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2999022.00 2999022.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAP93 US3130AAP930 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0109 2998962.00 2998962.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AAPK8 US3130AAPK85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0109 4998100.00 4998100.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385KM7 US313385KM79 U.S. Government Agency Debt Y N/A N/A 2017-08-16 2017-08-16 2017-08-16 N N N 0.0094 80966223.00 80966223.00 0.0208 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAYX0 US3130AAYX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0105 4999245.00 4999245.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAHY7 US3130AAHY71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0106 4999070.00 4999070.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAJA7 US3130AAJA77 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0107 999795.00 999795.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAJ90 US3130AAJ909 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0107 999795.00 999795.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AALA4 US3130AALA40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0108 2999181.00 2999181.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAPA0 US3130AAPA04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2017-10-23 2017-10-23 N N N 0.0109 999641.00 999641.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AANX2 US3130AANX25 0001026214 U.S. Government 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US3130AAJJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0108 4998865.00 4998865.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJH2 US3130AAJH21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0108 2999307.00 2999307.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJX7 US3130AAJX70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0108 2999295.00 2999295.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAKM9 US3130AAKM96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0108 4998685.00 4998685.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385KU9 US313385KU95 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2017-08-23 2017-08-23 N N N 0.0096 11992668.00 11992668.00 0.0031 N N Y N Federal Home Loan Bank Federal 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Federal Home Loan Bank, 1.01% 313385LY0 US313385LY09 U.S. Government Agency Debt Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0101 28959313.00 28959313.00 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385LZ7 US313385LZ73 U.S. Government Agency Debt Y N/A N/A 2017-09-21 2017-09-21 2017-09-21 N N N 0.0101 3994276.00 3994276.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385MA1 US313385MA14 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0101 8986869.00 8986869.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 3130A9LY5 US3130A9LY54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0107 999906.00 999906.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130AB6P6 US3130AB6P68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2017-08-17 2017-08-17 N N N 0.0105 5999892.00 5999892.00 0.0015 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 0.0098 3000705.00 3000705.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABKK1 US3130ABKK14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-11 2017-12-11 2017-12-11 N N N 0.0101 6000192.00 6000192.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABKS4 US3130ABKS40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2017-12-12 2017-12-12 N N N 0.0101 3000096.00 3000096.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130ABKT2 US3130ABKT23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-12 2017-12-12 2017-12-12 N N N 0.0101 6000192.00 6000192.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A9K75 US3130A9K758 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0106 2999787.00 2999787.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385MD5 US313385MD52 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2017-09-25 2017-09-25 N N N 0.0102 7987656.00 7987656.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385MF0 US313385MF01 U.S. Government Agency Debt Y N/A N/A 2017-09-27 2017-09-27 2017-09-27 N N N 0.0102 6489606.50 6489606.50 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385MG8 US313385MG83 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0102 6988611.00 6988611.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385MH6 US313385MH66 U.S. Government Agency Debt Y N/A N/A 2017-09-29 2017-09-29 2017-09-29 N N N 0.0102 8985105.00 8985105.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 3130A9LX7 US3130A9LX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0108 1999786.00 1999786.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130AB6M3 US3130AB6M38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0106 18999525.00 18999525.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130ABL95 US3130ABL952 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0103 4000056.00 4000056.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.03% 3130A9L25 US3130A9L251 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0108 12998882.00 12998882.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABEJ1 US3130ABEJ15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-10 2017-10-10 2017-10-10 N N N 0.0106 2999871.00 2999871.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABAB2 US3130ABAB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2017-10-20 2017-10-20 N N N 0.0107 3999704.00 3999704.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130AAZV3 US3130AAZV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-09-25 2017-09-25 N N N 0.0107 10999494.00 10999494.00 0.0028 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 0.0101 38006460.00 38006460.00 0.0098 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 0.0099 40010680.00 40010680.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKY1 US3130ABKY18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0103 3000096.00 3000096.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKZ8 US3130ABKZ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0103 3000096.00 3000096.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKR6 US3130ABKR66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0103 4000128.00 4000128.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKL9 US3130ABKL96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2017-12-14 2017-12-14 N N N 0.0103 6000192.00 6000192.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABKJ4 US3130ABKJ41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0103 6000192.00 6000192.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABL87 US3130ABL879 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0103 3000039.00 3000039.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.04% 3130ABL20 US3130ABL200 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-15 2017-12-15 2017-12-15 N N N 0.0103 3000096.00 3000096.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDM5 US3130ABDM52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2017-11-01 2017-11-01 N N N 0.0107 7999592.00 7999592.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDJ2 US3130ABDJ24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2017-11-02 2017-11-02 N N N 0.0107 7999592.00 7999592.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABCJ3 US3130ABCJ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2018-02-02 2018-02-02 N N N 0.0108 5999052.00 5999052.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDF0 US3130ABDF02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-03 2017-11-03 2017-11-03 N N N 0.0107 5999688.00 5999688.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDL7 US3130ABDL79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-05 2017-11-03 2017-11-03 N N N 0.0107 5999688.00 5999688.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130AB4K9 US3130AB4K99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-07 2018-01-05 2018-01-05 N N N 0.0108 999901.00 999901.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDE3 US3130ABDE37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-08 2017-11-08 2017-11-08 N N N 0.0107 2999832.00 2999832.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABDH6 US3130ABDH67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-08 2017-11-08 2017-11-08 N N N 0.0107 999944.00 999944.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130AB5X0 US3130AB5X02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-14 2018-01-12 2018-01-12 N N N 0.0108 2999676.00 2999676.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130ABHL3 US3130ABHL34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-26 2017-09-26 2017-09-26 N N N 0.0107 2999880.00 2999880.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-09 2018-03-09 2018-03-09 N N N 0.0101 39008424.00 39008424.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385MN3 US313385MN35 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0105 15970128.00 15970128.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385MP8 US313385MP82 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0105 2994312.00 2994312.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385MQ6 US313385MQ65 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0105 25949950.00 25949950.00 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.05% 313385MU7 US313385MU77 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0105 997958.00 997958.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABCU8 US3130ABCU87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2018-02-01 2018-02-01 N N N 0.0108 999867.00 999867.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBC9 US3130ABBC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2018-02-02 2018-02-02 N N N 0.0108 2999601.00 2999601.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBF2 US3130ABBF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2018-02-02 2018-02-02 N N N 0.0108 2999601.00 2999601.00 0.0008 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 0.0098 1000006.00 1000006.00 0.0003 N N Y 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 0.0098 7000063.00 7000063.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-05 2018-02-05 2018-02-05 N N N 0.0108 3999652.00 3999652.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-05 2018-02-05 2018-02-05 N N N 0.0108 2999739.00 2999739.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDP8 US3130ABDP83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-05 2018-02-05 2018-02-05 N N N 0.0108 16998521.00 16998521.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABRZ1 US3130ABRZ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-10 2017-11-10 2017-11-10 N N N 0.0107 7999672.00 7999672.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5U6 US3130AB5U62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2018-01-11 2018-01-11 N N N 0.0108 2999682.00 2999682.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5W2 US3130AB5W29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2018-01-11 2018-01-11 N N N 0.0108 2999682.00 2999682.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2018-01-11 2018-01-11 N N N 0.0108 2999682.00 2999682.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABES1 US3130ABES14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2017-11-10 2017-11-10 N N N 0.0107 3999820.00 3999820.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABSR8 US3130ABSR84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-13 2017-11-13 2017-11-13 N N N 0.0108 2999823.00 2999823.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABSS6 US3130ABSS67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-13 2017-11-13 2017-11-13 N N N 0.0108 2999823.00 2999823.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABRM0 US3130ABRM07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2017-12-15 2017-12-15 N N N 0.0108 999926.00 999926.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABEZ5 US3130ABEZ56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2017-11-15 2017-11-15 N N N 0.0107 5999712.00 5999712.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABRE8 US3130ABRE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2017-12-15 2017-12-15 N N N 0.0108 8999334.00 8999334.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABEQ5 US3130ABEQ57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2017-11-15 2017-11-15 N N N 0.0107 10999472.00 10999472.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB6R2 US3130AB6R25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-16 2018-01-16 2018-01-16 N N N 0.0108 2999664.00 2999664.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB6S0 US3130AB6S08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2018-01-18 2018-01-18 N N N 0.0108 4999430.00 4999430.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB6T8 US3130AB6T80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2018-01-19 2018-01-19 N N N 0.0108 7999072.00 7999072.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AAPB8 US3130AAPB86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2018-01-23 2018-01-23 N N N 0.0108 16998351.00 16998351.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABAQ9 US3130ABAQ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2018-01-25 2018-01-25 N N N 0.0107 5999712.00 5999712.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABAP1 US3130ABAP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2018-01-25 2018-01-25 N N N 0.0105 6000288.00 6000288.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABB54 US3130ABB540 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-26 2018-01-26 2018-01-26 N N N 0.0109 999875.00 999875.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBD7 US3130ABBD71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-26 2018-01-26 2018-01-26 N N N 0.0109 7999000.00 7999000.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABB70 US3130ABB706 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-26 2018-01-26 2018-01-26 N N N 0.0109 4999375.00 4999375.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABBE5 US3130ABBE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-30 2018-01-30 2018-01-30 N N N 0.0109 2999610.00 2999610.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130A8ST1 US3130A8ST14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0112 14990220.00 14990220.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 313385MW3 US313385MW34 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2017-10-12 2017-10-12 N N N 0.0106 10976900.00 10976900.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 313385MX1 US313385MX17 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-10-13 2017-10-13 N N N 0.0106 1995742.00 1995742.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 313385NB8 US313385NB87 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2017-10-17 2017-10-17 N N N 0.0106 997754.00 997754.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 313385NC6 US313385NC60 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0106 36915825.00 36915825.00 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 313385NJ1 US313385NJ14 U.S. Government Agency Debt Y N/A N/A 2017-10-24 2017-10-24 2017-10-24 N N N 0.0106 6982850.00 6982850.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 313385NQ5 US313385NQ56 U.S. Government Agency Debt Y N/A N/A 2017-10-30 2017-10-30 2017-10-30 N N N 0.0106 997375.00 997375.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRL2 US3130ABRL24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-05 2018-01-05 2018-01-05 N N N 0.0109 5999358.00 5999358.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABQJ8 US3130ABQJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-08 2018-01-08 2018-01-08 N N N 0.0108 17998830.00 17998830.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-08 2018-05-08 2018-05-08 N N N 0.0109 1999642.00 1999642.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRN8 US3130ABRN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-10 2018-01-10 2018-01-10 N N N 0.0109 11998680.00 11998680.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2018-05-11 2018-05-11 N N N 0.0109 8998344.00 8998344.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-12 2018-02-12 2018-02-12 N N N 0.0108 10999252.00 10999252.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-12 2018-02-12 2018-02-12 N N N 0.0108 5999592.00 5999592.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-12 2018-02-12 2018-02-12 N N N 0.0108 4999660.00 4999660.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2018-02-15 2018-02-15 N N N 0.0108 2999787.00 2999787.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABTJ5 US3130ABTJ59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2018-01-17 2018-01-17 N N N 0.0108 1999918.00 1999918.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2018-04-24 2018-04-24 N N N 0.0109 6998516.00 6998516.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABQM1 US3130ABQM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-30 2017-10-30 2017-10-30 N N N 0.0108 21999186.00 21999186.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABQN9 US3130ABQN98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-30 2017-11-30 2017-11-30 N N N 0.0109 21999054.00 21999054.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABQS8 US3130ABQS85 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-30 2017-10-30 2017-10-30 N N N 0.0104 6000372.00 6000372.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-03 2018-05-03 2018-05-03 N N N 0.0109 10998944.00 10998944.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-03 2018-05-03 2018-05-03 N N N 0.0109 5999424.00 5999424.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJV9 US3130ABJV97 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-06 2017-11-06 2017-11-06 N N N 0.0107 6000072.00 6000072.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJY3 US3130ABJY37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-06 2017-10-06 2017-10-06 N N N 0.0107 11000165.00 11000165.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABK39 US3130ABK392 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-06 2017-10-06 2017-10-06 N N N 0.0107 3000045.00 3000045.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJZ0 US3130ABJZ02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-06 2017-10-06 2017-10-06 N N N 0.0107 6000090.00 6000090.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABK21 US3130ABK210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-06 2017-10-06 2017-10-06 N N N 0.0107 3000045.00 3000045.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-10 2018-05-10 2018-05-10 N N N 0.0109 5999370.00 5999370.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2018-05-11 2018-05-11 N N N 0.0109 3999576.00 3999576.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-12 2018-07-12 2018-07-12 N N N 0.0110 6998915.00 6998915.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2018-03-15 2018-03-15 N N N 0.0109 2999784.00 2999784.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2018-05-15 2018-05-15 N N N 0.0109 5999328.00 5999328.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2018-03-15 2018-03-15 N N N 0.0109 5999568.00 5999568.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2018-03-15 2018-03-15 N N N 0.0109 2999784.00 2999784.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABLE4 US3130ABLE45 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2017-12-15 2017-12-15 N N N 0.0108 1999996.00 1999996.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-15 2018-05-15 2018-05-15 N N N 0.0109 2999664.00 2999664.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-16 2018-03-16 2018-03-16 N N N 0.0109 21998394.00 21998394.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-16 2018-03-16 2018-03-16 N N N 0.0109 2999781.00 2999781.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2018-04-17 2018-04-17 N N N 0.0109 2999772.00 2999772.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2018-04-17 2018-04-17 N N N 0.0110 1999708.00 1999708.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2018-04-17 2018-04-17 N N N 0.0110 2999562.00 2999562.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-19 2018-04-19 2018-04-19 N N N 0.0110 3999508.00 3999508.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABMK9 US3130ABMK95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-19 2018-01-19 2018-01-19 N N N 0.0108 39000039.00 39000039.00 0.0100 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-19 2018-04-19 2018-04-19 N N N 0.0110 3999508.00 3999508.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-19 2018-03-19 2018-03-19 N N N 0.0110 15997776.00 15997776.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-19 2018-04-19 2018-04-19 N N N 0.0110 3999536.00 3999536.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABUY0 US3130ABUY08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-03-20 2018-03-20 N N N 0.0110 7998936.00 7998936.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABMJ2 US3130ABMJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-22 2018-01-22 2018-01-22 N N N 0.0108 4999995.00 4999995.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2018-03-23 2018-03-23 N N N 0.0109 4999595.00 4999595.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2018-03-23 2018-03-23 N N N 0.0109 5999514.00 5999514.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2018-03-23 2018-03-23 N N N 0.0110 15997856.00 15997856.00 0.0041 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 0.0095 10003480.00 10003480.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-02 2018-07-02 2018-07-02 N N N 0.0110 1999722.00 1999722.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-03 2018-07-03 2018-07-03 N N N 0.0110 3999440.00 3999440.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-07 2018-07-06 2018-07-06 N N N 0.0111 6998383.00 6998383.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-09 2018-07-09 2018-07-09 N N N 0.0110 2999829.00 2999829.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-10 2018-08-10 2018-08-10 N N N 0.0110 7999184.00 7999184.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-12 2018-06-12 2018-06-12 N N N 0.0110 999933.00 999933.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-12 2018-07-12 2018-07-12 N N N 0.0111 2999436.00 2999436.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-12 2018-07-12 2018-07-12 N N N 0.0110 2999817.00 2999817.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-13 2018-07-13 2018-07-13 N N N 0.0110 2999814.00 2999814.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-13 2018-07-13 2018-07-13 N N N 0.0113 1999328.00 1999328.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-13 2018-07-13 2018-07-13 N N N 0.0110 2999814.00 2999814.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-19 2018-04-19 2018-04-19 N N N 0.0109 5999742.00 5999742.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-22 2018-06-22 2018-06-22 N N N 0.0110 3999504.00 3999504.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2018-07-23 2018-07-23 N N N 0.0110 5999256.00 5999256.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2018-05-25 2018-05-25 N N N 0.0110 999915.00 999915.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-27 2018-04-27 2018-04-27 N N N 0.0110 5999466.00 5999466.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-27 2018-04-27 2018-04-27 N N N 0.0110 1999822.00 1999822.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-27 2018-06-27 2018-06-27 N N N 0.0111 5999208.00 5999208.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2018-06-28 2018-06-28 N N N 0.0111 2999601.00 2999601.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2018-06-28 2018-06-28 N N N 0.0111 3999468.00 3999468.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABLF1 US3130ABLF10 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2017-12-26 2017-12-26 N N N 0.0108 6000180.00 6000180.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2018-07-11 2018-07-11 N N N 0.0112 1999624.00 1999624.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2018-08-17 2018-08-17 N N N 0.0113 2999067.00 2999067.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2018-08-17 2018-08-17 N N N 0.0112 5998716.00 5998716.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-08-20 2018-08-20 N N N 0.0112 9998190.00 9998190.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-08-20 2018-08-20 N N N 0.0112 7998552.00 7998552.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-27 2018-07-27 2018-07-27 N N N 0.0112 11996916.00 11996916.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.10% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2018-06-28 2018-06-28 N N N 0.0111 11998368.00 11998368.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 313385NS1 US313385NS13 U.S. Government Agency Debt Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0110 11966880.00 11966880.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 313385NX0 US313385NX08 U.S. Government Agency Debt Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0110 3988360.00 3988360.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 313385PA8 US313385PA86 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0110 997000.00 997000.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 313385PU4 US313385PU41 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0110 5480530.00 5480530.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2018-10-01 2018-10-01 N N N 0.0113 2999478.00 2999478.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2018-10-01 2018-10-01 N N N 0.0113 2999478.00 2999478.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-12 2018-10-12 2018-10-12 N N N 0.0114 11995716.00 11995716.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-04-20 2018-04-20 N N N 0.0109 3000300.00 3000300.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-04-20 2018-04-20 N N N 0.0109 3000300.00 3000300.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-20 2018-04-20 2018-04-20 N N N 0.0109 6000600.00 6000600.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130A9F71 US3130A9F717 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-14 2018-09-14 2018-09-14 N N N 0.0105 22419384.01 22419384.01 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-11 2018-10-11 2018-10-11 N N N 0.0114 999765.00 999765.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-19 2018-10-19 2018-10-19 N N N 0.0113 7998816.00 7998816.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-19 2018-10-19 2018-10-19 N N N 0.0114 3998928.00 3998928.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130AACY2 US3130AACY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-05 2017-09-05 2017-09-05 N N N 0.0106 3000195.00 3000195.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2018-12-27 2018-12-27 N N N 0.0116 999648.00 999648.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130AACC0 US3130AACC07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2017-09-01 2017-09-01 N N N 0.0106 8000496.00 8000496.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130A7BZ7 US3130A7BZ73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-21 2017-08-21 2017-08-21 N N N 0.0095 3000321.00 3000321.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ABUJ3 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2019-01-18 2019-01-18 N N N 0.0117 7997896.00 7997896.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130ABUE4 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-22 2019-01-22 2019-01-22 N N N 0.0117 15995808.00 15995808.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-05 2017-12-05 2017-12-05 N N N 0.0107 6001872.00 6001872.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AAAW8 US3130AAAW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2017-08-23 2017-08-23 N N N 0.0106 1000057.00 1000057.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130AAB31 US3130AAB310 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2017-08-28 2017-08-28 N N N 0.0107 6000396.00 6000396.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-01 2017-12-01 2017-12-01 N N N 0.0107 6001884.00 6001884.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130A7EC5 US3130A7EC51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-25 2017-08-25 2017-08-25 N N N 0.0104 2840247.08 2840247.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AABP2 US3130AABP29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-28 2017-11-28 2017-11-28 N N N 0.0108 3000963.00 3000963.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130A9LA7 US3130A9LA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-26 2018-09-26 2018-09-26 N N N 0.0111 17012954.00 17012954.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130AA4C9 US3130AA4C91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2017-08-17 2017-08-17 N N N 0.0106 6000354.00 6000354.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130AA3Y2 US3130AA3Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2017-08-17 2017-08-17 N N N 0.0106 12000708.00 12000708.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130AA4E5 US3130AA4E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0106 6000378.00 6000378.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.20% 3130A7FS9 US3130A7FS94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-07 2017-09-07 2017-09-07 N N N 0.0103 7001211.00 7001211.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130A6C47 US3130A6C470 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0105 2000164.00 2000164.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130A6DJ3 US3130A6DJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-24 2017-08-24 2017-08-24 N N N 0.0106 2000208.00 2000208.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130A7VD4 US3130A7VD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0109 2000652.00 2000652.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A8N58 US3130A8N580 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 3000825.00 3000825.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A8NJ8 US3130A8NJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0107 7002016.00 7002016.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A7WN1 US3130A7WN15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0109 12003996.00 12003996.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-08-17 2018-05-17 2018-05-17 N N N 0.0109 1001229.00 1001229.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130A7WF8 US3130A7WF80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0109 5001790.00 5001790.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.25% 3130A7VG7 US3130A7VG72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0109 1000358.00 1000358.00 0.0003 N N N N Freddie Mac Freddie Mac, 1.20% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-21 2017-12-21 2017-12-21 N N N 0.0105 54031590.00 54031590.00 0.0139 N N N N Freddie Mac Freddie Mac, 1.27% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-01-12 2018-01-12 N N N 0.0107 18016398.00 18016398.00 0.0046 N N N N BMO Harris Bank NA BMO Harris Bank NA, 1.00% 3Y4U8VZURTYWI1W2K376 BIE524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2040-08-15 1.5 - 3.875 4330000.00 5259360.45 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.03% 3Y4U8VZURTYWI1W2K376 CAF331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2018-01-31 0.875 - 0.875 4110000.00 4104176.13 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 4000000.00 4000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.04% 3Y4U8VZURTYWI1W2K376 BJH907000 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 5240000.00 5165492.44 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.05% 3Y4U8VZURTYWI1W2K376 CAG268000 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 2 - 2 5070000.00 5173184.64 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 BJH911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2018-05-15 1 - 1 6145000.00 6159654.48 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 6000000.00 6000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CAG687000 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 4910000.00 5179589.20 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CAB072000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-30 2047-02-15 0.625 - 3.875 6075900.00 6125149.42 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 6000000.00 6000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAH312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2045-08-15 1.375 - 2.875 3066800.00 3070608.60 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAH877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 5000000.00 5187659.78 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAG911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.125 - 2.125 5035000.00 5214749.24 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAG962000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2022-02-15 2 - 2 5070000.00 5212905.76 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.07% 3Y4U8VZURTYWI1W2K376 CAH314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2022-05-31 1.875 - 2 3024300.00 3060487.81 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 3000000.00 3000000.00 0.0008 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 2018-03-01 2026-08-15 0 - 6.75 9685600.00 10221077.50 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 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 2017-09-14 2045-02-15 0 - 8.125 11013100.00 10317546.05 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 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 2017-09-14 2045-11-15 0 - 3 10043800.00 10315621.89 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 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 2017-09-14 2045-05-15 0 - 7.625 15319300.00 15351202.77 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0099 15000000.00 15000000.00 0.0039 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.00% R0MUWSFPU8MPRO8K5P83 BID329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-15 2040-08-15 0 - 8.875 6916800.00 8250848.72 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 8000000.00 8000000.00 0.0021 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 2018-03-01 2026-08-15 0 - 7.625 11019400.00 11240923.29 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0100 11000000.00 11000000.00 0.0028 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.02% R0MUWSFPU8MPRO8K5P83 BIF044000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-28 2024-02-15 0 - 2.75 10117500.00 10215320.79 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0102 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.02% R0MUWSFPU8MPRO8K5P83 BIF042000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2046-11-15 0 - 8.75 10230700.00 10304042.95 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0102 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.04% R0MUWSFPU8MPRO8K5P83 BIF045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2026-08-15 0 - 6.75 10312200.00 10215637.30 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.04% R0MUWSFPU8MPRO8K5P83 BIF961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2028-08-15 0 - 9.125 20112000.00 20429492.52 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 20000000.00 20000000.00 0.0051 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.05% R0MUWSFPU8MPRO8K5P83 BIF964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2046-11-15 0 - 8.125 20311100.00 20548542.80 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 20000000.00 20000000.00 0.0051 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.05% R0MUWSFPU8MPRO8K5P83 BIG769000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2039-11-15 0 - 4.375 19281900.00 20478845.26 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 20000000.00 20000000.00 0.0051 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.06% R0MUWSFPU8MPRO8K5P83 BJB450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2023-01-31 1.75 - 8.75 11337700.00 11231636.12 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 11000000.00 11000000.00 0.0028 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.06% R0MUWSFPU8MPRO8K5P83 BIG772000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2046-08-15 0 - 8.75 19460000.00 20614639.43 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 20000000.00 20000000.00 0.0051 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.06% R0MUWSFPU8MPRO8K5P83 BJD213000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2044-11-15 0 - 3 5100500.00 5105142.64 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.07% R0MUWSFPU8MPRO8K5P83 BIJ327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2046-05-15 0 - 2.875 16766700.00 16339410.46 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 16000000.00 16000000.00 0.0041 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.08% R0MUWSFPU8MPRO8K5P83 CAC922000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2046-02-15 0 - 3.125 5829500.00 6178979.98 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 6000000.00 6000000.00 0.0015 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.10% R0MUWSFPU8MPRO8K5P83 CAC924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2023-03-31 0 - 2 6038000.00 6122669.17 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-11-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 6000000.00 6000000.00 0.0015 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.12% R0MUWSFPU8MPRO8K5P83 BJB503000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-14 2044-08-15 0 - 3.125 5835100.00 6186679.10 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 6000000.00 6000000.00 0.0015 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.12% R0MUWSFPU8MPRO8K5P83 CAG621000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-09-30 2019-04-30 1.253 - 1.875 5064000.00 5101186.97 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0111 5000038.50 5000038.50 0.0013 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 1.12% R0MUWSFPU8MPRO8K5P83 CAG190000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2024-02-15 0 - 2.75 4834200.00 5101356.94 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0111 5000036.50 5000036.50 0.0013 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 1.13% R0MUWSFPU8MPRO8K5P83 BJD214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2045-02-15 0 - 8.75 6125800.00 6126377.76 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 6000000.00 6000000.00 0.0015 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.14% R0MUWSFPU8MPRO8K5P83 BJH591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-15 2043-02-15 0 - 8.875 10987900.00 11279322.59 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-11-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 11000000.00 11000000.00 0.0028 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.09% 549300IMBXQ8SGH3HJ31 CAH209000 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 8060000.00 8163715.50 U.S. Treasuries (including strips) Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0113 7999979.20 7999979.20 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.09% 549300IMBXQ8SGH3HJ31 CAH622000 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 15110000.00 15304434.39 U.S. Treasuries (including strips) Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0113 14999938.50 14999938.50 0.0039 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.10% 549300IMBXQ8SGH3HJ31 CAI602000 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 54385000.00 55084822.24 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0110 54000000.00 54000000.00 0.0139 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.05% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-07-15 2020-03-15 0.875 - 1.625 8156800.00 8161235.09 U.S. Treasuries (including strips) Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0113 7999940.80 7999940.80 0.0021 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.07% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-12-07 2017-12-07 N/A 4095300.00 4080147.39 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0107 4000000.00 4000000.00 0.0010 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.05% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-17 2024-07-31 0 - 2.125 5093000.00 5100158.55 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-07 N N N 0.0104 5000000.00 5000000.00 0.0013 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.03% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2042-08-15 1.25 - 2.75 43409200.00 43167899.22 U.S. Treasuries (including strips) Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0113 41999752.20 41999752.20 0.0108 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.15% H7FNTJ4851HG0EXQ1Z70 CAA902000 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 6.75 - 6.75 16029400.00 22968255.99 U.S. Treasuries (including strips) Y N/A N/A 2017-09-12 2017-09-12 2017-09-12 N N N 0.0112 22000664.40 22000664.40 0.0056 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.04% K5HU16E3LMSVCCJJJ255 CAE838000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2030-05-15 1.25 - 6.25 2137100.00 3061226.10 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-18 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 3000000.00 3000000.00 0.0008 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.05% 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 10245659.63 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0105 10000000.00 10000000.00 0.0026 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.05% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-25 2018-01-25 0 - 0 8205000.00 8159968.50 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0105 8000000.00 8000000.00 0.0021 N Y 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 3082711.32 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0091 3000000.00 3000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.02% U7M81AY481YLIOR75625 BIC435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2021-06-30 1.125 - 1.125 3140000.00 3078359.79 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0102 3000000.00 3000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CAI597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2027-05-15 2.375 - 2.375 6075000.00 6181415.78 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0105 6000000.00 6000000.00 0.0015 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CAF309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 1.625 - 1.625 5220000.00 5143537.44 U.S. Treasuries (including strips) Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0104 5000000.00 5000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CAG866000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-06-30 2024-06-30 2 - 2 7180000.00 7160438.54 U.S. Treasuries (including strips) Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0104 7000000.00 7000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CAB582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 11120000.00 11280997.16 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 11000000.00 11000000.00 0.0028 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CAG029000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2021-04-30 2.25 - 2.25 5000000.00 5163475.00 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 5000000.00 5000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CAC331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2024-01-31 2.25 - 2.625 5039000.00 5102507.94 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 5000000.00 5000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CAE785000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-11-15 2.625 - 2.625 7875000.00 8224526.24 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 8000000.00 8000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CAC978000 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 5369000.00 5138950.53 U.S. Treasuries (including strips) Y N/A N/A 2017-08-18 2017-08-18 2017-08-18 N N N 0.0110 4999903.50 4999903.50 0.0013 N N N Y Natixis SA Natixis SA, 1.04% KX1WK48MPD4Y2NCUIZ63 CAI596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-15 2043-08-15 0.75 - 8.125 26112200.00 26567215.12 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0103 26000000.00 26000000.00 0.0067 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.05% OXTKY6Q8X53C9ILVV871 CAH681000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-11-02 2037-02-15 0 - 7.5 71316200.00 76511253.12 U.S. Treasuries (including strips) Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0113 74999445.00 74999445.00 0.0193 N N Y N 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 2019-08-31 2019-08-31 1.625 - 1.625 3035000.00 3071863.46 U.S. Treasuries (including strips) Y N/A N/A 2017-08-14 2017-08-14 2017-08-14 N N N 0.0110 2999932.80 2999932.80 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 2019-08-31 2019-08-31 1.625 - 1.625 3030000.00 3066802.73 U.S. Treasuries (including strips) Y N/A N/A 2017-08-21 2017-08-21 2017-08-21 N N N 0.0111 2999943.30 2999943.30 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 2019-08-31 2019-08-31 1.625 - 1.625 5050000.00 5111337.88 U.S. Treasuries (including strips) Y N/A N/A 2017-08-30 2017-08-30 2017-08-30 N N N 0.0112 4999908.50 4999908.50 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.13% 5493007VSMFZCPV1NB83 CAG914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-31 2019-08-31 1.625 - 1.625 3025000.00 3061742.00 U.S. Treasuries (including strips) Y N/A N/A 2017-09-25 2017-09-25 2017-09-25 N N N 0.0118 2999770.80 2999770.80 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.15% 5493007VSMFZCPV1NB83 BIH528000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-31 2019-08-31 1.625 - 1.625 3030000.00 3066802.73 U.S. Treasuries (including strips) Y N/A N/A 2017-08-31 2017-08-31 2017-08-31 N N N 0.0112 3000073.20 3000073.20 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.17% 5493007VSMFZCPV1NB83 CAH303000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-31 2019-08-31 1.625 - 1.625 3025000.00 3061742.00 U.S. Treasuries (including strips) Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0120 2999731.20 2999731.20 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.20% 5493007VSMFZCPV1NB83 BJD311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-31 2019-08-31 1.625 - 1.625 3030000.00 3066802.73 U.S. Treasuries (including strips) Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0113 3000344.70 3000344.70 0.0008 N N N Y 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 2017-11-09 2047-05-15 0 - 3.75 3272300.00 3092585.88 U.S. Treasuries (including strips) Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 3 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 2018-12-31 2047-05-15 1.375 - 3 4150300.00 4088909.32 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 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 0.0010 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 2017-11-09 2047-05-15 0 - 4.375 3933400.00 4104124.20 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 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 0.0010 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 2020-09-30 2020-09-30 2 - 2 5008200.00 5111232.03 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 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 RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJE527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 10003800.00 10209604.84 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0105 10000000.00 10000000.00 0.0026 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJH428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 5001200.00 5104088.02 U.S. Treasuries (including strips) Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0104 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 CAG541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 4998400.00 5101230.42 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 CAF305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 4999000.00 5101842.76 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAG859000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 4998300.00 5101128.36 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 5000000.00 5000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.04% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2023-10-31 0.75 - 1.625 12339400.00 12244727.62 U.S. Treasuries (including strips) Y N/A N/A 2017-08-02 2017-08-02 2017-08-02 N N N 0.0108 11999968.80 11999968.80 0.0031 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.04% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 1.625 - 1.625 11440000.00 11225986.04 U.S. Treasuries (including strips) Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0108 10999954.90 10999954.90 0.0028 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.05% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 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 1040000.00 1032803.65 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0105 1000000.00 1000000.00 0.0003 N Y Y N Societe Generale Societe Generale, 1.05% O2RNE8IBXP4R0TD8PU41 CAA851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-08-31 2019-01-31 0 - 1.125 11260600.00 11226572.45 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-14 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 11000000.00 11000000.00 0.0028 N N Y N Societe Generale Societe Generale, 1.05% O2RNE8IBXP4R0TD8PU41 CAD954000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2022-11-15 0 - 7.625 5007600.00 5102141.15 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-18 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 5000000.00 5000000.00 0.0013 N N Y N Societe Generale Societe Generale, 1.06% O2RNE8IBXP4R0TD8PU41 CAG864000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2042-08-15 1.125 - 5.25 17712900.00 22444627.37 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-25 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 22000000.00 22000000.00 0.0056 N N Y N Societe Generale Societe Generale, 1.06% O2RNE8IBXP4R0TD8PU41 CAA903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2024-03-31 0.75 - 8.75 11217900.00 11226640.49 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-11 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 11000000.00 11000000.00 0.0028 N N Y N Societe Generale Societe Generale, 1.09% O2RNE8IBXP4R0TD8PU41 BJH457000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2041-05-15 1.125 - 4.375 10471600.00 11257924.53 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-05 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 11000000.00 11000000.00 0.0028 N N Y N Societe Generale Societe Generale, 1.09% O2RNE8IBXP4R0TD8PU41 CAB496000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-28 2021-01-31 0.75 - 2.125 11217800.00 11226519.83 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-11 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 11000000.00 11000000.00 0.0028 N N Y N Societe Generale Societe Generale, 1.09% O2RNE8IBXP4R0TD8PU41 BJH461000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2043-02-15 1.125 - 3.125 11060500.00 11229051.98 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-06 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 11000000.00 11000000.00 0.0028 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 1.06%, dated 7/31/2017 due 08/01/2017 B4TYDEB6GKMZO031MB27 CAI735000_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 3768024.24 3256560.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 6547228.55 2788437.37 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 5868755.68 5868755.68 0.0015 N Y 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 2018-05-15 2046-02-15 0 - 5.5 5004854.74 5251672.26 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2028-04-21 2030-01-25 3.34 - 5.25 9000.00 10171.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 0 - 6.25 127000.00 157708.29 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2032-02-20 2047-06-20 2.125 - 4.5 1387118.00 1011735.48 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-02-01 2019-02-28 0.9 - 1.7 40000.00 40452.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-21 2047-04-01 0 - 7.125 7325430.00 4822117.88 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-07 2017-08-07 2017-08-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0096 11000000.00 11000000.00 0.0028 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 2018-05-15 2046-02-15 0 - 5.5 9517547.04 9837268.43 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2030-01-25 2031-07-15 2.55 - 3.34 54000.00 50468.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2030-10-01 2032-07-15 0 - 6.75 1814654.00 921840.02 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2047-06-20 3 - 4 3000.00 2825.37 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-02-28 2019-02-28 1.7 - 1.7 40000.00 40471.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-05-21 2047-04-01 0.875 - 7.125 387668.00 482676.80 Agency Debentures and Agency Strips Y N/A N/A 2017-08-07 2017-08-07 2017-08-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 10999319.10 10999319.10 0.0028 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.01% R0MUWSFPU8MPRO8K5P83 BID330000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2046-02-15 0 - 3.875 1543238.38 3013586.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2037-08-01 0 - 6.25 1156221.00 24699.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-20 2047-06-20 2.125 - 4 12236.00 4562.53 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-02-01 2018-02-01 0.9 - 0.9 3000.00 3010.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-05-21 2047-04-01 0.875 - 7.125 42494.00 48550.19 Agency Debentures and Agency Strips Y N/A N/A 2017-08-07 2017-08-07 2017-08-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0101 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 1.06%, dated 7/31/2017 due 08/01/2017 R0MUWSFPU8MPRO8K5P83 CAI735000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-08-15 2047-02-15 0 - 9.125 2776631.61 2881008.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-03-07 2039-04-01 0.875 - 7 129591.89 13277.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-06-20 2047-06-20 1.746 - 4 50200.09 7244.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-07-01 2.125 - 7.5 477320.16 110460.72 Agency Debentures and Agency Strips Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 2943565.00 2943565.00 0.0008 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.07% R0MUWSFPU8MPRO8K5P83 BJB495000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-10-31 2046-02-15 0 - 5.5 2699283.84 2759008.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2032-07-15 0 - 6.25 59000.00 61190.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2020-01-28 2020-01-28 1.475 - 1.475 10000.00 10014.19 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2038-12-20 2047-06-20 2.125 - 4 5373.00 2332.54 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-02-28 2019-02-28 1.7 - 1.7 36000.00 36424.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-05-21 2047-04-01 0 - 7.125 391692.00 219082.99 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-07 2017-08-07 2017-08-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 3000000.00 3000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.13% R0MUWSFPU8MPRO8K5P83 BJB505000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-04-15 2046-02-15 0 - 1.375 1175386.53 1163555.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 6.75 - 6.75 1000.00 1478.44 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2041-06-20 2041-06-20 2.875 - 2.875 1220.00 143.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2041-08-01 2.125 - 7.125 1984325.00 1909480.54 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-07 2017-08-07 2017-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 3000000.00 3000000.00 0.0008 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.06%, dated 7/31/2017 due 08/01/2017 VJW2DOOHGDT6PR0ZRO63 CAI735000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2018-08-01 2021-03-15 0 - 1.84 54218.92 54287.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-01-26 2018-01-26 0 - 0 133882.60 133136.87 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-03-09 2018-03-09 3.49 - 3.49 18.37 18.90 Agency Debentures and Agency Strips Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 183743.13 183743.13 0.0000 N Y Y N Citibank NA Citibank NA, 1.05% 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 2020-06-30 2046-05-15 1.5 - 4.375 2477800.00 3085090.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-15 2029-09-15 N/A 7000.00 4868.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2025-10-01 4 - 4 1015.00 226.16 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0109 2999996.10 2999996.10 0.0008 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.06%, dated 7/31/2017 due 08/01/2017 E57ODZWZ7FF32TWEFA76 CAI735000_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 2022-07-15 2030-04-15 0 - 0 29.40 20.96 Agency Debentures and Agency Strips US TREASURY 2017-08-17 2047-05-15 0 - 8.75 5633879.41 5897445.73 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-11-17 2026-04-13 2.47 - 2.69 131681.35 131138.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2019-09-26 2026-12-11 1 - 3 136907.01 137597.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-09-15 2044-08-01 0 - 7 42140.30 37277.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-10-20 2047-04-20 2 - 8 511515.98 255783.74 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-03-09 2018-03-09 0.77 - 0.77 14.70 14.71 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2047-06-01 0.875 - 6.5 142562.28 119829.56 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 6431009.67 6431009.67 0.0017 N Y Y N Citibank NA Citibank NA, 1.06% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-31 2045-02-15 0.125 - 2.5 16969800.00 17505972.56 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2036-02-01 2036-02-01 6.5 - 6.5 185368.00 7471.14 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0109 16999983.00 16999983.00 0.0044 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.06%, dated 7/31/2017 due 08/01/2017 1VUV7VQFKUOQSJ21A208 CAI735000_04361 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 2046-02-15 0 - 9.125 4310285.83 4395137.05 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 4306939.05 4306939.05 0.0011 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 1.06%, dated 7/31/2017 due 08/01/2017 1V8Y6QCX6YMJ2OELII46 CAI735000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-15 2047-05-15 0.875 - 8.125 639365.69 683552.81 U.S. Treasuries (including strips) U.S. TREASURY 2017-10-31 2019-07-31 0.488 - 1.244 10355.75 10406.71 U.S. Treasuries (including strips) Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N Y Credit Suisse AG 1.0000 N/A N/A N 0.0106 679118.30 679118.30 0.0002 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.06% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2018-06-22 2018-06-22 1.15 - 1.15 16335000.00 16326242.62 Agency Debentures and Agency Strips Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 N N N 0.0109 15999950.40 15999950.40 0.0041 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.08% 9J6MBOOO7BECTDTUZW19 0000058056 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 2031-03-15 2031-03-15 N/A 22207000.00 14608874.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-06-22 2018-06-22 1.15 - 1.15 5795000.00 5791893.24 Agency Debentures and Agency Strips Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0108 20000000.00 20000000.00 0.0051 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.06%, dated 7/31/2017 due 08/01/2017 CYYGQCGNHMHPSMRL3R97 CAI735000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-15 2043-05-15 0.875 - 6.375 983189.97 1202193.77 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2047-06-20 4 - 4 4032451.03 3604060.49 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 4711173.94 4711173.94 0.0012 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2045-09-20 4.5 - 4.5 9765000.00 5109823.62 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-01 2017-09-01 2017-09-01 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 32 N N/A N/A N N 0.0104 5000000.00 5000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 4 - 4 11755000.00 7151934.53 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-05 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 36 N N/A N/A N N 0.0103 7000000.00 7000000.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2045-09-20 4.5 - 4.5 5860000.00 3066417.45 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-07 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 36 N N/A N/A N N 0.0104 3000000.00 3000000.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2045-09-20 4.5 - 4.5 11715000.00 6130218.50 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-06 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 36 N N/A N/A N N 0.0104 6000000.00 6000000.00 0.0015 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.06%, dated 7/31/2017 due 08/01/2017 KBVRJ5K57JZ3E2AVWX40 CAI735000_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 2032-05-01 2046-07-01 3.5 - 3.5 806032.59 562254.03 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 551229.40 551229.40 0.0001 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.07% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2045-09-20 4.5 - 4.5 11715000.00 6130218.50 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-08 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 36 N N/A N/A N N 0.0106 6000000.00 6000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2045-09-20 4.5 - 4.5 11710000.00 6127602.11 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-15 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 36 N N/A N/A N N 0.0108 6000000.00 6000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.09% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2045-09-20 4.5 - 4.5 5855000.00 3063801.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-05 2017-09-05 2017-09-18 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 36 N N/A N/A N N 0.0108 3000000.00 3000000.00 0.0008 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.06%, dated 7/31/2017 due 08/01/2017 ZBUT11V806EZRVTWT807 CAI735000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-08-15 2042-08-15 0.75 - 8.875 3397686.82 3542091.99 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 2019-07-31 0.51 - 1.244 41189.89 41367.69 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2020-01-01 2056-06-01 3 - 6 8609765.95 6175140.01 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 9561992.66 9561992.66 0.0025 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.06% 8NAV47T0Y26Q87Y0QP81 BIG717000 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 2063-08-20 2067-06-20 2.041 - 4.678 17040759.00 17365018.76 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-07 2017-08-07 2017-08-11 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0105 17000000.00 17000000.00 0.0044 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.06%, dated 7/31/2017 due 08/01/2017 8NAV47T0Y26Q87Y0QP81 CAI735000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2022-07-15 2024-01-15 0 - 0 1318.98 1132.52 Agency Debentures and Agency Strips US TREASURY 2018-07-19 2026-08-15 0 - 1.875 645695.24 635978.76 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-09-25 2040-04-02 0 - 5.25 256680.48 255080.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-09-01 2020-04-20 0 - 1.375 3537.33 3530.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2017-09-06 2036-03-14 0 - 5.625 10139.76 10317.47 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-04-30 2020-04-30 1.43 - 1.59 11273.35 11287.91 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2018-10-15 2060-09-15 1.75 - 7.125 9801.55 11185.26 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-08-28 2029-05-15 0 - 6.25 8545.20 8604.83 Agency Debentures and Agency Strips Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 918715.67 918715.67 0.0002 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CAI547000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3 - 3 1521072.00 1529101.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2047-07-20 4 - 4 948907.00 1020815.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-03-01 2041-03-01 3.276 - 3.276 2747184.00 510174.60 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0107 3000000.00 3000000.00 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 BJJ856000 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 2040-11-01 3.114 - 3.961 1576476.00 192216.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2047-07-20 3.5 - 3.5 9436.00 9839.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-01 2047-07-01 2.221 - 3.6 15776866.00 10004310.44 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N N N 0.0102 10000502.00 10000502.00 0.0026 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 BJJ857000 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 3.092 - 3.114 2408153.00 922531.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2047-07-20 3.5 - 3.5 9827.00 10247.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2047-07-01 2.221 - 3.5 11169281.00 7232314.28 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-11 2017-09-11 2017-09-11 N N N 0.0079 8000423.20 8000423.20 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CAA840000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 2.949 - 3 1993786.00 2035361.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2047-06-01 2.89 - 3.276 3270100.00 1026457.34 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-12 2017-09-12 2017-09-12 N N N 0.0105 3000162.60 3000162.60 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CAG475000 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 2043-06-01 3.114 - 3.537 10543808.00 3371064.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2042-01-15 2042-01-15 4 - 4 21740.00 6327.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-01 2047-07-01 2.935 - 3.765 11103018.00 4784547.87 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0094 8000491.20 8000491.20 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CAG482000 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 2038-07-01 2.885 - 4.985 503062.00 355595.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2047-06-01 2.536 - 3.57 20774536.00 6786102.50 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-25 2017-09-25 2017-09-25 N N N 0.0096 7000443.10 7000443.10 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CAH253000 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 2037-08-01 2.5 - 4.985 2601633.00 1181444.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2047-06-01 2.377 - 3.57 12830130.00 6980010.33 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-26 2017-09-26 2017-09-26 N N N 0.0096 8000516.80 8000516.80 0.0021 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.06%, dated 7/31/2017 due 08/01/2017 7TK5RJIZDFROZCA6XF66 CAI735000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-09 2042-08-15 0 - 2.75 1192854.10 1187634.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-10-01 2047-07-01 2.328 - 8 1872039.94 556304.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-20 2061-06-20 1.526 - 8.5 2940568.15 1542349.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2047-07-01 1.952 - 8.5 7679471.92 2002917.44 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 5174206.64 5174206.64 0.0013 N Y Y N Natixis SA Natixis SA, 1.06% KX1WK48MPD4Y2NCUIZ63 CAI594000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-30 2046-05-15 0.625 - 8.75 6199400.00 6159747.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 3.253 - 3.253 40403.00 1370.02 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 6000000.00 6000000.00 0.0015 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.06% OXTKY6Q8X53C9ILVV871 CAI608000 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 2046-07-20 2047-03-20 3 - 3.5 29609285.00 27519849.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-05-01 2047-07-01 2.86 - 4.5 32621668.00 34701983.05 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 61000000.00 61000000.00 0.0157 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 1.04% 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 2032-04-01 2047-06-01 2.5 - 4.5 16553.00 17666.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2046-02-20 4.5 - 4.5 1025.00 558.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-04-01 2.238 - 4.5 3799478.00 4067695.10 Agency Mortgage-Backed Securities Y N/A N/A 2017-08-11 2017-08-11 2017-08-11 N N N 0.0100 4000043.20 4000043.20 0.0010 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.06% 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 2032-02-01 2047-06-01 2.241 - 4.5 60007.00 50526.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2047-03-20 3.5 - 4.5 1008625.00 1046748.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-04-01 2.238 - 5.5 5021695.00 5032680.19 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-11 2017-09-11 2017-09-11 N N N 0.0102 6000240.60 6000240.60 0.0015 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.08% 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 2032-02-01 2047-06-01 1.5 - 4.5 293400.00 153872.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2047-07-20 3.5 - 4.5 6690.00 4126.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-02-01 2.238 - 5.5 4724407.00 3930312.87 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-20 2017-09-20 2017-09-20 N N N 0.0083 4000294.00 4000294.00 0.0010 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.09% 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 2047-06-01 2.5 - 4.5 100452.00 85319.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2047-03-20 4 - 4.5 6646057.00 6896609.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-04-01 2.238 - 4.5 244987.00 167718.56 Agency Mortgage-Backed Securities Y N/A N/A 2017-09-18 2017-09-18 2017-09-18 N N N 0.0074 7000596.40 7000596.40 0.0018 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.09% 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 2028-02-01 2047-06-01 2.5 - 4.5 662527.00 412286.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-07-20 3 - 4 437915.00 461499.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2047-04-01 2.351 - 5.5 6208731.00 5248253.42 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-19 2017-10-19 2017-10-19 N N N 0.0100 6000527.40 6000527.40 0.0015 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.10% 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 2047-06-01 1.4 - 6 3317274.00 2629920.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2018-01-15 2047-07-20 2.5 - 7.5 626188.00 178389.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2047-04-01 2.416 - 7 613080.00 278897.11 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0092 3000347.10 3000347.10 0.0008 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.10% 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 2032-02-01 2047-06-01 2.5 - 4.5 71527.00 66982.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-02-20 2047-04-20 4 - 4.5 14117.00 12220.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2047-04-01 2.238 - 5 6975254.00 6052152.62 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0093 6000694.20 6000694.20 0.0015 N N N Y 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 2020-09-30 2020-09-30 2 - 2 6010300.00 6133947.90 U.S. Treasuries (including strips) Y N/A N/A 2017-08-04 2017-08-04 2017-08-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0093 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CAI199000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 5997400.00 6120782.51 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 BIF791000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 1001000.00 1021593.24 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 1000000.00 1000000.00 0.0003 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CAH673000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 5997500.00 6120884.57 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-09-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 BJH783000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 6001200.00 6124660.69 U.S. Treasuries (including strips) Y N/A N/A 2017-08-03 2017-08-03 2017-08-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0104 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CAI659000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 1999000.00 2040124.76 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 2000000.00 2000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.06% 549300QJJX6CVVUXLE15 BIJ322000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 3002000.00 3063759.15 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-08-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 3000000.00 3000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 BJJ229000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 6000600.00 6124048.34 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 BJJ844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 3000200.00 3061922.11 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 3000000.00 3000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 CAE817000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 5999000.00 6122415.43 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 5999577.00 5999577.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.07% 549300QJJX6CVVUXLE15 BJI381000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 6001100.00 6124558.63 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAC860000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 5999400.00 6122823.66 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAG026000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 5998700.00 6122109.26 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAB537000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 6000100.00 6123538.06 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAF307000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 5998800.00 6122211.31 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.08% 549300QJJX6CVVUXLE15 CAG028000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 5998700.00 6122109.26 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 6000000.00 6000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.09% 549300QJJX6CVVUXLE15 CAG586000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 5998100.00 6121496.91 U.S. Treasuries (including strips) Y N/A N/A 2017-08-07 2017-08-07 2017-10-30 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 6000000.00 6000000.00 0.0015 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.06%, dated 7/31/2017 due 08/01/2017 VYVVCKR63DVZZN70PB21 CAI735000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-08-03 2046-11-15 0 - 2.875 1481533.63 1482558.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-01-25 2047-07-01 2.226 - 6.99 350700.52 372294.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2019-07-20 2047-07-20 1.378 - 7.5 4408033.59 3584117.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 1.362 - 1.362 227.95 8.85 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 5328550.87 5328550.87 0.0014 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 40997868.00 40997868.00 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.92% 912796KF5 US912796KF54 U.S. Treasury Debt Y N/A N/A 2017-08-17 2017-08-17 2017-08-17 N N N 0.0092 40982288.00 40982288.00 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.98% 912796KL2 US912796KL23 U.S. Treasury Debt Y N/A N/A 2017-09-14 2017-09-14 2017-09-14 N N N 0.0098 5992848.00 5992848.00 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.98% 912796LV9 US912796LV95 U.S. Treasury Debt Y N/A N/A 2017-09-28 2017-09-28 2017-09-28 N N N 0.0098 57908882.00 57908882.00 0.0149 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.06% 912796LB3 US912796LB32 U.S. Treasury Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0106 24907100.00 24907100.00 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796MA4 US912796MA40 U.S. Treasury Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0107 5983572.00 5983572.00 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.09% 912796MJ5 US912796MJ58 U.S. Treasury Debt Y N/A N/A 2017-12-28 2017-12-28 2017-12-28 N N N 0.0109 2986668.00 2986668.00 0.0008 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 0.0109 11994660.00 11994660.00 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.74% to 1.06% 912828TW0 US912828TW07 U.S. Treasury Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0110 60946930.00 60946930.00 0.0156 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.75% to 1.06% 912828PF1 US912828PF10 U.S. Treasury Debt Y N/A N/A 2017-10-31 2017-10-31 2017-10-31 N N N 0.0111 7013286.00 7013286.00 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.90% to 1.10% 912828PK0 US912828PK05 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0113 30111240.00 30111240.00 0.0077 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.09% 912828HH6 US912828HH67 U.S. Treasury Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0114 1008987.00 1008987.00 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.25% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2017-08-01 2019-04-30 2019-04-30 N N N 0.0123 41019721.00 41019721.00 0.0105 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.35% 912828T75 US912828T750 U.S. Treasury Debt Y N/A N/A 2017-08-01 2018-10-31 2018-10-31 N N N 0.0117 20044320.00 20044320.00 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.36% 912828S84 US912828S844 U.S. Treasury Debt Y N/A N/A 2017-08-01 2018-07-31 2018-07-31 N N N 0.0116 40077800.00 40077800.00 0.0103 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CAI661000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-08-07 2017-08-07 2017-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 3000000.00 3000000.00 0.0008 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.05% U7M81AY481YLIOR75625 CAI210000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-08-07 2017-08-07 2017-08-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0104 3000000.00 3000000.00 0.0008 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 2017-08-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer