to 0.81% 313385GR1 US313385GR13 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0081 21996128.00 21996128.00 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AALL0 US3130AALL05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-11 2017-07-11 2017-07-11 N N N 0.0079 2000090.00 2000090.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAM21 US3130AAM218 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2017-07-12 2017-07-12 N N N 0.0079 5000200.00 5000200.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AALX4 US3130AALX43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2017-07-12 2017-07-12 N N N 0.0079 5000200.00 5000200.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAMV7 US3130AAMV77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-17 2017-07-17 2017-07-17 N N N 0.0079 1000023.00 1000023.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAMT2 US3130AAMT22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-17 2017-07-17 2017-07-17 N N N 0.0079 2000046.00 2000046.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 313385HD1 US313385HD18 U.S. Government Agency Debt Y N/A N/A 2017-06-21 2017-06-21 2017-06-21 N N N 0.0079 17992098.00 17992098.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130A9ML2 US3130A9ML25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-29 2017-06-29 2017-06-29 N N N 0.0079 4999725.00 4999725.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAN95 US3130AAN950 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-18 2017-10-18 2017-10-18 N N N 0.0079 2999472.00 2999472.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAUQ9 US3130AAUQ90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2017-11-24 2017-11-24 N N N 0.0079 9994220.00 9994220.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAUV8 US3130AAUV85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2017-11-24 2017-11-24 N N N 0.0079 2998266.00 2998266.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.79% 3130AAUS5 US3130AAUS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2017-11-24 2017-11-24 N N N 0.0079 4997110.00 4997110.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AB6P6 US3130AB6P68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-19 2017-08-17 2017-08-17 N N N 0.0080 5999934.00 5999934.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAMZ8 US3130AAMZ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-20 2017-07-20 2017-07-20 N N N 0.0080 2000048.00 2000048.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJA7 US3130AAJA77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-27 2017-09-27 2017-09-27 N N N 0.0080 999710.00 999710.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJ90 US3130AAJ909 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-27 2017-09-27 2017-09-27 N N N 0.0080 999710.00 999710.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJT6 US3130AAJT68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-29 2017-09-29 2017-09-29 N N N 0.0080 4998525.00 4998525.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJK5 US3130AAJK59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-29 2017-09-29 2017-09-29 N N N 0.0080 4998525.00 4998525.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJJ8 US3130AAJJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2017-10-03 2017-10-03 N N N 0.0080 4999635.00 4999635.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJH2 US3130AAJH21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-04 2017-10-04 2017-10-04 N N N 0.0080 2999775.00 2999775.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAJX7 US3130AAJX70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-10-05 2017-10-05 N N N 0.0080 2999772.00 2999772.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAKM9 US3130AAKM96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-10 2017-10-10 2017-10-10 N N N 0.0080 4999485.00 4999485.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AALA4 US3130AALA40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-10 2017-10-10 2017-10-10 N N N 0.0080 2999640.00 2999640.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAT57 US3130AAT577 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-09 2018-02-09 2018-02-09 N N N 0.0080 2997909.00 2997909.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAT40 US3130AAT403 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-09 2018-02-09 2018-02-09 N N N 0.0080 2997909.00 2997909.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2018-02-15 2018-02-15 N N N 0.0080 4996405.00 4996405.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AATG3 US3130AATG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-16 2018-02-16 2018-02-16 N N N 0.0080 2997831.00 2997831.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAV39 US3130AAV391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-02-20 2018-02-20 N N N 0.0080 2997879.00 2997879.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAV21 US3130AAV219 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-02-20 2018-02-20 N N N 0.0080 3997172.00 3997172.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.80% 3130AAVD7 US3130AAVD78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-27 2017-11-27 2017-11-27 N N N 0.0080 1998810.00 1998810.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AAK80 US3130AAK808 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2017-07-05 2017-07-05 N N N 0.0081 3000150.00 3000150.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130ABEJ1 US3130ABEJ15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-10 2017-10-10 2017-10-10 N N N 0.0081 2999892.00 2999892.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AAHY7 US3130AAHY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-09-22 2017-09-22 N N N 0.0081 4998615.00 4998615.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AAVB1 US3130AAVB13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-24 2017-08-24 2017-08-24 N N N 0.0081 2999859.00 2999859.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AAZZ4 US3130AAZZ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-25 2017-07-25 2017-07-25 N N N 0.0081 19000589.00 19000589.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.81% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2018-02-23 2018-02-23 N N N 0.0081 2997864.00 2997864.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABCU8 US3130ABCU87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2018-02-01 2018-02-01 N N N 0.0082 999896.00 999896.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABDM5 US3130ABDM52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-11-01 2017-11-01 N N N 0.0082 7999984.00 7999984.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABCJ3 US3130ABCJ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-02 2018-02-02 2018-02-02 N N N 0.0082 5999508.00 5999508.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABDJ2 US3130ABDJ24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-02 2017-11-02 2017-11-02 N N N 0.0082 7999648.00 7999648.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABDF0 US3130ABDF02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-03 2017-11-03 2017-11-03 N N N 0.0082 5999730.00 5999730.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABDL7 US3130ABDL79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2017-11-03 2017-11-03 N N N 0.0082 5999730.00 5999730.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AB4K9 US3130AB4K99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2018-01-05 2018-01-05 N N N 0.0082 1000086.00 1000086.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABDE3 US3130ABDE37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-08 2017-11-08 2017-11-08 N N N 0.0082 2999862.00 2999862.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABES1 US3130ABES14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-11 2017-11-10 2017-11-10 N N N 0.0082 4000000.00 4000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AB5X0 US3130AB5X02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2018-01-12 2018-01-12 N N N 0.0082 3000237.00 3000237.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AB5W2 US3130AB5W29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2018-01-11 2018-01-11 N N N 0.0082 3000240.00 3000240.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AB5U6 US3130AB5U62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2018-01-11 2018-01-11 N N N 0.0082 3000240.00 3000240.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2018-01-11 2018-01-11 N N N 0.0082 3000240.00 3000240.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABEQ5 US3130ABEQ57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2017-11-15 2017-11-15 N N N 0.0082 11000000.00 11000000.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABEZ5 US3130ABEZ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2017-11-15 2017-11-15 N N N 0.0082 5999724.00 5999724.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AB6R2 US3130AB6R25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-16 2018-01-16 2018-01-16 N N N 0.0082 3000225.00 3000225.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AAYX0 US3130AAYX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-20 2017-09-20 2017-09-20 N N N 0.0082 4998940.00 4998940.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130ABAB2 US3130ABAB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-20 2017-10-20 2017-10-20 N N N 0.0082 3999700.00 3999700.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A9L41 US3130A9L418 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2017-06-23 2017-06-23 N N N 0.0082 3999876.00 3999876.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A9L66 US3130A9L665 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2017-06-23 2017-06-23 N N N 0.0082 1999938.00 1999938.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130AB6M3 US3130AB6M38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-26 2017-08-25 2017-08-25 N N N 0.0082 19000000.00 19000000.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.82% 3130A9KA8 US3130A9KA87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-30 2017-06-30 2017-06-30 N N N 0.0082 5999802.00 5999802.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130ABBC9 US3130ABBC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-02 2018-02-02 2018-02-02 N N N 0.0083 2998665.00 2998665.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130ABBF2 US3130ABBF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-02 2018-02-02 2018-02-02 N N N 0.0083 2998665.00 2998665.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2018-02-05 2018-02-05 N N N 0.0083 3999848.00 3999848.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130ABDP8 US3130ABDP83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2018-02-05 2018-02-05 N N N 0.0083 16999354.00 16999354.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2018-02-05 2018-02-05 N N N 0.0083 2999685.00 2999685.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2018-02-12 2018-02-12 N N N 0.0083 5998956.00 5998956.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2018-05-11 2018-05-11 N N N 0.0083 9000288.00 9000288.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2018-02-12 2018-02-12 N N N 0.0083 5000520.00 5000520.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2018-02-12 2018-02-12 N N N 0.0083 10999615.00 10999615.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2018-02-15 2018-02-15 N N N 0.0083 2999472.00 2999472.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130AB6T8 US3130AB6T80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-19 2018-01-19 2018-01-19 N N N 0.0083 8000568.00 8000568.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130AB6S0 US3130AB6S08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-19 2018-01-18 2018-01-18 N N N 0.0083 5000365.00 5000365.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130AAZ35 US3130AAZ350 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-09-22 2017-09-22 N N N 0.0083 2999352.00 2999352.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130A9K91 US3130A9K915 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-06-22 2017-06-22 N N N 0.0083 5999856.00 5999856.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.83% 3130AAZV3 US3130AAZV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-25 2017-09-25 2017-09-25 N N N 0.0083 11000704.00 11000704.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-08 2018-05-08 2018-05-08 N N N 0.0084 1999436.00 1999436.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-11 2018-05-11 2018-05-11 N N N 0.0084 3999060.00 3999060.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2018-03-15 2018-03-15 N N N 0.0084 2999529.00 2999529.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2018-05-15 2018-05-15 N N N 0.0084 2999286.00 2999286.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2018-03-15 2018-03-15 N N N 0.0084 5999058.00 5999058.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2018-05-15 2018-05-15 N N N 0.0084 5998524.00 5998524.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2018-03-15 2018-03-15 N N N 0.0084 2999529.00 2999529.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-16 2018-03-16 2018-03-16 N N N 0.0084 2999526.00 2999526.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-16 2018-03-16 2018-03-16 N N N 0.0084 21996524.00 21996524.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.84% 3130AAJ41 US3130AAJ412 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2017-06-23 2017-06-23 N N N 0.0084 2000074.00 2000074.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-03 2018-05-03 2018-05-03 N N N 0.0085 6000792.00 6000792.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-03 2018-05-03 2018-05-03 N N N 0.0085 11001452.00 11001452.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-10 2018-05-10 2018-05-10 N N N 0.0085 5999154.00 5999154.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130AAEU8 US3130AAEU86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2017-06-12 2017-06-12 N N N 0.0085 6000198.00 6000198.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130AAEA2 US3130AAEA23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2017-06-12 2017-06-12 N N N 0.0085 5000165.00 5000165.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130AAE87 US3130AAE876 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-13 2017-06-13 2017-06-13 N N N 0.0085 8000288.00 8000288.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130AAF29 US3130AAF295 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-14 2017-06-14 2017-06-14 N N N 0.0085 6000234.00 6000234.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130AAES3 US3130AAES31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0085 3000126.00 3000126.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130AAPB8 US3130AAPB86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2018-01-23 2018-01-23 N N N 0.0085 16999031.00 16999031.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130ABAQ9 US3130ABAQ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-25 2018-01-25 2018-01-25 N N N 0.0085 5999634.00 5999634.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.85% 3130ABAP1 US3130ABAP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-26 2018-01-25 2018-01-25 N N N 0.0085 5999634.00 5999634.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AAE79 US3130AAE793 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N N N 0.0086 6000108.00 6000108.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130AAE95 US3130AAE959 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-08 2017-06-08 2017-06-08 N N N 0.0086 3000063.00 3000063.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-17 2018-04-17 2018-04-17 N N N 0.0086 2999343.00 2999343.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130ABB70 US3130ABB706 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-26 2018-01-26 2018-01-26 N N N 0.0086 4999185.00 4999185.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130ABBD7 US3130ABBD71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-26 2018-01-26 2018-01-26 N N N 0.0086 7998696.00 7998696.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 3130ABB54 US3130ABB540 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-26 2018-01-26 2018-01-26 N N N 0.0086 999837.00 999837.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2018-03-23 2018-03-23 N N N 0.0087 5999028.00 5999028.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2018-03-23 2018-03-23 N N N 0.0087 4999190.00 4999190.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-24 2018-04-24 2018-04-24 N N N 0.0087 6999251.00 6999251.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A9LY5 US3130A9LY54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-27 2017-09-27 2017-09-27 N N N 0.0087 999935.00 999935.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130ABBE5 US3130ABBE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-30 2018-01-30 2018-01-30 N N N 0.0087 2998668.00 2998668.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.87% 3130A9LX7 US3130A9LX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-04 2017-10-04 2017-10-04 N N N 0.0087 2000334.00 2000334.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8WG4 US3130A8WG47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0088 13000000.00 13000000.00 0.0034 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8WL3 US3130A8WL32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0088 6000000.00 6000000.00 0.0016 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A8WK5 US3130A8WK58 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 N N N 0.0088 3000009.00 3000009.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-25 2018-05-25 2018-05-25 N N N 0.0088 999804.00 999804.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.88% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2017-10-02 2017-10-02 N N N 0.0088 13002613.00 13002613.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-12 2018-07-12 2018-07-12 N N N 0.0089 6998446.00 6998446.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-20 2018-04-20 2018-04-20 N N N 0.0089 3001098.00 3001098.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-20 2018-04-20 2018-04-20 N N N 0.0089 3001098.00 3001098.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-20 2018-04-20 2018-04-20 N N N 0.0089 6002196.00 6002196.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-22 2017-09-22 2017-09-22 N N N 0.0089 2999907.00 2999907.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2018-07-02 2018-07-02 N N N 0.0089 1999568.00 1999568.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.89% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-03 2018-07-03 2018-07-03 N N N 0.0089 3999132.00 3999132.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2017-09-05 2017-09-05 N N N 0.0090 3000954.00 3000954.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-27 2018-04-27 2018-04-27 N N N 0.0090 2000270.00 2000270.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.90% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-27 2018-04-27 2018-04-27 N N N 0.0090 6000810.00 6000810.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-09-01 2017-09-01 N N N 0.0091 8002600.00 8002600.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.91% 3130AAAK4 US3130AAAK41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2017-08-23 2017-08-23 N N N 0.0091 5999580.00 5999580.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.92% to 0.97% 313385LL8 US313385LL87 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N N N 0.0097 6981520.00 6981520.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2017-12-05 2017-12-05 N N N 0.0093 6004014.00 6004014.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 313385HY5 US313385HY54 U.S. Government Agency Debt Y N/A N/A 2017-07-10 2017-07-10 2017-07-10 N N N 0.0093 9990030.00 9990030.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 313385HZ2 US313385HZ20 U.S. Government Agency Debt Y N/A N/A 2017-07-11 2017-07-11 2017-07-11 N N N 0.0093 2996934.00 2996934.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-12-01 2017-12-01 N N N 0.0094 6004032.00 6004032.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2018-03-09 2018-03-09 N N N 0.0094 39031590.00 39031590.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385KD7 US313385KD70 U.S. Government Agency Debt Y N/A N/A 2017-08-08 2017-08-08 2017-08-08 N N N 0.0094 998224.00 998224.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% to 0.98% 313385LT1 US313385LT14 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-09-15 2017-09-15 N N N 0.0098 14957595.00 14957595.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A8C35 US3130A8C351 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0095 5000000.00 5000000.00 0.0013 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-23 2017-08-23 2017-08-23 N N N 0.0095 1000296.00 1000296.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 313385KU9 US313385KU95 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2017-08-23 2017-08-23 N N N 0.0095 997833.00 997833.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% to 0.98% 313385KW5 US313385KW51 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0098 11973372.00 11973372.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130A62S5 US3130A62S59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2017-08-28 2017-08-28 N N N 0.0095 4996845.00 4996845.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130A7YV1 US3130A7YV13 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-06 2017-06-06 2017-06-06 N N N 0.0097 7000147.00 7000147.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-17 2017-08-17 2017-08-17 N N N 0.0097 12004356.00 12004356.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-17 2017-08-17 2017-08-17 N N N 0.0097 6002178.00 6002178.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-18 2017-08-18 2017-08-18 N N N 0.0097 6002208.00 6002208.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-28 2017-08-28 2017-08-28 N N N 0.0097 6001812.00 6001812.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385LH7 US313385LH75 U.S. Government Agency Debt Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 N N N 0.0097 2992320.00 2992320.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385LK0 US313385LK05 U.S. Government Agency Debt Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0097 2992161.00 2992161.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385KC9 US313385KC97 U.S. Government Agency Debt Y N/A N/A 2017-08-07 2017-08-07 2017-08-07 N N N 0.0098 998176.11 998176.11 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385LS3 US313385LS31 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-09-14 2017-09-14 N N N 0.0098 5983200.00 5983200.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385LW4 US313385LW43 U.S. Government Agency Debt Y N/A N/A 2017-09-18 2017-09-18 2017-09-18 N N N 0.0098 2991279.00 2991279.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 313385LY0 US313385LY09 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0098 3988160.00 3988160.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130A9F71 US3130A9F717 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-14 2018-09-14 2018-09-14 N N N 0.0099 22438473.07 22438473.07 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130A6C47 US3130A6C470 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-18 2017-08-18 2017-08-18 N N N 0.0099 2000822.00 2000822.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-28 2017-11-28 2017-11-28 N N N 0.0099 3002067.00 3002067.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.99% 313385KV7 US313385KV78 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2017-08-24 2017-08-24 N N N 0.0099 74835525.00 74835525.00 0.0197 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.00% 3130A8EG4 US3130A8EG49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-09 2017-06-09 2017-06-09 N N N 0.0100 3000117.00 3000117.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130A7ZD0 US3130A7ZD06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-19 2017-06-19 2017-06-19 N N N 0.0101 7000518.00 7000518.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A9CE9 US3130A9CE91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2018-02-23 2018-02-23 N N N 0.0102 3002445.00 3002445.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130A8YB3 US3130A8YB32 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-03 2017-08-03 2017-08-03 N N N 0.0103 13004680.00 13004680.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130A8XE8 US3130A8XE89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-03 2017-08-03 2017-08-03 N N N 0.0103 7002457.00 7002457.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130A6DJ3 US3130A6DJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-26 2017-08-24 2017-08-24 N N N 0.0103 2000932.00 2000932.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130A9LA7 US3130A9LA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-26 2018-09-26 2018-09-26 N N N 0.0103 17027744.00 17027744.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130A97G0 US3130A97G03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-26 2018-02-26 2018-02-26 N N N 0.0104 40034600.00 40034600.00 0.0106 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-26 2018-02-26 2018-02-26 N N N 0.0104 38005966.00 38005966.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130A7Y41 US3130A7Y415 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0106 1000243.00 1000243.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130A7XM2 US3130A7XM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-04 2017-08-04 2017-08-04 N N N 0.0106 7001729.00 7001729.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-10-25 2017-10-25 N N N 0.0108 2001682.00 2001682.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-02 2017-10-02 2017-10-02 N N N 0.0109 3002748.00 3002748.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A8NJ8 US3130A8NJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-05 2017-10-05 2017-10-05 N N N 0.0109 7006440.00 7006440.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2017-10-27 2017-10-27 N N N 0.0109 12008916.00 12008916.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2017-11-02 2017-11-02 N N N 0.0109 10008410.00 10008410.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2017-10-27 2017-10-27 N N N 0.0110 5005070.00 5005070.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-27 2017-10-27 2017-10-27 N N N 0.0110 1000848.00 1000848.00 0.0003 N N N 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 8997525.00 8997525.00 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 5940653.40 5940653.40 0.0016 N N N N Freddie Mac Freddie Mac, 1.07% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-06-21 2017-12-21 2017-12-21 N N N 0.0107 54072522.00 54072522.00 0.0143 N N N N Freddie Mac Freddie Mac, 1.13% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-07-12 2018-01-12 2018-01-12 N N N 0.0113 18031914.00 18031914.00 0.0048 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 0.81% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-31 2025-02-15 1 - 7.625 3707100.00 5100204.01 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0081 5000000.00 5000000.00 0.0013 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 0.78% 3Y4U8VZURTYWI1W2K376 BGB267000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.25 - 2.25 8025000.00 8305412.42 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0078 8000000.00 8000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.79% 3Y4U8VZURTYWI1W2K376 BGB757000 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 3105000.00 3110250.28 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0079 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.84% 3Y4U8VZURTYWI1W2K376 BGB265000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2023-12-31 2.25 - 2.375 8050000.00 8330674.37 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0084 8000000.00 8000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.84% 3Y4U8VZURTYWI1W2K376 BGD827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2021-11-15 2 - 2.375 5065000.00 5138243.62 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0084 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.84% 3Y4U8VZURTYWI1W2K376 BGD668000 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 2.375 - 3 3050000.00 3128740.78 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0084 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.85% 3Y4U8VZURTYWI1W2K376 BGF481000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2025-11-15 2.25 - 2.375 10165000.00 10250523.41 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0085 10000000.00 10000000.00 0.0026 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.89% 3Y4U8VZURTYWI1W2K376 BHA245000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2018-04-30 0.625 - 0.625 4130000.00 4112569.31 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0089 4000000.00 4000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.90% 3Y4U8VZURTYWI1W2K376 BHC684000 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 4900000.00 5143508.69 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0090 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.90% 3Y4U8VZURTYWI1W2K376 BGJ388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2044-02-15 2.375 - 3.625 2765000.00 3216007.02 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0090 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.91% 3Y4U8VZURTYWI1W2K376 BHG606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 5100000.00 5192434.95 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0091 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.92% 3Y4U8VZURTYWI1W2K376 BHG658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 2.25 - 2.25 4105000.00 4160816.75 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0092 4000000.00 4000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.92% 3Y4U8VZURTYWI1W2K376 BHF565000 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 6605000.00 6274940.41 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0092 6000000.00 6000000.00 0.0016 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.92% 3Y4U8VZURTYWI1W2K376 BHJ800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2018-09-30 0.75 - 0.75 4120000.00 4105353.40 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0092 4000000.00 4000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 0.94% 3Y4U8VZURTYWI1W2K376 BIA951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2021-10-31 1.25 - 1.25 5220000.00 5128425.48 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0094 5000000.00 5000000.00 0.0013 N N Y N 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 2017-09-30 2039-08-15 1.375 - 7.5 20207300.00 20436006.62 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 20000000.00 20000000.00 0.0053 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 2024-04-30 2046-11-15 2 - 6.875 29642500.00 30726960.53 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0063 30000000.00 30000000.00 0.0079 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.79% R0MUWSFPU8MPRO8K5P83 BHC174000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-20 2029-08-15 0 - 8.75 8161200.00 8165232.24 U.S. Treasuries (including strips) Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0079 8000000.00 8000000.00 0.0021 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.80% R0MUWSFPU8MPRO8K5P83 BGC252000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-07-31 2046-08-15 1.75 - 6.875 10035200.00 10220709.79 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0080 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.80% R0MUWSFPU8MPRO8K5P83 BGE998000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-02 2042-05-15 0 - 6.125 10222100.00 10210249.84 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0080 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.80% R0MUWSFPU8MPRO8K5P83 BGD817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-08-15 2029-08-15 6.125 - 6.125 7176200.00 10211172.02 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0080 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.81% R0MUWSFPU8MPRO8K5P83 BHC253000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2046-05-15 0.625 - 7.625 10188500.00 10213469.93 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0081 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.82% R0MUWSFPU8MPRO8K5P83 BHI509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-28 2043-08-15 1.25 - 3.625 24503900.00 25557899.01 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0082 25000000.00 25000000.00 0.0066 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.82% R0MUWSFPU8MPRO8K5P83 BGA645000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-30 2029-08-15 0.625 - 6.125 10187900.00 10213085.49 U.S. Treasuries (including strips) Y N/A N/A 2017-06-12 2017-06-12 2017-06-12 N N N 0.0082 9999399.00 9999399.00 0.0026 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 0.84% R0MUWSFPU8MPRO8K5P83 BHE376000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2046-05-15 1.25 - 8.125 15122300.00 15308318.22 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0084 15000000.00 15000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.95% R0MUWSFPU8MPRO8K5P83 BHG561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2043-08-15 1.75 - 6.125 10179300.00 10204638.42 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-08-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0095 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.97% R0MUWSFPU8MPRO8K5P83 BHI511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2029-08-15 1.625 - 6.125 10177700.00 10202784.56 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0097 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.99% R0MUWSFPU8MPRO8K5P83 BIA183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-11-15 2046-11-15 2.875 - 2.875 10293700.00 10301739.38 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-08-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0099 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.99% R0MUWSFPU8MPRO8K5P83 BIB256000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-20 2046-02-15 0 - 8.75 14896900.00 15300441.18 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-08-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0099 15000000.00 15000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.00% R0MUWSFPU8MPRO8K5P83 BIA185000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-06-29 2046-05-15 0 - 2.75 11175000.00 11221978.83 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-09-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 11000000.00 11000000.00 0.0029 N N Y N Commerz Markets LLC Commerz Markets LLC, 0.85% BHJ996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-15 2019-07-15 0.75 - 0.75 15440000.00 15305019.31 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0085 14999946.00 14999946.00 0.0040 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.86% BIB156000 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 53000000.00 53040486.34 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0086 51997249.72 51997249.72 0.0137 N Y Y N Commerz Markets LLC Commerz Markets LLC, 0.89% BIB153000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-29 2018-03-29 N/A 8235000.00 8160061.34 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N N N 0.0089 8000000.00 8000000.00 0.0021 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.81% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2042-08-15 2042-08-15 2.75 - 2.75 2078500.00 2060328.75 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0081 1999990.60 1999990.60 0.0005 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.82% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2042-08-15 2042-08-15 2.75 - 2.75 2078300.00 2060130.50 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 2000000.00 2000000.00 0.0005 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.83% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2042-08-15 2042-08-15 2.75 - 2.75 2078300.00 2060130.50 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N N N 0.0083 2000000.00 2000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.00% H7FNTJ4851HG0EXQ1Z70 BHH005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 14763800.00 15332563.40 U.S. Treasuries (including strips) Y N/A N/A 2017-07-14 2017-07-14 2017-07-14 N N N 0.0100 14999022.00 14999022.00 0.0040 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.80% K5HU16E3LMSVCCJJJ255 BFF113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2023-11-15 2 - 2.75 7844900.00 8173336.24 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-16 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0080 8000000.00 8000000.00 0.0021 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.82% 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 10125000.00 10210080.38 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 10000000.00 10000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.80% U7M81AY481YLIOR75625 BHH360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2026-11-15 2 - 2.375 22790000.00 22777229.85 U.S. Treasuries (including strips) Y N/A N/A 2017-06-05 2017-06-05 2017-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0080 22000000.00 22000000.00 0.0058 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.81% U7M81AY481YLIOR75625 BIB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 8.875 - 8.875 1805000.00 2131820.52 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0081 2000000.00 2000000.00 0.0005 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.81% U7M81AY481YLIOR75625 BIA788000 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 8580000.00 8195629.05 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0081 8000000.00 8000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.81% U7M81AY481YLIOR75625 BHG006000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 10111000.00 10294256.81 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0081 10000000.00 10000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.91% U7M81AY481YLIOR75625 BGJ768000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2019-11-30 1.5 - 1.5 3060000.00 3070397.88 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-08-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0091 3000000.00 3000000.00 0.0008 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.80% OXTKY6Q8X53C9ILVV871 BHJ948000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-24 2044-05-15 0 - 6.625 69315000.00 73814651.58 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0080 71999640.00 71999640.00 0.0190 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.81% OXTKY6Q8X53C9ILVV871 BIB173000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-30 2023-09-30 0 - 4 36334200.00 36720914.16 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0081 36000000.00 36000000.00 0.0095 N Y Y N Norinchukin Bank Norinchukin Bank, 0.90% 5493007VSMFZCPV1NB83 BGF582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2020-06-30 1.875 - 1.875 3005000.00 3065373.63 U.S. Treasuries (including strips) Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0090 2999868.60 2999868.60 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.05% 5493007VSMFZCPV1NB83 BHG012000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2020-06-30 1.875 - 1.875 3005000.00 3065373.63 U.S. Treasuries (including strips) Y N/A N/A 2017-08-14 2017-08-14 2017-08-14 N N N 0.0105 2999684.10 2999684.10 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.08% 5493007VSMFZCPV1NB83 BHI416000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2020-06-30 1.875 - 1.875 3005000.00 3065373.63 U.S. Treasuries (including strips) Y N/A N/A 2017-08-21 2017-08-21 2017-08-21 N N N 0.0108 2999799.60 2999799.60 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.10% 5493007VSMFZCPV1NB83 BIA877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2020-06-30 1.875 - 1.875 5000000.00 5100455.28 U.S. Treasuries (including strips) Y N/A N/A 2017-08-30 2017-08-30 2017-08-30 N N N 0.0110 4999736.00 4999736.00 0.0013 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 0.79% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-06-30 2045-11-15 1.625 - 8.75 4955500.00 5119856.96 U.S. Treasuries (including strips) Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 2 N N/A N/A N N 0.0079 5000000.00 5000000.00 0.0013 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.92% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-07-31 2038-05-15 0.625 - 9 3027300.00 3062308.61 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-08-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0092 3000000.00 3000000.00 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.93% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-15 2039-05-15 2.25 - 6.5 4028400.00 4082584.11 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-08-07 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0093 4000000.00 4000000.00 0.0011 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.95% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-06-30 2045-08-15 1.625 - 6.5 4028800.00 4082346.38 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-08-15 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0095 4000000.00 4000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.81% 549300QJJX6CVVUXLE15 BFG745000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2047-02-15 2.5 - 3 2947700.00 3064861.38 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0081 3000000.00 3000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.81% 549300QJJX6CVVUXLE15 BHI355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2047-02-15 2.125 - 3 4906600.00 5101590.69 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0081 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.82% 549300QJJX6CVVUXLE15 BFH029000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2047-02-15 2.125 - 3 9825100.00 10215510.02 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-30 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0082 10000000.00 10000000.00 0.0026 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.84% 549300QJJX6CVVUXLE15 BHJ180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2047-02-15 2.125 - 3 4906200.00 5101169.40 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0084 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.92% 549300QJJX6CVVUXLE15 BIB180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2047-02-15 2.5 - 3 4905300.00 5100258.03 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0092 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.93% 549300QJJX6CVVUXLE15 BHD861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2023-08-15 2.5 - 2.5 4908100.00 5103203.75 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-08-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0093 5000000.00 5000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.79% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2019-01-31 1.5 - 1.5 3035000.00 3061958.09 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 Y RBS SECURITIES INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0079 3000000.00 3000000.00 0.0008 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.80% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2018-06-30 2.375 - 2.375 10980000.00 11225587.05 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0080 10999945.00 10999945.00 0.0029 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 0.81% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2019-01-31 1.5 - 1.5 4045000.00 4080929.32 U.S. Treasuries (including strips) Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 N N N 0.0081 3999961.60 3999961.60 0.0011 N N Y N RBS Securities, Inc. RBS Securities, Inc., 0.82% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2018-04-30 0.625 - 0.625 1025000.00 1020137.90 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 1000000.00 1000000.00 0.0003 N Y Y N Societe Generale Societe Generale, 0.79% O2RNE8IBXP4R0TD8PU41 BFJ445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-24 2021-11-15 0 - 8 3001900.00 3064029.78 U.S. Treasuries (including strips) Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 2 N N/A N/A N N 0.0079 3000000.00 3000000.00 0.0008 N N Y N Societe Generale Societe Generale, 0.80% O2RNE8IBXP4R0TD8PU41 BHA205000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2044-11-15 0 - 8.75 7067800.00 7151652.79 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-09 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0080 7000000.00 7000000.00 0.0018 N N Y N Societe Generale Societe Generale, 0.80% O2RNE8IBXP4R0TD8PU41 BGJ722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2023-08-15 0 - 2.5 2977200.00 3062461.41 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-09 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0080 3000000.00 3000000.00 0.0008 N N Y N Societe Generale Societe Generale, 0.81% O2RNE8IBXP4R0TD8PU41 BHI353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 9665300.00 10203004.99 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-16 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0081 10000000.00 10000000.00 0.0026 N N Y N Societe Generale Societe Generale, 0.83% O2RNE8IBXP4R0TD8PU41 BIA394000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 9663800.00 10201421.54 U.S. Treasuries (including strips) Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 N N N 0.0083 9999915.00 9999915.00 0.0026 N N Y N Societe Generale Societe Generale, 0.83% O2RNE8IBXP4R0TD8PU41 BHG523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-24 2023-08-15 0 - 6.25 9235700.00 10204092.17 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-21 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0083 10000000.00 10000000.00 0.0026 N N Y N Societe Generale Societe Generale, 0.84% O2RNE8IBXP4R0TD8PU41 BGG537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-09 2023-09-30 0 - 8.75 5135200.00 5105005.31 U.S. Treasuries (including strips) Y N/A N/A 2017-06-12 2017-06-12 2017-06-12 N N N 0.0084 4999733.50 4999733.50 0.0013 N N N Y Societe Generale Societe Generale, 0.84% O2RNE8IBXP4R0TD8PU41 BGG535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2043-08-15 2.75 - 8.75 4835300.00 5105065.71 U.S. Treasuries (including strips) Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0084 4999656.50 4999656.50 0.0013 N N N Y Societe Generale Societe Generale, 0.88% O2RNE8IBXP4R0TD8PU41 BHG559000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-24 2022-11-15 0 - 2 10153200.00 10204319.27 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-05 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0088 10000000.00 10000000.00 0.0026 N N Y N Societe Generale Societe Generale, 0.93% O2RNE8IBXP4R0TD8PU41 BHI344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 4832900.00 5101766.40 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-07-18 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0093 5000000.00 5000000.00 0.0013 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 0.82%, dated 5/31/2017 due 06/01/2017 B4TYDEB6GKMZO031MB27 BIC122000_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 31212835.23 27692540.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 46771935.16 19426873.61 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 45745961.60 45745961.60 0.0121 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.82%, dated 5/31/2017 due 06/01/2017 L3I9ZG2KFGXZ61BMYR72 BIC122000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-06-30 2046-05-15 0.5 - 3.625 8415077.05 8388822.58 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 8208900.12 8208900.12 0.0022 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.80% R0MUWSFPU8MPRO8K5P83 BFJ386000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-01-31 2045-08-15 0 - 3.875 1536181.46 3013995.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2043-02-15 0 - 4.941 1173583.00 35378.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2039-11-20 1.69 - 3.125 11797.00 946.26 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-06-07 2019-02-28 0.76 - 1.7 14000.00 14128.45 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-04-01 0 - 3.5 34494.00 28934.49 Agency Debentures and Agency Strips Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0080 3000000.00 3000000.00 0.0008 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.82%, dated 5/31/2017 due 06/01/2017 R0MUWSFPU8MPRO8K5P83 BIC122000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-06-30 2047-05-15 0 - 8.125 18679929.14 18737700.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2043-02-15 0 - 7 755775.16 68114.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2036-07-15 2036-07-15 5.5 - 5.5 1580.64 2160.89 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-06-20 2046-07-20 2.125 - 3 288032.24 30936.22 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-06-07 2019-02-28 0.685 - 1.7 1267313.11 1269613.02 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-04-01 0 - 7.5 3726244.27 636626.21 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 20208819.58 20208819.58 0.0053 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.85% R0MUWSFPU8MPRO8K5P83 BHE375000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-02-15 2046-05-16 0 - 2.75 5361640.00 5773097.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2043-02-15 0 - 3 75597.00 68454.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-20 2042-03-20 2.125 - 3.5 16291.00 1246.40 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-06-07 2019-02-28 0.76 - 1.7 47000.00 47467.18 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-04-01 0 - 4 530637.00 289558.78 Agency Debentures and Agency Strips Y N/A N/A 2017-06-07 2017-06-07 2017-06-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0085 6000000.00 6000000.00 0.0016 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 0.96% R0MUWSFPU8MPRO8K5P83 BHG562000 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 2046-02-15 0 - 1.375 5620285.12 6318275.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-06-13 2046-09-01 0 - 4.875 351809.00 345024.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2036-07-15 2036-07-15 5.5 - 5.5 55000.00 75190.22 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-20 2047-03-20 2.125 - 3 10037.00 4992.15 Agency Collateralized Mortgage Obligation FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-06-07 2019-02-28 0.76 - 1.7 70000.00 70703.26 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-04-01 0 - 7 7180998.00 4472337.68 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-07 2017-06-07 2017-08-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0096 11000000.00 11000000.00 0.0029 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.00% R0MUWSFPU8MPRO8K5P83 BIA184000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2031-05-15 2046-05-16 0 - 0.75 9835866.16 10284029.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2043-02-15 0 - 6.75 571932.00 761609.13 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2039-11-20 2039-11-20 2.25 - 2.25 1000.00 167.99 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-06-07 2019-02-28 0.76 - 1.7 109000.00 110112.17 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-04-01 0 - 3.5 207787.00 166742.51 Agency Debentures and Agency Strips Y N/A N/A 2017-06-07 2017-06-07 2017-08-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 10996603.20 10996603.20 0.0029 N N Y N Citibank NA Citibank NA, 0.80% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 N/A 1000.00 948.46 Agency Debentures and Agency Strips US TREASURY 2017-06-30 2045-02-15 0.75 - 4.375 9500.00 12041.23 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2025-06-16 2025-06-16 2.36 - 2.36 1000.00 991.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2047-05-01 4 - 4 2888247.00 3046255.75 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-06 2017-06-06 2017-06-06 N N N 0.0080 2999905.50 2999905.50 0.0008 N N Y N Citibank NA Citibank NA, 0.81% 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 2017-10-05 2045-02-15 0 - 8.875 3948200.00 4049952.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2047-05-01 2047-05-01 4 - 4 12598926.00 13292164.67 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-06 2017-06-06 2017-06-06 N N N 0.0081 16999493.40 16999493.40 0.0045 N N Y N Citibank NA In a joint trading account with Citibank NA at 0.82%, dated 5/31/2017 due 06/01/2017 E57ODZWZ7FF32TWEFA76 BIC122000_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 2020-07-15 2022-07-15 0 - 0 53.34 49.93 Agency Debentures and Agency Strips US TREASURY 2017-06-08 2047-02-15 0 - 8.875 20110881.92 20600395.33 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-03-14 2027-12-16 1.1 - 2.67 570607.38 568219.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2047-04-01 3.5 - 6.75 176347.19 168746.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2017-06-09 2026-12-11 1 - 3.375 655623.80 656750.05 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-10-20 2047-04-20 2 - 8 1976791.17 1057836.00 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-03-09 2018-03-09 0.77 - 0.77 53.34 53.29 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2047-05-01 0.875 - 6.5 687253.15 596648.70 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 23134173.07 23134173.07 0.0061 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.82%, dated 5/31/2017 due 06/01/2017 1VUV7VQFKUOQSJ21A208 BIC122000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-12-31 2025-05-15 1.75 - 2.375 30473830.70 30783153.59 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 30178901.91 30178901.91 0.0080 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.82%, dated 5/31/2017 due 06/01/2017 1V8Y6QCX6YMJ2OELII46 BIC122000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-08-15 2046-11-15 0.625 - 8.5 31727332.21 33106638.17 U.S. Treasuries (including strips) U.S. TREASURY 2018-10-31 2018-10-31 0.51 - 0.51 363646.94 364837.16 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N Y Credit Suisse AG 1.0000 N/A N/A N 0.0082 32760974.13 32760974.13 0.0086 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.82% 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 2042-08-15 2042-08-15 2.75 - 2.75 2078500.00 2060328.75 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 1999991.00 1999991.00 0.0005 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.83% 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 2037-02-15 2037-02-15 N/A 32217887.04 18540427.45 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0083 18000000.00 18000000.00 0.0047 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.84% 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 2037-02-15 2037-02-15 N/A 28638129.77 16480384.54 U.S. Treasuries (including strips) Y N/A N/A 2017-06-07 2017-06-07 2017-06-07 N N N 0.0084 16000000.00 16000000.00 0.0042 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.82%, dated 5/31/2017 due 06/01/2017 CYYGQCGNHMHPSMRL3R97 BIC122000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-06-15 2045-05-15 0.875 - 4.5 19515381.60 20560796.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2047-05-01 2.5 - 8 5028746.69 3319099.47 Agency Mortgage-Backed Securities U.S. TREASURY 2018-10-31 2018-10-31 0.51 - 0.51 1144574.57 1148320.77 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 24479373.00 24479373.00 0.0065 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.82%, dated 5/31/2017 due 06/01/2017 KBVRJ5K57JZ3E2AVWX40 BIC122000_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 2028-05-01 2047-05-01 3 - 4 983599.89 745984.02 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 731338.37 731338.37 0.0002 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.83% 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 5108056.05 Agency Debentures and Agency Strips Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 1 N N/A N/A N N 0.0083 5000000.00 5000000.00 0.0013 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.83% 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 6115000.00 6130669.83 Agency Debentures and Agency Strips Y N/A N/A 2017-07-05 2017-07-05 2017-07-10 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0083 5999895.00 5999895.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.83% 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 3060000.00 3067841.32 Agency Debentures and Agency Strips Y N/A N/A 2017-07-05 2017-07-05 2017-07-11 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0083 3000000.00 3000000.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.83% 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 3060000.00 3067841.32 Agency Debentures and Agency Strips Y N/A N/A 2017-07-05 2017-07-05 2017-07-17 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0083 3000000.00 3000000.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.83% 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 6115000.00 6130669.83 Agency Debentures and Agency Strips Y N/A N/A 2017-07-05 2017-07-05 2017-07-18 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0083 6000000.00 6000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.83% 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 7135000.00 7153283.60 Agency Debentures and Agency Strips Y N/A N/A 2017-07-05 2017-07-05 2017-07-07 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0083 7000000.00 7000000.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.83% 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 6115000.00 6130669.83 Agency Debentures and Agency Strips Y N/A N/A 2017-07-05 2017-07-05 2017-07-12 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0083 6000000.00 6000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 0.83% 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 6115000.00 6130669.83 Agency Debentures and Agency Strips Y N/A N/A 2017-07-05 2017-07-05 2017-07-06 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0083 6000000.00 6000000.00 0.0016 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.82%, dated 5/31/2017 due 06/01/2017 ZBUT11V806EZRVTWT807 BIC122000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-08-31 2046-02-15 0.625 - 9.125 16713622.74 17204084.21 U.S. Treasuries (including strips) U.S. TREASURY 2017-07-31 2018-10-31 0.077 - 0.592 157256.62 157718.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-01 2048-03-01 1.888 - 7 81738228.89 32934986.81 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 49283251.28 49283251.28 0.0130 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.82% 8NAV47T0Y26Q87Y0QP81 BGD831000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2024-01-15 2024-01-15 N/A 982000.00 838834.22 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2017-10-23 2036-01-04 1.16 - 4.875 2555000.00 2611616.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-06-01 2029-09-15 0 - 6.75 1136000.00 1312755.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2017-06-30 2027-12-10 0 - 5.625 7307000.00 7382855.13 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2027-02-23 2027-02-23 3.25 - 3.25 1925000.00 1944398.12 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2022-08-15 2033-07-15 1.875 - 4.7 666000.00 746264.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-06-12 2026-04-24 0.9 - 5.375 2530000.00 2523130.09 Agency Debentures and Agency Strips Y N/A N/A 2017-06-07 2017-06-07 2017-06-13 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0082 17000000.00 17000000.00 0.0045 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.82%, dated 5/31/2017 due 06/01/2017 8NAV47T0Y26Q87Y0QP81 BIC122000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-03-31 2041-11-15 1.25 - 3.125 4115402.66 4160724.45 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-09-20 2047-01-20 3.5 - 3.5 2039107.84 2085429.14 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 6119361.91 6119361.91 0.0016 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.84% K5HU16E3LMSVCCJJJ255 BHC122000 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 2044-11-01 2.475 - 5.426 3709664.00 1862564.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2047-05-01 2.508 - 4.5 14073304.00 5282267.25 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0084 6998649.00 6998649.00 0.0018 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.84% K5HU16E3LMSVCCJJJ255 BHC135000 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 2043-08-01 2.24 - 5.426 520930.00 381850.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2047-05-01 2.508 - 4.5 31403646.00 5742291.17 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0084 5998797.00 5998797.00 0.0016 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.84% K5HU16E3LMSVCCJJJ255 BHC138000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-12-01 2043-09-01 2.699 - 3.53 11706877.00 4121592.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-15 2047-04-20 4 - 4.5 1164947.00 1259589.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-01-01 2047-05-01 3.11 - 3.5 4849693.00 1763649.26 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0084 6998543.30 6998543.30 0.0018 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.85% K5HU16E3LMSVCCJJJ255 BIB289000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2031-12-01 3 - 3 1532162.00 1528244.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-01 2041-09-01 4.5 - 4.5 7283595.00 1531828.35 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0085 3000000.00 3000000.00 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.86% K5HU16E3LMSVCCJJJ255 BHF906000 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 2042-11-01 2.24 - 3.919 10918186.00 3898798.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-01 2047-05-01 2.5 - 4.5 65008215.00 6306075.00 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-13 2017-07-13 2017-07-13 N N N 0.0086 9997704.00 9997704.00 0.0026 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.86% K5HU16E3LMSVCCJJJ255 BHG436000 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 2032-02-01 2036-12-01 3.121 - 3.5 124922.00 22143.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-20 2047-03-20 2.125 - 4 2167525.00 487633.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-03-01 2047-05-01 3 - 4.5 19855701.00 7653537.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-14 2017-07-14 2017-07-14 N N N 0.0086 7998110.40 7998110.40 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.88% K5HU16E3LMSVCCJJJ255 BGJ784000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-12-01 2036-12-01 3.121 - 3.121 33691.00 4535.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-05-01 2047-05-01 3 - 4.5 8388251.00 3058157.80 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-25 2017-07-25 2017-07-25 N N N 0.0088 2999117.10 2999117.10 0.0008 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.82%, dated 5/31/2017 due 06/01/2017 7TK5RJIZDFROZCA6XF66 BIC122000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-08-31 2046-08-15 1.125 - 2.5 11761437.47 11418343.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-10-01 2047-03-01 2.4 - 8 12150074.07 4489175.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-04-15 2060-07-20 1.443 - 8.5 15094602.53 7498777.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2047-05-01 1.883 - 8.5 38651819.87 11675496.54 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 34328127.79 34328127.79 0.0090 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.84% 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 2026-01-01 2047-04-01 3 - 4 33045.00 13285.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-03-20 2047-03-20 4 - 4 6662883.00 7044761.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2029-01-25 2047-05-01 2.243 - 4 139637.00 90036.88 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-07-17 2017-07-17 2017-07-17 N N N 0.0084 6998000.80 6998000.80 0.0018 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 0.85% 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 2047-04-01 2047-04-01 3.5 - 3.5 1080116.00 1117331.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-04-01 2047-05-01 2.929 - 4 5679928.00 5010182.44 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0085 5998679.40 5998679.40 0.0016 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.85% 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 2.48 - 2.89 24143.00 14901.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-05-01 2.211 - 4.5 6049396.00 6113695.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-11 2017-07-11 2017-07-11 N N N 0.0085 5998639.80 5998639.80 0.0016 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 0.87% 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 2046-07-01 1.5 - 2.89 304941.00 142999.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-05-01 2.243 - 5.5 5363702.00 3943399.62 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0087 3999392.80 3999392.80 0.0011 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 0.88% 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 2042-05-01 2045-01-01 2.5 - 2.89 54565.00 25101.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-05-01 2.243 - 5 3832553.00 3043867.76 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0088 2998927.20 2998927.20 0.0008 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 0.88% 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 2047-05-01 1.332 - 4 3123892.00 2582812.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-20 2045-08-20 2.125 - 4.5 270256.00 70704.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-06-01 2047-05-01 2.211 - 5 610586.00 434910.07 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0088 2998927.20 2998927.20 0.0008 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 0.89% 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 2026-01-01 2046-09-01 2.517 - 4.5 940191.00 620896.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-05-01 2.243 - 5 3696504.00 2441609.04 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-04 2017-08-04 2017-08-04 N N N 0.0089 2998931.10 2998931.10 0.0008 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 0.90% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-05-01 2.243 - 4 3975384.00 4082176.99 Agency Mortgage-Backed Securities Y N/A N/A 2017-07-11 2017-07-11 2017-07-11 N N N 0.0090 3999324.40 3999324.40 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 0.81% 549300QJJX6CVVUXLE15 BFF942000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2023-08-15 2023-08-15 2.5 - 2.5 3921300.00 4077177.09 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2047-05-20 3.5 - 4 17970.00 9440.09 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-07 2017-06-07 2017-06-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0081 4000000.00 4000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.82% 549300QJJX6CVVUXLE15 BFG749000 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 2023-08-15 2.125 - 2.5 1960200.00 2038111.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2047-05-20 3.5 - 4 9549.00 5150.09 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-07 2017-06-07 2017-06-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0082 2000000.00 2000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.83% 549300QJJX6CVVUXLE15 BFH016000 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 2023-08-15 2.125 - 2.5 3931100.00 4087332.27 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2047-01-20 3.5 - 4 4310602.00 4085179.91 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-07 2017-06-07 2017-06-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0083 8000000.00 8000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.84% 549300QJJX6CVVUXLE15 BHJ183000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 968800.00 994434.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2047-05-20 3 - 4 6213352.00 6156722.56 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-07 2017-06-07 2017-06-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0084 7000000.00 7000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.86% 549300QJJX6CVVUXLE15 BHJ638000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-05-20 3 - 4 7198881.00 7141364.70 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-07 2017-06-07 2017-06-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0086 7000000.00 7000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.91% 549300QJJX6CVVUXLE15 BHJ986000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2023-08-15 2023-08-15 2.5 - 2.5 5873300.00 6106771.79 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2047-05-20 3.5 - 4 27301.00 14351.20 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-07 2017-06-07 2017-07-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0091 6000000.00 6000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.93% 549300QJJX6CVVUXLE15 BHD037000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-05-31 2024-05-31 2 - 2 900.00 898.59 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2042-11-20 2046-06-20 3.5 - 4 7777620.00 6123382.26 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-07 2017-06-07 2017-08-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0093 6000000.00 6000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 0.93% 549300QJJX6CVVUXLE15 BIB191000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-08-15 2045-05-15 1.5 - 3 200.00 197.33 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 9744372.00 10200067.72 Agency Mortgage-Backed Securities Y N/A N/A 2017-06-07 2017-06-07 2017-07-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0093 10000000.00 10000000.00 0.0026 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.82%, dated 5/31/2017 due 06/01/2017 549300QJJX6CVVUXLE15 BIC122000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-06-30 2047-05-15 0.625 - 7.625 11083948.29 11223965.56 U.S. Treasuries (including strips) Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 10985000.89 10985000.89 0.0029 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.82%, dated 5/31/2017 due 06/01/2017 VYVVCKR63DVZZN70PB21 BIC122000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-06-08 2025-08-15 0 - 2 14348805.92 14340100.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-01-25 2047-05-15 0 - 6.913 572196.78 539021.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2027-03-20 2047-05-20 2.5 - 7.5 32197324.17 33316956.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2047-06-25 0 - 3.5 136023.41 132402.03 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0082 47372816.35 47372816.35 0.0125 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 44967645.00 44967645.00 0.0119 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 40935712.00 40935712.00 0.0108 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 40919230.00 40919230.00 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.79% to 0.80% 912796LE7 US912796LE70 U.S. Treasury Debt Y N/A N/A 2017-06-15 2017-06-15 2017-06-15 N N N 0.0080 6407160.62 6407160.62 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% to 0.91% 912796KL2 US912796KL23 U.S. Treasury Debt Y N/A N/A 2017-09-14 2017-09-14 2017-09-14 N N N 0.0091 13961458.00 13961458.00 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% to 0.91% 912796LV9 US912796LV95 U.S. Treasury Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0091 57816198.00 57816198.00 0.0152 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 39002457.00 39002457.00 0.0103 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 11990160.00 11990160.00 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 59906280.00 59906280.00 0.0158 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 4012800.00 4012800.00 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 19103911.00 19103911.00 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.92% 912828D49 US912828D499 U.S. Treasury Debt Y N/A N/A 2017-08-15 2017-08-15 2017-08-15 N N N 0.0092 1488885.35 1488885.35 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.03% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2017-06-01 2019-04-30 2019-04-30 N N N 0.0103 19002717.00 19002717.00 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.13% 912828T75 US912828T750 U.S. Treasury Debt Y N/A N/A 2017-06-01 2018-10-31 2018-10-31 N N N 0.0113 20046980.00 20046980.00 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.14% 912828S84 US912828S844 U.S. Treasury Debt Y N/A N/A 2017-06-01 2018-07-31 2018-07-31 N N N 0.0114 40090960.00 40090960.00 0.0106 N Y Y N New York Hsg. Fin. Agcy. Rev. FHLMC New York Hsg. Fin. Agcy. Rev., 0.77% 64986MD51 US64986MD515 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2032-11-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0077 6700000.00 6700000.00 0.0018 N N Y N New York Hsg. Fin. Agcy. Rev. FNMA New York Hsg. Fin. Agcy. Rev., 0.76% 64986UMN4 US64986UMN45 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2041-11-01 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0076 20100000.00 20100000.00 0.0053 N N Y N San Diego Hsg. Auth. Multi-family Hsg. Rev. FHLMC San Diego Hsg. Auth. Multi-family Hsg. Rev., 0.81% 79728FJV4 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2039-09-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0081 8000000.00 8000000.00 0.0021 N N Y N Washington Hsg. Fin. Commission Multi-family Hsg. Rev. FNMA Washington Hsg. Fin. Commission Multi-family Hsg. Rev., 0.81% 93978PCZ8 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2037-01-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0081 7500000.00 7500000.00 0.0020 N N Y N Polk County Hsg. Fin. Auth. Multi-family Hsg. Rev. FNMA Polk County Hsg. Fin. Auth. Multi-family Hsg. Rev., 0.78% 731903BB5 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2034-07-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0078 7100000.00 7100000.00 0.0019 N N Y N Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev. FNMA Maricopa County Indl. Dev. Auth. Multi-family Hsg. Rev., 0.81% 566823TE0 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2034-12-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0081 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., 0.81% 566823RY8 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2035-06-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0081 4300000.00 4300000.00 0.0011 N N Y N CAMDEN CNTY NJ IMPT AUTH REV FNMA Camden County Impt. Auth. Rev., 0.80% 13281NGR7 US13281NGR70 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2036-04-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0080 3900000.00 3900000.00 0.0010 N N Y N Saint Louis Indl. Dev. Auth. FHLMC Saint Louis Indl. Dev. Auth., 0.78% 791900FE8 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2042-06-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0078 2100000.00 2100000.00 0.0006 N N Y N Bloomington Sr. Hsg. Rev. FHLMC Bloomington Sr. Hsg. Rev., 0.78% 09478LAA5 US09478LAA52 Variable Rate Demand Note Y N/A N/A 2017-06-07 2017-06-07 2038-07-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0078 1965000.00 1965000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.84% U7M81AY481YLIOR75625 BIB190000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-06-07 2017-06-07 2017-06-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0084 20000000.00 20000000.00 0.0053 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. Variable Insurance Products Fund V: Government Money Market Portfolio 2017-06-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer