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2018-03-07 2018-03-07 N N N 0.0130 22936155.96 22936155.96 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.30% 313385TZ9 US313385TZ91 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0130 9987070.00 9987070.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UD6 US313385UD60 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0131 12981267.00 12981267.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UE4 US313385UE44 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-03-13 2018-03-13 N N N 0.0131 3994088.00 3994088.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UF1 US313385UF19 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0131 20968185.00 20968185.00 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UG9 US313385UG91 U.S. Government Agency Debt Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0131 3993792.00 3993792.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UL8 US313385UL86 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0131 9983010.00 9983010.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UN4 US313385UN43 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0131 28249824.10 28249824.10 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UP9 US313385UP90 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-03-22 2018-03-22 N N N 0.0131 29945700.00 29945700.00 0.0078 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.31% 313385UQ7 US313385UQ73 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0131 23955672.00 23955672.00 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.32% 313385UV6 US313385UV68 U.S. Government Agency Debt Y N/A N/A 2018-03-28 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0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0113 1999822.00 1999822.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130A9DZ1 US3130A9DZ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0135 1999985.54 1999985.54 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% to 1.50% 313378A43 US313378A439 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0124 1525147.93 1525147.93 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.35% 3130AAYM4 US3130AAYM41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0130 4598831.60 4598831.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACL44 US3130ACL448 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-06 2018-03-06 2018-03-06 N N N 0.0144 8999304.75 8999304.75 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130ACQD9 US3130ACQD99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-02-26 2018-02-26 N N N 0.0141 3999854.04 3999854.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130A9E23 US3130A9E231 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0133 39001251.90 39001251.90 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 3130AAXT0 US3130AAXT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0138 2998680.00 2998680.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACKV5 US3130ACKV51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-04-05 2018-04-05 N N N 0.0142 5999575.74 5999575.74 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACLF9 US3130ACLF92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-06 2018-04-06 2018-04-06 N N N 0.0141 8999352.63 8999352.63 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACMY7 US3130ACMY72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-04-16 2018-04-16 N N N 0.0142 5999493.24 5999493.24 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACN26 US3130ACN261 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-04-18 2018-04-18 N N N 0.0142 5999471.10 5999471.10 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACP65 US3130ACP654 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 1999799.16 1999799.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACHE7 US3130ACHE73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0141 2999929.23 2999929.23 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACHD9 US3130ACHD90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 2999922.03 2999922.03 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACHF4 US3130ACHF49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 4999870.40 4999870.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACPR9 US3130ACPR94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-04-23 2018-04-23 N N N 0.0142 4999476.45 4999476.45 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACHB3 US3130ACHB35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 14999611.20 14999611.20 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACQC1 US3130ACQC17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-03-26 2018-03-26 N N N 0.0142 5999549.58 5999549.58 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 3130ACQV9 US3130ACQV97 0001026214 U.S. 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16999957.67 16999957.67 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABDQ6 US3130ABDQ66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0141 2999992.53 2999992.53 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADLD2 US3130ADLD28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-06-05 2018-06-05 N N N 0.0141 3999865.60 3999865.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABDR4 US3130ABDR40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0141 3999990.04 3999990.04 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADLE0 US3130ADLE01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-07 2018-06-07 2018-06-07 N N N 0.0141 3999865.60 3999865.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABDA1 US3130ABDA15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-05-08 2018-05-08 N N N 0.0141 1999913.24 1999913.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADCK6 US3130ADCK61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-05-08 2018-05-08 N N N 0.0143 2999757.69 2999757.69 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACS21 US3130ACS211 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-05-08 2018-05-08 N N N 0.0141 5999659.08 5999659.08 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACE42 US3130ACE427 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-03-08 2018-03-08 N N N 0.0141 5999857.98 5999857.98 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADDL3 US3130ADDL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 4999583.60 4999583.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACLE2 US3130ACLE28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-06-11 2018-06-11 N N N 0.0142 2999708.70 2999708.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130AB5Y8 US3130AB5Y84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 8999250.39 8999250.39 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABEW2 US3130ABEW26 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0141 4999973.30 4999973.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABEP7 US3130ABEP74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0141 10999941.26 10999941.26 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABF27 US3130ABF277 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0141 5999967.96 5999967.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABF68 US3130ABF681 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0141 2999979.66 2999979.66 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADDX7 US3130ADDX73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-05-17 2018-05-17 N N N 0.0143 3999646.72 3999646.72 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACSV7 US3130ACSV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-05-18 2018-05-18 N N N 0.0143 3999584.20 3999584.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADAB8 US3130ADAB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-06-18 2018-06-18 N N N 0.0143 17997766.38 17997766.38 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACST2 US3130ACST24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-05-18 2018-05-18 N N N 0.0143 3999584.20 3999584.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACSU9 US3130ACSU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-05-18 2018-05-18 N N N 0.0143 11998752.60 11998752.60 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADAA0 US3130ADAA08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 2999615.10 2999615.10 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADAL6 US3130ADAL62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 999871.70 999871.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADAM4 US3130ADAM46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 999871.70 999871.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACS47 US3130ACS476 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-05-22 2018-05-22 N N N 0.0143 19997844.20 19997844.20 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADA44 US3130ADA449 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 5999230.20 5999230.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADA51 US3130ADA514 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 5999230.20 5999230.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACPP3 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 2999486.31 2999486.31 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADGS5 US3130ADGS51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-05-24 2018-05-24 N N N 0.0143 4999529.65 4999529.65 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ABA71 US3130ABA716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-04-24 2018-04-24 N N N 0.0142 6999533.17 6999533.17 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADGW6 US3130ADGW63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-05-24 2018-05-24 N N N 0.0143 2999717.79 2999717.79 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADJM5 US3130ADJM54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 4999526.40 4999526.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADEF5 US3130ADEF58 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0142 2999762.01 2999762.01 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADJB9 US3130ADJB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 16998387.04 16998387.04 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADB84 US3130ADB843 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-06-26 2018-06-26 N N N 0.0143 2999599.53 2999599.53 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACQ80 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-07-26 2018-07-26 N N N 0.0143 5999127.78 5999127.78 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ACPZ1 US3130ACPZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-06-26 2018-06-26 N N N 0.0143 5999078.64 5999078.64 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADB68 US3130ADB686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-04-27 2018-04-27 N N N 0.0142 4999642.30 4999642.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130ADL59 US3130ADL594 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-02 2018-06-01 2018-06-01 N N N 0.0141 4999750.00 4999750.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130A9HE4 US3130A9HE47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0137 3000104.16 3000104.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 3130A4PA4 US3130A4PA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0135 674745.53 674745.53 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACD68 US3130ACD684 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-03-01 2018-03-01 N N N 0.0142 2999947.65 2999947.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADKL5 US3130ADKL52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-06-01 2018-06-01 N N N 0.0141 2999935.92 2999935.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADKK7 US3130ADKK79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-06-01 2018-06-01 N N N 0.0141 4999893.20 4999893.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADE32 US3130ADE326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-06 2018-07-06 2018-07-06 N N N 0.0143 9999174.30 9999174.30 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACRZ9 US3130ACRZ92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-08-08 2018-08-08 N N N 0.0143 5999479.50 5999479.50 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACKS2 US3130ACKS23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-07-09 2018-07-09 N N N 0.0143 6999401.01 6999401.01 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABEX0 US3130ABEX09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2018-05-10 2018-05-10 N N N 0.0141 5999892.72 5999892.72 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABF50 US3130ABF509 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 3999777.64 3999777.64 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABHX7 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 6999535.97 6999535.97 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADDW9 US3130ADDW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 8999202.87 8999202.87 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADE40 US3130ADE409 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 4999557.15 4999557.15 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABL46 US3130ABL465 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-03-12 2018-03-12 N N N 0.0141 3999961.96 3999961.96 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACS39 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-08-13 2018-08-13 N N N 0.0143 2999722.14 2999722.14 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADE57 US3130ADE573 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-07-13 2018-07-13 N N N 0.0143 7999283.28 7999283.28 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5G5 US3130AC5G50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0141 4999977.65 4999977.65 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5P5 US3130AC5P59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0141 2999986.59 2999986.59 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABET9 US3130ABET96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-05-15 2018-05-15 N N N 0.0143 5999653.20 5999653.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFT8 US3130ABFT87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-03-15 2018-03-15 N N N 0.0142 2999950.41 2999950.41 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABEY8 US3130ABEY81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-05-15 2018-05-15 N N N 0.0143 2999826.60 2999826.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFU5 US3130ABFU50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-03-15 2018-03-15 N N N 0.0142 2999950.41 2999950.41 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFQ4 US3130ABFQ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-03-15 2018-03-15 N N N 0.0142 5999900.82 5999900.82 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5N0 US3130AC5N02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 5999968.74 5999968.74 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFS0 US3130ABFS05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-03-16 2018-03-16 N N N 0.0142 2999948.97 2999948.97 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5Y6 US3130AC5Y66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 1999989.58 1999989.58 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC5W0 US3130AC5W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 2999984.37 2999984.37 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFM3 US3130ABFM35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-03-16 2018-03-16 N N N 0.0142 21999625.78 21999625.78 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AC6C3 US3130AC6C38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0141 1999989.58 1999989.58 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFW1 US3130ABFW17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-04-17 2018-04-17 N N N 0.0142 2999931.42 2999931.42 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADE65 US3130ADE656 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-07-17 2018-07-17 N N N 0.0143 5999438.04 5999438.04 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABT71 US3130ABT716 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-04-17 2018-04-17 N N N 0.0142 2999931.42 2999931.42 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABUL8 US3130ABUL86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 3999905.08 3999905.08 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AD5Z1 US3130AD5Z14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 2999928.81 2999928.81 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130AD6B3 US3130AD6B37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 2999928.81 2999928.81 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABU87 US3130ABU870 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-03-19 2018-03-19 N N N 0.0141 15999718.40 15999718.40 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABUK0 US3130ABUK04 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 3999905.08 3999905.08 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABU95 US3130ABU953 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 3999905.08 3999905.08 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABUY0 US3130ABUY08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-03-20 2018-03-20 N N N 0.0142 7999849.60 7999849.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABT55 US3130ABT559 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-17 2018-04-17 N N N 0.0142 1999954.28 1999954.28 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACRY2 US3130ACRY28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 10998803.42 10998803.42 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADH54 US3130ADH543 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 999876.36 999876.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFP6 US3130ABFP65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-03-23 2018-03-23 N N N 0.0142 5999878.38 5999878.38 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADGZ9 US3130ADGZ94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 1999752.72 1999752.72 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACBL7 US3130ACBL70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 5999935.62 5999935.62 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACBR4 US3130ACBR41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0141 2999967.81 2999967.81 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADH21 US3130ADH212 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 1999752.72 1999752.72 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABFN1 US3130ABFN18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-03-23 2018-03-23 N N N 0.0142 7999837.84 7999837.84 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADGT3 US3130ADGT35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-07-24 2018-07-24 N N N 0.0144 4999375.80 4999375.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADHA3 US3130ADHA35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-07-24 2018-07-24 N N N 0.0144 5999250.96 5999250.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADGV8 US3130ADGV80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-07-24 2018-07-24 N N N 0.0144 4999375.80 4999375.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADFS6 US3130ADFS60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-05-24 2018-05-24 N N N 0.0143 2999764.74 2999764.74 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADH47 US3130ADH477 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2018-07-24 2018-07-24 N N N 0.0144 2999625.48 2999625.48 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADEE8 US3130ADEE83 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-07-25 2018-07-25 N N N 0.0143 2999693.04 2999693.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADFL1 US3130ADFL18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 2999762.73 2999762.73 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACH23 US3130ACH230 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 5999620.14 5999620.14 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ABUF1 US3130ABUF19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-03-23 2018-03-23 N N N 0.0142 15999689.60 15999689.60 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADHD7 US3130ADHD73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-07-26 2018-07-26 N N N 0.0143 3999612.16 3999612.16 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ADHC9 US3130ADHC90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-07-26 2018-07-26 N N N 0.0143 3999612.16 3999612.16 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACQR8 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-07-27 2018-07-27 N N N 0.0144 5999119.44 5999119.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACQT4 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-07-27 2018-07-27 N N N 0.0144 5999119.44 5999119.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACD43 US3130ACD437 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0142 5999891.82 5999891.82 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.41% 3130ACG73 US3130ACG737 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-06-19 2018-06-19 N N N 0.0143 6999591.62 6999591.62 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADA36 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-03 2019-01-03 2019-01-03 N N N 0.0143 5999358.00 5999358.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB2L9 US3130AB2L90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-03 2018-05-03 2018-05-03 N N N 0.0142 10999854.03 10999854.03 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABHS8 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-03 2018-07-03 2018-07-03 N N N 0.0144 3999765.36 3999765.36 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB2P0 US3130AB2P05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-03 2018-05-03 2018-05-03 N N N 0.0142 5999920.38 5999920.38 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABQL3 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-07 2018-07-06 2018-07-06 N N N 0.0143 6999722.10 6999722.10 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABKN5 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-07-09 2018-07-09 N N N 0.0143 2999940.03 2999940.03 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABRW8 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2018-08-10 2018-08-10 N N N 0.0143 7999913.68 7999913.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AC4A9 US3130AC4A99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2018-05-10 2018-05-10 N N N 0.0141 2000046.52 2000046.52 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB4R4 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2018-10-10 2018-10-10 N N N 0.0143 1999859.16 1999859.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AC4L5 US3130AC4L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 1999971.94 1999971.94 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AC4K7 US3130AC4K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-05-11 2018-05-11 N N N 0.0142 1999971.94 1999971.94 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABSF4 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-11 2018-07-11 N N N 0.0143 1999957.68 1999957.68 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABKV7 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-06-12 2018-06-12 N N N 0.0142 999975.10 999975.10 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABKH8 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 2999934.78 2999934.78 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABSD9 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-07-12 2018-07-12 N N N 0.0143 2999934.78 2999934.78 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACFN9 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-06-14 2018-06-14 N N N 0.0143 5999733.60 5999733.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACFQ2 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-06-15 2018-06-15 N N N 0.0143 2999864.61 2999864.61 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADEL2 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-10-16 2018-10-16 N N N 0.0144 999886.98 999886.98 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AD4R0 US3130AD4R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-05-18 2018-05-18 N N N 0.0143 1999940.28 1999940.28 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AD4L3 US3130AD4L37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-04-18 2018-04-18 N N N 0.0142 4999937.60 4999937.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AD4T6 US3130AD4T62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 2999961.66 2999961.66 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABLR5 US3130ABLR57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-04-19 2018-04-19 N N N 0.0142 5999923.32 5999923.32 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AD6A5 US3130AD6A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 4999881.10 4999881.10 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADA93 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-09-21 2018-09-21 N N N 0.0144 7999100.80 7999100.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACS62 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-09-21 2018-09-21 N N N 0.0144 2999662.80 2999662.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABN28 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-06-22 2018-06-22 N N N 0.0143 3999799.04 3999799.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACS70 US3130ACS708 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-08-22 2018-08-22 N N N 0.0143 2999688.87 2999688.87 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AC6Q2 US3130AC6Q24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-03-23 2018-03-23 N N N 0.0142 999986.94 999986.94 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABGV2 US3130ABGV25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2018-05-25 2018-05-25 N N N 0.0143 999968.27 999968.27 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABVH6 US3130ABVH65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-04-26 2018-04-26 N N N 0.0142 18999496.12 18999496.12 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ABB39 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-07-27 2018-07-27 N N N 0.0144 999926.27 999926.27 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB2M7 US3130AB2M73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-04-27 2018-04-27 N N N 0.0142 5999928.24 5999928.24 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130AB2N5 US3130AB2N56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-04-27 2018-04-27 N N N 0.0142 1999976.08 1999976.08 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ACBB9 US3130ACBB98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0142 3999960.00 3999960.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADKX9 US3130ADKX90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-04 2018-09-04 2018-09-04 N N N 0.0143 8999450.64 8999450.64 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 3130ADLA8 US3130ADLA88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-08-06 2018-08-06 N N N 0.0143 8999294.13 8999294.13 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VA1 US313385VA13 U.S. Government Agency Debt Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0142 6983431.00 6983431.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VC7 US313385VC78 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0142 3990216.00 3990216.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VE3 US313385VE35 U.S. Government Agency Debt Y N/A N/A 2018-04-06 2018-04-06 2018-04-06 N N N 0.0142 12967188.00 12967188.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VH6 US313385VH65 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0142 21941854.00 21941854.00 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 313385VL7 US313385VL77 U.S. Government Agency Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0142 7977912.00 7977912.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADKN1 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-11-01 2018-11-01 N N N 0.0144 2999743.71 2999743.71 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADKH4 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-11-01 2018-11-01 N N N 0.0144 4999572.85 4999572.85 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADKJ0 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-11-01 2018-11-01 N N N 0.0144 999914.57 999914.57 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABHT6 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-07-02 2018-07-02 N N N 0.0144 1999884.34 1999884.34 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACYW8 US3130ACYW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-06-05 2018-06-05 N N N 0.0142 23000305.21 23000305.21 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACJZ8 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-09-05 2018-09-05 N N N 0.0143 5999803.92 5999803.92 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABKX3 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-07-13 2018-07-13 N N N 0.0143 2999933.16 2999933.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABSY3 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-07-13 2018-07-13 N N N 0.0143 1999955.44 1999955.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABKW5 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-07-13 2018-07-13 N N N 0.0143 2999933.16 2999933.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4N1 US3130AC4N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-05-14 2018-05-14 N N N 0.0143 1999971.14 1999971.14 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4B7 US3130AC4B72 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-05-14 2018-05-14 N N N 0.0143 5999913.42 5999913.42 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4J0 US3130AC4J09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-05-14 2018-05-14 N N N 0.0143 1999971.14 1999971.14 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4D3 US3130AC4D39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-05-14 2018-05-14 N N N 0.0143 7999884.56 7999884.56 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AC4H4 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-06-14 2018-06-14 N N N 0.0143 3000032.49 3000032.49 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD4H2 US3130AD4H25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-06-15 2018-06-15 N N N 0.0143 2999975.88 2999975.88 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACT53 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-11-16 2018-11-16 N N N 0.0144 2999641.02 2999641.02 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABT48 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-08-17 2018-08-17 N N N 0.0143 6000065.28 6000065.28 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABT63 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-08-17 2018-08-17 N N N 0.0143 3000032.64 3000032.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD5F5 US3130AD5F59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-07-18 2018-07-18 N N N 0.0143 4999873.15 4999873.15 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD4K5 US3130AD4K53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-06-18 2018-06-18 N N N 0.0143 11999886.24 11999886.24 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD4N9 US3130AD4N92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-04-18 2018-04-18 N N N 0.0143 2999962.56 2999962.56 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADFF4 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2019-01-18 2019-01-18 N N N 0.0145 5998637.52 5998637.52 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD5G3 US3130AD5G33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-07-19 2018-07-19 N N N 0.0143 4999870.10 4999870.10 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD4M1 US3130AD4M10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-06-19 2018-06-19 N N N 0.0143 2999970.21 2999970.21 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACV92 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0143 19999627.60 19999627.60 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACV68 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0143 5999888.28 5999888.28 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130AD5S7 US3130AD5S70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-07-20 2018-07-20 N N N 0.0144 4999867.35 4999867.35 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACV76 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-08-21 2018-08-21 N N N 0.0143 8999824.68 8999824.68 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADAK8 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-10-22 2018-10-22 N N N 0.0144 8998906.86 8998906.86 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADA69 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-10-22 2018-10-22 N N N 0.0144 11998542.48 11998542.48 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABNC6 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-07-23 2018-07-23 N N N 0.0144 5999686.38 5999686.38 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADFD9 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2019-01-25 2019-01-25 N N N 0.0145 9997589.70 9997589.70 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADFE7 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2019-01-25 2019-01-25 N N N 0.0146 7998073.68 7998073.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADFC1 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2019-01-25 2019-01-25 N N N 0.0146 4998796.05 4998796.05 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACSS4 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-09-27 2018-09-27 N N N 0.0144 2999638.65 2999638.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABNA0 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-06-27 2018-06-27 N N N 0.0144 5999676.60 5999676.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABPC4 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-07-27 2018-07-27 N N N 0.0144 11999699.52 11999699.52 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ADJK9 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2019-01-28 2019-01-28 N N N 0.0146 4998515.70 4998515.70 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABP42 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-06-28 2018-06-28 N N N 0.0144 2999833.89 2999833.89 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABPQ3 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-06-28 2018-06-28 N N N 0.0144 11999582.88 11999582.88 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACWY6 US3130ACWY62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-03-28 2018-03-28 N N N 0.0142 6000007.08 6000007.08 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ABNB8 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-06-28 2018-06-28 N N N 0.0144 3999778.52 3999778.52 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACWZ3 US3130ACWZ38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-03-28 2018-03-28 N N N 0.0142 9000010.62 9000010.62 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACGD0 US3130ACGD00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-06-20 2018-06-20 N N N 0.0144 5999672.70 5999672.70 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.43% 3130ACGB4 US3130ACGB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-06-20 2018-06-20 N N N 0.0144 999945.45 999945.45 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACXZ2 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-09-05 2018-09-05 N N N 0.0143 4000224.20 4000224.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACY24 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-06 2018-09-06 2018-09-06 N N N 0.0143 9000499.59 9000499.59 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD4D1 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-07 2018-09-07 2018-09-07 N N N 0.0143 11000275.99 11000275.99 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABSH0 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-10-11 2018-10-11 N N N 0.0143 1000066.47 1000066.47 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD4P4 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-01-11 2019-01-11 N N N 0.0145 3999897.24 3999897.24 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABTN6 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-10-12 2018-10-12 N N N 0.0143 12000789.60 12000789.60 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5C2 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-12-18 2018-12-18 N N N 0.0144 2999881.68 2999881.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5T5 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-18 2018-12-18 2018-12-18 N N N 0.0144 1999921.12 1999921.12 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD7M8 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-12-19 2018-12-19 N N N 0.0145 5999492.46 5999492.46 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AAYE2 US3130AAYE25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 3000092.88 3000092.88 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUC6 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-11-20 2018-11-20 N N N 0.0145 5999486.04 5999486.04 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AAYA0 US3130AAYA03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 3000092.88 3000092.88 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AAYD4 US3130AAYD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-04-20 2018-04-20 N N N 0.0142 6000185.76 6000185.76 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUF9 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-11-20 2018-11-20 N N N 0.0145 3999657.36 3999657.36 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5R9 US3130AD5R97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-09-20 2018-09-20 N N N 0.0144 4999919.40 4999919.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABU20 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0143 10000088.90 10000088.90 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACU93 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-11-20 2018-11-20 N N N 0.0145 11998972.08 11998972.08 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABU38 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0143 8000071.12 8000071.12 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUA0 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-11-20 2018-11-20 N N N 0.0145 1999828.68 1999828.68 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5E8 US3130AD5E84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-09-21 2018-09-21 N N N 0.0144 11999795.16 11999795.16 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUD4 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-11-21 2018-11-21 N N N 0.0145 3999651.76 3999651.76 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACUE2 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-11-21 2018-11-21 N N N 0.0145 7999303.52 7999303.52 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130AD5D0 US3130AD5D02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-09-21 2018-09-21 N N N 0.0144 2999948.79 2999948.79 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ABBU9 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-10-26 2018-10-26 N N N 0.0144 4999912.80 4999912.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ADB27 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2019-02-26 2019-02-26 N N N 0.0146 2999417.52 2999417.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130ACXF6 US3130ACXF64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-03-27 2018-03-27 N N N 0.0142 14000125.58 14000125.58 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.44% 3130A9F71 US3130A9F717 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-09-14 2018-09-14 N N N 0.0135 22417958.38 22417958.38 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ADKU5 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2019-03-01 2019-03-01 N N N 0.0145 15998880.64 15998880.64 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABPK6 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-10-01 2018-10-01 N N N 0.0145 3000118.41 3000118.41 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABPL4 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-01 2018-10-01 2018-10-01 N N N 0.0145 3000118.41 3000118.41 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACYG3 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-04 2018-09-04 2018-09-04 N N N 0.0144 10000568.30 10000568.30 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACY32 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-04 2018-09-04 2018-09-04 N N N 0.0144 5000284.15 5000284.15 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACYJ7 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-09-04 2018-09-04 N N N 0.0144 6000340.98 6000340.98 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACZV9 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-12-11 2018-12-11 N N N 0.0144 6000330.12 6000330.12 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACZX5 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-12-11 2018-12-11 N N N 0.0144 11000605.22 11000605.22 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACZU1 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2018-12-11 2018-12-11 N N N 0.0144 11000605.22 11000605.22 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABTY2 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-10-19 2018-10-19 N N N 0.0144 8000487.20 8000487.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABUA2 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-19 2018-10-19 2018-10-19 N N N 0.0144 4000243.60 4000243.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACNP5 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2019-01-18 2019-01-18 N N N 0.0145 5999501.40 5999501.40 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ACXM1 US3130ACXM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-08-28 2018-08-28 N N N 0.0144 1000061.00 1000061.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 3130ABBT2 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-10-26 2018-10-26 N N N 0.0145 2999948.31 2999948.31 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADD33 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2019-07-10 2019-07-10 N N N 0.0149 7996991.92 7996991.92 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADDE9 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-10 2019-07-10 2019-07-10 N N N 0.0149 2998871.97 2998871.97 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADD41 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-07-11 2019-07-11 N N N 0.0149 2998859.43 2998859.43 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADD58 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-07-11 2019-07-11 N N N 0.0149 2998859.43 2998859.43 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADJE3 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-24 2019-05-24 2019-05-24 N N N 0.0149 2998829.52 2998829.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ADJ60 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2019-05-24 2019-05-24 N N N 0.0149 13994537.76 13994537.76 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.46% 3130ACGZ1 US3130ACGZ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-09-21 2018-09-21 N N N 0.0144 3000277.17 3000277.17 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AC3H5 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-02-11 2019-02-11 N N N 0.0145 1000239.05 1000239.05 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130AC3Z5 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-11 2019-02-11 2019-02-11 N N N 0.0145 1000239.05 1000239.05 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 3130ABNL6 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-27 2018-12-27 2018-12-27 N N N 0.0146 1000083.61 1000083.61 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 313385WJ1 US313385WJ13 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 N N N 0.0147 1992486.00 1992486.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130ABZR0 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-04 2019-02-04 2019-02-04 N N N 0.0146 1000242.66 1000242.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.48% 3130AC3G7 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2019-02-08 2019-02-08 N N N 0.0145 1000240.01 1000240.01 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.50% 3133XPCT9 US3133XPCT92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0128 466426.62 466426.62 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 3130A7G90 US3130A7G909 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0135 3000495.33 3000495.33 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.55% 313385XT8 US313385XT85 U.S. Government Agency Debt Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0155 4973265.00 4973265.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130A9LA7 US3130A9LA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-09-26 2018-09-26 N N N 0.0149 17007240.30 17007240.30 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 313385YQ3 US313385YQ38 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-06-27 2018-06-27 N N N 0.0156 1987508.00 1987508.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 313385YS9 US313385YS93 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0156 993669.00 993669.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AA5K0 US3130AA5K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-05-17 2018-05-17 N N N 0.0143 1000440.20 1000440.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130ABUJ3 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2019-01-18 2019-01-18 N N N 0.0154 8003091.60 8003091.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130ABUE4 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-04-22 2019-01-22 2019-01-22 N N N 0.0155 16006156.80 16006156.80 0.0042 N N N N Freddie Mac Freddie Mac, 1.39% 3137EADP1 S6XOOCT0IEG5ABCC6L87 US3137EADP18 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0128 2998677.00 2998677.00 0.0008 N N N N Freddie Mac Freddie Mac, 1.42% 313397VC2 S6XOOCT0IEG5ABCC6L87 US313397VC25 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0142 5985324.00 5985324.00 0.0016 N N N N Freddie Mac Freddie Mac, 1.42% 313397VD0 S6XOOCT0IEG5ABCC6L87 US313397VD08 U.S. Government Agency Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0142 9975150.00 9975150.00 0.0026 N N N N Freddie Mac Freddie Mac, 1.54% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0135 4000736.52 4000736.52 0.0010 N N N N Freddie Mac Freddie Mac, 1.55% 3137EABP3 S6XOOCT0IEG5ABCC6L87 US3137EABP36 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0158 1517920.50 1517920.50 0.0004 N N N N Freddie Mac Freddie Mac, 1.62% 3134G8Y60 S6XOOCT0IEG5ABCC6L87 US3134G8Y603 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0165 1495233.00 1495233.00 0.0004 N N N N BMO Harris Bank NA BMO Harris Bank NA, 1.19% 3Y4U8VZURTYWI1W2K376 CEI697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2045-02-15 1.375 - 3.875 5546000.00 5190164.22 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0118 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.25% 3Y4U8VZURTYWI1W2K376 CFC311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2026-11-15 1.375 - 3.875 5382000.00 5128857.04 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.25% 3Y4U8VZURTYWI1W2K376 CFC165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2027-05-15 1.375 - 3.875 5230000.00 5132650.97 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0124 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.26% 3Y4U8VZURTYWI1W2K376 CFD920000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2021-05-15 2.625 - 3.875 2970000.00 3083040.68 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0125 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.27% 3Y4U8VZURTYWI1W2K376 CFD930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2021-05-15 2.625 - 3.875 2970000.00 3083040.68 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0126 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.30% 3Y4U8VZURTYWI1W2K376 CFG428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2044-11-15 1.375 - 3.875 5075000.00 5160095.78 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.31% 3Y4U8VZURTYWI1W2K376 CFG440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2043-08-15 0.75 - 7.875 3112800.00 3070116.56 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 3000000.00 3000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.31% 3Y4U8VZURTYWI1W2K376 CHD063000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-15 2027-05-15 2.125 - 3.875 5215000.00 5119953.03 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.36% 3Y4U8VZURTYWI1W2K376 CHG393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-30 2043-08-15 0 - 3.625 5112200.00 5117802.89 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 5000000.00 5000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.45% 3Y4U8VZURTYWI1W2K376 CIB336000 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 3.875 - 3.875 10090000.00 10325115.21 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 10000000.00 10000000.00 0.0026 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.46% 3Y4U8VZURTYWI1W2K376 CHJ316000 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 5100000.00 5157903.67 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0145 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.29% R0MUWSFPU8MPRO8K5P83 CFG904000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2047-08-15 1.143 - 7.125 5168200.00 5111994.48 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0128 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.31% R0MUWSFPU8MPRO8K5P83 CFI002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2042-11-15 0 - 2.75 5261400.00 5151358.53 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.31% R0MUWSFPU8MPRO8K5P83 CFH125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2038-02-15 0 - 8.75 16383800.00 16357508.55 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 16000000.00 16000000.00 0.0042 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CGF331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2044-08-15 0 - 7.125 10169300.00 10218373.15 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CIB821000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-31 2045-02-15 1.213 - 6.125 5270600.00 5136659.08 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CHD771000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2045-08-15 0 - 8.75 10042500.00 10286648.51 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CGG054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2045-02-15 0 - 5.5 5218800.00 5144626.78 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CHC582000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-01-03 2045-11-15 0 - 3 10180500.00 10307314.20 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.34% R0MUWSFPU8MPRO8K5P83 CHC579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2045-02-15 0 - 8.125 12568400.00 12250537.23 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 12000000.00 12000000.00 0.0031 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CIC322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2042-02-15 1.435 - 3.125 7219200.00 7140298.63 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 7000000.00 7000000.00 0.0018 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CHB323000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2046-05-15 0 - 8.75 15804600.00 15343426.25 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 15000000.00 15000000.00 0.0039 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CHC156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2043-05-15 0 - 7.125 14757400.00 14292863.83 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 14000000.00 14000000.00 0.0037 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.36% R0MUWSFPU8MPRO8K5P83 CHJ254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-24 2039-11-15 0 - 8.75 3883700.00 5101978.29 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.36% R0MUWSFPU8MPRO8K5P83 CHE384000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2045-02-15 0 - 7.125 8038800.00 10222445.49 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.36% R0MUWSFPU8MPRO8K5P83 CHI387000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2027-08-15 0 - 6.75 5165300.00 5102785.94 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0135 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.38% R0MUWSFPU8MPRO8K5P83 CHJ869000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2044-08-15 0 - 8.75 4052700.00 5101680.46 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0137 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.39% R0MUWSFPU8MPRO8K5P83 CIB340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-08 2046-11-15 0 - 2.875 10403500.00 10201463.13 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.39% R0MUWSFPU8MPRO8K5P83 CIA363000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2047-08-15 0 - 7.125 6514500.00 7142019.04 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 7000000.00 7000000.00 0.0018 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.40% R0MUWSFPU8MPRO8K5P83 CIB820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2036-02-15 0 - 7.125 8443700.00 10200798.42 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0139 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.41% R0MUWSFPU8MPRO8K5P83 CHJ870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2036-02-15 0 - 4.5 5322200.00 5101691.56 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0142 4999845.50 4999845.50 0.0013 N N N Y BNP Paribas, S.A. BNP Paribas, S.A., 1.45% R0MUWSFPU8MPRO8K5P83 CHG384000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2046-08-15 0 - 4.5 10540400.00 10208233.65 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0144 10000000.00 10000000.00 0.0026 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.47% R0MUWSFPU8MPRO8K5P83 CHJ446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2045-02-15 0 - 8.75 10534400.00 10203797.33 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-04-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0146 10000000.00 10000000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.39% 549300IMBXQ8SGH3HJ31 CIC079000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-10-31 2026-05-15 0.75 - 2 7339500.00 7140604.52 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0140 6999977.60 6999977.60 0.0018 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.40% 549300IMBXQ8SGH3HJ31 CIC571000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-15 2027-02-15 1.125 - 3.75 48728800.00 47941883.96 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0140 47000000.00 47000000.00 0.0123 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.40% 549300IMBXQ8SGH3HJ31 CIA545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-30 2025-05-15 0.625 - 2.125 7379600.00 7141999.18 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0140 7000000.00 7000000.00 0.0018 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.40% 549300IMBXQ8SGH3HJ31 CIB025000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-15 2027-02-15 1.125 - 3.75 6983800.00 7141761.43 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0139 6999998.60 6999998.60 0.0018 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.43% 549300IMBXQ8SGH3HJ31 CIC565000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2026-05-15 1.125 - 2 7739300.00 7140335.24 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0142 7000000.00 7000000.00 0.0018 N N Y N Credit AG Credit AG, 1.34% 1VUV7VQFKUOQSJ21A208 CIC580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-31 2021-10-31 2 - 2 5149700.00 5100241.63 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0133 5000000.00 5000000.00 0.0013 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.34% 7LTWFZYICNSX8D621K86 CIA539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2044-05-15 0.75 - 3.375 14311100.00 14294811.72 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 13999995.80 13999995.80 0.0037 N Y Y N Deutsche Bank AG Deutsche Bank AG, 1.36% 7LTWFZYICNSX8D621K86 CIC461000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-31 2021-01-31 1.25 - 2.125 20510500.00 20400796.30 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 20000000.00 20000000.00 0.0052 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2020-01-31 1.435 - 1.435 11264700.00 11223020.61 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 10999996.70 10999996.70 0.0029 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2020-01-31 1.435 - 1.435 15358000.00 15301175.40 U.S. Treasuries (including strips) Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0135 14999964.00 14999964.00 0.0039 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.34% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2020-01-31 1.435 - 1.435 15358000.00 15301175.40 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0135 14999952.00 14999952.00 0.0039 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.32% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-03-01 2031-02-15 0 - 8.875 6267700.00 6121364.16 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0132 5999996.40 5999996.40 0.0016 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.32% H7FNTJ4851HG0EXQ1Z70 CFC199000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2027-11-15 2.25 - 6.75 4087000.00 4092339.08 U.S. Treasuries (including strips) Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0131 3999995.60 3999995.60 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.35% H7FNTJ4851HG0EXQ1Z70 CFF095000 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 - 7.625 5124000.00 5118579.51 U.S. Treasuries (including strips) Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0137 4999912.00 4999912.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.37% H7FNTJ4851HG0EXQ1Z70 CFG473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2026-08-15 1.25 - 6.75 10251300.00 10255046.93 U.S. Treasuries (including strips) Y N/A N/A 2018-02-27 2018-02-27 2018-02-27 N N N 0.0138 9999846.00 9999846.00 0.0026 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.41% H7FNTJ4851HG0EXQ1Z70 CGE074000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2027-11-15 6.125 - 7.625 4644700.00 6197886.28 U.S. Treasuries (including strips) Y N/A N/A 2018-03-15 2018-03-15 2018-03-15 N N N 0.0140 6000030.60 6000030.60 0.0016 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.41% H7FNTJ4851HG0EXQ1Z70 CGD432000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2027-11-15 6 - 7.625 8043600.00 10427080.41 U.S. Treasuries (including strips) Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0140 9999975.00 9999975.00 0.0026 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.50% H7FNTJ4851HG0EXQ1Z70 CHJ289000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2019-10-31 1.25 - 1.25 5156200.00 5115041.09 U.S. Treasuries (including strips) Y N/A N/A 2018-04-24 2018-04-24 2018-04-24 N N N 0.0148 5000118.00 5000118.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.50% H7FNTJ4851HG0EXQ1Z70 CIA160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2018-08-31 1.5 - 1.5 2029900.00 2052942.52 U.S. Treasuries (including strips) Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0149 2000021.20 2000021.20 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.52% H7FNTJ4851HG0EXQ1Z70 CIA675000 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 2055300.00 2042119.88 U.S. Treasuries (including strips) Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0150 2000048.20 2000048.20 0.0005 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.36% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-03-31 2.125 - 2.125 10425000.00 10285377.98 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 10000000.00 10000000.00 0.0026 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.30% U7M81AY481YLIOR75625 CHD774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2020-11-15 1.25 - 2.625 5024000.00 5128324.10 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 5000000.00 5000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.31% U7M81AY481YLIOR75625 CFF551000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2026-08-15 1.25 - 1.5 2230000.00 2055158.88 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0130 2000000.00 2000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.32% U7M81AY481YLIOR75625 CHJ268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2023-05-15 1.25 - 1.75 3166000.00 3066046.78 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0131 3000000.00 3000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.32% U7M81AY481YLIOR75625 CIB733000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-15 2024-08-15 2.375 - 2.375 2066000.00 2078222.15 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 2000000.00 2000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CHH806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2046-02-15 1.25 - 2.5 9998000.00 9323585.84 U.S. Treasuries (including strips) Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0132 9000000.00 9000000.00 0.0024 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CHI368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2023-12-31 1.25 - 2.25 2076000.00 2044858.78 U.S. Treasuries (including strips) Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0132 2000000.00 2000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CIA162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2024-11-30 2.125 - 2.125 1050000.00 1023065.41 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 1000000.00 1000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CHJ275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-15 2019-05-15 3.125 - 3.125 1006000.00 1033560.57 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 1000000.00 1000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.36% U7M81AY481YLIOR75625 CIC541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-15 2025-02-15 2 - 2 3200000.00 3122268.80 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 3000000.00 3000000.00 0.0008 N Y Y N Natixis SA Natixis SA, 1.32% KX1WK48MPD4Y2NCUIZ63 CHJ705000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-04-26 2045-08-15 0 - 3.625 10184700.00 10236192.39 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 10000000.00 10000000.00 0.0026 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.36% OXTKY6Q8X53C9ILVV871 CIC575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-07 2046-05-15 0 - 2.5 75526700.00 74466319.91 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0135 73000000.00 73000000.00 0.0191 N N Y N Norinchukin Bank Norinchukin Bank, 1.30% 5493007VSMFZCPV1NB83 CEJ127000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 3240000.00 3071533.37 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0131 2999997.00 2999997.00 0.0008 N N Y N Norinchukin Bank Norinchukin Bank, 1.32% 5493007VSMFZCPV1NB83 CFA429000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 3240000.00 3071533.37 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 2999997.60 2999997.60 0.0008 N N Y N Norinchukin Bank Norinchukin Bank, 1.33% 5493007VSMFZCPV1NB83 CFC670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 3240000.00 3071533.37 U.S. Treasuries (including strips) Y N/A N/A 2018-02-13 2018-02-13 2018-02-13 N N N 0.0136 2999954.70 2999954.70 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.35% 5493007VSMFZCPV1NB83 CFF043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 5395000.00 5114482.26 U.S. Treasuries (including strips) Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0138 4999901.50 4999901.50 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.35% 5493007VSMFZCPV1NB83 CFF529000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 5395000.00 5114482.26 U.S. Treasuries (including strips) Y N/A N/A 2018-02-22 2018-02-22 2018-02-22 N N N 0.0138 4999894.00 4999894.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.37% 5493007VSMFZCPV1NB83 CFI390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 3240000.00 3071533.37 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0138 2999946.30 2999946.30 0.0008 N N N Y Norinchukin Bank Norinchukin Bank, 1.38% 5493007VSMFZCPV1NB83 CGB073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 5395000.00 5114482.26 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0139 4999946.00 4999946.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.48% 5493007VSMFZCPV1NB83 CIB060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 2155000.00 2042948.89 U.S. Treasuries (including strips) Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0140 2000254.20 2000254.20 0.0005 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.29% 549300QJJX6CVVUXLE15 CGB095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2045-08-15 1.375 - 3.625 3107000.00 3096200.97 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0128 3000000.00 3000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.32% 549300QJJX6CVVUXLE15 CHJ652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2045-08-15 1.375 - 3.625 5169500.00 5151688.92 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.32% 549300QJJX6CVVUXLE15 CHJ257000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2045-08-15 1.375 - 3.625 3101900.00 3091144.15 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 3000000.00 3000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.33% 549300QJJX6CVVUXLE15 CIA142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2045-08-15 1.375 - 3.625 5169400.00 5151533.08 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.33% 549300QJJX6CVVUXLE15 CIA145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2045-08-15 1.375 - 3.625 2067800.00 2060649.65 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 2000000.00 2000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.35% 549300QJJX6CVVUXLE15 CIC229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-04-30 2045-08-15 1.5 - 2.875 2041600.00 2040133.16 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 2000000.00 2000000.00 0.0005 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.36% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2023-02-15 1.75 - 2 4122200.00 4081015.02 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 N N N 0.0135 4000000.00 4000000.00 0.0010 N N Y N Societe Generale Societe Generale, 1.40% O2RNE8IBXP4R0TD8PU41 CHB187000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2046-05-15 0.75 - 8.125 10161800.00 10310040.54 U.S. Treasuries (including strips) Y N/A N/A 2018-03-05 2018-03-05 2018-03-05 N N N 0.0139 9999976.00 9999976.00 0.0026 N N N Y Societe Generale Societe Generale, 1.40% O2RNE8IBXP4R0TD8PU41 CHD742000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2044-11-15 0.75 - 3 7164600.00 7148844.18 U.S. Treasuries (including strips) Y N/A N/A 2018-03-13 2018-03-13 2018-03-13 N N N 0.0140 6999958.70 6999958.70 0.0018 N N N Y Societe Generale Societe Generale, 1.40% O2RNE8IBXP4R0TD8PU41 CHJ245000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-02-15 2043-05-15 0 - 7.625 10059400.00 10243328.42 U.S. Treasuries (including strips) Y N/A N/A 2018-03-22 2018-03-22 2018-03-22 N N N 0.0140 9999894.00 9999894.00 0.0026 N N N Y U.S. Treasury Bills U.S. Treasury Bills, 1.08% 912796NR6 US912796NR65 U.S. Treasury Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0108 15563345.02 15563345.02 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.31% 912796NY1 US912796NY17 U.S. Treasury Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0131 25940110.56 25940110.56 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.36% 912796PA1 US912796PA13 U.S. Treasury Debt Y N/A N/A 2018-04-12 2018-04-12 2018-04-12 N N N 0.0136 54255877.54 54255877.54 0.0142 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.38% 912796PB9 US912796PB95 U.S. Treasury Debt Y N/A N/A 2018-04-19 2018-04-19 2018-04-19 N N N 0.0138 17946869.94 17946869.94 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.42% 912796LX5 US912796LX51 U.S. Treasury Debt Y N/A N/A 2018-04-26 2018-04-26 2018-04-26 N N N 0.0142 12957002.50 12957002.50 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.44% 912796PF0 US912796PF00 U.S. Treasury Debt Y N/A N/A 2018-05-10 2018-05-10 2018-05-10 N N N 0.0144 47812166.88 47812166.88 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.44% 912796PG8 US912796PG82 U.S. Treasury Debt Y N/A N/A 2018-05-17 2018-05-17 2018-05-17 N N N 0.0144 44811656.10 44811656.10 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.47% 912796MB2 US912796MB23 U.S. Treasury Debt Y N/A N/A 2018-05-24 2018-05-24 2018-05-24 N N N 0.0147 23890613.28 23890613.28 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.48% 912796PH6 US912796PH65 U.S. Treasury Debt Y N/A N/A 2018-05-31 2018-05-31 2018-05-31 N N N 0.0148 11941590.84 11941590.84 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.50% 912796PJ2 US912796PJ22 U.S. Treasury Debt Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0150 28849272.50 28849272.50 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.50% 912796PL7 US912796PL77 U.S. Treasury Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0150 41015471.59 41015471.59 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.51% 912796MF3 US912796MF37 U.S. Treasury Debt Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0151 35790000.12 35790000.12 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796PN3 US912796PN34 U.S. Treasury Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0156 47681733.12 47681733.12 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.58% 912796PQ6 US912796PQ64 U.S. Treasury Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0158 18867018.43 18867018.43 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.60% 912796MK2 US912796MK22 U.S. Treasury Debt Y N/A N/A 2018-07-19 2018-07-19 2018-07-19 N N N 0.0160 19851833.40 19851833.40 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.60% 912796PR4 US912796PR48 U.S. Treasury Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0160 26790984.36 26790984.36 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.67% 912796PS2 US912796PS21 U.S. Treasury Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0167 18685462.26 18685462.26 0.0049 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 0.0135 4997650.00 4997650.00 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 0.0145 2001649.36 2001649.36 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.36% 912828QB9 US912828QB96 U.S. Treasury Debt Y N/A N/A 2018-03-31 2018-03-31 2018-03-31 N N N 0.0142 5011616.20 5011616.20 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.48% 9128283B4 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-02-01 2019-10-31 2019-10-31 N N N 0.0143 4003847.36 4003847.36 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.51% 912828X54 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-02-01 2019-04-30 2019-04-30 N N N 0.0140 41052144.21 41052144.21 0.0107 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% 912828T75 US912828T750 U.S. Treasury Debt Y N/A N/A 2018-02-01 2018-10-31 2018-10-31 N N N 0.0140 20030330.40 20030330.40 0.0052 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% 912828S84 US912828S844 U.S. Treasury Debt Y N/A N/A 2018-02-01 2018-07-31 2018-07-31 N N N 0.0140 40040989.20 40040989.20 0.0105 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 1.36%, dated 1/31/2018 due 02/01/2018 B4TYDEB6GKMZO031MB27 CIC687000_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 2046-10-20 3 - 5.25 56049414.41 19004566.94 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 18566182.64 18566182.64 0.0048 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.32% AC28XWWI3WIBK2824319 0000851376 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 2047-10-01 2047-10-01 3.5 - 3.5 5110209.00 5100561.81 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0135 4999974.00 4999974.00 0.0013 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.37% AC28XWWI3WIBK2824319 0000851376 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 2047-10-01 2047-10-01 3.5 - 3.5 5111202.00 5101552.94 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-21 Y BARCLAYS CAPITAL INC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0136 5000000.00 5000000.00 0.0013 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.33% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2018-02-21 2018-02-21 N/A 100000.00 99924.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2042-06-15 3.5 - 5 7510961.00 1937442.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 3345.00 3387.44 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-22 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 2000000.00 2000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.26% 3Y4U8VZURTYWI1W2K376 CFB146000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-06-01 2047-05-01 3.5 - 4 4064340.00 3994176.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-12-01 2037-06-01 3.5 - 4 119135.00 97247.60 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0125 4000000.00 4000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.33% 3Y4U8VZURTYWI1W2K376 CHJ334000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-06-30 2043-02-15 0.625 - 3.875 1300.00 1647.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2037-06-01 2037-06-01 4 - 4 2435.00 2363.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2031-12-01 2037-05-01 3.5 - 4 2117020.00 2036757.40 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 2000000.00 2000000.00 0.0005 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.30% R0MUWSFPU8MPRO8K5P83 CFE008000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2032-10-19 2037-04-28 3.18 - 3.37 5000.00 4890.88 Agency Debentures and Agency Strips US TREASURY 2019-05-15 2047-02-15 0 - 4.5 147625.19 140617.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2036-01-01 0 - 6.5 1152027.00 24709.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-04-01 2.43 - 6.21 2047689.00 795146.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-01-20 2046-01-20 2.079 - 6.45 7757284.00 2104122.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0129 3000000.00 3000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.32% R0MUWSFPU8MPRO8K5P83 CFI004000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-05-15 2047-02-15 0 - 4.375 1012089.31 1285449.68 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-10-19 2035-05-01 3.18 - 3.37 2000.00 1935.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 N/A 7000.00 4523.05 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2036-06-20 2053-01-15 2.625 - 3.13 17595947.00 4833953.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-06 2038-08-06 1.875 - 6.625 19073.00 20352.91 Agency Debentures and Agency Strips Y N/A N/A 2018-02-07 2018-02-07 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 6000000.00 6000000.00 0.0016 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.35% R0MUWSFPU8MPRO8K5P83 CIB822000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-01 2047-02-15 0 - 4.5 1943483.74 2487972.29 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-09-05 2037-10-26 3 - 3.43 1273000.00 1245598.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2032-07-15 N/A 153000.00 95314.75 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2044-09-20 2044-09-20 4 - 4 1638.00 593.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-04-01 0 - 6.625 1773866.00 1294854.70 Agency Debentures and Agency Strips Y N/A N/A 2018-02-07 2018-02-07 2018-03-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 5000000.00 5000000.00 0.0013 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.36%, dated 1/31/2018 due 02/01/2018 R0MUWSFPU8MPRO8K5P83 CIC687000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2019-02-01 2034-04-28 1.3 - 3.17 125459.01 125011.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2043-02-01 3 - 6.5 320341.87 139462.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2038-02-16 2047-06-20 2.079 - 4.5 679806.98 467209.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2047-01-01 2.5 - 7.5 1345264.14 489753.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1193710.84 1193710.84 0.0003 N Y Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.37% R0MUWSFPU8MPRO8K5P83 CHI417000 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 2038-03-20 2038-03-20 2.091 - 2.241 21518.00 990.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-06 2047-10-01 1.875 - 6.625 30237.00 29018.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2032-07-15 0 - 7 1705315.00 1334445.69 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2029-09-05 2035-05-01 3 - 3.37 1749000.00 1680421.73 Agency Debentures and Agency Strips US TREASURY 2019-04-15 2045-02-15 0 - 2.25 17853.09 16822.59 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0136 3000000.00 3000000.00 0.0008 N N Y N BNP Paribas, S.A. BNP Paribas, S.A., 1.40% R0MUWSFPU8MPRO8K5P83 CIB341000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-01-31 2047-02-15 0 - 4.5 3270785.45 2304371.63 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2037-04-28 3.33 - 3.37 6000.00 5880.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2032-07-15 N/A 4000.00 2525.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2041-12-20 2041-12-20 2.25 - 2.25 4035820.00 633315.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-05-15 2047-04-01 0 - 6.625 336223.00 136476.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0139 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 1.36%, dated 1/31/2018 due 02/01/2018 VJW2DOOHGDT6PR0ZRO63 CIC687000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 95.50 65.07 Agency Debentures and Agency Strips US TREASURY 2018-02-15 2047-11-15 0 - 8 493265.99 485284.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-02-08 2047-12-01 0.875 - 4.5 38907.02 38269.15 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2046-07-15 2047-09-20 3.5 - 4.5 4978.39 4992.89 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2018-07-02 2023-01-17 1.172 - 5.05 463342.84 458442.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-05-30 2045-09-01 1.5 - 4 262194.61 259754.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2018-03-09 2031-08-25 0.875 - 3.25 380236.69 376733.86 Agency Debentures and Agency Strips Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1591614.46 1591614.46 0.0004 N Y Y N Citibank NA Citibank NA, 1.32% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-05-15 2025-01-15 0.25 - 2.125 16338900.00 16403264.95 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0135 15999896.00 15999896.00 0.0042 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.36%, dated 1/31/2018 due 02/01/2018 E57ODZWZ7FF32TWEFA76 CIC687000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-03-08 2047-11-15 0 - 7.875 7743334.39 7890294.40 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-11-12 2020-11-12 1.21 - 1.21 8280.94 8291.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2045-12-01 3.473 - 6 1115.50 151.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-02-15 2045-11-20 4 - 5.5 439228.81 234315.26 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 6025.40 6049.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-02-12 2048-01-01 0 - 6.5 5906.35 584.64 Agency Debentures and Agency Strips Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 7958072.28 7958072.28 0.0021 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 CYYGQCGNHMHPSMRL3R97 CIC687000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-15 2047-02-15 0.625 - 6.875 15282512.41 15806628.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-07-01 2047-11-01 3 - 6.5 6798924.89 3200275.12 Agency Mortgage-Backed Securities U.S. TREASURY 2019-04-30 2019-07-31 0.892 - 1.244 418232.18 420257.22 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 19019928.04 19019928.04 0.0050 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.32% CYYGQCGNHMHPSMRL3R97 0000853784 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 2047-02-20 2047-02-20 4.5 - 4.5 22620000.00 16323884.89 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0135 15999916.80 15999916.80 0.0042 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.32% 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 2022-10-31 2022-10-31 2 - 2 6246300.00 6133603.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 9639.00 4007.35 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0133 5999970.00 5999970.00 0.0016 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.36%, dated 1/31/2018 due 02/01/2018 KBVRJ5K57JZ3E2AVWX40 CIC687000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-01-01 2042-01-01 3.5 - 3.5 551834.38 284113.84 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 278532.53 278532.53 0.0001 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.37% 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 2022-10-31 2027-08-15 2 - 2.25 10525900.00 10214030.67 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-03-23 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0136 10000000.00 10000000.00 0.0026 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.37% 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 2022-10-31 2022-10-31 2 - 2 3106400.00 3050353.94 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2053-05-16 2053-05-16 2.237 - 2.237 1000.00 803.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 31434.00 13068.49 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-03-07 2018-03-07 2018-03-28 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0136 3000000.00 3000000.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.37% 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 2022-10-31 2022-10-31 2 - 2 6239200.00 6126631.56 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 3243.00 1348.26 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-03-07 2018-03-07 2018-03-29 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0136 6000000.00 6000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 16747.00 6962.46 Agency Collateralized Mortgage Obligation US TREASURY 2022-10-31 2022-10-31 2 - 2 5190800.00 5097146.93 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-04-16 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0140 5000000.00 5000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.41% 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 2022-10-31 2022-10-31 2 - 2 5197800.00 5104020.63 U.S. Treasuries (including strips) Y N/A N/A 2018-03-07 2018-03-07 2018-04-13 Y ING FINL MKTS LLC (GOV RP JPM) 1.0000 35 N N/A N/A N N 0.0140 5000000.00 5000000.00 0.0013 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 ZBUT11V806EZRVTWT807 CIC687000_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 2018-04-30 2019-10-31 0 - 1.244 120096.37 120716.23 U.S. Treasuries (including strips) US TREASURY 2018-03-31 2047-08-15 0.875 - 8 4764596.31 4881063.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-01 2048-01-01 2.5 - 5.5 13628743.94 7992390.61 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 12732915.65 12732915.65 0.0033 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.33% 8NAV47T0Y26Q87Y0QP81 CGE662000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-05-20 3.5 - 3.5 21068746.00 16349543.80 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-14 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0132 16000000.00 16000000.00 0.0042 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 8NAV47T0Y26Q87Y0QP81 CIC687000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-02-08 2027-08-15 0 - 2.25 3585371.92 3580381.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 3 - 3 98618.88 81767.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2047-02-01 3 - 4.5 2115869.95 1614251.14 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 5172746.98 5172746.98 0.0014 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.37% K5HU16E3LMSVCCJJJ255 CHC416000 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 2037-10-01 2047-11-01 2.973 - 4.5 4556843.00 4237571.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2047-11-01 3.5 - 5 5232871.00 2908949.40 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0137 6999976.20 6999976.20 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.38% K5HU16E3LMSVCCJJJ255 CHJ617000 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 2031-05-01 2048-01-01 2.897 - 4.184 2461062.00 2223152.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2048-01-20 2048-01-20 3 - 3 1033868.00 1027216.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-11-01 2047-11-01 2.618 - 5.37 6809231.00 5932798.24 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0136 9000032.40 9000032.40 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.38% K5HU16E3LMSVCCJJJ255 CIA086000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 23000.00 21563.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2047-11-01 2.897 - 4.5 2034330.00 1175300.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-08-20 2047-08-20 3.5 - 3.5 1968951.00 1974932.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-10-01 2047-07-01 2.89 - 4 5212005.00 4990706.48 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-27 2018-03-27 2018-03-27 N N N 0.0137 8000019.20 8000019.20 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.38% K5HU16E3LMSVCCJJJ255 CIB069000 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 2026-11-01 2048-02-01 2.573 - 3.555 1647899.00 1573218.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2048-01-01 2.897 - 3.077 1504395.00 1487485.86 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0137 3000003.30 3000003.30 0.0008 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.39% K5HU16E3LMSVCCJJJ255 CIC592000 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 2047-09-01 2048-01-01 2.897 - 3.057 2057230.00 2063157.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 33842.00 31103.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-06-01 2048-01-01 2.5 - 4 5338494.00 5046016.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0138 7000000.00 7000000.00 0.0018 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 7TK5RJIZDFROZCA6XF66 CIC687000_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 2019-10-25 2052-11-25 0 - 10.364 6291183.52 3860904.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-09-15 2048-01-20 3 - 5 5278339.49 3621772.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-25 2053-12-25 1.5 - 8 11730590.90 3118428.51 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 10353452.04 10353452.04 0.0027 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.33% OXTKY6Q8X53C9ILVV871 CIC125000 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 2023-01-01 2048-01-01 2 - 6.5 28840872.00 11599598.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-10-20 2047-10-20 2.5 - 4.5 22511732.00 21289933.31 Agency Mortgage-Backed Securities US TREASURY 2046-05-15 2046-05-15 2.5 - 2.5 79900.00 73083.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2024-03-01 2048-01-01 2.5 - 5 52055061.00 24162314.80 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0135 55999731.20 55999731.20 0.0146 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 1.30% 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 2033-01-01 2048-01-01 2.855 - 4 92857.00 93320.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2032-05-01 2048-02-01 2.5 - 4.5 8077606.00 8083910.11 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 6 N N/A N/A N N 0.0129 8000000.00 8000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.28% 549300QJJX6CVVUXLE15 CFH404000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-09-30 2045-08-15 1.375 - 3 6182300.00 6156740.40 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2048-02-01 4 - 5.5 429424.00 36943.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0127 6000000.00 6000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.33% 549300QJJX6CVVUXLE15 CGH278000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-09-30 2045-08-15 1.375 - 3 3089100.00 3076337.94 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2048-02-01 4 - 5.5 214352.00 18435.58 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 3000000.00 3000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.33% 549300QJJX6CVVUXLE15 CHJ262000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-09-30 2045-08-15 1.375 - 3 4113800.00 4096785.55 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2048-02-01 4 - 5.5 285184.00 24532.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 4000000.00 4000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.34% 549300QJJX6CVVUXLE15 CHG228000 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 2037-08-01 2048-02-01 4 - 5.5 356768.00 30672.44 Agency Mortgage-Backed Securities US TREASURY 2019-09-30 2045-08-15 1.375 - 3 5144200.00 5122926.57 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.34% 549300QJJX6CVVUXLE15 CHI464000 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 2037-08-01 2048-02-01 4 - 5.5 357328.00 30700.91 Agency Mortgage-Backed Securities US TREASURY 2019-09-30 2045-08-15 1.375 - 3 5142800.00 5121535.30 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.34% 549300QJJX6CVVUXLE15 CIA146000 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 2038-06-01 2038-06-01 5.5 - 5.5 1000.00 117.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-12-20 2047-12-20 4 - 4 1859641.00 1936394.98 Agency Mortgage-Backed Securities US TREASURY 2019-03-31 2021-03-31 1.25 - 2.625 102200.00 104170.40 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 2000000.00 2000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.35% 549300QJJX6CVVUXLE15 CHH795000 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 2037-08-01 2048-02-01 4 - 5.5 356608.00 30628.98 Agency Mortgage-Backed Securities US TREASURY 2019-09-30 2045-08-15 1.375 - 3 5143300.00 5122030.30 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 5000000.00 5000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.46% 549300QJJX6CVVUXLE15 CIA673000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-09-30 2045-08-15 1.125 - 3 4161800.00 4089481.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-01 2037-08-01 5.5 - 5.5 148800.00 11671.01 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-04-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0145 4000000.00 4000000.00 0.0010 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.36%, dated 1/31/2018 due 02/01/2018 549300QJJX6CVVUXLE15 CIC687000_07749 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 2047-08-15 0.75 - 4.375 1752152.68 1728170.27 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 1690732.25 1690732.25 0.0004 N Y Y N RBC Financial Group RBC Financial Group, 1.31% ES7IP3U3RHIGC71XBU11 CFH880000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2047-10-01 3 - 4.5 2926628.00 2996985.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-08-20 2047-12-20 3.5 - 4 3360.00 3449.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-11-01 2.93 - 4.5 84868.00 66468.75 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0130 3000000.00 3000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 1.32% ES7IP3U3RHIGC71XBU11 CFI574000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2047-10-01 3 - 4.5 2924799.00 2992212.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2057-01-01 3 - 4.5 3448880.00 3141026.75 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0131 6000000.00 6000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 1.33% ES7IP3U3RHIGC71XBU11 CGB195000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2047-10-01 3 - 4 117477.00 107172.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2057-01-01 3 - 4 6592992.00 6024584.80 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0132 6000000.00 6000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 1.34% ES7IP3U3RHIGC71XBU11 CHE779000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2047-10-01 4 - 4 72054.00 70072.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-03-01 2057-01-01 2.263 - 6 10870960.00 4012964.90 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0133 4000000.00 4000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.35% ES7IP3U3RHIGC71XBU11 CHG544000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2047-10-01 3 - 4.5 2927867.00 2997182.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2048-01-01 2.93 - 4.5 1091669.00 1085265.75 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0134 4000000.00 4000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.35% ES7IP3U3RHIGC71XBU11 CHG547000 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 2047-12-20 2047-12-20 3.5 - 3.5 10616.00 10859.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-10-01 2057-01-01 3 - 4.5 5571376.00 5086166.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 4 - 4 10111.00 5843.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-02-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0134 5000000.00 5000000.00 0.0013 N N Y N RBC Financial Group RBC Financial Group, 1.38% ES7IP3U3RHIGC71XBU11 CHI016000 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 2026-04-01 2047-11-01 2.93 - 4.5 128826.00 100979.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2047-10-01 3 - 4.5 3883809.00 3981210.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0137 4000000.00 4000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.38% ES7IP3U3RHIGC71XBU11 CHI022000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 4.5 - 4.5 4839246.00 4962449.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2047-11-01 2.93 - 4.5 175980.00 140091.99 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-03-20 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0137 5000000.00 5000000.00 0.0013 N N Y N RBC Financial Group RBC Financial Group, 1.48% ES7IP3U3RHIGC71XBU11 CIB255000 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 2026-04-01 2047-11-01 2.93 - 4.5 42296.00 35037.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-10-01 2047-10-01 3 - 4.5 959516.00 983822.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-12-20 2047-12-20 3.5 - 3.5 2000.00 2047.18 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-04-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0147 1000000.00 1000000.00 0.0003 N N Y N RBC Financial Group RBC Financial Group, 1.48% ES7IP3U3RHIGC71XBU11 CIB242000 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 2031-09-01 2047-12-01 2.102 - 4.5 11939288.00 4761774.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2057-01-01 3 - 4.5 12522660.00 2379106.46 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-07 2018-02-07 2018-04-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0147 7000000.00 7000000.00 0.0018 N N Y N Societe Generale Societe Generale, 1.35% O2RNE8IBXP4R0TD8PU41 CHC967000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2046-08-15 0.125 - 6 11181400.00 11256408.74 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-12 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 11000000.00 11000000.00 0.0029 N N Y N Societe Generale Societe Generale, 1.35% O2RNE8IBXP4R0TD8PU41 CHG175000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2045-11-15 0 - 3.75 22477600.00 21446526.22 U.S. Treasuries (including strips) Y N/A N/A 2018-02-07 2018-02-07 2018-02-13 Y SOCIETE GENERALE (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 21000000.00 21000000.00 0.0055 N N Y N Societe Generale Societe Generale, 1.37% O2RNE8IBXP4R0TD8PU41 CHB604000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2028-11-01 2028-11-01 3 - 3 1024.00 498.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-11-01 3.5 - 3.5 9369894.00 9263142.30 Agency Mortgage-Backed Securities US TREASURY 2018-02-15 2046-05-15 0 - 6.875 6774500.00 7126631.04 U.S. Treasuries (including strips) Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0135 16000024.00 16000024.00 0.0042 N N Y N Societe Generale Societe Generale, 1.47% O2RNE8IBXP4R0TD8PU41 CIC586000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-02-28 2046-02-15 0.125 - 6 3882300.00 4101039.46 U.S. Treasuries (including strips) Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0146 4000000.00 4000000.00 0.0010 N N N Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.36% 5U0XI89JRFVHWIBS4F54 CIC487000 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 2043-07-20 2043-07-20 3.5 - 3.5 94212689.00 43861695.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 43000000.00 43000000.00 0.0112 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.36%, dated 1/31/2018 due 02/01/2018 VYVVCKR63DVZZN70PB21 CIC687000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-07-05 2046-11-15 0 - 2.875 2671324.35 2644932.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-02-15 0 - 5.564 98848.05 75315.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2018-04-01 2048-08-01 1.691 - 7.5 5148768.86 2545060.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2018-02-15 2048-01-20 2 - 10 5204916.01 4201430.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 9279112.28 9279112.28 0.0024 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.32% U7M81AY481YLIOR75625 CIC155000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-02-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0131 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.33% U7M81AY481YLIOR75625 CIC643000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-02-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0132 3000000.00 3000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasuries as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.34% U7M81AY481YLIOR75625 CIC644000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-02-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0133 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.35% U7M81AY481YLIOR75625 CIC647000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0134 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.39% U7M81AY481YLIOR75625 CIC156000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-03-29 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0138 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. RBC Dominion Securities RBC Dominion Securities, 1.50% 549300QJJX6CVVUXLE15 CIC277000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-02-07 2018-02-07 2018-05-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0149 7000000.00 7000000.00 0.0018 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 2018-02-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer