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2018-02-09 2018-02-09 N N N 0.0110 2998174.08 2998174.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.93% 3130AATG3 US3130AATG38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-16 2018-02-16 2018-02-16 N N N 0.0110 2998066.98 2998066.98 0.0008 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 0.0104 2999905.11 2999905.11 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 0.0107 999907.79 999907.79 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385NU6 US313385NU68 U.S. Government Agency Debt Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0094 16984887.00 16984887.00 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 313385NX0 US313385NX08 U.S. Government Agency Debt Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0094 3996112.00 3996112.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AATP3 US3130AATP37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2018-02-15 2018-02-15 N N N 0.0110 4996803.85 4996803.85 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAV39 US3130AAV391 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2018-02-20 2018-02-20 N N N 0.0111 2998063.29 2998063.29 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAV21 US3130AAV219 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2018-02-20 2018-02-20 N N N 0.0111 3997417.72 3997417.72 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 3130AAV47 US3130AAV474 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-02-23 2018-02-23 N N N 0.0111 2997990.12 2997990.12 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 3130AAJJ8 US3130AAJJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0098 4999981.65 4999981.65 0.0013 N N Y 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 0.0100 2999978.01 2999978.01 0.0008 N N Y 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 0.0101 2999966.97 2999966.97 0.0008 N N Y 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 0.0105 4999847.40 4999847.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 313385PA8 US313385PA86 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0095 998944.00 998944.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.95% 313385PB6 US313385PB69 U.S. Government Agency Debt Y N/A N/A 2017-11-10 2017-11-10 2017-11-10 N N N 0.0095 31965344.00 31965344.00 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PE0 US313385PE09 U.S. Government Agency Debt Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0096 998833.00 998833.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PF7 US313385PF73 U.S. Government Agency Debt Y N/A N/A 2017-11-14 2017-11-14 2017-11-14 N N N 0.0096 18977314.00 18977314.00 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PG5 US313385PG56 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0096 51936456.00 51936456.00 0.0131 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PJ9 US313385PJ95 U.S. Government Agency Debt Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0096 25966772.00 25966772.00 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 313385PM2 US313385PM25 U.S. Government Agency Debt Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0096 998639.00 998639.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PP5 US313385PP55 U.S. Government Agency Debt Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0097 31954656.00 31954656.00 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PR1 US313385PR12 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0097 33450688.00 33450688.00 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PU4 US313385PU41 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0097 15475882.00 15475882.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PW0 US313385PW07 U.S. Government Agency Debt Y N/A N/A 2017-11-29 2017-11-29 2017-11-29 N N N 0.0097 13977446.00 13977446.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.97% 313385PX8 US313385PX89 U.S. Government Agency Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0097 6988527.00 6988527.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385PY6 US313385PY62 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0101 57400352.50 57400352.50 0.0144 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QB5 US313385QB50 U.S. Government Agency Debt Y N/A N/A 2017-12-04 2017-12-04 2017-12-04 N N N 0.0101 8484530.00 8484530.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QC3 US313385QC34 U.S. Government Agency Debt Y N/A N/A 2017-12-05 2017-12-05 2017-12-05 N N N 0.0101 1996302.00 1996302.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QD1 US313385QD17 U.S. Government Agency Debt Y N/A N/A 2017-12-06 2017-12-06 2017-12-06 N N N 0.0101 39924880.00 39924880.00 0.0101 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QE9 US313385QE99 U.S. Government Agency Debt Y N/A N/A 2017-12-07 2017-12-07 2017-12-07 N N N 0.0101 1996186.00 1996186.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.01% 313385QF6 US313385QF64 U.S. Government Agency Debt Y N/A N/A 2017-12-08 2017-12-08 2017-12-08 N N N 0.0101 13473864.00 13473864.00 0.0034 N N N 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 0.0104 1999993.10 1999993.10 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QJ8 US313385QJ86 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0102 997978.00 997978.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QK5 US313385QK59 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2017-12-12 2017-12-12 N N N 0.0102 997949.00 997949.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.02% 313385QL3 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Home Loan Bank, 1.06% 3130ABBF2 US3130ABBF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2018-02-02 2018-02-02 N N N 0.0109 2999732.70 2999732.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDM5 US3130ABDM52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2017-11-01 2017-11-01 N N N 0.0108 7999866.64 7999866.64 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABCJ3 US3130ABCJ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2018-02-02 2018-02-02 N N N 0.0109 5999364.78 5999364.78 0.0015 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 2017-10-02 2018-02-02 2018-02-02 N N N 0.0109 2999732.70 2999732.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDJ2 US3130ABDJ24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2017-11-02 2017-11-02 N N N 0.0107 7999861.36 7999861.36 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDF0 US3130ABDF02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-03 2017-11-03 2017-11-03 N N N 0.0107 5999895.30 5999895.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130AB4K9 US3130AB4K99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2018-01-05 2018-01-05 N N N 0.0108 999940.43 999940.43 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDL7 US3130ABDL79 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-11-03 2017-11-03 N N N 0.0107 5999891.88 5999891.88 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDH6 US3130ABDH67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-08 2017-11-08 2017-11-08 N N N 0.0107 999978.47 999978.47 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABDE3 US3130ABDE37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-11-08 2017-11-08 N N N 0.0107 2999935.41 2999935.41 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ABEJ1 US3130ABEJ15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-10-10 2017-10-10 N N N 0.0107 2999984.70 2999984.70 0.0008 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 2017-10-15 2017-11-15 2017-11-15 N N N 0.0108 5999876.58 5999876.58 0.0015 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 2017-10-15 2017-11-15 2017-11-15 N N N 0.0108 10999773.73 10999773.73 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 2017-10-16 2018-01-16 2018-01-16 N N N 0.0109 2999788.26 2999788.26 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 2017-10-18 2018-01-18 2018-01-18 N N N 0.0109 4999636.55 4999636.55 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACHE7 US3130ACHE73 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-22 2018-02-21 2018-02-21 N N N 0.0107 2999766.99 2999766.99 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACHD9 US3130ACHD90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-02-23 2018-02-23 N N N 0.0108 2999765.46 2999765.46 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACHB3 US3130ACHB35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-02-23 2018-02-23 N N N 0.0108 14998818.90 14998818.90 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3130ACHF4 US3130ACHF49 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-02-23 2018-02-23 N N N 0.0108 4999606.30 4999606.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.06% 3133XMQ87 US3133XMQ871 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-17 2017-11-17 2017-11-17 N N N 0.0135 4019296.00 4019296.00 0.0010 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 2017-09-30 2017-10-30 2017-10-30 N N N 0.0108 21999741.94 21999741.94 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABBE5 US3130ABBE54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2018-01-30 2018-01-30 N N N 0.0109 2999743.08 2999743.08 0.0008 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 2017-09-30 2017-10-30 2017-10-30 N N N 0.0104 6000116.58 6000116.58 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABCU8 US3130ABCU87 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2018-02-01 2018-02-01 N N N 0.0109 999912.06 999912.06 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2018-02-05 2018-02-05 N N N 0.0109 3999768.92 3999768.92 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2018-02-05 2018-02-05 N N N 0.0109 2999826.69 2999826.69 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABDP8 US3130ABDP83 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2018-02-05 2018-02-05 N N N 0.0109 16999017.91 16999017.91 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACE42 US3130ACE427 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-08 2018-03-08 2018-03-08 N N N 0.0109 5999615.76 5999615.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRZ1 US3130ABRZ10 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2017-11-10 2017-11-10 N N N 0.0108 7999872.88 7999872.88 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5W2 US3130AB5W29 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-01-11 2018-01-11 N N N 0.0109 2999803.50 2999803.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABES1 US3130ABES14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2017-11-10 2017-11-10 N N N 0.0108 3999929.80 3999929.80 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5R3 US3130AB5R34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-01-11 2018-01-11 N N N 0.0109 2999803.50 2999803.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5U6 US3130AB5U62 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-01-11 2018-01-11 N N N 0.0109 2999803.50 2999803.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB5X0 US3130AB5X02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-01-12 2018-01-12 N N N 0.0109 2999800.47 2999800.47 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABSR8 US3130ABSR84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-11-13 2017-11-13 N N N 0.0109 2999929.56 2999929.56 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABSS6 US3130ABSS67 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-11-13 2017-11-13 N N N 0.0109 2999929.56 2999929.56 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRE8 US3130ABRE80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2017-12-15 2017-12-15 N N N 0.0109 8999634.69 8999634.69 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABRM0 US3130ABRM07 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2017-12-15 2017-12-15 N N N 0.0109 999959.41 999959.41 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AB6T8 US3130AB6T80 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-01-19 2018-01-19 N N N 0.0109 7999410.08 7999410.08 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACGV0 US3130ACGV08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-03-19 2018-03-19 N N N 0.0109 34996760.05 34996760.05 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACGU2 US3130ACGU25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-21 2018-03-21 2018-03-21 N N N 0.0109 5999444.52 5999444.52 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130AAPB8 US3130AAPB86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-01-23 2018-01-23 N N N 0.0109 16998936.14 16998936.14 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABAQ9 US3130ABAQ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0107 5999811.66 5999811.66 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABAP1 US3130ABAP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0106 6000187.50 6000187.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABBD7 US3130ABBD71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0109 7999349.92 7999349.92 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABB70 US3130ABB706 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0109 4999593.70 4999593.70 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ABB54 US3130ABB540 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0109 999918.74 999918.74 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACHK3 US3130ACHK34 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-03-26 2018-03-26 N N N 0.0109 5999421.42 5999421.42 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACD76 US3130ACD767 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-29 2018-01-29 2018-01-29 N N N 0.0109 5999487.36 5999487.36 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 3130ACD43 US3130ACD437 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-30 2018-02-28 2018-02-28 N N N 0.0107 5999999.52 5999999.52 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385RH1 US313385RH12 U.S. Government Agency Debt Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0107 2991630.00 2991630.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385RK4 US313385RK41 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0107 1994300.00 1994300.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385RN8 US313385RN89 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N N 0.0107 9970600.00 9970600.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 313385RP3 US313385RP38 U.S. Government Agency Debt Y N/A N/A 2018-01-09 2018-01-09 2018-01-09 N N N 0.0107 1994060.00 1994060.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABQN9 US3130ABQN98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-09-30 2017-11-30 2017-11-30 N N N 0.0108 21999534.92 21999534.92 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACD68 US3130ACD684 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-01 2018-03-01 2018-03-01 N N N 0.0109 2999861.49 2999861.49 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABRL2 US3130ABRL24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2018-01-05 2018-01-05 N N N 0.0110 5999613.00 5999613.00 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 2017-10-06 2017-11-06 2017-11-06 N N N 0.0107 6000024.42 6000024.42 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 2017-10-06 2017-10-06 2017-10-06 N N N 0.0107 3000002.46 3000002.46 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJZ0 US3130ABJZ02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0107 6000004.92 6000004.92 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABJY3 US3130ABJY37 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0107 11000009.02 11000009.02 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABK39 US3130ABK392 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0107 3000002.46 3000002.46 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABQJ8 US3130ABQJ86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-08 2018-01-08 2018-01-08 N N N 0.0109 17999272.44 17999272.44 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-08 2018-05-08 2018-05-08 N N N 0.0110 1999720.60 1999720.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABRN8 US3130ABRN89 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2018-01-10 2018-01-10 N N N 0.0110 11999184.00 11999184.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-05-11 2018-05-11 N N N 0.0110 8998704.90 8998704.90 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-02-12 2018-02-12 N N N 0.0109 4999768.85 4999768.85 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-02-12 2018-02-12 N N N 0.0109 5999722.62 5999722.62 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-02-12 2018-02-12 N N N 0.0109 10999491.47 10999491.47 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2018-02-15 2018-02-15 N N N 0.0109 2999852.85 2999852.85 0.0008 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 2017-10-15 2018-03-15 2018-03-15 N N N 0.0109 2999843.85 2999843.85 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 2017-10-15 2017-12-15 2017-12-15 N N N 0.0108 1999997.84 1999997.84 0.0005 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 2017-10-15 2018-03-15 2018-03-15 N N N 0.0109 5999687.70 5999687.70 0.0015 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 2017-10-15 2018-03-15 2018-03-15 N N N 0.0109 2999843.85 2999843.85 0.0008 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 2017-10-16 2018-03-16 2018-03-16 N N N 0.0110 2999839.26 2999839.26 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC6C3 US3130AC6C38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2018-02-16 2018-02-16 N N N 0.0109 1999909.10 1999909.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5Y6 US3130AC5Y66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2018-02-16 2018-02-16 N N N 0.0109 1999909.10 1999909.10 0.0005 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 2017-10-16 2018-03-16 2018-03-16 N N N 0.0110 21998821.24 21998821.24 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5S9 US3130AC5S98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2018-01-16 2018-01-16 N N N 0.0109 2999841.24 2999841.24 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5W0 US3130AC5W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2018-02-16 2018-02-16 N N N 0.0110 2999776.98 2999776.98 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130AC5N0 US3130AC5N02 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2018-02-16 2018-02-16 N N N 0.0110 5999529.24 5999529.24 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABTJ5 US3130ABTJ59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-01-17 2018-01-17 N N N 0.0109 1999948.08 1999948.08 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBE3 US3130ACBE38 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-22 2018-01-22 2018-01-22 N N N 0.0109 2999861.22 2999861.22 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBL7 US3130ACBL70 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-02-23 2018-02-23 N N N 0.0110 5999517.78 5999517.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBM5 US3130ACBM53 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-01-23 2018-01-23 N N N 0.0109 2999815.26 2999815.26 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBJ2 US3130ACBJ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-01-23 2018-01-23 N N N 0.0109 5999630.52 5999630.52 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBR4 US3130ACBR41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-02-23 2018-02-23 N N N 0.0118 2998769.55 2998769.55 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-24 2018-04-24 2018-04-24 N N N 0.0110 6998859.84 6998859.84 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBZ6 US3130ACBZ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-24 2018-01-24 2018-01-24 N N N 0.0109 2999813.55 2999813.55 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBA1 US3130ACBA16 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0109 7999623.60 7999623.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACC93 US3130ACC934 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0109 2999848.41 2999848.41 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 3130ACBB9 US3130ACBB98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-28 2018-02-28 2018-02-28 N N N 0.0110 3999669.28 3999669.28 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RQ1 US313385RQ11 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N N 0.0108 13958000.00 13958000.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RR9 US313385RR93 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0108 2990910.00 2990910.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RS7 US313385RS76 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0108 14954100.00 14954100.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RW8 US313385RW88 U.S. Government Agency Debt Y N/A N/A 2018-01-16 2018-01-16 2018-01-16 N N N 0.0108 6977740.00 6977740.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.08% 313385RX6 US313385RX61 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-01-17 2018-01-17 N N N 0.0108 5980740.00 5980740.00 0.0015 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 2017-10-02 2018-07-02 2018-07-02 N N N 0.0111 1999772.38 1999772.38 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 2017-10-03 2018-07-03 2018-07-03 N N N 0.0111 3999541.08 3999541.08 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-03 2018-05-03 2018-05-03 N N N 0.0110 10999181.60 10999181.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-03 2018-05-03 2018-05-03 N N N 0.0110 5999553.60 5999553.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2018-05-10 2018-05-10 N N N 0.0110 5999507.04 5999507.04 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-05-11 2018-05-11 N N N 0.0110 3999666.80 3999666.80 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AC5G5 US3130AC5G50 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-02-14 2018-02-14 N N N 0.0111 4999610.45 4999610.45 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130AC5P5 US3130AC5P59 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-02-14 2018-02-14 N N N 0.0111 2999741.73 2999741.73 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2018-06-15 2018-06-15 N N N 0.0111 2999578.17 2999578.17 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2018-05-15 2018-05-15 N N N 0.0110 2999736.33 2999736.33 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-15 2018-05-15 2018-05-15 N N N 0.0110 5999472.66 5999472.66 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-04-17 2018-04-17 N N N 0.0111 2999666.79 2999666.79 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-04-17 2018-04-17 N N N 0.0111 1999777.86 1999777.86 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-04-17 2018-04-17 N N N 0.0110 2999825.61 2999825.61 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-04-19 2018-04-19 N N N 0.0111 3999623.96 3999623.96 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-04-19 2018-04-19 N N N 0.0111 3999648.20 3999648.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABMK9 US3130ABMK95 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-01-19 2018-01-19 N N N 0.0109 39000015.99 39000015.99 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-03-19 2018-03-19 N N N 0.0111 15998354.08 15998354.08 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-04-19 2018-04-19 N N N 0.0111 3999623.96 3999623.96 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUY0 US3130ABUY08 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-03-20 2018-03-20 N N N 0.0111 7999213.52 7999213.52 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABMJ2 US3130ABMJ23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-22 2018-01-22 2018-01-22 N N N 0.0109 4999996.40 4999996.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-03-23 2018-03-23 N N N 0.0110 5999640.36 5999640.36 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-03-23 2018-03-23 N N N 0.0110 4999700.30 4999700.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ACH23 US3130ACH230 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-05-25 2018-05-25 N N N 0.0111 5999226.00 5999226.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.09% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-03-23 2018-03-23 N N N 0.0111 15998418.88 15998418.88 0.0040 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 2017-10-27 2018-04-27 2018-04-27 N N N 0.0110 1999863.78 1999863.78 0.0005 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 2017-10-27 2018-04-27 2018-04-27 N N N 0.0110 5999591.34 5999591.34 0.0015 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 2017-10-28 2018-06-28 2018-06-28 N N N 0.0111 3999565.92 3999565.92 0.0010 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 2017-10-30 2018-06-28 2018-06-28 N N N 0.0111 2999674.44 2999674.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-07 2018-07-06 2018-07-06 N N N 0.0112 6998673.92 6998673.92 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-07-12 2018-07-12 N N N 0.0111 6999109.18 6999109.18 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-06-12 2018-06-12 N N N 0.0111 999946.64 999946.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-06-14 2018-06-14 N N N 0.0112 5999159.64 5999159.64 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-04-19 2018-04-19 N N N 0.0110 5999803.08 5999803.08 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-22 2018-06-22 2018-06-22 N N N 0.0111 3999596.96 3999596.96 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-23 2018-07-23 2018-07-23 N N N 0.0111 5999382.30 5999382.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-05-25 2018-05-25 N N N 0.0111 999932.44 999932.44 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2018-06-27 2018-06-27 N N N 0.0111 5999359.26 5999359.26 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2018-07-27 2018-07-27 N N N 0.0113 11997440.76 11997440.76 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.1% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-28 2018-06-28 2018-06-28 N N N 0.0111 11998670.28 11998670.28 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ACJZ8 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2018-09-05 2018-09-05 N N N 0.0112 5998902.78 5998902.78 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-09 2018-07-09 2018-07-09 N N N 0.0111 2999860.71 2999860.71 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2018-05-10 2018-05-10 N N N 0.0113 1999745.16 1999745.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-10 2018-08-10 2018-08-10 N N N 0.0111 7999318.48 7999318.48 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-05-11 2018-05-11 N N N 0.0112 1999757.42 1999757.42 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-07-11 2018-07-11 N N N 0.0112 1999691.30 1999691.30 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-05-11 2018-05-11 N N N 0.0113 1999743.98 1999743.98 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-07-12 2018-07-12 N N N 0.0113 2999535.30 2999535.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-07-12 2018-07-12 N N N 0.0111 2999850.45 2999850.45 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2018-07-13 2018-07-13 N N N 0.0114 1999447.38 1999447.38 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2018-07-13 2018-07-13 N N N 0.0111 2999847.03 2999847.03 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2018-07-13 2018-07-13 N N N 0.0111 2999847.03 2999847.03 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-05-14 2018-05-14 N N N 0.0113 7998961.76 7998961.76 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-06-14 2018-06-14 N N N 0.0113 2999614.89 2999614.89 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-05-14 2018-05-14 N N N 0.0113 1999740.44 1999740.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-05-14 2018-05-14 N N N 0.0113 1999740.44 1999740.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-14 2018-05-14 2018-05-14 N N N 0.0113 5999262.24 5999262.24 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-08-17 2018-08-17 N N N 0.0113 5998925.82 5998925.82 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-08-17 2018-08-17 N N N 0.0114 2999216.52 2999216.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-08-20 2018-08-20 N N N 0.0113 7998788.88 7998788.88 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-08-20 2018-08-20 N N N 0.0113 9998486.10 9998486.10 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-28 2018-10-26 2018-10-26 N N N 0.0114 2999149.74 2999149.74 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKK1 US3130ABKK14 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0110 6000098.76 6000098.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKS4 US3130ABKS40 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2017-12-12 2017-12-12 N N N 0.0109 3000049.74 3000049.74 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKT2 US3130ABKT23 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-12 2017-12-12 2017-12-12 N N N 0.0109 6000099.48 6000099.48 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKR6 US3130ABKR66 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 4000067.20 4000067.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKY1 US3130ABKY18 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 3000050.40 3000050.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKL9 US3130ABKL96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 6000100.80 6000100.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABKZ8 US3130ABKZ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 3000050.40 3000050.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABL95 US3130ABL952 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0110 4000026.76 4000026.76 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 3130ABL87 US3130ABL879 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 3000019.95 3000019.95 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.11% 313385SU1 US313385SU14 U.S. Government Agency Debt Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0111 6972371.00 6972371.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-01 2018-10-01 2018-10-01 N N N 0.0114 2999552.76 2999552.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-01 2018-10-01 2018-10-01 N N N 0.0114 2999552.76 2999552.76 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-04-20 2018-04-20 N N N 0.0110 6000455.70 6000455.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-04-20 2018-04-20 N N N 0.0110 3000227.85 3000227.85 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2018-04-20 2018-04-20 N N N 0.0110 3000227.85 3000227.85 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABBU9 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-10-26 2018-10-26 N N N 0.0114 4998635.60 4998635.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABL20 US3130ABL200 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 3000050.70 3000050.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABKJ4 US3130ABKJ41 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0110 6000101.40 6000101.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ACFV1 US3130ACFV17 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2018-06-15 2018-06-15 N N N 0.0113 2999810.85 2999810.85 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ACG73 US3130ACG737 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2018-06-19 2018-06-19 N N N 0.0114 6999247.85 6999247.85 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.12% 3130ABLF1 US3130ABLF10 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2017-12-26 2017-12-26 N N N 0.0111 6000107.04 6000107.04 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2018-10-11 2018-10-11 N N N 0.0114 999798.50 999798.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-12 2018-10-12 2018-10-12 N N N 0.0116 11996322.24 11996322.24 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-10-19 2018-10-19 N N N 0.0115 3999074.80 3999074.80 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2018-10-19 2018-10-19 N N N 0.0114 7998981.92 7998981.92 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ACGD0 US3130ACGD00 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-06-20 2018-06-20 N N N 0.0114 5999400.66 5999400.66 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.13% 3130ACGB4 US3130ACGB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2018-06-20 2018-06-20 N N N 0.0114 999900.11 999900.11 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2018-12-27 2018-12-27 N N N 0.0116 999690.54 999690.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 3130ACGZ1 US3130ACGZ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2018-09-21 2018-09-21 N N N 0.0116 2999390.37 2999390.37 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.14% 313385UL8 US313385UL86 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0114 6962431.00 6962431.00 0.0018 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 7998141.68 7998141.68 0.0020 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 15996289.60 15996289.60 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130A9CE9 US3130A9CE91 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-23 2018-02-23 2018-02-23 N N N 0.0111 3000500.28 3000500.28 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.15% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-09 2018-03-09 2018-03-09 N N N 0.0111 39006078.15 39006078.15 0.0098 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130A97G0 US3130A97G03 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-26 2018-02-26 2018-02-26 N N N 0.0111 40007582.40 40007582.40 0.0101 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.16% 3130A97K1 US3130A97K15 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-26 2018-02-26 2018-02-26 N N N 0.0113 38004051.18 38004051.18 0.0096 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.17% 3130AAC97 US3130AAC979 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-05 2017-12-05 2017-12-05 N N N 0.0108 6000951.42 6000951.42 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.18% 3130AAC30 US3130AAC300 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-01 2017-12-01 2017-12-01 N N N 0.0108 6000936.30 6000936.30 0.0015 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 2017-10-28 2017-11-28 2017-11-28 N N N 0.0108 3000470.04 3000470.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 3130A9F71 US3130A9F717 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-09-14 2018-09-14 N N N 0.0116 22411881.47 22411881.47 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 3130A9LA7 US3130A9LA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-26 2018-09-26 2018-09-26 N N N 0.0114 17011078.05 17011078.05 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 3130A7X83 US3130A7X839 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0105 13001943.37 13001943.37 0.0033 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 0.0108 4000411.00 4000411.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.23% 3130A7VE2 US3130A7VE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0110 10001166.40 10001166.40 0.0025 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 0.0124 3000000.00 3000000.00 0.0008 N Y Y 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 0.0115 7000091.63 7000091.63 0.0018 N N Y 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 0.0111 12001131.84 12001131.84 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.24% 3130A8CD3 US3130A8CD36 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0107 2000565.04 2000565.04 0.0005 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 0.0106 1000135.02 1000135.02 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 0.0111 5000506.20 5000506.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-05-17 2018-05-17 N N N 0.0110 1000968.14 1000968.14 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 3130A8FR9 US3130A8FR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-10-07 2017-12-07 2017-12-07 N N N 0.0107 1000444.42 1000444.42 0.0003 N N N N Freddie Mac Freddie Mac, 1.05% 3134G8ML0 S6XOOCT0IEG5ABCC6L87 US3134G8ML09 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0106 999826.00 999826.00 0.0003 N N N N Freddie Mac Freddie Mac, 1.25% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 US3134G9WE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0110 54017924.22 54017924.22 0.0136 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 18010135.26 18010135.26 0.0045 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.06% RUC0QBLBRPRCU4W1NE59 0000772028 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 5110000.00 5175118.28 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-15 Y BMO CAP MARKETS CORP(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 Capital Markets Corp. BMO Capital Markets Corp., 1.07% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2026-11-15 1.5 - 2.25 3265000.00 3075228.09 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-01 Y BMO CAP MARKETS CORP(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, 1.06% 3Y4U8VZURTYWI1W2K376 CAB072000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-15 2046-11-15 0.75 - 3.625 5782000.00 6174067.32 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0105 6000000.00 6000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CBE323000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 4855000.00 5138136.25 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-14 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 CBA289000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2018-06-30 1.375 - 1.375 5140000.00 5178165.88 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-31 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 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 5212497.93 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-10 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 CBB664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2047-08-15 0.875 - 3.625 8317800.00 8230903.65 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 8000000.00 8000000.00 0.0020 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 6181155.03 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 6000000.00 6000000.00 0.0015 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.06% 3Y4U8VZURTYWI1W2K376 CBC298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-15 2046-11-15 1.125 - 3.375 5020700.00 5133471.64 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-08 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, 1.07% 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 5131183.65 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-18 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, 1.07% 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 5134608.54 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-19 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, 1.07% 3Y4U8VZURTYWI1W2K376 CCD931000 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 3055000.00 3093930.78 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 3000028.50 3000028.50 0.0008 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 2017-10-31 2047-08-15 0 - 3.625 3070200.00 3076303.03 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CBJ212000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2025-08-15 2 - 2.25 3101000.00 3068362.90 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-12 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 CAH314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-31 2047-08-15 0 - 2.875 3044400.00 3067560.14 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 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 5215725.64 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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, 1.08% 3Y4U8VZURTYWI1W2K376 CBA689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-31 2046-11-15 2.125 - 3.875 2844800.00 3092816.93 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 3000000.00 3000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.08% R0MUWSFPU8MPRO8K5P83 CBB134000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2040-08-15 0 - 3.875 11347300.00 11238937.55 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 11000000.00 11000000.00 0.0028 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 2017-10-12 2042-05-15 0 - 3 6277500.00 6133982.44 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0107 6000000.00 6000000.00 0.0015 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.08% R0MUWSFPU8MPRO8K5P83 CBC335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2040-08-15 0 - 4.375 20367100.00 21453476.87 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 21000000.00 21000000.00 0.0053 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.08% R0MUWSFPU8MPRO8K5P83 CBB523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-06-30 2046-02-15 2 - 3.875 12001500.00 11327908.47 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 11000000.00 11000000.00 0.0028 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CBJ085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2046-11-15 0 - 8.75 11339200.00 11230886.92 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 11000000.00 11000000.00 0.0028 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CBH603000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2026-05-15 0 - 1.625 11760500.00 11232979.39 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 11000000.00 11000000.00 0.0028 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCE084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2044-08-15 0 - 3.875 21419300.00 21431644.98 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 21000000.00 21000000.00 0.0053 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCC444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-01-04 2046-02-15 0 - 8.75 23041000.00 21620961.24 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 21000000.00 21000000.00 0.0053 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCA379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-15 2022-12-31 0.875 - 2.125 8136200.00 8166683.98 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 8000000.00 8000000.00 0.0020 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CBI691000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2044-11-15 0 - 3.875 12498000.00 12252271.97 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 12000000.00 12000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCB018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2039-05-15 0 - 4.25 11230400.00 11228561.38 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 11000000.00 11000000.00 0.0028 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.09% R0MUWSFPU8MPRO8K5P83 CCD005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2046-08-15 0 - 2.75 21439000.00 21432362.24 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 21000000.00 21000000.00 0.0053 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CBC806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2045-08-15 0 - 6.25 32335100.00 32763635.38 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 32000000.00 32000000.00 0.0081 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CAC924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2046-02-15 1.243 - 2.5 6110400.00 6134286.68 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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., 1.1% R0MUWSFPU8MPRO8K5P83 CCF620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2036-02-15 0 - 8.75 15840900.00 16326024.15 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 16000000.00 16000000.00 0.0040 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CCG143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2046-11-15 0 - 7.625 12205000.00 12244586.44 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 12000000.00 12000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CBD099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2046-11-15 0 - 8.75 10770900.00 11236509.56 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 11000000.00 11000000.00 0.0028 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.11% R0MUWSFPU8MPRO8K5P83 CBH937000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2046-02-15 0 - 2.5 5107200.00 5105595.06 U.S. Treasuries (including strips) Y N/A N/A 2017-11-28 2017-11-28 2017-11-28 N N N 0.0116 4999574.00 4999574.00 0.0013 N N N Y 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 2017-10-12 2045-02-15 0 - 9.125 5533400.00 6138527.50 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0111 6000000.00 6000000.00 0.0015 N N Y N 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 2017-10-12 2042-08-15 0 - 3.875 5128100.00 5111150.52 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0115 4999792.00 4999792.00 0.0013 N N N Y 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 2018-01-04 2041-05-15 0 - 7.625 5095000.00 5111031.39 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0115 4999793.00 4999793.00 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 2046-02-15 0 - 4.75 6123000.00 6138278.42 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-27 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., 1.14% R0MUWSFPU8MPRO8K5P83 BJH591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2017-10-12 2039-11-15 0 - 4.375 10775300.00 11251383.22 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0113 11000000.00 11000000.00 0.0028 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.07% 549300IMBXQ8SGH3HJ31 CCI224000 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 8540000.00 8163261.40 U.S. Treasuries (including strips) Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0109 7999969.60 7999969.60 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.09% 549300IMBXQ8SGH3HJ31 CDF758000 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 16010000.00 15303725.42 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0110 14999952.00 14999952.00 0.0038 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.11% 549300IMBXQ8SGH3HJ31 CDG311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2026-05-15 1.625 - 2.125 59636000.00 57124727.80 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0111 56000000.00 56000000.00 0.0141 N Y Y N Credit AG Credit AG, 1.05% 1VUV7VQFKUOQSJ21A208 CDG349000 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 4996200.00 5100537.42 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0104 5000000.00 5000000.00 0.0013 N N Y N Deutsche Bank AG (GOV REPO) Deutsche Bank AG (GOV REPO), 1.04% 7LTWFZYICNSX8D621K86 CDF812000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-21 2026-08-15 0 - 1.625 23362900.00 23462751.79 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0106 22999901.10 22999901.10 0.0058 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.06% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2042-11-15 1.375 - 2.75 5065900.00 5100536.71 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0106 4999990.50 4999990.50 0.0013 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CBD135000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2027-11-15 1.625 - 6.125 4113800.00 4111350.98 U.S. Treasuries (including strips) Y N/A N/A 2017-11-16 2017-11-16 2017-11-16 N N N 0.0115 4000011.60 4000011.60 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CBG519000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2027-11-15 2.125 - 6.125 5012300.00 5133114.64 U.S. Treasuries (including strips) Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0115 5000004.50 5000004.50 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CBI742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2027-11-15 2.25 - 8.125 4086900.00 5148416.31 U.S. Treasuries (including strips) Y N/A N/A 2017-11-29 2017-11-29 2017-11-29 N N N 0.0116 4999990.00 4999990.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CCB970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2027-11-15 2.25 - 6.125 10790200.00 11335111.04 U.S. Treasuries (including strips) Y N/A N/A 2017-12-14 2017-12-14 2017-12-14 N N N 0.0116 10999864.70 10999864.70 0.0028 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.16% H7FNTJ4851HG0EXQ1Z70 CCC964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2027-11-15 2.125 - 6.125 11028700.00 11282550.67 U.S. Treasuries (including strips) Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0116 10999843.80 10999843.80 0.0028 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.04% K5HU16E3LMSVCCJJJ255 CCI306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2024-11-15 1.625 - 2.25 5062200.00 5100612.51 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0103 5000000.00 5000000.00 0.0013 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.05% K5HU16E3LMSVCCJJJ255 CCE992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2026-11-15 1.375 - 8.125 2438800.00 3061273.30 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-18 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 3000000.00 3000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CCF541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 7852000.00 8244096.18 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 8000000.00 8000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CCD345000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 15675000.00 16457744.23 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 16000000.00 16000000.00 0.0040 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.09% U7M81AY481YLIOR75625 CCA845000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-02-15 2 - 2.625 2970000.00 3076111.73 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 3000000.00 3000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.09% U7M81AY481YLIOR75625 CCC460000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-02-15 2 - 2.625 4945000.00 5121726.19 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 5000000.00 5000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CDG276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 2176000.00 2048482.05 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0110 2000000.00 2000000.00 0.0005 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CBH620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2045-11-15 1.625 - 3 2979000.00 3124690.78 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 3000000.00 3000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CBH622000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-11-15 2046-11-15 2.875 - 2.875 1020000.00 1043280.79 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0109 1000000.00 1000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CBG597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2020-05-31 1.5 - 1.5 2037000.00 2054180.11 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 2000000.00 2000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.1% U7M81AY481YLIOR75625 CCG120000 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 3187000.00 3065837.22 U.S. Treasuries (including strips) Y N/A N/A 2017-10-13 2017-10-13 2017-10-13 N N N 0.0112 2999973.90 2999973.90 0.0008 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.11% U7M81AY481YLIOR75625 CCA478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 990000.00 1039570.24 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0102 1000007.10 1000007.10 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.11% U7M81AY481YLIOR75625 CCA847000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-02-15 2 - 2.625 2970000.00 3076111.73 U.S. Treasuries (including strips) Y N/A N/A 2017-10-17 2017-10-17 2017-10-17 N N N 0.0113 2999961.30 2999961.30 0.0008 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.11% U7M81AY481YLIOR75625 CCA479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 1.25 - 1.25 1040000.00 1037329.15 U.S. Treasuries (including strips) Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0114 999981.90 999981.90 0.0003 N N N Y Natixis SA Natixis SA, 1.04% KX1WK48MPD4Y2NCUIZ63 CDF796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-06-30 2045-05-15 1.375 - 3 10120000.00 10216427.69 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0106 9999952.00 9999952.00 0.0025 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.05% OXTKY6Q8X53C9ILVV871 CDF806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2045-02-15 1.75 - 5.25 64060400.00 77578028.85 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0105 75999886.00 75999886.00 0.0191 N N Y N Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBD142000 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 3055000.00 3068997.43 U.S. Treasuries (including strips) Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0115 3000016.50 3000016.50 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBF385000 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 3050000.00 3063974.52 U.S. Treasuries (including strips) Y N/A N/A 2017-11-09 2017-11-09 2017-11-09 N N N 0.0115 3000015.30 3000015.30 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBG625000 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 3050000.00 3063974.52 U.S. Treasuries (including strips) Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0115 3000010.20 3000010.20 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBJ078000 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 3050000.00 3063974.52 U.S. Treasuries (including strips) Y N/A N/A 2017-11-21 2017-11-21 2017-11-21 N N N 0.0115 3000004.20 3000004.20 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CBI688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-31 2020-08-31 1.625 - 2.125 5040000.00 5105105.29 U.S. Treasuries (including strips) Y N/A N/A 2017-11-22 2017-11-22 2017-11-22 N N N 0.0115 5000006.50 5000006.50 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.16% 5493007VSMFZCPV1NB83 CCH325000 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 3050000.00 3063974.52 U.S. Treasuries (including strips) Y N/A N/A 2017-12-01 2017-12-01 2017-12-01 N N N 0.0116 2999993.40 2999993.40 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 3055000.00 3068997.43 U.S. Treasuries (including strips) Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0119 2999933.70 2999933.70 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.2% 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 3060000.00 3074020.34 U.S. Treasuries (including strips) Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0103 3000053.70 3000053.70 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 1.08% 549300LCO2FLSSVFFR64 0000050916 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2046-11-15 0.75 - 5.375 818700.00 1031685.62 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-01 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 1000000.00 1000000.00 0.0003 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CCD010000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 1.375 - 1.375 5143600.00 5102892.77 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 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, 1.04% 549300QJJX6CVVUXLE15 CCD398000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 1.375 - 1.375 5143600.00 5102892.77 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.04% 549300QJJX6CVVUXLE15 CCD011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 1.375 - 1.375 5143600.00 5102892.77 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 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, 1.04% 549300QJJX6CVVUXLE15 CCC865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 1.375 - 1.375 3086200.00 3061775.34 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0103 3000000.00 3000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CCD015000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 1.375 - 1.375 5143600.00 5102892.77 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CCD014000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 1.375 - 1.375 5143600.00 5102892.77 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 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 2021-01-31 2021-01-31 1.375 - 1.375 5151400.00 5110631.04 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 CCB337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2021-01-31 1.375 - 1.375 5144600.00 5103884.85 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-07 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 2021-01-31 2021-01-31 1.375 - 1.375 5152000.00 5111226.29 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 2021-01-31 2021-01-31 1.375 - 1.375 5151400.00 5110631.04 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 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 2024-02-15 2040-11-15 2.75 - 4.25 10217600.00 11256297.57 U.S. Treasuries (including strips) Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0106 10999963.70 10999963.70 0.0028 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 2040-11-15 2040-11-15 4.25 - 4.25 8926000.00 11330503.73 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0106 10999950.50 10999950.50 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 2040-11-15 2046-05-15 2.5 - 4.25 10491700.00 11360559.59 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 6 N N/A N/A N N 0.0108 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 2017-10-12 2044-11-15 0 - 4.25 10948800.00 11267611.72 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 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 2017-10-12 2044-11-15 0 - 7.125 10001000.00 11349466.54 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 Y SOCIETE GENERALE NY (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 11000000.00 11000000.00 0.0028 N N Y N Societe Generale Societe Generale, 1.1% O2RNE8IBXP4R0TD8PU41 CBE779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2044-11-15 1.375 - 4.375 8066900.00 9282773.55 U.S. Treasuries (including strips) Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0113 8999526.60 8999526.60 0.0023 N N N Y Td Securities (U.S.A.) (GOV REPO) Td Securities (U.S.A.) (GOV REPO), 1.06% SUVUFHICNZMP2WKHG940 CDG295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 5083900.00 5100500.70 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 5000000.00 5000000.00 0.0013 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 1.07%, dated 9/29/2017 due 10/02/2017 B4TYDEB6GKMZO031MB27 CDG507000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2042-12-20 3 - 5.25 88057284.33 25025828.72 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 24437803.14 24437803.14 0.0062 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.07%, dated 9/29/2017 due 10/02/2017 L3I9ZG2KFGXZ61BMYR72 CDG507000_04240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-31 2045-11-15 0.75 - 6.625 2043586.25 2065944.73 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 2023864.30 2023864.30 0.0005 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.07%, dated 9/29/2017 due 10/02/2017 R0MUWSFPU8MPRO8K5P83 CDG507000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-10-04 2017-10-04 0.86 - 0.86 8.09 8.12 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-06-20 2047-08-20 1.754 - 4.5 255589.11 70863.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2018-03-07 2039-04-01 0 - 7 503935.57 50384.89 Agency Debentures and Agency Strips US TREASURY 2017-10-12 2046-05-15 0 - 9.125 10436222.50 11005003.08 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-04-01 2.125 - 7.5 1164000.06 386898.77 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 11245531.44 11245531.44 0.0028 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CBH604000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-10-12 2046-02-15 0 - 8.75 2777485.71 2902894.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 11000.00 11262.06 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2044-04-20 2047-08-20 3.5 - 4.5 3103.00 3202.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-21 2047-04-01 0 - 3.5 361675.00 174352.77 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 3000000.00 3000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.1% R0MUWSFPU8MPRO8K5P83 CBG014000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2036-01-01 0 - 2.945 1128664.00 17816.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2039-11-20 2044-07-20 2.25 - 3 6709.00 1216.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-05-21 2047-04-01 0 - 6.625 57492.00 66813.80 Agency Debentures and Agency Strips US TREASURY 2018-11-15 2044-02-15 0 - 6.875 2978178.14 2980523.71 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-11-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0110 3000000.00 3000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.11% R0MUWSFPU8MPRO8K5P83 CBJ086000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-11-15 2046-02-15 0 - 6.125 10996382.83 11448710.92 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2031-07-15 2031-07-15 2.55 - 2.55 53000.00 50086.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 0 - 6.75 474000.00 658431.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 1024.00 909.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-05-21 2047-04-01 0 - 7.125 227409.00 204959.00 Agency Debentures and Agency Strips Y N/A N/A 2017-10-06 2017-10-06 2017-12-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0111 12000000.00 12000000.00 0.0030 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.12% R0MUWSFPU8MPRO8K5P83 CBD159000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-08-15 2046-10-20 2.25 - 4.5 1201638.00 811879.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-21 2047-04-01 0 - 7 7497985.00 4754072.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2031-03-15 N/A 13000.00 8616.40 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2028-04-21 2033-02-01 3.17 - 5.25 3205000.00 3182648.52 Agency Debentures and Agency Strips US TREASURY 2017-10-12 2045-02-15 0 - 5.375 3081741.70 3517093.66 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 12000000.00 12000000.00 0.0030 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 FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2031-03-15 N/A 7000.00 4639.60 Agency Debentures and Agency Strips US TREASURY 2017-10-12 2045-02-15 0 - 4.75 1228800.00 1179712.52 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-08-20 2047-08-20 4.5 - 4.5 1000.00 1071.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-01 2024-09-01 2.99 - 2.99 1920990.00 1884138.90 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0112 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 1.07%, dated 9/29/2017 due 10/02/2017 VJW2DOOHGDT6PR0ZRO63 CDG507000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-10-19 2025-08-15 0 - 7.25 322160.66 323754.24 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-03-26 2021-01-19 1.274 - 1.93 85967.22 86185.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-10-12 2045-09-01 0.875 - 4 59220.25 59011.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-09-27 2020-06-29 1.55 - 1.64 59075.28 59205.57 Agency Debentures and Agency Strips Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 517750.07 517750.07 0.0001 N Y Y N Citibank NA Citibank NA, 1.02% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-11-23 2018-11-23 1 - 1 1000.00 996.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2021-11-29 2021-11-29 1.875 - 1.875 40000.00 40336.80 Agency Debentures and Agency Strips US TREASURY 2018-01-04 2046-11-15 0 - 6.625 2947100.00 3022774.87 U.S. Treasuries (including strips) Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0103 2999994.60 2999994.60 0.0008 N N Y N Citibank NA Citibank NA, 1.03% E57ODZWZ7FF32TWEFA76 0000036684 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 2017-12-08 2026-09-11 1.375 - 3 9635000.00 9694336.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-25 2036-02-01 3.249 - 6.5 132484.00 5096.19 Agency Mortgage-Backed Securities US TREASURY 2017-11-30 2047-05-15 0.625 - 4.25 7489700.00 7663837.55 U.S. Treasuries (including strips) Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0103 16999988.10 16999988.10 0.0043 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.07%, dated 9/29/2017 due 10/02/2017 E57ODZWZ7FF32TWEFA76 CDG507000_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 2022-07-15 0 - 0 9.28 8.41 Agency Debentures and Agency Strips US TREASURY 2017-10-12 2047-08-15 0 - 8.875 13452941.09 14679652.78 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-04-03 2026-04-13 1.069 - 2.64 334343.80 335491.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-06-29 2026-12-11 0.875 - 3 761905.25 771433.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-01-12 2047-06-01 0 - 7 224462.76 136242.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2024-10-20 2067-08-20 2 - 8 841687.92 509563.54 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 3.5 - 3.5 278.37 292.82 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2047-06-01 0.875 - 8 196131.64 149786.57 Agency Debentures and Agency Strips Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 16164157.08 16164157.08 0.0041 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.07%, dated 9/29/2017 due 10/02/2017 1VUV7VQFKUOQSJ21A208 CDG507000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2021-01-31 2047-02-15 2.125 - 3 5082456.81 5175904.82 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 5042885.65 5042885.65 0.0013 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.07%, dated 9/29/2017 due 10/02/2017 KBVRJ5K57JZ3E2AVWX40 CDG507000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-12-01 2047-08-01 3 - 5.5 2877001.62 1584363.90 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 1553250.20 1553250.20 0.0004 N Y Y N 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 US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 7215000.00 7156627.50 U.S. Treasuries (including strips) Y N/A N/A 2017-10-30 2017-10-30 2017-10-30 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 31 N N/A N/A N N 0.0109 7000000.00 7000000.00 0.0018 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 US TREASURY 2018-07-31 2018-07-31 1.375 - 1.375 6115000.00 6130849.15 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 33 N N/A N/A N N 0.0109 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 US TREASURY 2018-07-31 2018-07-31 1.375 - 1.375 4080000.00 4090574.74 U.S. Treasuries (including strips) Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 34 N N/A N/A N N 0.0109 4000000.00 4000000.00 0.0010 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 US TREASURY 2018-07-31 2022-11-15 1.375 - 1.625 7140000.00 7152363.48 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0109 7000000.00 7000000.00 0.0018 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 US TREASURY 2018-07-31 2018-07-31 1.375 - 1.375 6115000.00 6130849.15 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-13 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 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 US TREASURY 2018-07-31 2018-07-31 1.375 - 1.375 4075000.00 4085561.78 U.S. Treasuries (including strips) Y N/A N/A 2017-11-03 2017-11-03 2017-11-14 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0108 4000000.00 4000000.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.1% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-31 2046-08-15 1.375 - 2.25 3220000.00 3072412.61 U.S. Treasuries (including strips) Y N/A N/A 2017-11-02 2017-11-02 2017-11-02 N N N 0.0110 2999997.00 2999997.00 0.0008 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.07%, dated 9/29/2017 due 10/02/2017 ZBUT11V806EZRVTWT807 CDG507000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY 2017-10-31 2019-01-31 0.488 - 0.646 15139.87 15172.75 U.S. Treasuries (including strips) US TREASURY 2017-10-31 2043-08-15 0.625 - 8.875 6158300.13 6399374.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-01 2047-09-01 2.5 - 6 32939438.49 15771004.99 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 21745502.79 21745502.79 0.0055 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.06% 8NAV47T0Y26Q87Y0QP81 CBC775000 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 2047-04-20 2047-04-20 4 - 4 17851929.00 18388111.28 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0105 18000000.00 18000000.00 0.0045 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.07%, dated 9/29/2017 due 10/02/2017 8NAV47T0Y26Q87Y0QP81 CDG507000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-08-15 2044-05-15 2.625 - 5 4298521.93 4702681.23 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-08-20 2047-09-20 3.5 - 3.5 2105223.24 2195108.65 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 6730750.86 6730750.86 0.0017 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CDG293000 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 2043-04-01 2043-04-01 4 - 4 8211672.00 5100057.16 Agency Mortgage-Backed Securities US TREASURY 2018-09-13 2018-09-13 N/A 400.00 395.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2019-01-16 2019-01-16 1.25 - 1.25 3.00 3.00 Agency Debentures and Agency Strips Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 5000000.00 5000000.00 0.0013 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.07% K5HU16E3LMSVCCJJJ255 CCI305000 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 2046-07-20 3 - 3 1959658.00 1814611.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2047-05-01 3.494 - 4 5087719.00 4306116.77 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y MUFJ SECS (USA) INC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0106 6000000.00 6000000.00 0.0015 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCA347000 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 2025-10-01 2047-09-01 2.92 - 4.045 371013.00 86268.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-20 2067-08-20 3 - 4.099 4536000.00 5095247.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-01 2047-09-01 2.623 - 4 5420177.00 5026899.42 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0112 9999726.00 9999726.00 0.0025 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCA720000 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 2047-09-01 2.537 - 3.5 6476825.00 3726448.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-08-20 2047-08-20 3 - 5.5 348155.00 367767.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2047-09-01 2.89 - 4 5361995.00 4072266.69 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-07 2017-11-07 2017-11-07 N N N 0.0112 7999768.00 7999768.00 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCB246000 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 2025-06-01 2047-09-01 2.757 - 4 10655994.00 3061295.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-08-20 2032-08-20 3.5 - 3.5 1000.00 1042.47 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0112 2999907.60 2999907.60 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCD325000 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 2025-06-01 2047-09-01 2.5 - 4 11825222.00 5609510.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-05-01 2043-05-01 3.01 - 3.5 2499102.00 2534255.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 23606.00 20971.51 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-14 2017-11-14 2017-11-14 N N N 0.0113 7999677.60 7999677.60 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCG512000 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 2047-05-01 2047-09-01 2.775 - 3.5 6701624.00 6870673.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-09-01 2047-09-01 3 - 3 1268395.00 1271982.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 22610.00 20086.67 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-20 2017-11-20 2017-11-20 N N N 0.0113 7999592.80 7999592.80 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.1% K5HU16E3LMSVCCJJJ255 CCH818000 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 2032-08-20 2046-07-20 3 - 3.5 10924.00 10231.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-12-01 2047-09-01 1.999 - 4.045 9422813.00 4517977.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2047-09-01 2.89 - 3.51 14550181.00 1592912.60 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0114 5999616.00 5999616.00 0.0015 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.07%, dated 9/29/2017 due 10/02/2017 7TK5RJIZDFROZCA6XF66 CDG507000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2045-06-01 2.5 - 7.645 1363596.00 732055.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2034-11-20 2057-07-16 1.678 - 7.264 11897010.62 11565988.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-05-01 2046-08-01 2.103 - 8 5170688.17 3002607.81 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 14962976.92 14962976.92 0.0038 N Y Y N Natixis SA Natixis SA, 1.05% KX1WK48MPD4Y2NCUIZ63 CDF795000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-04-15 2046-05-15 0.125 - 2.625 546500.00 515019.40 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2045-03-01 2045-03-01 4.5 - 4.5 187874.00 151118.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2032-09-01 3 - 3 10179098.00 5459354.28 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0106 5999980.80 5999980.80 0.0015 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.04% OXTKY6Q8X53C9ILVV871 CCH766000 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 2019-11-15 2047-09-20 2.5 - 9 105588198.00 29082637.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-07-01 2047-10-01 2.5 - 4.5 23024553.00 19694067.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2047-10-01 3 - 4.5 19622470.00 11446493.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0103 59000023.60 59000023.60 0.0149 N N Y N 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 2044-02-01 2047-06-01 3 - 4 46259.00 41504.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-09-20 3 - 4 1270146.00 1317993.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2047-05-01 1.482 - 5.5 5553222.00 4774028.90 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-19 2017-10-19 2017-10-19 N N N 0.0112 5999898.60 5999898.60 0.0015 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-09-20 2047-08-20 3.5 - 4.5 7869642.00 4407447.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-02-01 2047-09-01 3 - 4.5 3299728.00 3308477.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2047-06-01 3 - 3.5 520094.00 457196.56 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0112 7999692.00 7999692.00 0.0020 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2047-08-20 3 - 3.5 38557.00 39197.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-03-01 2047-09-02 2.5 - 3.5 2707952.00 497299.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-02-01 2047-09-01 3 - 5 3484816.00 3549590.75 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0112 3999816.80 3999816.80 0.0010 N N N Y RBC Capital Markets Corp. RBC Capital Markets Corp., 1.1% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-10-15 2047-09-02 1.581 - 4 3167537.00 2419141.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2018-01-15 2047-09-20 3.5 - 4.5 572138.00 361513.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2047-05-01 1.482 - 5.5 593174.00 309643.09 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0102 3000023.40 3000023.40 0.0008 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 1.1% 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 2032-10-01 2047-09-02 2.5 - 4 5405454.00 1217024.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2047-09-01 3 - 4.5 4882349.00 4919476.51 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0103 6000052.20 6000052.20 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.05% 549300QJJX6CVVUXLE15 CCG604000 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 2047-05-20 2047-05-20 3.5 - 3.5 5955070.00 6121963.67 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 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, 1.07% 549300QJJX6CVVUXLE15 BJI381000 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 2047-05-20 2047-05-20 3.5 - 3.5 5968554.00 6135825.57 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0106 6000000.00 6000000.00 0.0015 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 5966431.00 6133643.07 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0114 5999746.80 5999746.80 0.0015 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 5968023.00 6135279.69 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 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 GOVERNMENT NATIONAL MORTAGE ASSOC 2047-05-20 2047-05-20 3.5 - 3.5 2983923.00 3067548.86 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-11 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, 1.08% 549300QJJX6CVVUXLE15 CAG028000 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 2047-05-20 2047-05-20 3.5 - 3.5 5966198.00 6133403.54 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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, 1.08% 549300QJJX6CVVUXLE15 CAG026000 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 2047-05-20 2047-05-20 3.5 - 3.5 5966198.00 6133403.54 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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 CAC860000 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 2047-05-20 2047-05-20 3.5 - 3.5 5966912.00 6134137.55 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-19 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 CAF307000 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 2047-05-20 2047-05-20 3.5 - 3.5 5966376.00 6133586.53 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-24 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 CAB537000 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 2047-05-20 2047-05-20 3.5 - 3.5 5967627.00 6134872.59 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-18 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, 1.09% 549300QJJX6CVVUXLE15 CAG586000 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 2047-05-20 2047-05-20 3.5 - 3.5 5965778.00 6132971.77 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 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 RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.07%, dated 9/29/2017 due 10/02/2017 549300QJJX6CVVUXLE15 CDG507000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-10-05 2047-08-15 0 - 4.5 3566720.10 3551524.68 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 3474206.50 3474206.50 0.0009 N Y Y N RBC Financial Group RBC Financial Group, 1.07% ES7IP3U3RHIGC71XBU11 CBD161000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2047-04-01 3.5 - 4.5 630214.00 58948.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-12-15 2047-09-20 4 - 4.5 3627.00 2327.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-07-01 2047-04-01 3.5 - 6 3294369.00 3003180.33 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0106 3000000.00 3000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 1.09% ES7IP3U3RHIGC71XBU11 CBD378000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2027-03-01 2047-04-01 3.12 - 4.5 12849216.00 6142221.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2036-06-01 2047-04-01 2.694 - 6.5 214024.00 43995.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4 - 4 1000.00 1058.65 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-11-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0109 6000000.00 6000000.00 0.0015 N N Y N RBC Financial Group RBC Financial Group, 1.09% ES7IP3U3RHIGC71XBU11 CBD163000 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 2041-07-15 2047-09-20 4 - 4.5 4001.00 2573.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-11-01 2047-10-01 2.816 - 4 47832110.00 3061966.30 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-11-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0109 3000000.00 3000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 1.09% ES7IP3U3RHIGC71XBU11 CBD948000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2027-03-01 2047-04-01 3.5 - 4 4474252.00 4081992.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4.5 - 4.5 3015.00 3230.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-10-20 2045-10-20 4 - 4 1000.00 583.94 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-11-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0109 4000000.00 4000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.1% ES7IP3U3RHIGC71XBU11 CCC456000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-06-01 4 - 4.5 10857.00 11626.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2047-09-20 4 - 4 1000.00 1058.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2044-06-01 2047-04-01 3.5 - 4 7059646.00 6111242.12 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-12-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0110 6000000.00 6000000.00 0.0015 N N Y N Societe Generale (GOV REPO) Societe Generale (GOV REPO), 1.07% O2RNE8IBXP4R0TD8PU41 CDG314000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-31 2030-05-15 0.75 - 6.75 12222000.00 12241143.66 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 12000000.00 12000000.00 0.0030 N Y Y N Societe Generale (GOV REPO) Societe Generale (GOV REPO), 1.08% O2RNE8IBXP4R0TD8PU41 CCH815000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-15 2042-08-15 1 - 6.75 22361100.00 22444072.44 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-27 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 22000000.00 22000000.00 0.0055 N N Y N Societe Generale (GOV REPO) Societe Generale (GOV REPO), 1.08% O2RNE8IBXP4R0TD8PU41 CDF805000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-15 2044-11-15 1 - 6.75 4054000.00 4080574.16 U.S. Treasuries (including strips) Y N/A N/A 2017-10-06 2017-10-06 2017-10-30 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0108 4000000.00 4000000.00 0.0010 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.07%, dated 9/29/2017 due 10/02/2017 VYVVCKR63DVZZN70PB21 CDG507000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-09-30 2046-11-15 1.133 - 3.5 12813216.33 12932426.12 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2047-09-25 1.367 - 3.5 61927.78 51467.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2019-07-20 2047-09-20 1.386 - 8.5 34154073.37 28795629.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-25 2047-10-01 3.801 - 5.232 6021631.32 6336365.80 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0107 47146321.05 47146321.05 0.0119 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.98% 912796MH9 US912796MH92 U.S. Treasury Debt Y N/A N/A 2017-12-21 2017-12-21 2017-12-21 N N N 0.0098 46895786.43 46895786.43 0.0118 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.02% 912796MJ5 US912796MJ58 U.S. Treasury Debt Y N/A N/A 2017-12-28 2017-12-28 2017-12-28 N N N 0.0102 39899466.80 39899466.80 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.04% 912796RK7 US912796RK76 U.S. Treasury Debt Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0104 64826234.20 64826234.20 0.0163 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796LJ6 US912796LJ67 U.S. Treasury Debt Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0107 1992763.20 1992763.20 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.09% 912796NR6 US912796NR65 U.S. Treasury Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0109 30879666.68 30879666.68 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.1% 912796NS4 US912796NS49 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0110 1991757.38 1991757.38 0.0005 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 0.0101 60985970.00 60985970.00 0.0154 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 0.0114 7004445.91 7004445.91 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.9% 912828PK0 US912828PK05 U.S. Treasury Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0115 19034903.95 19034903.95 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% to 1.08% 912828UE8 US912828UE89 U.S. Treasury Debt Y N/A N/A 2017-12-31 2017-12-31 2017-12-31 N N N 0.0114 14985286.65 14985286.65 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% to 1.08% 912828N55 US912828N555 U.S. Treasury Debt Y N/A N/A 2017-12-31 2017-12-31 2017-12-31 N N N 0.0115 17993286.36 17993286.36 0.0045 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.06% to 1.08% 912828PN4 US912828PN44 U.S. Treasury Debt Y N/A N/A 2017-12-31 2017-12-31 2017-12-31 N N N 0.0120 23089294.51 23089294.51 0.0058 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 0.0128 1003764.48 1003764.48 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.12% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2017-10-02 2019-04-30 2019-04-30 N N N 0.0109 41017754.64 41017754.64 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.15% 912828UR9 US912828UR92 U.S. Treasury Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0118 4991015.60 4991015.60 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.16% 912828HR4 US912828HR40 U.S. Treasury Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0123 2017033.72 2017033.72 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.22% 912828T75 US912828T750 U.S. Treasury Debt Y N/A N/A 2017-10-02 2018-10-31 2018-10-31 N N N 0.0107 20032953.40 20032953.40 0.0050 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.23% 912828S84 US912828S844 U.S. Treasury Debt Y N/A N/A 2017-10-02 2018-07-31 2018-07-31 N N N 0.0105 40059954.80 40059954.80 0.0101 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.07% U7M81AY481YLIOR75625 CDF908000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2017-10-06 2017-10-06 2017-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 2000000.00 2000000.00 0.0005 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 2017-10-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer