0001145549-17-006766.txt : 20171018 0001145549-17-006766.hdr.sgml : 20171018 20171018124153 ACCESSION NUMBER: 0001145549-17-006766 CONFORMED SUBMISSION TYPE: N-MFP2/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20171018 DATE AS OF CHANGE: 20171018 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WELLS FARGO FUNDS TRUST CENTRAL INDEX KEY: 0001081400 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-09253 FILM NUMBER: 171142279 BUSINESS ADDRESS: STREET 1: 525 MARKET STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 800-222-8222 MAIL ADDRESS: STREET 1: 525 MARKET STREET STREET 2: 12TH FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94105 0001081400 S000007421 Wells Fargo Government Money Market Fund C000020369 Class A WFGXX C000020370 Administrator Class WGAXX C000020371 Institutional Class GVIXX C000020372 Service Class NWGXX C000086822 Class Sweep C000159700 Select Class WFFXX N-MFP2/A 1 primary_doc.xml N-MFP2/A 0001081400 XXXXXXXX 2017-06-30 0001081400 S000007421 6 N N 333-74295 Wells Fargo Funds Management, LLC 801-58237 Wells Capital Management, Inc. 801-21122 KPMG LLP Boston MA Wells Fargo Funds Management, LLC Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Exempt Government N 37 88 28130355408.15 31391717662.84 28029117166.04 28080925683.78 29149901251.00 38050916647.56 40575635893.21 36036557786.33 36564325077.52 37173927201.21 0.4472 0.4778 0.4515 0.4618 0.4732 0.6049 0.6176 0.5805 0.6013 0.6035 890405373.80 60658381185.23 60657134110.28 50006477.39 301371220.47 61296174741.00 61295991548.5360 1.0000 0.0100 1.0001 1.0001 1.0001 1.0001 1.0000 C000020369 1000.00 262599782.68 262598959.2890 1.0001 1.0001 1.0001 1.0001 1.0000 2031671.16 1243730.51 878264.59 4454206.23 2744121.06 4640213.34 2728010.24 1219883.51 988692.40 894049.44 8334253.32 11787230.62 0.0040 N C000020370 1000000.00 583195070.61 583193529.9490 1.0001 1.0001 1.0001 1.0001 1.0000 38281511.16 81794123.38 68139249.34 47225429.80 90940539.10 72287596.07 122198404.28 100446846.42 153752825.04 132082611.61 463381044.45 395593297.24 0.0067 N C000020371 10000000.00 22093435154.02 22093365891.3020 1.0001 1.0001 1.0001 1.0001 1.0000 3171651477.59 3467955841.10 2178254517.12 2470503662.45 2716163984.75 2975183507.27 2527803034.68 2756628396.52 3935777467.28 2819764881.57 12906708992.81 13204375208.81 0.0080 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $311,593.22 of expenses for the class. C000020372 100000.00 3470497368.88 3470485346.1240 1.0001 1.0001 1.0001 1.0001 1.0000 447689076.41 529528885.28 363633820.41 393106144.74 2305470530.08 2026801203.57 4014314694.35 3961852382.50 994509937.05 900086623.59 7943583913.10 7660841242.80 0.0050 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $20,660.96 of expenses for the class. C000086822 1.00 100015.98 100015.6800 1.0001 1.0001 1.0001 1.0001 1.0000 5.57 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5.57 0.00 0.0024 N C000159700 50000000.00 34886347348.83 34886247806.1920 1.0001 1.0001 1.0001 1.0001 1.0000 9975347338.72 8860329615.61 8929462088.79 6529105766.39 8667399716.06 11933632681.53 9846274313.62 10680799210.17 9609323575.68 10310644655.55 41036246881.25 45204185405.13 0.0086 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $1,148,828.61 of expenses for the class. Association of Bay Area Governments Finance Authority for Nonprofit Association of Bay Area Governments Finance Authority for Nonprofit 1.200000% 00037NJS6 549300EWVCCTI6O2KU84 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2032-09-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 N NA NA N N 0.0120 260000.00 260000.00 0.0000 N N Y N BANK OF MONTREAL REPO BANK OF MONTREAL REPO 1.060000% 06399G001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 1.75 FHLB 20 5I 2020-06-12 1.750000 10000000.00 10050250.00 Agency Mortgage-Backed Securities 1.625 FNSM A 01/20 2020-01-21 1.625000 388000.00 391785.75 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5175 2045-06-01 3.500000 130801.68 135558.54 Agency Mortgage-Backed Securities 03.500 FGPC G08770 G 2047-06-01 3.500000 4982950.00 5145391.40 Agency Mortgage-Backed Securities 04.500 FGPC G08772 G 2047-06-01 4.500000 1233100.00 1326561.56 Agency Mortgage-Backed 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2 1/8 NOTE M 22 2022-06-30 2.125000 375000.00 379717.50 U.S. Treasuries (including strips) 1 5/8 NOTE AA 20 2020-06-30 1.625000 400.00 400.95 U.S. Treasuries (including strips) BILL 06/21/18 2018-06-21 0.00 57239000.00 56557855.90 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 13613000.00 13523664.69 U.S. Treasuries (including strips) Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0107 150000000.00 150000000.00 0.0024 N N Y N BUFFALO PEAK APTS LLC BUFFALO PEAK APTS LLC 1.240000% 119786AA9 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2055-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0124 6500000.00 6500000.00 0.0001 N N Y N BUFFALO PEAK APTS LLC BUFFALO PEAK APTS LLC 1.240000% 119786AA9 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2055-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0124 4900000.00 4900000.00 0.0001 N N Y N California Finance Authority California Finance Authority 1.150000% 130483DF4 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2046-02-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0115 3000000.00 3000000.00 0.0000 N N Y N California Statewide Communities Development California Statewide Communities Development 0.990000% 13077VFV9 549300KTNI2GCJNX2U48 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2028-06-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0099 8700000.00 8700000.00 0.0001 N N Y N California Statewide Communities Development California Statewide Communities Development 1.150000% 13077VP89 549300KTNI2GCJNX2U48 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2035-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 N NA NA N N 0.0131 560000.00 560000.00 0.0000 N N Y N RBC Capital Markets RBC Capital Markets 0.880000% 52990002O5KK6XOGJ020 0000050916 15499K002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Bill 2017-11-09 0.00 100.00 99.62 U.S. Treasuries (including 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Treasuries (including strips) 0 5/8 TRIB 43 2043-02-15 0.625000 2526306.93 2342646.44 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 1940700.00 2271916.64 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 10549100.00 10961147.85 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 738000.00 713718.64 U.S. Treasuries (including strips) 0 5/8 TRIN A 24 2024-01-15 0.625000 26194250.00 26699956.77 U.S. Treasuries (including strips) 1 1/2 NOTE V 19 2019-02-28 1.500000 319400.00 321713.36 U.S. Treasuries (including strips) 1 5/8 NOTE W 19 2019-03-31 1.625000 2291500.00 2311499.75 U.S. Treasuries (including strips) 2 1/8 NOTE Q 21 2021-09-30 2.125000 88200.00 89978.42 U.S. Treasuries (including strips) 2 NOTE R 21 2021-10-31 2.000000 84000.00 85056.32 U.S. Treasuries (including strips) TRIN 07/15/17 2.6250 2017-07-15 2.625000 354227.87 358913.35 U.S. Treasuries (including strips) 1 3/8 TRIN D 18 2018-07-15 1.375000 3401160.00 3477703.95 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Treasuries (including strips) 2 NOTE Q 20 2020-09-30 2.000000 45007000.00 45814489.83 U.S. Treasuries (including strips) TRFR BA 04/30/19 2019-04-30 0.975000 482000.00 482703.94 U.S. Treasuries (including strips) Y 2017-07-07 2017-07-07 2017-07-07 N N N 0.0089 250000000.00 250000000.00 0.0041 N Y Y N RBC Capital Markets RBC Capital Markets 0.880000% 52990002O5KK6XOGJ020 0000050916 15499K007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 04/15/29 3.8750 2029-04-15 3.875000 107303396.99 147022441.28 U.S. Treasuries (including strips) TRIB 04/15/32 3.3750 2032-04-15 3.375000 735218.75 1019188.32 U.S. Treasuries (including strips) 0 1/8 TRIN X 20 2020-04-15 0.125000 40446768.66 40538565.14 U.S. Treasuries (including strips) 1 1/8 NOTE V 21 2021-02-28 1.125000 200.00 196.88 U.S. Treasuries (including strips) 1 1/2 NOTE J 23 2023-03-31 1.500000 39270800.00 38409572.04 U.S. Treasuries (including strips) 1 3/8 NOTE Z 21 2021-05-31 1.375000 42076000.00 41589477.28 U.S. Treasuries (including strips) 1 3/8 NOTE Q 18 2018-09-30 1.375000 11566700.00 11614339.95 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 98100.00 100156.49 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 25755400.00 25706084.01 U.S. Treasuries (including strips) Y 2017-07-07 2017-07-07 2017-07-07 N N N 0.0107 300000000.00 300000000.00 0.0049 N Y Y N CLAYTON CNTY GA HSG AUTH CLAYTON CNTY GA HSG AUTH 1.080000% 184160GP8 Tender Option Bond Y 2017-07-06 2017-07-07 2026-09-01 Y Fannie Mae (formerly Federal Nat 1.0000 7 N NA NA N N 0.0108 7215000.00 7215000.00 0.0001 N N Y N Credit Agricole Repo Credit Agricole Repo 1.100000% 4BFD7AQU0A75QLAHK410 229995006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 0 1/8 TRIN X 21 2021-04-15 0.125000 246227729.21 246137748.50 U.S. Treasuries (including strips) 0 7/8 NOTE AM 19 2019-05-15 0.875000 60333600.00 59862258.83 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 300000000.00 300000000.00 0.0049 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.125000% 3130A3HF4 U.S. Government Agency Debt Y 2017-12-08 2017-12-08 2017-12-08 N N N 0.0083 14995800.00 14995800.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.125000% 3130A3HF4 U.S. Government Agency Debt Y 2017-12-08 2017-12-08 2017-12-08 N N N 0.0108 13576197.60 13576197.60 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.950000% 3130A4RB0 U.S. Government Agency Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0071 9997620.00 9997620.00 0.0002 N N N N FHLB FHLB 1.123000% 3130A6ER4 U.S. Government Agency Debt Y 2017-08-25 2017-08-25 2017-08-25 N N N 0.0121 21003969.00 21003969.00 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.000000% 3130A6SW8 U.S. Government Agency Debt Y 2017-12-19 2017-12-19 2017-12-19 N N N 0.0087 149870250.00 149870250.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.000000% 3130A6SW8 U.S. Government Agency Debt Y 2017-12-19 2017-12-19 2017-12-19 N N N 0.0111 10990485.00 10990485.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.140000% 3130A76W0 U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0085 50007850.00 50007850.00 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.140000% 3130A77C3 U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0086 25764868.64 25764868.64 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.140000% 3130A77C3 U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0085 36516900.39 36516900.39 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.142000% 3130A7BZ7 U.S. Government Agency Debt Y 2017-08-21 2017-08-21 2017-08-21 N N N 0.0086 49012887.00 49012887.00 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.142000% 3130A7BZ7 U.S. Government Agency Debt Y 2017-08-21 2017-08-21 2017-08-21 N N N 0.0086 17204523.60 17204523.60 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.170000% 3130A7C52 U.S. Government Agency Debt Y 2017-08-28 2017-08-28 2017-08-28 N N N 0.0090 21006300.00 21006300.00 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.875000% 3130A7CX1 U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0100 99744400.00 99744400.00 0.0016 N N N N FHLB FHLB 1.203000% 3130A7DD4 U.S. Government Agency Debt Y 2017-09-11 2017-09-11 2017-09-11 N N N 0.0122 25009550.00 25009550.00 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.182000% 3130A7F83 U.S. Government Agency Debt Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0090 25008425.00 25008425.00 0.0004 N N N N FHLB FHLB 1.213000% 3130A7GP4 U.S. Government Agency Debt Y 2017-09-11 2017-09-11 2017-09-11 N N N 0.0124 70528341.00 70528341.00 0.0012 N N N N FHLB FHLB 1.086000% 3130A7VF9 U.S. Government Agency Debt Y 2017-07-25 2017-10-25 2017-10-25 N N N 0.0110 80036800.00 80036800.00 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.090000% 3130A7WN1 U.S. Government Agency Debt Y 2017-07-27 2017-10-27 2017-10-27 N N N 0.0111 50021800.00 50021800.00 0.0008 N N N N FHLB FHLB 1.089000% 3130A7YR0 U.S. Government Agency Debt Y 2017-08-06 2017-11-06 2017-11-06 N N N 0.0111 14406393.60 14406393.60 0.0002 N N N N FHLB FHLB 1.095000% 3130A7ZM0 U.S. Government Agency Debt Y 2017-08-10 2017-11-10 2017-11-10 N N N 0.0111 100045000.00 100045000.00 0.0016 N N N N FHLB FHLB 1.155000% 3130A8EL3 U.S. Government Agency Debt Y 2017-09-07 2017-12-07 2017-12-07 N N N 0.0117 100064500.00 100064500.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.061000% 3130A8YG2 U.S. Government Agency Debt Y 2017-08-05 2018-02-05 2018-02-05 N N N 0.0108 30017610.00 30017610.00 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.039000% 3130A8ZD8 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2018-02-08 N N N 0.0088 25010225.00 25010225.00 0.0004 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.226000% 3130A95E7 U.S. Government Agency Debt Y 2017-07-22 2017-08-22 2017-08-22 N N N 0.0124 100024100.00 100024100.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.038000% 3130A97L9 U.S. Government Agency Debt Y 2017-08-26 2018-02-26 2018-02-26 N N N 0.0105 50015250.00 50015250.00 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.983000% 3130A9A50 U.S. Government Agency Debt Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0100 99996900.00 99996900.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.039000% 3130A9CD1 U.S. Government Agency Debt Y 2017-09-01 2018-03-01 2018-03-01 N N N 0.0100 100014800.00 100014800.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.030000% 3130A9NX5 U.S. Government Agency Debt Y 2017-07-05 2018-10-05 2018-10-05 N N N 0.0105 50040900.00 50040900.00 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.146000% 3130A9S69 U.S. Government Agency Debt Y 2017-07-22 2017-11-22 2017-11-22 N N N 0.0117 64520575.50 64520575.50 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.206000% 3130A9UK5 U.S. Government Agency Debt Y 2017-07-25 2018-06-25 2018-06-25 N N N 0.0126 70078680.00 70078680.00 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.980000% 3130A9XM8 U.S. Government Agency Debt Y 2017-08-02 2018-11-02 2018-11-02 N N N 0.0103 91391499.80 91391499.80 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.767000% 3130A9Y39 U.S. Government Agency Debt Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0082 469927150.00 469927150.00 0.0077 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.750000% 3130AA3K2 U.S. Government Agency Debt Y 2017-11-16 2017-11-16 2017-11-16 N N N 0.0088 22016726.55 22016726.55 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.750000% 3130AA3K2 U.S. Government Agency Debt Y 2017-11-16 2017-11-16 2017-11-16 N N N 0.0088 49924550.00 49924550.00 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.179000% 3130AA4D7 U.S. Government Agency Debt Y 2017-07-17 2017-08-17 2017-08-17 N N N 0.0120 150024600.00 150024600.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.911000% 3130AA6K9 U.S. Government Agency Debt Y 2017-08-18 2017-08-18 2017-08-18 N N N 0.0092 99994100.00 99994100.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.042000% 3130AABX5 U.S. Government Agency Debt Y 2017-09-01 2018-06-01 2018-06-01 N N N 0.0106 70024010.00 70024010.00 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.042000% 3130AAC22 U.S. Government Agency Debt Y 2017-09-01 2018-06-01 2018-06-01 N N N 0.0106 80027440.00 80027440.00 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.042000% 3130AAC22 U.S. Government Agency Debt Y 2017-09-01 2018-06-01 2018-06-01 N N N 0.0106 150051450.00 150051450.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.042000% 3130AAC22 U.S. Government Agency Debt Y 2017-09-01 2018-06-01 2018-06-01 N N N 0.0106 105036015.00 105036015.00 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.019000% 3130AACQ9 U.S. Government Agency Debt Y 2017-09-08 2018-03-08 2018-03-08 N N N 0.0094 85003315.00 85003315.00 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.063000% 3130AADE5 U.S. Government Agency Debt Y 2017-09-12 2018-06-12 2018-06-12 N N N 0.0108 250074500.00 250074500.00 0.0041 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.064000% 3130AAE61 U.S. Government Agency Debt Y 2017-07-08 2018-03-08 2018-03-08 N N N 0.0108 100076800.00 100076800.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.004000% 3130AAF52 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0102 500005000.00 500005000.00 0.0082 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.800000% 3130AAKC1 U.S. Government Agency Debt Y 2017-07-10 2017-10-10 2017-10-10 N N N 0.0081 399854800.00 399854800.00 0.0065 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.871000% 3130AALN6 U.S. Government Agency Debt Y 2017-07-12 2018-04-12 2018-04-12 N N N 0.0088 149904600.00 149904600.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.067000% 3130AALR7 U.S. Government Agency Debt Y 2017-07-12 2018-07-12 2018-07-12 N N N 0.0106 200149800.00 200149800.00 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.958000% 3130AANZ7 U.S. Government Agency Debt Y 2017-07-18 2019-01-18 2019-01-18 N N N 0.0097 99947600.00 99947600.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.958000% 3130AANZ7 U.S. Government Agency Debt Y 2017-07-18 2019-01-18 2019-01-18 N N N 0.0097 99947600.00 99947600.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.958000% 3130AANZ7 U.S. Government Agency Debt Y 2017-07-18 2019-01-18 2019-01-18 N N N 0.0096 99947600.00 99947600.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.800000% 3130AASH2 U.S. Government Agency Debt Y 2017-08-09 2018-02-09 2018-02-09 N N N 0.0081 199794000.00 199794000.00 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.832000% 3130AAST6 U.S. Government Agency Debt Y 2017-08-13 2018-05-11 2018-05-11 N N N 0.0084 149808300.00 149808300.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.832000% 3130AASX7 U.S. Government Agency Debt Y 2017-08-15 2018-05-15 2018-05-15 N N N 0.0085 99869800.00 99869800.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.800000% 3130AAT57 U.S. Government Agency Debt Y 2017-08-09 2018-02-09 2018-02-09 N N N 0.0081 99897000.00 99897000.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.832000% 3130AAT65 U.S. Government Agency Debt Y 2017-08-15 2018-05-15 2018-05-15 N N N 0.0084 149804700.00 149804700.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.832000% 3130AATD0 U.S. Government Agency Debt Y 2017-08-14 2018-05-14 2018-05-14 N N N 0.0091 141715955.70 141715955.70 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.802000% 3130AATU2 U.S. Government Agency Debt Y 2017-08-15 2018-02-15 2018-02-15 N N N 0.0082 149840700.00 149840700.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.792000% 3130AAV70 U.S. Government Agency Debt Y 2017-08-24 2017-11-24 2017-11-24 N N N 0.0080 199855000.00 199855000.00 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.792000% 3130AAV70 U.S. Government Agency Debt Y 2017-08-24 2017-11-24 2017-11-24 N N N 0.0080 49963750.00 49963750.00 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.946000% 3130AAWR5 U.S. Government Agency Debt Y 2017-07-06 2018-04-06 2018-04-06 N N N 0.0096 99996700.00 99996700.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.890000% 3130AAWV6 U.S. Government Agency Debt Y 2017-09-07 2018-03-07 2018-03-07 N N N 0.0090 99915600.00 99915600.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.987000% 3130AAXE3 U.S. Government Agency Debt Y 2017-07-13 2018-04-13 2018-04-13 N N N 0.0100 99995900.00 99995900.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.987000% 3130AAXE3 U.S. Government Agency Debt Y 2017-07-13 2018-04-13 2018-04-13 N N N 0.0103 99995900.00 99995900.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.967000% 3130AAYZ5 U.S. Government Agency Debt Y 2017-09-22 2017-12-22 2017-12-22 N N N 0.0098 249873500.00 249873500.00 0.0041 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.947000% 3130AB5F9 U.S. Government Agency Debt Y 2017-07-10 2018-01-10 2018-01-10 N N N 0.0096 199975400.00 199975400.00 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.883000% 3130AB6Y7 U.S. Government Agency Debt Y 2017-07-19 2018-01-19 2018-01-19 N N N 0.0090 199930000.00 199930000.00 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.861000% 3130ABAM8 U.S. Government Agency Debt Y 2017-07-25 2017-10-25 2017-10-25 N N N 0.0090 99976300.00 99976300.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.960000% 3130ABBQ8 U.S. Government Agency Debt Y 2017-07-26 2018-10-26 2018-10-26 N N N 0.0097 199931400.00 199931400.00 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.904000% 3130ABDD5 U.S. Government Agency Debt Y 2017-08-03 2017-11-03 2017-11-03 N N N 0.0092 199964800.00 199964800.00 0.0033 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.929000% 3130ABDW3 U.S. Government Agency Debt Y 2017-07-08 2018-02-08 2018-02-08 N N N 0.0094 99989600.00 99989600.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.950000% 3130ABFR2 U.S. Government Agency Debt Y 2017-08-16 2018-02-16 2018-02-16 N N N 0.0096 74989650.00 74989650.00 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.051000% 3130ABGU4 U.S. Government Agency Debt Y 2017-07-25 2018-01-25 2018-01-25 N N N 0.0107 99988500.00 99988500.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.037000% 3130ABKR6 U.S. Government Agency Debt Y 2017-09-14 2017-12-14 2017-12-14 N N N 0.0105 150006000.00 150006000.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.987000% 3130ABL79 U.S. Government Agency Debt Y 2017-07-13 2018-04-13 2018-04-13 N N N 0.0100 124994875.00 124994875.00 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.057000% 3130ABLH7 U.S. Government Agency Debt Y 2017-09-18 2017-12-18 2017-12-18 N N N 0.0107 100001600.00 100001600.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.077000% 3130ABLK0 U.S. Government Agency Debt Y 2017-09-22 2017-12-22 2017-12-22 N N N 0.0109 100001500.00 100001500.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.059000% 3130ABLL8 U.S. Government Agency Debt Y 2017-07-19 2018-01-19 2018-01-19 N N N 0.0107 99997400.00 99997400.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.116000% 3130ABN77 U.S. Government Agency Debt Y 2017-07-21 2018-12-21 2018-12-21 N N N 0.0113 99985500.00 99985500.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.105000% 3130ABP91 U.S. Government Agency Debt Y 2017-09-28 2018-06-28 2018-06-28 N N N 0.0112 99986600.00 99986600.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.096000% 3130ABQ90 U.S. Government Agency Debt Y 2017-08-07 2018-07-06 2018-07-06 N N N 0.0109 99989000.00 99989000.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.079000% 3130ABQE9 U.S. Government Agency Debt Y 2017-07-29 2017-12-29 2017-12-29 N N N 0.0107 149987400.00 149987400.00 0.0024 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313HT8 U.S. Government Agency Debt Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0063 54996920.00 54996920.00 0.0009 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313KM9 U.S. Government Agency Debt Y 2017-08-16 2017-08-16 2017-08-16 N N N 0.0070 49937650.00 49937650.00 0.0008 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313KS6 U.S. Government Agency Debt Y 2017-08-21 2017-08-21 2017-08-21 N N N 0.0068 48931988.00 48931988.00 0.0008 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313LP1 U.S. Government Agency Debt Y 2017-09-11 2017-09-11 2017-09-11 N N N 0.0082 49899850.00 49899850.00 0.0008 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313MW5 U.S. Government Agency Debt Y 2017-10-12 2017-10-12 2017-10-12 N N N 0.0092 49851300.00 49851300.00 0.0008 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313NQ7 U.S. Government Agency Debt Y 2017-10-30 2017-10-30 2017-10-30 N N N 0.0086 49824800.00 49824800.00 0.0008 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313PA0 U.S. Government Agency Debt Y 2017-11-09 2017-11-09 2017-11-09 N N N 0.0104 24904150.00 24904150.00 0.0004 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313QC5 U.S. Government Agency Debt Y 2017-12-05 2017-12-05 2017-12-05 N N N 0.0102 26869806.00 26869806.00 0.0004 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313QD3 U.S. Government Agency Debt Y 2017-12-06 2017-12-06 2017-12-06 N N N 0.0108 14927205.00 14927205.00 0.0002 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313QK7 U.S. Government Agency Debt Y 2017-12-12 2017-12-12 2017-12-12 N N N 0.0098 87556480.00 87556480.00 0.0014 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313RA8 U.S. Government Agency Debt Y 2017-12-27 2017-12-27 2017-12-27 N N N 0.0110 24862325.00 24862325.00 0.0004 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313RQ3 U.S. Government Agency Debt Y 2018-01-10 2018-01-10 2018-01-10 N N N 0.0118 19880100.00 19880100.00 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313RS9 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0112 24848550.00 24848550.00 0.0004 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313SF6 U.S. Government Agency Debt Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0114 14903010.00 14903010.00 0.0002 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313TH1 U.S. Government Agency Debt Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0111 19853060.00 19853060.00 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313TY4 U.S. Government Agency Debt Y 2018-03-07 2018-03-07 2018-03-07 N N N 0.0121 15872656.00 15872656.00 0.0003 N N N N FEDERAL FARM CR BK CONS DSC NT FEDERAL FARM CR BK CONS DSC NT 313313TZ1 U.S. Government Agency Debt Y 2018-03-08 2018-03-08 2018-03-08 N N N 0.0121 19840180.00 19840180.00 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313UA4 U.S. Government Agency Debt Y 2018-03-09 2018-03-09 2018-03-09 N N N 0.0121 19839540.00 19839540.00 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313UA4 U.S. Government Agency Debt Y 2018-03-09 2018-03-09 2018-03-09 N N N 0.0121 49598850.00 49598850.00 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.750000% 313380EC7 U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0080 74955975.00 74955975.00 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.750000% 313380EC7 U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0097 7855386.18 7855386.18 0.0001 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385HT6 U.S. Government Agency Debt Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0081 99994400.00 99994400.00 0.0016 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385HT6 U.S. Government Agency Debt Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0086 49997200.00 49997200.00 0.0008 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385HT6 U.S. Government Agency Debt Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0086 49997200.00 49997200.00 0.0008 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385HV1 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2017-07-07 N N N 0.0083 85990454.00 85990454.00 0.0014 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385HV1 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2017-07-07 N N N 0.0083 5999334.00 5999334.00 0.0001 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385HV1 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2017-07-07 N N N 0.0087 99988900.00 99988900.00 0.0016 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385HV1 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2017-07-07 N N N 0.0087 99988900.00 99988900.00 0.0016 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JC1 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0086 16994798.00 16994798.00 0.0003 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JH0 U.S. Government Agency Debt Y 2017-07-19 2017-07-19 2017-07-19 N N N 0.0092 99955600.00 99955600.00 0.0016 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JK3 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0065 49975000.00 49975000.00 0.0008 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JK3 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0065 49975000.00 49975000.00 0.0008 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JK3 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0096 49975000.00 49975000.00 0.0008 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JK3 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0096 49975000.00 49975000.00 0.0008 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JQ0 U.S. Government Agency Debt Y 2017-07-26 2017-07-26 2017-07-26 N N N 0.0065 299808300.00 299808300.00 0.0049 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JQ0 U.S. Government Agency Debt Y 2017-07-26 2017-07-26 2017-07-26 N N N 0.0089 149904150.00 149904150.00 0.0024 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JS6 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0065 99930600.00 99930600.00 0.0016 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JS6 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0065 29479527.00 29479527.00 0.0005 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JS6 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0088 49965300.00 49965300.00 0.0008 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JS6 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0099 99930600.00 99930600.00 0.0016 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JS6 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0099 59958360.00 59958360.00 0.0010 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JW7 U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0065 99917800.00 99917800.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JW7 U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0094 74938350.00 74938350.00 0.0012 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JX5 U.S. Government Agency Debt Y 2017-08-02 2017-08-02 2017-08-02 N N N 0.0066 149872500.00 149872500.00 0.0024 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JX5 U.S. Government Agency Debt Y 2017-08-02 2017-08-02 2017-08-02 N N N 0.0066 25977900.00 25977900.00 0.0004 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JX5 U.S. Government Agency Debt Y 2017-08-02 2017-08-02 2017-08-02 N N N 0.0090 102462832.50 102462832.50 0.0017 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JX5 U.S. Government Agency Debt Y 2017-08-02 2017-08-02 2017-08-02 N N N 0.0100 49957500.00 49957500.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JZ0 U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0065 99909300.00 99909300.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JZ0 U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0065 49954650.00 49954650.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JZ0 U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0065 99909300.00 99909300.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JZ0 U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0091 99909300.00 99909300.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JZ0 U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0092 89918370.00 89918370.00 0.0015 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385JZ0 U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0102 49954650.00 49954650.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KE5 U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0065 64931880.00 64931880.00 0.0011 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KE5 U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0095 99895200.00 99895200.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KE5 U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0105 99895200.00 99895200.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KF2 U.S. Government Agency Debt Y 2017-08-10 2017-08-10 2017-08-10 N N N 0.0099 99892300.00 99892300.00 0.0016 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KG0 U.S. Government Agency Debt Y 2017-08-11 2017-08-11 2017-08-11 N N N 0.0065 99889500.00 99889500.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KG0 U.S. Government Agency Debt Y 2017-08-11 2017-08-11 2017-08-11 N N N 0.0096 99889500.00 99889500.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KG0 U.S. Government Agency Debt Y 2017-08-11 2017-08-11 2017-08-11 N N N 0.0105 99889500.00 99889500.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KM7 U.S. Government Agency Debt Y 2017-08-16 2017-08-16 2017-08-16 N N N 0.0068 149812950.00 149812950.00 0.0024 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KM7 U.S. Government Agency Debt Y 2017-08-16 2017-08-16 2017-08-16 N N N 0.0096 49937650.00 49937650.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KU9 U.S. Government Agency Debt Y 2017-08-23 2017-08-23 2017-08-23 N N N 0.0071 49927750.00 49927750.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KU9 U.S. Government Agency Debt Y 2017-08-23 2017-08-23 2017-08-23 N N N 0.0096 99855500.00 99855500.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KW5 U.S. Government Agency Debt Y 2017-08-25 2017-08-25 2017-08-25 N N N 0.0069 56914386.00 56914386.00 0.0009 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KW5 U.S. Government Agency Debt Y 2017-08-25 2017-08-25 2017-08-25 N N N 0.0069 25062299.80 25062299.80 0.0004 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KW5 U.S. Government Agency Debt Y 2017-08-25 2017-08-25 2017-08-25 N N N 0.0086 24962450.00 24962450.00 0.0004 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KW5 U.S. Government Agency Debt Y 2017-08-25 2017-08-25 2017-08-25 N N N 0.0096 49924900.00 49924900.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385KW5 U.S. Government Agency Debt Y 2017-08-25 2017-08-25 2017-08-25 N N N 0.0099 99849800.00 99849800.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LA2 U.S. Government Agency Debt Y 2017-08-29 2017-08-29 2017-08-29 N N N 0.0105 99838500.00 99838500.00 0.0016 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LB0 U.S. Government Agency Debt Y 2017-08-30 2017-08-30 2017-08-30 N N N 0.0071 49917850.00 49917850.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LB0 U.S. Government Agency Debt Y 2017-08-30 2017-08-30 2017-08-30 N N N 0.0086 24958925.00 24958925.00 0.0004 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LH7 U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0093 17967042.00 17967042.00 0.0003 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LH7 U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0099 99816900.00 99816900.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LJ3 U.S. Government Agency Debt Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0102 49907000.00 49907000.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LL8 U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0099 74856225.00 74856225.00 0.0012 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LP9 U.S. Government Agency Debt Y 2017-09-11 2017-09-11 2017-09-11 N N N 0.0099 99799700.00 99799700.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LR5 U.S. Government Agency Debt Y 2017-09-13 2017-09-13 2017-09-13 N N N 0.0106 72849620.00 72849620.00 0.0012 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LT1 U.S. Government Agency Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0100 99788300.00 99788300.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LT1 U.S. Government Agency Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0105 49894150.00 49894150.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LW4 U.S. Government Agency Debt Y 2017-09-18 2017-09-18 2017-09-18 N N N 0.0096 99779700.00 99779700.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LW4 U.S. Government Agency Debt Y 2017-09-18 2017-09-18 2017-09-18 N N N 0.0096 49889850.00 49889850.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LY0 U.S. Government Agency Debt Y 2017-09-20 2017-09-20 2017-09-20 N N N 0.0085 99774000.00 99774000.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LY0 U.S. Government Agency Debt Y 2017-09-20 2017-09-20 2017-09-20 N N N 0.0093 43651125.00 43651125.00 0.0007 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LY0 U.S. Government Agency Debt Y 2017-09-20 2017-09-20 2017-09-20 N N N 0.0106 99774000.00 99774000.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385LZ7 U.S. Government Agency Debt Y 2017-09-21 2017-09-21 2017-09-21 N N N 0.0098 99771100.00 99771100.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385ME3 U.S. Government Agency Debt Y 2017-09-26 2017-09-26 2017-09-26 N N N 0.0107 149635200.00 149635200.00 0.0024 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MG8 U.S. Government Agency Debt Y 2017-09-28 2017-09-28 2017-09-28 N N N 0.0108 99751100.00 99751100.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MH6 U.S. Government Agency Debt Y 2017-09-29 2017-09-29 2017-09-29 N N N 0.0108 99748200.00 99748200.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MM5 U.S. Government Agency Debt Y 2017-10-03 2017-10-03 2017-10-03 N N N 0.0101 99729100.00 99729100.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MM5 U.S. Government Agency Debt Y 2017-10-03 2017-10-03 2017-10-03 N N N 0.0107 49864550.00 49864550.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MN3 U.S. Government Agency Debt Y 2017-10-04 2017-10-04 2017-10-04 N N N 0.0109 99726200.00 99726200.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MQ6 U.S. Government Agency Debt Y 2017-10-06 2017-10-06 2017-10-06 N N N 0.0095 49860150.00 49860150.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MW3 U.S. Government Agency Debt Y 2017-10-12 2017-10-12 2017-10-12 N N N 0.0109 49851300.00 49851300.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MW3 U.S. Government Agency Debt Y 2017-10-12 2017-10-12 2017-10-12 N N N 0.0110 149553900.00 149553900.00 0.0024 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MX1 U.S. Government Agency Debt Y 2017-10-13 2017-10-13 2017-10-13 N N N 0.0097 74724925.15 74724925.15 0.0012 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385MX1 U.S. Government Agency Debt Y 2017-10-13 2017-10-13 2017-10-13 N N N 0.0110 49849850.00 49849850.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NC6 U.S. Government Agency Debt Y 2017-10-18 2017-10-18 2017-10-18 N N N 0.0076 149527350.00 149527350.00 0.0024 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NC6 U.S. Government Agency Debt Y 2017-10-18 2017-10-18 2017-10-18 N N N 0.0076 69779430.00 69779430.00 0.0011 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NC6 U.S. Government Agency Debt Y 2017-10-18 2017-10-18 2017-10-18 N N N 0.0076 79747920.00 79747920.00 0.0013 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NC6 U.S. Government Agency Debt Y 2017-10-18 2017-10-18 2017-10-18 N N N 0.0101 77754222.00 77754222.00 0.0013 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NE2 U.S. Government Agency Debt Y 2017-10-20 2017-10-20 2017-10-20 N N N 0.0101 149518650.00 149518650.00 0.0024 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NK8 U.S. Government Agency Debt Y 2017-10-25 2017-10-25 2017-10-25 N N N 0.0100 94681085.00 94681085.00 0.0015 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NL6 U.S. Government Agency Debt Y 2017-10-26 2017-10-26 2017-10-26 N N N 0.0101 49830700.00 49830700.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NQ5 U.S. Government Agency Debt Y 2017-10-30 2017-10-30 2017-10-30 N N N 0.0100 99649600.00 99649600.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NS1 U.S. Government Agency Debt Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0102 96651188.00 96651188.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NS1 U.S. Government Agency Debt Y 2017-11-01 2017-11-01 2017-11-01 N N N 0.0102 24411898.00 24411898.00 0.0004 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NX0 U.S. Government Agency Debt Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0100 19925100.00 19925100.00 0.0003 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NZ5 U.S. Government Agency Debt Y 2017-11-08 2017-11-08 2017-11-08 N N N 0.0106 21916312.00 21916312.00 0.0004 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NZ5 U.S. Government Agency Debt Y 2017-11-08 2017-11-08 2017-11-08 N N N 0.0106 27893488.00 27893488.00 0.0005 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385NZ5 U.S. Government Agency Debt Y 2017-11-08 2017-11-08 2017-11-08 N N N 0.0106 8716715.00 8716715.00 0.0001 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385PB6 U.S. Government Agency Debt Y 2017-11-10 2017-11-10 2017-11-10 N N N 0.0106 49806800.00 49806800.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385PB6 U.S. Government Agency Debt Y 2017-11-10 2017-11-10 2017-11-10 N N N 0.0106 49806800.00 49806800.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385PB6 U.S. Government Agency Debt Y 2017-11-10 2017-11-10 2017-11-10 N N N 0.0106 24903400.00 24903400.00 0.0004 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385PP5 U.S. Government Agency Debt Y 2017-11-22 2017-11-22 2017-11-22 N N N 0.0109 49788950.00 49788950.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385QB5 U.S. Government Agency Debt Y 2017-12-04 2017-12-04 2017-12-04 N N N 0.0102 99520900.00 99520900.00 0.0016 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385QD1 U.S. Government Agency Debt Y 2017-12-06 2017-12-06 2017-12-06 N N N 0.0112 39805880.00 39805880.00 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385QF6 U.S. Government Agency Debt Y 2017-12-08 2017-12-08 2017-12-08 N N N 0.0114 49754200.00 49754200.00 0.0008 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385QZ2 U.S. Government Agency Debt Y 2017-12-26 2017-12-26 2017-12-26 N N N 0.0116 149178600.00 149178600.00 0.0024 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385SF4 U.S. Government Agency Debt Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0105 74515050.00 74515050.00 0.0012 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397JX0 U.S. Government Agency Debt Y 2017-08-02 2017-08-02 2017-08-02 N N N 0.0081 149872500.00 149872500.00 0.0024 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397JZ5 U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0084 99909300.00 99909300.00 0.0016 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397KV2 U.S. Government Agency Debt Y 2017-08-24 2017-08-24 2017-08-24 N N N 0.0086 49926350.00 49926350.00 0.0008 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397LT6 U.S. Government Agency Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0090 49894150.00 49894150.00 0.0008 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397LX7 U.S. Government Agency Debt Y 2017-09-19 2017-09-19 2017-09-19 N N N 0.0097 99776800.00 99776800.00 0.0016 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397MM0 U.S. Government Agency Debt Y 2017-10-03 2017-10-03 2017-10-03 N N N 0.0100 99729100.00 99729100.00 0.0016 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397MU2 U.S. Government Agency Debt Y 2017-10-10 2017-10-10 2017-10-10 N N N 0.0101 49854250.00 49854250.00 0.0008 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397MV0 U.S. Government Agency Debt Y 2017-10-11 2017-10-11 2017-10-11 N N N 0.0101 99705600.00 99705600.00 0.0016 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397MV0 U.S. Government Agency Debt Y 2017-10-11 2017-10-11 2017-10-11 N N N 0.0101 99705600.00 99705600.00 0.0016 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397NT4 U.S. Government Agency Debt Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0103 69746180.00 69746180.00 0.0011 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397NU1 U.S. Government Agency Debt Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0110 99634400.00 99634400.00 0.0016 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397NU1 U.S. Government Agency Debt Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0110 99634400.00 99634400.00 0.0016 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397NU1 U.S. Government Agency Debt Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0110 99634400.00 99634400.00 0.0016 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313397PB1 U.S. Government Agency Debt Y 2017-11-10 2017-11-10 2017-11-10 N N N 0.0105 49806800.00 49806800.00 0.0008 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.169330% 3133EDQD7 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0117 100007900.00 100007900.00 0.0016 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.125000% 3133EDVU3 U.S. Government Agency Debt Y 2017-09-22 2017-09-22 2017-09-22 N N N 0.0086 9999120.00 9999120.00 0.0002 N N N N FFCB FFCB 1.075390% 3133EDX72 U.S. Government Agency Debt Y 2017-07-10 2017-10-10 2017-10-10 N N N 0.0113 100026800.00 100026800.00 0.0016 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.150000% 3133EDXA5 U.S. Government Agency Debt Y 2017-10-10 2017-10-10 2017-10-10 N N N 0.0099 5000840.00 5000840.00 0.0001 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.246110% 3133EDYR7 U.S. Government Agency Debt Y 2017-07-25 2017-07-25 2017-07-25 N N N 0.0123 84013356.00 84013356.00 0.0014 N N N N FFCB FFCB 1.206110% 3133EE2E9 U.S. Government Agency Debt Y 2017-07-25 2017-09-25 2017-09-25 N N N 0.0124 50022850.00 50022850.00 0.0008 N N N N FFCB FFCB 1.206110% 3133EE2E9 U.S. Government Agency Debt Y 2017-07-25 2017-09-25 2017-09-25 N N N 0.0124 30013710.00 30013710.00 0.0005 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.720000% 3133EE4K3 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0064 14997525.00 14997525.00 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.230000% 3133EEQ94 U.S. Government Agency Debt Y 2017-07-27 2017-11-27 2017-11-27 N N N 0.0127 5123712.00 5123712.00 0.0001 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.000000% 3133EEQX1 U.S. Government Agency Debt Y 2017-09-25 2017-09-25 2017-09-25 N N N 0.0099 14998605.00 14998605.00 0.0002 N N N N FFCB FFCB 1.123670% 3133EEXN5 U.S. Government Agency Debt Y 2017-07-08 2017-12-08 2017-12-08 N N N 0.0117 35028665.00 35028665.00 0.0006 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.245560% 3133EEZ52 U.S. Government Agency Debt Y 2017-07-22 2018-03-22 2018-03-22 N N N 0.0120 21134995.90 21134995.90 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.221670% 3133EEZC7 U.S. Government Agency Debt Y 2017-07-16 2018-04-16 2018-04-16 N N N 0.0117 7842214.80 7842214.80 0.0001 N N N N FFCB FFCB 1.113170% 3133EEZY9 U.S. Government Agency Debt Y 2017-07-23 2018-04-23 2018-04-23 N N N 0.0111 100104000.00 100104000.00 0.0016 N N N N FFCB FFCB 1.195890% 3133EF5Z6 U.S. Government Agency Debt Y 2017-07-04 2018-05-04 2018-05-04 N N N 0.0121 150339300.00 150339300.00 0.0025 N N N N FFCB FFCB 1.195890% 3133EF5Z6 U.S. Government Agency Debt Y 2017-07-04 2018-05-04 2018-05-04 N N N 0.0121 100226200.00 100226200.00 0.0016 N N N N FFCB FFCB 1.246110% 3133EFAQ0 U.S. Government Agency Debt Y 2017-07-26 2018-02-26 2018-02-26 N N N 0.0139 40782252.60 40782252.60 0.0007 N N N N FFCB FFCB 1.246110% 3133EFAQ0 U.S. Government Agency Debt Y 2017-07-26 2018-02-26 2018-02-26 N N N 0.0137 97112520.00 97112520.00 0.0016 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.680000% 3133EFBS5 U.S. Government Agency Debt Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0062 15500000.00 15500000.00 0.0003 N Y Y N FFCB FFCB 1.125390% 3133EFHT7 U.S. Government Agency Debt Y 2017-07-09 2018-04-09 2018-04-09 N N N 0.0119 15016005.00 15016005.00 0.0002 N N N N FFCB FFCB 1.125390% 3133EFHT7 U.S. Government Agency Debt Y 2017-07-09 2018-04-09 2018-04-09 N N N 0.0099 10010670.00 10010670.00 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.141000% 3133EFHX8 U.S. Government Agency Debt Y 2017-07-09 2018-04-09 2018-04-09 N N N 0.0116 2819149.31 2819149.31 0.0000 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.141000% 3133EFHX8 U.S. Government Agency Debt Y 2017-07-09 2018-04-09 2018-04-09 N N N 0.0116 6699861.06 6699861.06 0.0001 N N N N FFCB FFCB 1.241110% 3133EFLK1 U.S. Government Agency Debt Y 2017-07-26 2017-07-26 2017-07-26 N N N 0.0127 35005705.00 35005705.00 0.0006 N N N N FFCB FFCB 1.205890% 3133EFRR0 U.S. Government Agency Debt Y 2017-07-04 2017-12-04 2017-12-04 N N N 0.0122 100121300.00 100121300.00 0.0016 N N N N FFCB FFCB 1.358890% 3133EFTQ0 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0138 40007520.00 40007520.00 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.376110% 3133EFWG8 U.S. Government Agency Debt Y 2017-07-26 2018-03-26 2018-03-26 N N N 0.0127 20266667.76 20266667.76 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.278670% 3133EFYG6 U.S. Government Agency Debt Y 2017-07-08 2018-08-08 2018-08-08 N N N 0.0124 40140720.00 40140720.00 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.090890% 3133EG2U8 U.S. Government Agency Debt Y 2017-07-03 2018-10-03 2018-10-03 N N N 0.0110 75116550.00 75116550.00 0.0012 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.125890% 3133EG2V6 U.S. Government Agency Debt Y 2017-07-03 2019-01-03 2019-01-03 N N N 0.0114 50104250.00 50104250.00 0.0008 N N N N FFCB FFCB 1.133670% 3133EGBH7 U.S. Government Agency Debt Y 2017-08-25 2018-05-25 2018-05-25 N N N 0.0115 50046750.00 50046750.00 0.0008 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.339440% 3133EGBQ7 U.S. Government Agency Debt Y 2017-07-19 2018-07-19 2018-07-19 N N N 0.0130 50140150.00 50140150.00 0.0008 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.339440% 3133EGBQ7 U.S. Government Agency Debt Y 2017-07-19 2018-07-19 2018-07-19 N N N 0.0113 115322345.00 115322345.00 0.0019 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.117110% 3133EGF59 U.S. Government Agency Debt Y 2017-07-10 2018-07-10 2018-07-10 N N N 0.0114 200283800.00 200283800.00 0.0033 N N N N FFCB FFCB 1.198890% 3133EGFL4 U.S. Government Agency Debt Y 2017-07-15 2017-09-15 2017-09-15 N N N 0.0122 150077250.00 150077250.00 0.0024 N N N N FFCB FFCB 1.332220% 3133EGGC3 U.S. Government Agency Debt Y 2017-07-20 2018-06-20 2018-06-20 N N N 0.0135 150388200.00 150388200.00 0.0025 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.151670% 3133EGH40 U.S. Government Agency Debt Y 2017-07-16 2018-04-16 2018-04-16 N N N 0.0117 68068680.00 68068680.00 0.0011 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.031780% 3133EGH57 U.S. Government Agency Debt Y 2017-08-14 2018-11-14 2018-11-14 N N N 0.0104 27549972.45 27549972.45 0.0004 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.367220% 3133EGPA7 U.S. Government Agency Debt Y 2017-08-01 2018-08-01 2018-08-01 N N N 0.0138 69192579.00 69192579.00 0.0011 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.313780% 3133EGPF6 U.S. Government Agency Debt Y 2017-07-29 2018-01-29 2018-01-29 N N N 0.0134 150206250.00 150206250.00 0.0025 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.288780% 3133EGQ24 U.S. Government Agency Debt Y 2017-07-29 2018-11-29 2018-11-29 N N N 0.0131 100244400.00 100244400.00 0.0016 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.246670% 3133EGRE7 U.S. Government Agency Debt Y 2017-07-16 2018-02-16 2018-02-16 N N N 0.0126 150209250.00 150209250.00 0.0025 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.206110% 3133EGRX5 U.S. Government Agency Debt Y 2017-07-25 2017-08-25 2017-08-25 N N N 0.0123 100030500.00 100030500.00 0.0016 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.206110% 3133EGRX5 U.S. Government Agency Debt Y 2017-07-25 2017-08-25 2017-08-25 N N N 0.0123 100030500.00 100030500.00 0.0016 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.191170% 3133EGSY2 U.S. Government Agency Debt Y 2017-07-06 2018-09-06 2018-09-06 N N N 0.0120 75196875.00 75196875.00 0.0012 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.191170% 3133EGSY2 U.S. Government Agency Debt Y 2017-07-06 2018-09-06 2018-09-06 N N N 0.0120 100262500.00 100262500.00 0.0016 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.092110% 3133EGTZ8 U.S. Government Agency Debt Y 2017-07-11 2017-09-11 2017-09-11 N N N 0.0111 175063000.00 175063000.00 0.0029 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.158670% 3133EGU78 U.S. Government Agency Debt Y 2017-07-08 2019-01-08 2019-01-08 N N N 0.0117 125300625.00 125300625.00 0.0020 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.299440% 3133EGUS2 U.S. Government Agency Debt Y 2017-07-19 2018-09-19 2018-09-19 N N N 0.0132 300757500.00 300757500.00 0.0049 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.208890% 3133EGV69 U.S. Government Agency Debt Y 2017-07-15 2018-11-15 2018-11-15 N N N 0.0123 250543250.00 250543250.00 0.0041 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.170890% 3133EGVX0 U.S. Government Agency Debt Y 2017-07-03 2018-10-03 2018-10-03 N N N 0.0119 200509800.00 200509800.00 0.0033 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.170890% 3133EGVX0 U.S. Government Agency Debt Y 2017-07-03 2018-10-03 2018-10-03 N N N 0.0118 49124901.00 49124901.00 0.0008 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.191110% 3133EGWS0 U.S. Government Agency Debt Y 2017-07-30 2017-10-30 2017-10-30 N N N 0.0121 25013500.00 25013500.00 0.0004 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.207110% 3133EGXW0 U.S. Government Agency Debt Y 2017-07-11 2018-10-11 2018-10-11 N N N 0.0123 275694375.00 275694375.00 0.0045 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.207110% 3133EGXW0 U.S. Government Agency Debt Y 2017-07-11 2018-10-11 2018-10-11 N N N 0.0123 100252500.00 100252500.00 0.0016 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.240560% 3133EGY33 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2018-08-22 N N N 0.0126 250410000.00 250410000.00 0.0041 N N Y N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.299440% 3133EGYX7 U.S. Government Agency Debt Y 2017-07-19 2018-10-19 2018-10-19 N N N 0.0131 150385350.00 150385350.00 0.0025 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 1.217220% 3133EGZY4 U.S. Government Agency Debt Y 2017-08-01 2018-06-01 2018-06-01 N N N 0.0124 25033175.00 25033175.00 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.000000% 3133XMQ87 U.S. Government Agency Debt Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0087 23394894.81 23394894.81 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.000000% 3133XMQ87 U.S. Government Agency Debt Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0087 24094612.08 24094612.08 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.000000% 3133XMQ87 U.S. Government Agency Debt Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0096 10749279.80 10749279.80 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 5.000000% 3133XMQ87 U.S. Government Agency Debt Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0091 15723356.92 15723356.91 0.0003 N N N N FREDDIE MAC FREDDIE MAC 1.000000% 3134G3M31 U.S. Government Agency Debt Y 2017-09-27 2017-09-27 2017-09-27 N N N 0.0090 50225345.02 50225345.01 0.0008 N N N N FREDDIE MAC FREDDIE MAC 1.000000% 3134G3ZH6 U.S. Government Agency Debt Y 2017-07-25 2017-07-25 2017-07-25 N N N 0.0071 5174886.15 5174886.15 0.0001 N N N N FREDDIE MAC FREDDIE MAC 0.900000% 3134G7WZ0 U.S. Government Agency Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0070 34997550.00 34997550.00 0.0006 N N N N FHLMC FHLMC 1.343890% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0137 100016000.00 100016000.00 0.0016 N N N N FHLMC FHLMC 1.343890% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 U.S. Government Agency Debt Y 2017-07-21 2017-07-21 2017-07-21 N N N 0.0137 50008000.00 50008000.00 0.0008 N N N N FREDDIE MAC FREDDIE MAC 1.125390% 3134G9K71 U.S. Government Agency Debt Y 2017-07-08 2018-01-08 2018-01-08 N N N 0.0114 150157500.00 150157500.00 0.0024 N N N N FHLMC FHLMC 1.200220% 3134G9WE3 S6XOOCT0IEG5ABCC6L87 U.S. Government Agency Debt Y 2017-09-21 2017-12-21 2017-12-21 N N N 0.0122 50035300.00 50035300.00 0.0008 N N N N FREDDIE MAC FREDDIE MAC 0.817610% 3134GAP24 U.S. Government Agency Debt Y 2017-07-11 2018-01-11 2018-01-11 N N N 0.0083 149916900.00 149916900.00 0.0024 N N N N FNMA FNMA 1.098670% 3135G0E66 U.S. Government Agency Debt Y 2017-07-08 2017-09-08 2017-09-08 N N N 0.0112 100029800.00 100029800.00 0.0016 N N N N FNMA FNMA 1.085890% 3135G0F57 U.S. Government Agency Debt Y 2017-07-05 2017-10-05 2017-10-05 N N N 0.0112 130057330.00 130057330.00 0.0021 N N N N FNMA FNMA 1.232220% 3135G0F81 U.S. Government Agency Debt Y 2017-07-20 2017-07-20 2017-07-20 N N N 0.0125 50005100.00 50005100.00 0.0008 N N N N FANNIE MAE FANNIE MAE 1.230220% 3135G0L35 U.S. Government Agency Debt Y 2017-09-21 2018-03-21 2018-03-21 N N N 0.0124 150150900.00 150150900.00 0.0024 N N N N FANNIE MAE FANNIE MAE 1.127610% 3135G0M34 U.S. Government Agency Debt Y 2017-07-11 2018-01-11 2018-01-11 N N N 0.0114 175145600.00 175145600.00 0.0029 N N N N FANNIE MAE FANNIE MAE 0.875000% 3135G0MZ3 U.S. Government Agency Debt Y 2017-08-28 2017-08-28 2017-08-28 N N N 0.0080 12495912.50 12495912.50 0.0002 N N N N FANNIE MAE FANNIE MAE 0.875000% 3135G0MZ3 U.S. Government Agency Debt Y 2017-08-28 2017-08-28 2017-08-28 N N N 0.0080 57602157.93 57602157.93 0.0009 N N N N FANNIE MAE FANNIE MAE 1.000000% 3135G0PP2 U.S. Government Agency Debt Y 2017-09-20 2017-09-20 2017-09-20 N N N 0.0086 10698427.10 10698427.10 0.0002 N N N N FANNIE MAE FANNIE MAE 0.875000% 3135G0PQ0 U.S. Government Agency Debt Y 2017-10-26 2017-10-26 2017-10-26 N N N 0.0097 115547754.17 115547754.17 0.0019 N N N N FANNIE MAE FANNIE MAE 0.875000% 3135G0RT2 U.S. Government Agency Debt Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0095 199733600.00 199733600.00 0.0033 N N N N FANNIE MAE FANNIE MAE 0.875000% 3135G0RT2 U.S. Government Agency Debt Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0088 99866800.00 99866800.00 0.0016 N N N N FANNIE MAE FANNIE MAE 0.875000% 3135G0RT2 U.S. Government Agency Debt Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0111 6908785.22 6908785.22 0.0001 N N N N FANNIE MAE FANNIE MAE 0.875000% 3135G0RT2 U.S. Government Agency Debt Y 2017-12-20 2017-12-20 2017-12-20 N N N 0.0118 12982684.00 12982684.00 0.0002 N N N N FANNIE MAE FANNIE MAE 0.875000% 3135G0TG8 U.S. Government Agency Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0124 9980420.00 9980420.00 0.0002 N N N N FANNIE MAE FANNIE MAE 1.000000% 3135G0ZL0 U.S. Government Agency Debt Y 2017-09-27 2017-09-27 2017-09-27 N N N 0.0084 48987946.00 48987946.00 0.0008 N N N N FANNIE MAE FANNIE MAE 1.000000% 3135G0ZL0 U.S. Government Agency Debt Y 2017-09-27 2017-09-27 2017-09-27 N N N 0.0087 32502002.54 32502002.54 0.0005 N N N N FANNIE MAE FANNIE MAE 1.000000% 3135G0ZL0 U.S. Government Agency Debt Y 2017-09-27 2017-09-27 2017-09-27 N N N 0.0095 21994588.00 21994588.00 0.0004 N N N N FANNIE MAE FANNIE MAE 1.050000% 3136G0ZH7 U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0080 13612259.26 13612259.26 0.0002 N N N N FREDDIE MAC FREDDIE MAC 5.125000% 3137EABA6 U.S. Government Agency Debt Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0089 20350120.82 20350120.81 0.0003 N N N N FREDDIE MAC FREDDIE MAC 5.125000% 3137EABA6 U.S. Government Agency Debt Y 2017-11-17 2017-11-17 2017-11-17 N N N 0.0115 6571594.05 6571594.05 0.0001 N N N N FREDDIE MAC FREDDIE MAC 1.000000% 3137EADJ5 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0071 19320323.76 19320323.76 0.0003 N N N N FREDDIE MAC FREDDIE MAC 1.000000% 3137EADJ5 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0068 4999825.00 4999825.00 0.0001 N N N N FREDDIE MAC FREDDIE MAC 1.000000% 3137EADJ5 U.S. Government Agency Debt Y 2017-07-28 2017-07-28 2017-07-28 N N N 0.0064 10134645.28 10134645.27 0.0002 N N N N FREDDIE MAC FREDDIE MAC 1.000000% 3137EADL0 U.S. Government Agency Debt Y 2017-09-29 2017-09-29 2017-09-29 N N N 0.0093 12517170.48 12517170.48 0.0002 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0093 49883700.00 49883700.00 0.0008 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0094 99767400.00 99767400.00 0.0016 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0093 99767400.00 99767400.00 0.0016 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0106 49883700.00 49883700.00 0.0008 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0110 9549735.53 9549735.52 0.0002 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0112 7190236.52 7190236.51 0.0001 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0112 12512827.31 12512827.30 0.0002 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0112 22148362.80 22148362.80 0.0004 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0113 69263517.45 69263517.45 0.0011 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0121 19953480.00 19953480.00 0.0003 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADN6 U.S. Government Agency Debt Y 2018-01-12 2018-01-12 2018-01-12 N N N 0.0120 7233136.50 7233136.50 0.0001 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADV8 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0059 15648497.60 15648497.60 0.0003 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADV8 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0065 23997696.00 23997696.00 0.0004 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADV8 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0065 31571968.80 31571968.80 0.0005 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADV8 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0070 28297283.20 28297283.20 0.0005 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADV8 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0069 99990400.00 99990400.00 0.0016 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADV8 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0063 29497168.00 29497168.00 0.0005 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADV8 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0070 6699356.80 6699356.80 0.0001 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADV8 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0065 42340934.88 42340934.88 0.0007 N N N N FREDDIE MAC FREDDIE MAC 0.750000% 3137EADV8 U.S. Government Agency Debt Y 2017-07-14 2017-07-14 2017-07-14 N N N 0.0064 149985600.00 149985600.00 0.0024 N N N N FREDDIE MAC FREDDIE MAC 1.000000% 3137EADX4 U.S. Government Agency Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0087 149887950.00 149887950.00 0.0024 N N N N FREDDIE MAC FREDDIE MAC 1.000000% 3137EADX4 U.S. Government Agency Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0111 5895592.70 5895592.70 0.0001 N N N N FHLMC MULTIFAMILY VRD CERTIFIC FHLMC MULTIFAMILY VRD CERTIFIC 1.320000% 31395XJQ9 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2045-10-15 Y FHLMC 1.0000 7 N NA NA N N 0.0132 18857376.73 18857376.73 0.0003 N N Y N FLORIDA STHSG FIN CORP MF MTG FLORIDA STHSG FIN CORP MF MTG 0.970000% 34074HBL5 Variable Rate Demand Note Y 2017-07-06 2017-07-07 2041-08-15 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0097 6655000.00 6655000.00 0.0001 N N Y N FORTENBERYCHILDREN 2017 FORTENBERYCHILDREN 2017 1.240000% 34961TAA0 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2037-05-01 Y Federal Home Loan Bank - Dallas 1.0000 7 N NA NA N N 0.0124 12275000.00 12275000.00 0.0002 N N Y N HALLMARK 75 ONTARIO LLC HALLMARK 75 ONTARIO LLC 1.240000% 40627PAA1 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2056-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0124 2000000.00 2000000.00 0.0000 N N Y N HALLMARK 75 ONTARIO LLC HALLMARK 75 ONTARIO LLC 1.240000% 40627PAA1 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2056-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0124 3000000.00 3000000.00 0.0000 N N Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 1.000000% 43999X9F9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 8 BOND 21 2021-11-15 8.000000 2594343400.00 3298869779.56 U.S. Treasuries (including strips) 4 1/2 BOND 38 2038-05-15 4.500000 112847600.00 147279095.47 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 4989147900.00 5206624856.96 U.S. Treasuries (including strips) 2 NOTE B 23 2023-02-15 2.000000 394130400.00 397980487.86 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0101 9050000000.00 9050000000.00 0.1476 N Y Y N ING REPO ING 1.090000% 454991001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2018-02-15 1.000000 100000000.00 100250000.28 U.S. Treasuries (including strips) 1 3/8 NOTE AE 20 2020-10-31 1.375000 185000000.00 184074999.72 U.S. Treasuries (including strips) 0 3/4 NOTE BD 18 2018-07-31 0.750000 100000000.00 99750000.36 U.S. Treasuries (including strips) 1 1/4 NOTE N 23 2023-07-31 1.250000 67500000.00 64767222.11 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 118000000.00 115492499.82 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 2027-02-15 2.250000 200000000.00 201000000.48 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0111 750000000.00 750000000.00 0.0122 N Y Y N ING SEC REPO DUUMY CUSIP ING SEC REPO DUUMY CUSIP 1.100000% 46799N008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FMAR 2B0650 G 2042-07-01 2.375000 3108266.06 3189806.08 Agency Mortgage-Backed Securities FMAR 1Q0813 G 2038-07-01 3.442000 358919.58 377935.38 Agency Mortgage-Backed Securities FMAR 1B8521 G 2041-08-01 3.125000 900563.24 940620.99 Agency Mortgage-Backed Securities FMAR 1B8494 G 2041-08-01 3.130000 941274.62 998453.01 Agency Mortgage-Backed Securities FMAR 849029 G 2043-05-01 2.499000 247200.50 251272.47 Agency Mortgage-Backed Securities FMAR 849030 G 2042-05-01 3.131000 3189217.38 3326407.86 Agency Mortgage-Backed Securities FMAR 2B1026 G 2043-01-01 2.014000 2744964.47 2784014.52 Agency Mortgage-Backed Securities FMAR 2B1656 G 2043-09-01 2.322000 4094235.42 4172992.24 Agency Mortgage-Backed Securities FMAR 1B3546 G 2037-09-01 2.983000 174538.06 177835.54 Agency Mortgage-Backed Securities FMAR 1B3939 G 2035-11-01 3.280000 1061944.67 1126756.61 Agency Mortgage-Backed Securities FMAR 847586 G 2036-07-01 3.166000 669311.19 708426.14 Agency Mortgage-Backed Securities FMAR 1J2253 G 2040-08-01 3.090000 1482015.41 1570069.62 Agency Mortgage-Backed Securities FMAR 1N1769 G 2037-08-01 2.356000 944343.81 971990.57 Agency Mortgage-Backed Securities FMAR 1B7078 G 2036-06-01 3.565000 45358.95 45801.63 Agency Mortgage-Backed Securities FMAR 1B8730 G 2041-09-01 3.130000 96292.12 102000.35 Agency Mortgage-Backed Securities FMAR 848763 G 2042-04-01 3.100000 2614554.38 2689746.92 Agency Mortgage-Backed Securities FMAR 2B2186 G 2044-01-01 2.906000 4574842.80 4705648.34 Agency Mortgage-Backed Securities FMAR 2B2304 G 2044-03-01 2.881000 3962122.55 4073337.54 Agency Mortgage-Backed Securities FMAR 2B4472 G 2045-08-01 2.656000 3051212.31 3121463.67 Agency Mortgage-Backed Securities FMAR 2B4182 G 2045-04-01 3.199000 2409575.17 2473690.00 Agency Mortgage-Backed Securities FMAR 2B4318 G 2045-06-01 2.646000 3454746.49 3533700.57 Agency Mortgage-Backed Securities FMAR 2B4344 G 2045-06-01 2.574000 3122066.66 3190204.24 Agency Mortgage-Backed Securities FMAR 2B4689 G 2045-09-01 2.953000 3314219.25 3411828.29 Agency Mortgage-Backed Securities FMAR 2B4951 G 2045-12-01 2.255000 6912637.78 7023324.01 Agency Mortgage-Backed Securities FMAR 2B5460 G 2046-07-01 2.632000 2164588.17 2209870.85 Agency Mortgage-Backed Securities FMAR 2B5522 G 2046-08-01 2.548000 3032402.20 3087603.15 Agency Mortgage-Backed Securities FMAR 2B5532 G 2046-08-01 2.863000 3036128.57 3116152.86 Agency Mortgage-Backed Securities FMAR 2B5595 G 2046-09-01 2.464000 3370321.75 3424623.02 Agency Mortgage-Backed Securities FMAR 2B5601 G 2046-09-01 2.724000 3201542.96 3276447.49 Agency Mortgage-Backed Securities FMAR 2B5630 G 2046-10-01 2.409000 3628359.49 3681634.63 Agency Mortgage-Backed Securities FMAR 2B5632 G 2046-10-01 2.433000 2711112.09 2751937.23 Agency Mortgage-Backed Securities FMAR 2B5684 G 2046-10-01 2.381000 3621653.67 3670972.07 Agency Mortgage-Backed Securities FMAR 2B5750 G 2046-11-01 2.437000 2661507.75 2699486.79 Agency Mortgage-Backed Securities FMAR 2B5752 G 2046-11-01 2.385000 2775883.76 2811019.17 Agency Mortgage-Backed Securities FMAR 2B5766 G 2046-12-01 2.534000 2805041.11 2851951.28 Agency Mortgage-Backed Securities FMAR 2B6074 G 2047-04-01 3.116000 2758803.99 2844848.02 Agency Mortgage-Backed Securities FMAR 2B6093 G 2047-05-01 2.762000 7593390.22 7787469.26 Agency Mortgage-Backed Securities FMAR 840544 G 2043-07-01 3.333000 3533152.00 3698543.07 Agency Mortgage-Backed Securities FMAR 783246 G 2038-04-01 5.071000 114844.55 122973.27 Agency Mortgage-Backed Securities Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 100000000.00 100000000.00 0.0016 N Y Y N ING REPO ING Repo 1.100000% 46799N009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FMAR 2B0745 G 2042-08-01 2.258000 8000103.18 8197585.30 Agency Mortgage-Backed Securities FMAR 1M0018 G 2036-02-01 3.663000 1499653.06 1584827.99 Agency Mortgage-Backed Securities FMAR 1Q0744 G 2038-01-01 3.237000 1390692.54 1458760.79 Agency Mortgage-Backed Securities FMAR 1B7966 G 2041-01-01 3.487000 2004859.76 2104952.52 Agency Mortgage-Backed Securities FMAR 849029 G 2043-05-01 2.499000 6341403.04 6445860.78 Agency Mortgage-Backed Securities FMAR 849042 G 2043-03-01 2.466000 8381152.08 8525561.99 Agency Mortgage-Backed Securities FMAR 2B0917 G 2042-11-01 2.241000 4706861.50 4824896.70 Agency Mortgage-Backed Securities FMAR 2B1437 G 2043-06-01 2.315000 9630349.82 9751229.49 Agency Mortgage-Backed Securities FMAR 1B2525 G 2036-02-01 3.539000 1750072.12 1862095.91 Agency Mortgage-Backed Securities FMAR 1B4946 G 2040-09-01 3.677000 815667.37 847183.33 Agency Mortgage-Backed Securities FMAR 1J0131 G 2036-09-01 3.015000 450248.46 479333.55 Agency Mortgage-Backed Securities FMAR 1N1708 G 2037-09-01 3.175000 1333536.26 1391602.89 Agency Mortgage-Backed Securities FMAR 1B7720 G 2040-10-01 3.193000 931667.39 975727.31 Agency Mortgage-Backed Securities FMAR 1B7080 G 2036-06-01 3.360000 312758.59 328393.22 Agency Mortgage-Backed Securities FMAR 1Q1744 G 2038-04-01 3.725000 10822165.93 11464854.55 Agency Mortgage-Backed Securities FMAR 1Q1046 G 2040-06-01 3.581000 3195614.72 3396351.55 Agency Mortgage-Backed Securities FMAR 2B1784 G 2043-10-01 2.576000 10352230.70 10592928.06 Agency Mortgage-Backed Securities FMAR 2B2639 G 2044-05-01 3.198000 5580893.27 5780075.83 Agency Mortgage-Backed Securities FMAR 2B3163 G 2044-09-01 2.607000 9500013.22 9777318.46 Agency Mortgage-Backed Securities FMAR 2B3930 G 2045-02-01 2.755000 12667494.34 13006862.19 Agency Mortgage-Backed Securities FMAR 611354 G 2031-10-01 3.018000 196259.58 203866.54 Agency Mortgage-Backed Securities Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0108 100000000.00 100000000.00 0.0016 N Y Y N Met Life Met Life 1.150000% 59099D000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 NOTE BK 18 2018-11-30 1.000000 128045000.00 127464796.09 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0117 125003931.25 125003931.25 0.0020 N Y Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.950000% 64966TBW3 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2048-11-01 Y Freddie Mac (Formerly Federal Ho 1.0000 7 N NA NA N N 0.0095 6000000.00 6000000.00 0.0001 N N Y N New York Housing Agency New York Housing Agency 1.050000% 64986MXY6 5493000LS7KCDB02O506 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2033-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 N NA NA N N 0.0108 3400000.00 3400000.00 0.0001 N N Y N New York Housing Agency New York Housing Agency 1.050000% 64986MXY6 5493000LS7KCDB02O506 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2033-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 N NA NA N N 0.0105 100000.00 100000.00 0.0000 N N Y N New York Housing Agency New York Housing Agency 1.050000% 64986MXY6 5493000LS7KCDB02O506 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2033-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 N NA NA N N 0.0105 100000.00 100000.00 0.0000 N N Y N New York Housing Agency New York Housing Agency 1.050000% 64986MXY6 5493000LS7KCDB02O506 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2033-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 N NA NA N N 0.0105 100000.00 100000.00 0.0000 N N Y N Mizuho Mizuho 1.150000% 65999B002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N BILL 04/26/18 2018-04-26 0.00 124164300.00 122966114.50 U.S. Treasuries (including strips) BILL 05/24/18 2018-05-24 0.00 69055900.00 68311208.85 U.S. Treasuries (including strips) 9 1/8 TPRN 18 2018-05-15 0.00 47000.00 46503.68 U.S. Treasuries (including strips) 0 3/4 NOTE AQ 19 2019-08-15 0.750000 3499500.00 3462394.67 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 2026-07-15 0.125000 62215120.00 60213858.95 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0117 250000000.00 250000000.00 0.0041 N Y Y N Orange FL Orange FL 1.200000% 684906DQ0 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2034-07-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 N NA NA N N 0.0120 140000.00 140000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353A31 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 3775600.00 3775600.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353A49 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 9951000.00 9951000.00 0.0002 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353A49 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 4207500.00 4207500.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353C39 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 4436330.00 4436330.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353C47 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2033-05-15 N N N 0.0108 5299916.18 5299916.18 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.100000% 690353D95 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2025-10-10 N N N 0.0110 7960770.00 7960770.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353K22 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-05 2017-07-07 2026-08-15 N N N 0.0109 17232265.78 17232265.78 0.0003 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.100000% 690353K30 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2025-10-10 N N N 0.0110 10349001.00 10349001.00 0.0002 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.100000% 690353K63 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2019-08-15 N N N 0.0110 17666666.87 17666666.87 0.0003 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.100000% 690353K63 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2019-08-15 N N N 0.0110 333333.55 333333.55 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353L88 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2026-07-15 N N N 0.0108 6351840.00 6351840.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.100000% 690353L96 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2022-11-15 N N N 0.0110 21700000.00 21700000.00 0.0004 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.100000% 690353N78 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2033-10-15 N N N 0.0110 11000000.00 11000000.00 0.0002 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.100000% 690353N78 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2033-10-15 N N N 0.0110 3965000.00 3965000.00 0.0001 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.100000% 690353P76 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2040-07-07 N N N 0.0110 19973720.00 19973720.00 0.0003 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.090000% 690353P84 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2030-01-15 N N N 0.0111 19245283.04 19245283.04 0.0003 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.080000% 690353Q42 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2026-04-30 N N N 0.0108 16500000.00 16500000.00 0.0003 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.080000% 690353Q75 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-02 N N N 0.0108 11755000.00 11755000.00 0.0002 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.090000% 690353RV1 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-05 2017-07-15 2019-12-15 N N N 0.0109 27720000.00 27720000.00 0.0005 N N N N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.100000% 690353S57 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2040-07-07 N N N 0.0110 7500000.00 7500000.00 0.0001 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.100000% 690353S57 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2040-07-07 N N N 0.0110 1100000.00 1100000.00 0.0000 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.080000% 690353S73 U.S. Government Agency Debt Y 2017-07-05 2017-07-07 2026-04-30 N N N 0.0108 7000000.00 7000000.00 0.0001 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.100000% 690353T23 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2023-11-15 N N N 0.0110 10000000.00 10000000.00 0.0002 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.080000% 690353T56 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2035-01-20 N N N 0.0108 12000000.00 12000000.00 0.0002 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.080000% 690353T80 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-02 N N N 0.0108 8830000.00 8830000.00 0.0001 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.100000% 690353T98 U.S. Government Agency Debt Y 2017-07-05 2017-07-05 2039-10-15 N N N 0.0110 15000000.00 15000000.00 0.0002 N Y Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.100000% 690353V46 U.S. Government Agency Debt Y 2017-07-05 2017-07-07 2040-07-07 N N N 0.0110 8500000.00 8500000.00 0.0001 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.080000% 690353V87 U.S. Government Agency Debt Y 2017-07-05 2017-07-07 2035-04-20 N N N 0.0108 17500000.00 17500000.00 0.0003 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.100000% 690353VB0 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2028-06-28 N N N 0.0110 4584000.00 4584000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.100000% 690353VB0 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2028-06-28 N N N 0.0110 31512000.00 31512000.00 0.0005 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.150000% 690353VS3 U.S. Government Agency Debt Y 2017-07-07 2017-07-15 2030-05-15 N N N 0.0115 28356000.00 28356000.00 0.0005 N N N N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.090000% 690353VV6 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2026-07-09 Y Overseas Private Investment Corp 1.0000 7 Y NA NA N N 0.0109 12889875.00 12889875.00 0.0002 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.090000% 690353VV6 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2026-07-09 Y Overseas Private Investment Corp 1.0000 7 Y NA NA N N 0.0109 74000000.00 74000000.00 0.0012 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 1.150000% 690353WB9 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2032-10-15 N N N 0.0115 25319658.18 25319658.18 0.0004 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353XK8 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 11871960.00 11871960.00 0.0002 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.150000% 690353YG6 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2033-11-15 N N N 0.0115 26940171.20 26940171.20 0.0004 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353YY7 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 4674000.00 4674000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353ZD2 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 4348040.00 4348040.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353ZD2 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 6589120.00 6589120.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353ZF7 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 3379940.00 3379940.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353ZF7 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 2976700.00 2976700.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353ZP5 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 6543600.00 6543600.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.080000% 690353ZT7 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2031-09-30 N N N 0.0108 6543600.00 6543600.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 1.150000% 690353ZU4 549300IDY55XMYWXSD28 U.S. Government Agency Debt Y 2017-07-07 2017-07-07 2034-06-15 N N N 0.0115 20312820.58 20312820.58 0.0003 N N Y N Prudential Prudential 1.160000% 5493006XV9S6LSLH1666 744332008 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 9 1/8 TPRN 18 2018-05-15 0.00 50000000.00 49470000.00 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 135000000.00 140281875.00 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0118 186031250.00 186031250.00 0.0030 N Y Y N Wisconsin Public Finance Authority Wisconsin Public Finance Authority 1.050000% 74441XBE8 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2047-11-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0105 21775000.00 21775000.00 0.0004 N N Y N Wisconsin Public Finance Authority Wisconsin Public Finance Authority 1.050000% 74441XBU2 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2048-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0105 3000000.00 3000000.00 0.0000 N N Y N Wisconsin Public Finance Authority Wisconsin Public Finance Authority 1.050000% 74441XBU2 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2048-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0105 3200000.00 3200000.00 0.0001 N N Y N Wisconsin Public Finance Authority Wisconsin Public Finance Authority 1.050000% 74441XBU2 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2048-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0105 4500000.00 4500000.00 0.0001 N N Y N Wisconsin Public Finance Authority Wisconsin Public Finance Authority 1.050000% 74441XBU2 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2048-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0105 4200000.00 4200000.00 0.0001 N N Y N Wisconsin Public Finance Authority Wisconsin Public Finance Authority 1.050000% 74441XBU2 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2048-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0105 3000000.00 3000000.00 0.0000 N N Y N Wisconsin Public Finance Authority Wisconsin Public Finance Authority 1.050000% 74441XBU2 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2048-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0105 3000000.00 3000000.00 0.0000 N N Y N PUBLIC FINAUTH WI ASSISTED LI PUBLIC FINAUTH WI ASSISTED LI 1.050000% 74443WAA7 Variable Rate Demand Note Y 2017-07-05 2017-07-07 2048-01-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0105 12320000.00 12320000.00 0.0002 N N Y N S WSTRN ILDEV AUTH SOL WST DI S WSTRN ILDEV AUTH SOL WST DI 1.040000% 84552KBB6 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2033-01-01 Y Federal Home Loan Bank - Des Moi 1.0000 7 N NA NA N N 0.0104 7370000.00 7370000.00 0.0001 N N Y N SUNROAD CENTRUM APT 5 SUNROAD CENTRUM APT 5 1.240000% 86772BAA8 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2056-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0124 3000000.00 3000000.00 0.0000 N N 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(including strips) BILL 02/01/18 2018-02-01 0.00 837500.00 832199.32 U.S. Treasuries (including strips) BILL 11/02/17 2017-11-02 0.00 100.00 99.64 U.S. Treasuries (including strips) BILL 11/30/17 2017-11-30 0.00 3090900.00 3076805.50 U.S. Treasuries (including strips) 1 1/4 NOTE BB 19 2019-05-31 1.250000 6936300.00 6928771.27 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0114 1500000000.00 1500000000.00 0.0245 N Y Y N Nomura Triparty Nomura Triparty 1.110000% 895998003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Bill 2017-07-20 0.00 576.88 576.62 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-10-12 0.00 44.38 44.24 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-09-21 0.00 2416396.25 2410959.36 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-30 2.250000 5310578.12 5344435.78 U.S. Treasuries (including strips) U.S. Treasury Note 2017-10-31 0.750000 44374911.25 44374609.79 U.S. Treasuries (including strips) 8 7/8 TPRN 19 2019-02-15 0.00 44.38 43.49 U.S. Treasuries (including strips) 6 3/4 TPRN 26 2026-08-15 0.00 421518.12 343642.65 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 221.88 314.72 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 44.38 61.21 U.S. Treasuries (including strips) 5 1/4 BOND 28 2028-11-15 5.250000 266.25 345.58 U.S. Treasuries (including strips) TRIB 04/15/29 3.8750 2029-04-15 3.875000 65.99 90.42 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 4367343.12 6203802.62 U.S. Treasuries (including strips) TRIB 04/15/32 3.3750 2032-04-15 3.375000 61.12 84.73 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 172.66 199.00 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 1276514.46 1446126.56 U.S. Treasuries (including strips) TRIB 02/15/40 2.1250 2040-02-15 2.125000 100.39 126.22 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 99.08 125.13 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 12380.62 12920.30 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 133.12 132.59 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 96258693.75 97969571.71 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 5191786.25 6153915.10 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 93.10 102.26 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 44.38 49.42 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 281692.50 295131.44 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 878744.45 861031.71 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 108674.38 102570.56 U.S. Treasuries (including strips) 0 3/4 NOTE AQ 19 2019-08-15 0.750000 44.38 43.90 U.S. Treasuries (including strips) 1 5/8 NOTE W 19 2019-03-31 1.625000 355443.75 358545.99 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 208861485.59 205842687.07 U.S. Treasuries (including strips) 0 3/4 NOTE AL 18 2018-04-15 0.750000 798.75 796.87 U.S. Treasuries (including strips) 0 1/8 TRIN X 20 2020-04-15 0.125000 45144187.38 45246644.95 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 66562500.00 66099795.01 U.S. Treasuries (including strips) 1 7/8 NOTE P 22 2022-08-31 1.875000 10875868.75 10940537.02 U.S. Treasuries (including strips) 1 3/8 NOTE AC 20 2020-08-31 1.375000 3806043.75 3799301.05 U.S. Treasuries (including strips) 1 7/8 NOTE R 22 2022-10-31 1.875000 15966125.00 15985811.49 U.S. Treasuries (including strips) 2 NOTE S 22 2022-11-30 2.000000 2218750.00 2231217.92 U.S. Treasuries (including strips) 1 5/8 NOTE AF 20 2020-11-30 1.625000 44403666.25 44469748.55 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 2026-01-15 0.625000 59439242.17 60149899.06 U.S. Treasuries (including strips) 3 1/2 NOTE C 20 2020-05-15 3.500000 6060781.88 6424428.79 U.S. Treasuries (including strips) TRIN 07/15/20 1.2500 2020-07-15 1.250000 6237353.59 6540376.97 U.S. Treasuries (including strips) 1 3/4 NOTE G 23 2023-01-31 1.750000 35185381.25 35064040.28 U.S. Treasuries (including strips) 1 1/2 NOTE H 23 2023-02-28 1.500000 6620572.50 6489015.61 U.S. Treasuries (including strips) 1 1/8 NOTE V 21 2021-02-28 1.125000 918651.25 904310.75 U.S. Treasuries (including strips) 1 1/8 NOTE V 21 2021-02-28 1.125000 229773750.00 226186894.35 U.S. Treasuries (including strips) 1 1/4 NOTE W 21 2021-03-31 1.250000 33281250.00 32864832.45 U.S. Treasuries (including strips) 0 1/8 TRIN X 21 2021-04-15 0.125000 57028121.82 57020683.23 U.S. Treasuries (including strips) 1 5/8 NOTE K 23 2023-04-30 1.625000 50873141.88 50002886.28 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 88.75 85.59 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 2026-07-15 0.125000 9368557.39 9067200.92 U.S. Treasuries (including strips) 0 1/8 TRIN A 22 2022-01-15 0.125000 48075451.22 48080893.57 U.S. Treasuries (including strips) 1 1/4 NOTE AE 21 2021-10-31 1.250000 44.38 43.50 U.S. Treasuries (including strips) 1 5/8 NOTE F 22 2022-11-15 1.625000 15722417.50 15518517.40 U.S. Treasuries (including strips) 1 NOTE BK 18 2018-11-30 1.000000 25661441.25 25562123.06 U.S. Treasuries (including strips) 1 3/8 NOTE AU 19 2019-12-15 1.375000 29586365.62 29554516.63 U.S. Treasuries (including strips) 1 NOTE S 19 2019-11-30 1.000000 3160964.38 3130965.79 U.S. Treasuries (including strips) 0 1/8 TRIN A 23 2023-01-15 0.125000 141.00 140.01 U.S. Treasuries (including strips) 0 1/8 TRIN X 18 2018-04-15 0.125000 17275207.24 17215772.97 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 7237299.29 7141112.78 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 55014882.50 56168170.73 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 37862525.00 37448592.95 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 47483571.63 47958388.98 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 332768.12 345307.89 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 5517143.75 5725047.41 U.S. Treasuries (including strips) 1 3/8 NOTE AJ 20 2020-02-15 1.375000 3668215.00 3677267.28 U.S. Treasuries (including strips) 1 1/8 NOTE AX 19 2019-02-28 1.125000 177.50 177.50 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 201912462.50 203570864.45 U.S. Treasuries (including strips) 1 7/8 NOTE W 22 2022-03-31 1.875000 47475614.38 47797113.79 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 133014683.75 136989827.57 U.S. Treasuries (including strips) 1 3/4 NOTE K 22 2022-04-30 1.750000 22187322.50 22160715.80 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 20190.62 20151.97 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 28545763.08 28456118.34 U.S. Treasuries (including strips) 1 5/8 NOTE AB 20 2020-07-31 1.625000 5578381.25 5626430.22 U.S. Treasuries (including strips) 1 3/4 NOTE Z 22 2022-05-31 1.750000 11005.00 10974.35 U.S. Treasuries (including strips) TINT 08/15/17 2017-08-15 0.00 0.67 0.67 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 0.28 0.28 U.S. Treasuries (including strips) TINT 02/15/18 2018-02-15 0.00 0.38 0.38 U.S. Treasuries (including strips) TINT 05/15/18 2018-05-15 0.00 3.48 3.44 U.S. Treasuries (including strips) TINT 08/15/18 2018-08-15 0.00 2456948.64 2420192.69 U.S. Treasuries (including strips) TINT 11/15/18 2018-11-15 0.00 0.14 0.14 U.S. Treasuries (including strips) TINT 02/15/19 2019-02-15 0.00 0.38 0.37 U.S. Treasuries (including strips) TINT 08/15/19 2019-08-15 0.00 0.03 0.03 U.S. Treasuries (including strips) TINT 11/15/19 2019-11-15 0.00 1.35 1.30 U.S. Treasuries (including strips) TINT 02/15/20 2020-02-15 0.00 1.34 1.29 U.S. Treasuries (including strips) TINT 08/15/20 2020-08-15 0.00 0.38 0.36 U.S. Treasuries (including strips) TINT 11/15/20 2020-11-15 0.00 0.50 0.47 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.00 0.38 0.36 U.S. Treasuries (including strips) TINT 08/15/21 2021-08-15 0.00 7.69 7.14 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 0.43 0.39 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.00 2.80 2.56 U.S. Treasuries (including strips) TINT 08/15/22 2022-08-15 0.00 16.29 14.72 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 4.44 3.98 U.S. Treasuries (including strips) TINT 02/15/23 2023-02-15 0.00 0.67 0.59 U.S. Treasuries (including strips) TINT 08/15/23 2023-08-15 0.00 14.43 12.70 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 121.99 108.03 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 0.14 0.12 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 8.33 7.23 U.S. Treasuries (including strips) TINT 08/15/24 2024-08-15 0.00 0.38 0.33 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 0.14 0.12 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 4.27 3.61 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 0.14 0.12 U.S. Treasuries (including strips) TINT 08/15/25 2025-08-15 0.00 0.67 0.55 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 1.52 1.24 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 0.14 0.11 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 0.38 0.31 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 0.39 0.32 U.S. Treasuries (including strips) 1 1/2 NOTE AM 20 2020-05-15 1.500000 8557097.50 8568093.37 U.S. Treasuries (including strips) 1 1/4 NOTE BC 19 2019-06-30 1.250000 6156942.50 6141550.14 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0113 1775000000.00 1775000000.00 0.0290 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KB4 U.S. Treasury Debt Y 2017-07-20 2017-07-20 2017-07-20 N N N 0.0061 29988690.00 29988690.00 0.0005 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KF5 U.S. Treasury Debt Y 2017-08-17 2017-08-17 2017-08-17 N N N 0.0066 79910400.00 79910400.00 0.0013 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KF5 U.S. Treasury Debt Y 2017-08-17 2017-08-17 2017-08-17 N N N 0.0065 99888000.00 99888000.00 0.0016 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796KR9 U.S. Treasury Debt Y 2017-10-12 2017-10-12 2017-10-12 N N N 0.0104 77777310.00 77777310.00 0.0013 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LK3 U.S. Treasury Debt Y 2017-07-13 2017-07-13 2017-07-13 N N N 0.0060 19995740.00 19995740.00 0.0003 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LQ0 U.S. Treasury Debt Y 2017-08-24 2017-08-24 2017-08-24 N N N 0.0068 249671500.00 249671500.00 0.0041 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LR8 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0084 29954640.00 29954640.00 0.0005 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LR8 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0084 39939520.00 39939520.00 0.0007 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LR8 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0081 19969760.00 19969760.00 0.0003 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LU1 U.S. Treasury Debt Y 2017-09-21 2017-09-21 2017-09-21 N N N 0.0090 49892800.00 49892800.00 0.0008 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796LW7 U.S. Treasury Debt Y 2017-10-05 2017-10-05 2017-10-05 N N N 0.0083 129655890.00 129655890.00 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796MD8 U.S. Treasury Debt Y 2017-11-24 2017-11-24 2017-11-24 N N N 0.0107 49786700.00 49786700.00 0.0008 N Y Y N TREASURY BILL U.S. Treasury Bill 912796MG1 U.S. Treasury Debt Y 2017-12-14 2017-12-14 2017-12-14 N N N 0.0114 49754300.00 49754300.00 0.0008 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828D49 U.S. Treasury Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0068 49994750.00 49994750.00 0.0008 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.875000% 912828D49 U.S. Treasury Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0093 99989500.00 99989500.00 0.0016 N Y Y N US TREASURY N/B U.S. Treasury Note 1.000000% 912828D98 U.S. Treasury Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0076 9998530.00 9998530.00 0.0002 N Y Y N US TREASURY N/B U.S. Treasury Note 1.000000% 912828D98 U.S. Treasury Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0076 999853.00 999853.00 0.0000 N Y Y N US TREASURY N/B U.S. Treasury Note 1.000000% 912828D98 U.S. Treasury Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0095 29995590.00 29995590.00 0.0005 N Y Y N US TREASURY N/B U.S. Treasury Note 0.875000% 912828F54 U.S. Treasury Debt Y 2017-10-15 2017-10-15 2017-10-15 N N N 0.0087 64960025.00 64960025.00 0.0011 N Y Y N US TREASURY N/B U.S. Treasury Note 0.875000% 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Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0079 45201420.00 45201420.00 0.0007 N Y Y N US TREASURY N/B U.S. Treasury Note 4.750000% 912828HA1 U.S. Treasury Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0080 75335700.00 75335700.00 0.0012 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0085 45513540.00 45513540.00 0.0007 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0085 80912960.00 80912960.00 0.0013 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0085 91027080.00 91027080.00 0.0015 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0087 50570600.00 50570600.00 0.0008 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0088 50570600.00 50570600.00 0.0008 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0077 50570600.00 50570600.00 0.0008 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0100 111255320.00 111255320.00 0.0018 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0111 80912960.00 80912960.00 0.0013 N Y Y N US TREASURY N/B U.S. Treasury Note 4.250000% 912828HH6 U.S. Treasury Debt Y 2017-11-15 2017-11-15 2017-11-15 N N N 0.0112 10114120.00 10114120.00 0.0002 N Y Y N US TREASURY N/B U.S. Treasury Note 1.000000% 912828N55 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0113 49960850.00 49960850.00 0.0008 N Y Y N US TREASURY N/B U.S. Treasury Note 1.000000% 912828N55 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0117 99921700.00 99921700.00 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.875000% 912828NW6 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0094 60086340.00 60086340.00 0.0010 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0069 70134120.00 70134120.00 0.0011 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0083 60114960.00 60114960.00 0.0010 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0084 30057480.00 30057480.00 0.0005 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0083 160306560.00 160306560.00 0.0026 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0075 20038320.00 20038320.00 0.0003 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0095 70134120.00 70134120.00 0.0011 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PA2 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0099 20038320.00 20038320.00 0.0003 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0085 90225540.00 90225540.00 0.0015 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0085 50125300.00 50125300.00 0.0008 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0088 115288190.00 115288190.00 0.0019 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0076 90225540.00 90225540.00 0.0015 N Y Y N US TREASURY N/B U.S. Treasury Note 1.875000% 912828PF1 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0104 20050120.00 20050120.00 0.0003 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0089 50228000.00 50228000.00 0.0008 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0091 50228000.00 50228000.00 0.0008 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0090 115524400.00 115524400.00 0.0019 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0097 100456000.00 100456000.00 0.0016 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0104 110501600.00 110501600.00 0.0018 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0105 120547200.00 120547200.00 0.0020 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0101 150684000.00 150684000.00 0.0025 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0103 30136800.00 30136800.00 0.0005 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0107 10045600.00 10045600.00 0.0002 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0090 55250800.00 55250800.00 0.0009 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0110 40182400.00 40182400.00 0.0007 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0111 40182400.00 40182400.00 0.0007 N Y Y N US TREASURY N/B U.S. Treasury Note 2.250000% 912828PK0 U.S. Treasury Debt Y 2017-11-30 2017-11-30 2017-11-30 N N N 0.0113 70319200.00 70319200.00 0.0011 N Y Y N US TREASURY N/B U.S. Treasury Note 2.750000% 912828PN4 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0109 40311000.00 40311000.00 0.0007 N Y Y N US TREASURY N/B U.S. Treasury Note 2.750000% 912828PN4 U.S. Treasury Debt Y 2017-12-31 2017-12-31 2017-12-31 N N N 0.0115 40311000.00 40311000.00 0.0007 N Y Y N US TREASURY N/B U.S. Treasury Note 2.625000% 912828PT1 U.S. Treasury Debt Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0114 50414250.00 50414250.00 0.0008 N Y Y N US TREASURY N/B U.S. Treasury Note 2.750000% 912828PY0 U.S. Treasury Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0119 40390640.00 40390640.00 0.0007 N Y Y N US TREASURY N/B U.S. Treasury Note 0.625000% 912828TM2 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0065 39976800.00 39976800.00 0.0007 N Y Y N US TREASURY N/B U.S. Treasury Note 0.625000% 912828TM2 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0065 184892700.00 184892700.00 0.0030 N Y Y N US TREASURY N/B U.S. Treasury Note 0.625000% 912828TM2 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0078 64962300.00 64962300.00 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TS9 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0084 71920080.00 71920080.00 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TS9 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0072 29966700.00 29966700.00 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TS9 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0093 89900100.00 89900100.00 0.0015 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.625000% 912828TS9 U.S. Treasury Debt Y 2017-09-30 2017-09-30 2017-09-30 N N N 0.0098 29966700.00 29966700.00 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0087 69920200.00 69920200.00 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0097 29965800.00 29965800.00 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0100 29965800.00 29965800.00 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0107 39954400.00 39954400.00 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.750000% 912828TW0 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0108 29965800.00 29965800.00 0.0005 N Y Y N US TREASURY N/B U.S. Treasury Note 0.875000% 912828UJ7 U.S. Treasury Debt Y 2018-01-31 2018-01-31 2018-01-31 N N N 0.0121 39929960.00 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2B0600 G 2042-07-01 2.615000 2802891.53 2886151.02 Agency Mortgage-Backed Securities 03.000 FGPC G08715 G 2046-08-01 3.000000 999959.38 1003545.90 Agency Mortgage-Backed Securities 04.500 FGPC J12174 G 2025-05-01 4.500000 630192.86 669835.15 Agency Mortgage-Backed Securities 04.500 FGPC J12714 G 2025-08-01 4.500000 1359478.84 1435018.28 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI6939 2042-04-01 2.578000 214845.60 222059.18 Agency Mortgage-Backed Securities FNAR XX.XXX LBAJ7512 2041-12-01 2.834000 4697537.82 4919933.09 Agency Mortgage-Backed Securities FNMS 02.500 CIAL2907 2027-12-01 2.500000 2782968.90 2824752.08 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6924 2045-01-01 4.000000 44355351.99 47446367.02 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9532 2042-11-01 2.676000 8400553.87 8689893.37 Agency Mortgage-Backed Securities FNAR XX.XXX LB881954 2036-03-01 3.243000 4783160.41 5041868.24 Agency Mortgage-Backed Securities 3.34 FCOR 17-30 AV 2030-01-25 3.340000 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2025-04-20 2.500000 162.11 166.73 Agency Mortgage-Backed Securities GNAR AF 896425 C 2039-11-20 2.250000 162317.01 165724.49 Agency Mortgage-Backed Securities GNAR AF 896428 C 2040-03-20 2.375000 212720.21 214743.38 Agency Mortgage-Backed Securities GNMI SP 781553 X 2032-11-15 6.500000 67.07 76.95 Agency Mortgage-Backed Securities GNAR AR 080021 M 2026-12-20 2.250000 75137.29 77622.01 Agency Mortgage-Backed Securities GNAR AR 080727 M 2033-08-20 2.125000 150732.48 156585.08 Agency Mortgage-Backed Securities GNAR AR 081773 M 2036-10-20 2.750000 223.60 232.08 Agency Mortgage-Backed Securities GNAR AR 081537 M 2035-11-20 2.250000 377.58 386.99 Agency Mortgage-Backed Securities GNAR FT 082604 M 2040-08-20 2.125000 93140.62 95659.14 Agency Mortgage-Backed Securities GNAR AT 082213 M 2038-11-20 2.250000 1007008.32 1045806.05 Agency Mortgage-Backed Securities GNAR AT 082239 M 2038-12-20 2.250000 66.57 69.04 Agency Mortgage-Backed Securities GNAR AF 082735 M 2041-02-20 2.375000 204736.70 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(including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 29569582.99 29142196.32 U.S. Treasuries (including strips) TINT 08/15/17 2017-08-15 0.00 613775.70 613026.89 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0113 100000000.00 100000000.00 0.0016 N Y Y N BANK OF MONTREAL Bank of Montreal 0.870000% 0000927971 930YEY002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2017-07-31 0.625000 1977100.00 1981602.41 U.S. Treasuries (including strips) 1 5/8 NOTE W 19 2019-03-31 1.625000 29492800.00 29750207.28 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 76900.00 77726.10 U.S. Treasuries (including strips) 0 1/8 TRIN X 20 2020-04-15 0.125000 508408.52 509562.39 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 19500000.00 19364446.99 U.S. Treasuries (including strips) 1 3/8 NOTE U 21 2021-01-31 1.375000 45240100.00 45059479.53 U.S. Treasuries 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Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 70000000.00 61225500.00 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 125000000.00 108534375.00 U.S. Treasuries (including strips) TINT 05/15/24 2024-05-15 0.00 80000000.00 68952000.00 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 119000000.00 96800550.00 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 49000000.00 39546675.00 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0118 477861250.00 477861250.00 0.0078 N Y Y N Washington Housing Finance Commission Washington Housing Finance Commission 1.150000% 93978PDF1 549300YL1HU59NREG764 Variable Rate Demand Note Y 2017-07-07 2017-07-07 2036-12-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 N NA NA N N 0.0115 2015000.00 2015000.00 0.0000 N N Y N Washington Housing Finance Commission Washington Housing Finance Commission 1.150000% 93978PDF1 549300YL1HU59NREG764 Variable Rate Demand Note Y 2017-07-07 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2017-07-06 2017-07-07 2041-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0098 9485000.00 9485000.00 0.0002 N N Y N JP MORGANSECURITIES JP MORGANSECURITIES 1.120000% 0001168163 959GKF001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 3.75 FHOR 18-35 4120 2035-06-18 3.750000 5000000.00 5033950.21 Agency Mortgage-Backed Securities 3.67 FHOR 16-35 Z 2035-12-28 3.670000 9800000.00 9802193.98 Agency Mortgage-Backed Securities 3.56 FHOR 17-36 D 2036-02-01 3.560000 14000000.00 14206421.61 Agency Mortgage-Backed Securities 3.50 FHOR 17-36 F 2036-02-08 3.500000 34700000.00 35179398.62 Agency Mortgage-Backed Securities 3.65 FHOR 17-41 B 2041-02-22 3.650000 9775000.00 9901857.21 Agency Mortgage-Backed Securities 3.44 FHOR 17-36 G 2036-02-22 3.440000 15000000.00 15162017.94 Agency Mortgage-Backed Securities 3.08 FHOR 17-31 TT 2031-03-14 3.080000 185000.00 183473.54 Agency Mortgage-Backed 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2.790000 7090000.00 6589871.32 Agency Mortgage-Backed Securities FHOR 16-32 AW 2032-08-23 2.000000 25000000.00 23883640.77 Agency Mortgage-Backed Securities 2.70 FHOR 17-36 TT 2036-09-08 2.700000 22355000.00 21005651.88 Agency Mortgage-Backed Securities 3.80 FHOR 17-36 AR 2036-12-29 3.800000 5600000.00 5607759.19 Agency Mortgage-Backed Securities 3.75 FHOR 17-33 TT 2033-01-27 3.750000 19300000.00 19607979.26 Agency Mortgage-Backed Securities 3.24 FHOR 19-28 MR 2028-03-20 3.240000 7100000.00 7213032.31 Agency Mortgage-Backed Securities 3.00 FCOR 17-33 O 2033-04-21 3.000000 400000.00 394056.01 Agency Mortgage-Backed Securities 3.14 FCOR 17-31 Q 2031-02-24 3.140000 15000000.00 15093449.95 Agency Mortgage-Backed Securities 3.04 FCOR 19-31 P 2031-02-11 3.040000 2237000.00 2207488.97 Agency Mortgage-Backed Securities 3.00 FCOR 17-31 W 2031-04-11 3.000000 304000.00 297896.69 Agency Mortgage-Backed Securities 2.36 FCOR 17-25 CV 2025-06-16 2.360000 8000000.00 7819581.99 Agency Mortgage-Backed 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342710.42 Agency Mortgage-Backed Securities RFIN 10/15/26 2026-10-15 0.00 422000.00 331101.21 Agency Mortgage-Backed Securities RFIN 04/15/27 2027-04-15 0.00 872000.00 667175.93 Agency Mortgage-Backed Securities RFIN 10/15/27 2027-10-15 0.00 862000.00 647267.14 Agency Mortgage-Backed Securities RFIN 04/15/28 2028-04-15 0.00 6628000.00 4868730.13 Agency Mortgage-Backed Securities RFIN 10/15/28 2028-10-15 0.00 582000.00 420791.82 Agency Mortgage-Backed Securities RFIN 04/15/29 2029-04-15 0.00 173000.00 123219.25 Agency Mortgage-Backed Securities RFIN 10/15/29 2029-10-15 0.00 48000.00 33573.12 Agency Mortgage-Backed Securities RFIN 04/15/30 2030-04-15 0.00 100000.00 68515.00 Agency Mortgage-Backed Securities 8.125 RFPR 19 A 2019-10-15 0.00 105000.00 101192.70 Agency Mortgage-Backed Securities 8.625 RFPR 30 A 2030-01-15 8.625000 1500000.00 1036499.98 Agency Mortgage-Backed Securities 8.875 RFPR 30 B 2030-04-15 8.875000 800000.00 548176.00 Agency Mortgage-Backed Securities 8.875 RFPR 20 A 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Securities 04.000 FGPC J11304 G 2019-12-01 4.000000 528804.20 549956.87 Agency Mortgage-Backed Securities 04.000 FGPC J12030 G 2025-05-01 4.000000 197059.53 207718.91 Agency Mortgage-Backed Securities 03.500 FGPC J13477 G 2025-11-01 3.500000 2485445.98 2598432.98 Agency Mortgage-Backed Securities 04.000 FGPC J15471 G 2026-05-01 4.000000 167774.33 176020.22 Agency Mortgage-Backed Securities 03.500 FGPC J16061 G 2026-07-01 3.500000 581030.88 607444.22 Agency Mortgage-Backed Securities 03.500 FGPC J16400 G 2026-08-01 3.500000 1246644.41 1303316.17 Agency Mortgage-Backed Securities 02.500 FGPC J18170 G 2022-03-01 2.500000 79046.77 80035.54 Agency Mortgage-Backed Securities FGPC E01418 4.0000 2018-07-01 4.000000 45698.68 47526.67 Agency Mortgage-Backed Securities 04.500 FGPC E01481 G 2018-10-01 4.500000 40859.72 41938.62 Agency Mortgage-Backed Securities 04.000 FGPC Z50025 G 2018-08-01 4.000000 149956.93 155955.34 Agency Mortgage-Backed Securities 04.000 FGPC Z50029 G 2019-05-01 4.000000 63978.92 66538.14 Agency Mortgage-Backed Securities 04.000 FGPC Z50030 G 2019-06-01 4.000000 46624.91 48489.95 Agency Mortgage-Backed Securities 06.500 FGPC C90256 G 2019-03-01 6.500000 140732.57 149577.73 Agency Mortgage-Backed Securities FNMS 06.500 CL050946 2023-12-01 6.500000 2338.77 2604.14 Agency Mortgage-Backed Securities FNMS 07.000 CL185152 2022-10-01 7.000000 1982.11 2101.93 Agency Mortgage-Backed Securities FNMS 06.000 CL190129 2023-11-01 6.000000 2175.11 2463.60 Agency Mortgage-Backed Securities FNMS 07.000 CL190295 2024-12-01 7.000000 69.23 77.44 Agency Mortgage-Backed Securities FNMS 07.500 CL190308 2030-09-01 7.500000 167.20 201.77 Agency Mortgage-Backed Securities FNMS 07.500 CL190709 2024-03-01 7.500000 292.44 336.86 Agency Mortgage-Backed Securities FNMS 06.000 CL243121 2023-10-01 6.000000 2603.67 2949.00 Agency Mortgage-Backed Securities FNMS 09.500 CL250240 2025-03-01 9.500000 111.11 125.22 Agency Mortgage-Backed Securities FNMS 07.000 CL250083 2024-07-01 7.000000 5.85 6.28 Agency Mortgage-Backed Securities FNMS 06.000 CL250508 2026-01-01 6.000000 1328.94 1505.19 Agency Mortgage-Backed Securities FNMS 09.000 CL250804 2026-11-01 9.000000 2696.77 2841.47 Agency Mortgage-Backed Securities FNMS 06.500 KL252216 2028-11-01 6.500000 9.36 10.09 Agency Mortgage-Backed Securities FNMS 07.500 CL253113 2030-02-01 7.500000 276.49 331.66 Agency Mortgage-Backed Securities FNMS 07.500 CL253346 2030-05-01 7.500000 2460.88 2811.46 Agency Mortgage-Backed Securities FNMS 08.500 CL253395 2030-06-01 8.500000 1967.31 2350.85 Agency Mortgage-Backed Securities FNMS 08.000 CL253437 2030-09-01 8.000000 3676.51 4521.81 Agency Mortgage-Backed Securities FNMS 07.000 CT253709 2021-03-01 7.000000 24.24 25.53 Agency Mortgage-Backed Securities FNMS 06.000 CT254440 2022-07-01 6.000000 3219.74 3646.77 Agency Mortgage-Backed Securities FNMS 06.000 CT255679 2025-02-01 6.000000 1624.52 1839.98 Agency Mortgage-Backed Securities FNMS 05.500 CT254832 2023-08-01 5.500000 2096.88 2330.39 Agency Mortgage-Backed Securities FNMS 05.500 CT254916 2023-09-01 5.500000 1284.71 1427.77 Agency Mortgage-Backed Securities FNMS 04.500 CT255132 2024-01-01 4.500000 556.69 599.46 Agency Mortgage-Backed Securities FNMS 05.000 CT255226 2024-05-01 5.000000 347.77 381.24 Agency Mortgage-Backed Securities FNMS 05.000 CT255360 2024-07-01 5.000000 2421.63 2654.65 Agency Mortgage-Backed Securities FNMS 04.500 CT255955 2025-10-01 4.500000 1401.70 1511.31 Agency Mortgage-Backed Securities FNMS 05.000 CL256242 2036-04-01 5.000000 2043.31 2251.11 Agency Mortgage-Backed Securities FNMS 06.000 CI256440 2021-09-01 6.000000 1731.72 1831.69 Agency Mortgage-Backed Securities FNMS 05.000 CT257371 2028-09-01 5.000000 1551.48 1700.76 Agency Mortgage-Backed Securities FNMS 07.000 CL256851 2037-07-01 7.000000 457.52 536.86 Agency Mortgage-Backed Securities FNMS 05.500 NP256900 2037-08-01 5.500000 2668.94 2896.89 Agency Mortgage-Backed Securities FNMS 06.500 CI256948 2022-09-01 6.500000 3166.50 3430.28 Agency Mortgage-Backed Securities FNMS 07.000 CL256939 2037-10-01 7.000000 1079.23 1235.93 Agency Mortgage-Backed Securities FNMS 05.500 CL257003 2037-11-01 5.500000 1011.43 1126.28 Agency Mortgage-Backed Securities FNMS 06.500 CI257327 2023-06-01 6.500000 2017.72 2137.43 Agency Mortgage-Backed Securities FNMS 357290 5.5000 2023-11-01 5.500000 239.69 254.64 Agency Mortgage-Backed Securities FNMS 07.000 CL275637 2024-05-01 7.000000 9.10 9.17 Agency Mortgage-Backed Securities FNMS 07.000 CL303020 2024-10-01 7.000000 43.00 46.73 Agency Mortgage-Backed Securities FNMS 08.000 PL303553 2023-05-01 8.000000 4115.32 4466.46 Agency Mortgage-Backed Securities FNMS 06.000 CL303970 2024-09-01 6.000000 188.46 213.45 Agency Mortgage-Backed Securities FNMS 06.000 CL305210 2025-11-01 6.000000 1528.38 1731.09 Agency Mortgage-Backed Securities FNMS 07.000 CL323530 2026-09-01 7.000000 639.24 699.59 Agency Mortgage-Backed Securities FNMS 06.000 CL339175 2026-03-01 6.000000 362.10 410.80 Agency Mortgage-Backed Securities FNMS 08.500 CL341594 2024-11-01 8.500000 338.85 342.25 Agency Mortgage-Backed Securities FNMS 07.000 CL342459 2026-04-01 7.000000 663.13 688.65 Agency Mortgage-Backed Securities FNMS 07.500 CL343010 2026-04-01 7.500000 217.66 234.30 Agency Mortgage-Backed Securities FNMS 07.500 CL350028 2025-12-01 7.500000 1066.22 1147.91 Agency Mortgage-Backed Securities FNMS 07.500 CL391253 2027-06-01 7.500000 134.96 145.31 Agency Mortgage-Backed Securities FNMS 10.000 CL426874 2024-11-01 10.000000 1272.26 1371.63 Agency Mortgage-Backed Securities FNMS 09.500 GO444849 2025-04-01 9.500000 18.53 18.99 Agency Mortgage-Backed Securities FNMS 07.000 CL535159 2030-02-01 7.000000 16.89 19.83 Agency Mortgage-Backed Securities FNMS 06.000 CL535902 2031-05-01 6.000000 87.49 99.90 Agency Mortgage-Backed Securities FNMS 06.000 CL535908 2031-04-01 6.000000 593.58 678.17 Agency Mortgage-Backed Securities FNMS 06.000 CL535932 2031-05-01 6.000000 284.36 325.17 Agency Mortgage-Backed Securities FNMS 07.500 CL535996 2031-06-01 7.500000 451.79 546.77 Agency Mortgage-Backed Securities FNMS 08.500 CL536285 2030-08-01 8.500000 4445.98 4865.18 Agency Mortgage-Backed Securities FNMS 08.000 CL540756 2030-05-01 8.000000 1526.16 1563.30 Agency Mortgage-Backed Securities FNMS 08.000 CL543845 2030-07-01 8.000000 2457.55 2837.30 Agency Mortgage-Backed Securities FNMS 07.000 CL545437 2032-02-01 7.000000 516.52 616.44 Agency Mortgage-Backed Securities FNMS 07.000 CL545485 2032-02-01 7.000000 2270.21 2671.31 Agency Mortgage-Backed Securities FNMS 06.500 CL545341 2031-12-01 6.500000 43.74 50.09 Agency Mortgage-Backed Securities FNMS 06.500 CL545759 2032-07-01 6.500000 107.57 124.02 Agency Mortgage-Backed Securities FNMS 06.500 CL545812 2032-08-01 6.500000 63.24 72.61 Agency Mortgage-Backed Securities FNMS 07.000 CL545868 2032-08-01 7.000000 2549.76 2989.31 Agency Mortgage-Backed Securities FNMS 08.500 CL547078 2030-07-01 8.500000 2897.78 3001.86 Agency Mortgage-Backed Securities FNMS 08.500 CL547470 2030-07-01 8.500000 1439.84 1653.64 Agency Mortgage-Backed Securities FNMS 07.500 CL547598 2030-10-01 7.500000 2944.80 2993.38 Agency Mortgage-Backed Securities FNMS 08.500 CL548965 2030-07-01 8.500000 2228.42 2579.24 Agency Mortgage-Backed Securities FNMS 07.500 CL551216 2030-09-01 7.500000 1107.56 1262.05 Agency Mortgage-Backed Securities FNMS 08.500 CL551989 2030-10-01 8.500000 1181.34 1240.84 Agency Mortgage-Backed Securities FNMS 06.500 CL555797 2033-10-01 6.500000 661.40 778.45 Agency Mortgage-Backed Securities FNMS 06.000 CL555864 2033-09-01 6.000000 1242.12 1406.86 Agency Mortgage-Backed Securities FNMS 08.500 CL557160 2030-12-01 8.500000 140.46 141.36 Agency Mortgage-Backed Securities FNMS 08.500 CL557247 2030-08-01 8.500000 2616.07 2680.81 Agency Mortgage-Backed Securities FNMS 08.500 CL559508 2030-11-01 8.500000 4869.66 4919.24 Agency Mortgage-Backed Securities FNMS 07.000 CL567840 2030-10-01 7.000000 549.55 644.46 Agency Mortgage-Backed Securities FNMS 06.000 CL572672 2031-04-01 6.000000 1002.40 1146.34 Agency Mortgage-Backed Securities FNMS 07.000 CL573955 2031-03-01 7.000000 2147.59 2164.15 Agency Mortgage-Backed Securities FNMS 08.500 CL576146 2031-01-01 8.500000 1636.02 1652.57 Agency Mortgage-Backed Securities FNMS 07.000 CL579400 2031-05-01 7.000000 2224.98 2366.24 Agency Mortgage-Backed Securities FNMS 06.000 CL580076 2031-09-01 6.000000 176.77 202.18 Agency Mortgage-Backed Securities FNMS 06.500 CL580769 2031-05-01 6.500000 356.75 397.23 Agency Mortgage-Backed Securities FNMS 08.000 CL580882 2031-05-01 8.000000 1200.22 1376.40 Agency Mortgage-Backed Securities FNMS 08.000 CL581170 2031-05-01 8.000000 2583.63 2645.15 Agency Mortgage-Backed Securities FNMS 08.000 CL589367 2031-06-01 8.000000 25.23 28.81 Agency Mortgage-Backed Securities FNMS 06.000 CL611862 2028-02-01 6.000000 3393.35 3843.40 Agency Mortgage-Backed Securities FNMS 06.000 CL624088 2032-01-01 6.000000 424.15 486.26 Agency Mortgage-Backed Securities FNMS 07.000 CL624842 2032-02-01 7.000000 225.19 249.89 Agency Mortgage-Backed Securities FNMS 06.000 CL625146 2032-02-01 6.000000 415.65 476.34 Agency Mortgage-Backed Securities FNMS 07.500 CL636708 2032-04-01 7.500000 377.77 426.09 Agency Mortgage-Backed Securities FNMS 04.500 CLAH0057 2041-02-01 4.500000 4410.11 4807.22 Agency Mortgage-Backed Securities FNMS 04.000 CLAH0921 2040-12-01 4.000000 3058.19 3241.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAH1406 2041-01-01 4.000000 3301.81 3501.11 Agency Mortgage-Backed Securities FNMS 03.500 CIAH3431 2026-01-01 3.500000 989.79 1033.78 Agency Mortgage-Backed Securities FNMS 04.500 CLAH6231 2041-03-01 4.500000 421.60 455.85 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5583 2041-02-01 4.500000 2747.23 2968.54 Agency Mortgage-Backed Securities FNMS 04.000 CLAH6582 2041-03-01 4.000000 4146.91 4394.65 Agency Mortgage-Backed Securities FNMS 04.500 CLAI1888 2041-05-01 4.500000 173.43 187.48 Agency Mortgage-Backed Securities FNMS 04.500 CLAI4291 2041-06-01 4.500000 581.94 628.98 Agency Mortgage-Backed Securities FNMS 04.500 CLAI9748 2041-08-01 4.500000 768.26 838.73 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ7688 2041-12-01 4.000000 628.53 665.93 Agency Mortgage-Backed Securities FNMS 03.500 CIAK0865 2026-02-01 3.500000 521.58 544.77 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0160 2041-05-01 4.500000 1516.47 1639.61 Agency Mortgage-Backed Securities FNMS 06.000 CIAL1854 2024-05-01 6.000000 4466.15 4631.63 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5369 2044-05-01 4.500000 395.63 426.64 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5213 2044-04-01 4.500000 2564.53 2764.39 Agency Mortgage-Backed Securities FNMS 05.500 CLAL6289 2042-02-01 5.500000 2157.65 2419.87 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6745 2044-08-01 4.000000 1426.72 1520.67 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9432 2046-10-01 3.000000 1930.76 1940.61 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0012 2028-07-01 3.500000 990.32 1034.55 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1626 2044-02-01 4.500000 3395.44 3660.81 Agency Mortgage-Backed Securities FNMS 04.500 CLAS2044 2044-03-01 4.500000 268.24 288.85 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4168 2044-12-01 4.000000 2388.20 2522.23 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4783 2045-04-01 3.500000 3284.61 3406.86 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 2045-08-01 3.500000 745.35 769.38 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5942 2045-10-01 4.000000 2858.32 3018.74 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5944 2045-10-01 3.500000 907.18 940.20 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6406 2045-12-01 4.000000 740.82 782.39 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6408 2046-01-01 3.500000 4091.90 4223.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6520 2046-01-01 3.500000 1683.68 1737.96 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7245 2046-05-01 3.500000 4397.57 4539.35 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8483 2046-12-01 3.000000 976.58 980.97 Agency Mortgage-Backed Securities 08.500 FGPC G01464 G 2024-09-01 8.500000 138678.42 149079.76 Agency Mortgage-Backed Securities 05.500 FGPC G30252 G 2024-01-01 5.500000 614291.96 679757.60 Agency Mortgage-Backed Securities 05.500 FGPC D97247 G 2027-04-01 5.500000 34103.53 37737.96 Agency Mortgage-Backed Securities 05.500 FGPC D97308 G 2027-06-01 5.500000 172999.98 191436.74 Agency Mortgage-Backed Securities 06.000 FGPC G14171 G 2024-10-01 6.000000 162876.98 174014.28 Agency Mortgage-Backed Securities 06.000 FGPC C90940 G 2025-12-01 6.000000 61173.68 69239.28 Agency Mortgage-Backed Securities 03.500 FGPC J13921 G 2025-12-01 3.500000 604266.68 634296.13 Agency Mortgage-Backed Securities 03.500 FGPC J16341 G 2026-08-01 3.500000 160781.07 168841.79 Agency Mortgage-Backed Securities 10.000 FMPC 555293 G 2020-11-01 10.000000 769.55 783.73 Agency Mortgage-Backed Securities 04.500 FGPC E01508 G 2018-08-01 4.500000 68415.82 70222.34 Agency Mortgage-Backed Securities FHFR 03LI 04/18 4568 2018-04-06 0.00 300000.00 300619.75 Agency Mortgage-Backed Securities 03.500 FGPC B47514 G 2021-09-01 3.500000 517566.16 541096.75 Agency Mortgage-Backed Securities FCFR 03LI L 18/03 2018-03-26 0.00 1100000.00 1101131.24 Agency Mortgage-Backed Securities 1.80 FMNT GB17-20F2 2020-04-28 1.800000 2000.00 2003.14 Agency Mortgage-Backed Securities 1.50 FNSM A 02/20 2020-02-28 1.500000 3000.00 3009.37 Agency Mortgage-Backed Securities FNMS 08.000 CL050617 2022-08-01 8.000000 61.08 66.48 Agency Mortgage-Backed Securities FNMS 07.000 CL050636 2022-12-01 7.000000 26.95 28.72 Agency Mortgage-Backed Securities FNMS 08.000 CL050686 2023-01-01 8.000000 1012.15 1110.69 Agency Mortgage-Backed Securities FNMS 07.000 CL050747 2023-06-01 7.000000 26.00 28.79 Agency Mortgage-Backed Securities FNMS 07.000 CL050726 2023-05-01 7.000000 6.77 7.51 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0907 2028-11-01 3.500000 2732.54 2854.38 Agency Mortgage-Backed Securities FNMS 03.500 CIAS1758 2029-02-01 3.500000 1160.91 1212.51 Agency Mortgage-Backed Securities FNMS 06.000 CIAL2220 2024-05-01 6.000000 1021.81 1050.47 Agency Mortgage-Backed Securities FNMS 05.000 CLAH3408 2041-01-01 5.000000 1592.45 1747.31 Agency Mortgage-Backed Securities FNMS 07.000 CL636876 2032-04-01 7.000000 125.80 129.13 Agency Mortgage-Backed Securities FNMS 06.000 CL629078 2032-06-01 6.000000 26.77 30.57 Agency Mortgage-Backed Securities FNMS 06.500 CL627702 2032-02-01 6.500000 23.22 25.86 Agency Mortgage-Backed Securities FNMS 07.000 CL628292 2032-03-01 7.000000 716.19 780.25 Agency Mortgage-Backed Securities FNMS 05.500 CL625183 2032-01-01 5.500000 35.24 39.21 Agency Mortgage-Backed Securities FNMS 06.000 CL624960 2032-01-01 6.000000 1402.39 1599.05 Agency Mortgage-Backed Securities FNMS 06.500 CL625546 2032-01-01 6.500000 69.64 77.55 Agency Mortgage-Backed Securities FNMS 06.000 CL625536 2032-01-01 6.000000 682.51 773.03 Agency Mortgage-Backed Securities FNMS 06.500 CL619066 2031-12-01 6.500000 62.45 72.30 Agency Mortgage-Backed Securities FNMS 06.500 CL615186 2031-11-01 6.500000 3452.52 3844.27 Agency Mortgage-Backed Securities FNMS 06.000 CL614899 2031-12-01 6.000000 566.72 644.23 Agency Mortgage-Backed Securities FNMS 06.500 CL596449 2031-06-01 6.500000 32.06 35.70 Agency Mortgage-Backed Securities FNMS 07.000 CL595909 2031-10-01 7.000000 742.85 774.67 Agency Mortgage-Backed Securities FNMS 06.500 CL595817 2031-08-01 6.500000 1170.52 1303.34 Agency Mortgage-Backed Securities FNMS 06.500 CL581197 2031-05-01 6.500000 51.47 57.41 Agency Mortgage-Backed Securities FNMS 08.500 CL562338 2031-01-01 8.500000 477.11 480.16 Agency Mortgage-Backed Securities FNMS 06.500 CL050741 2023-04-01 6.500000 26.65 29.68 Agency Mortgage-Backed Securities FNMS 06.500 CL050773 2023-08-01 6.500000 375.29 417.87 Agency Mortgage-Backed Securities FNMS 07.000 CL050795 2023-09-01 7.000000 8.17 9.07 Agency Mortgage-Backed Securities FNMS 06.000 CL050940 2023-11-01 6.000000 1440.54 1631.60 Agency Mortgage-Backed Securities FNMS 07.000 CL050947 2023-12-01 7.000000 37.31 41.56 Agency Mortgage-Backed Securities FNMS 06.000 CL050964 2024-01-01 6.000000 836.77 947.75 Agency Mortgage-Backed Securities FNMS 06.000 CL050990 2024-02-01 6.000000 484.50 550.03 Agency Mortgage-Backed Securities FNMS 07.000 CL050993 2024-02-01 7.000000 652.85 727.51 Agency Mortgage-Backed Securities FNMS 07.000 CL050994 2024-03-01 7.000000 74.16 83.02 Agency Mortgage-Backed Securities FNMS 08.000 GN100135 2024-12-01 8.000000 246.38 250.82 Agency Mortgage-Backed Securities FNMS 07.000 CL125190 2023-04-01 7.000000 340.48 363.17 Agency Mortgage-Backed Securities FNMS 07.500 CL124457 2022-09-01 7.500000 971.59 1040.34 Agency Mortgage-Backed Securities FNMS 07.500 CL124561 2022-11-01 7.500000 185.60 198.91 Agency Mortgage-Backed Securities FNMS 08.000 CL124566 2022-11-01 8.000000 112.42 120.73 Agency Mortgage-Backed Securities FNMS 08.000 CL124580 2022-12-01 8.000000 28.89 31.07 Agency Mortgage-Backed Securities FNMS 07.500 CL124653 2023-01-01 7.500000 620.64 663.05 Agency Mortgage-Backed Securities FNMS 07.000 CL125220 2023-08-01 7.000000 27.49 30.48 Agency Mortgage-Backed Securities FNMS 08.000 CL125495 2027-06-01 8.000000 288.34 320.07 Agency Mortgage-Backed Securities FNMS 07.250 CL171970 2022-07-01 7.250000 229.19 231.03 Agency Mortgage-Backed Securities FNMS 08.000 CL190876 2024-06-01 8.000000 336.58 365.97 Agency Mortgage-Backed Securities FNMS 08.000 CL190203 2023-02-01 8.000000 385.18 432.32 Agency Mortgage-Backed Securities FNMS 07.500 CL190260 2024-04-01 7.500000 222.74 250.25 Agency Mortgage-Backed Securities FNMS 08.500 CL190261 2023-09-01 8.500000 40.03 43.31 Agency Mortgage-Backed Securities FNMS 08.500 CL190280 2026-01-01 8.500000 396.43 457.63 Agency Mortgage-Backed Securities FNMS 06.000 CL190300 2024-09-01 6.000000 549.39 622.25 Agency Mortgage-Backed Securities FNMS 07.500 CL190696 2024-06-01 7.500000 333.77 362.05 Agency Mortgage-Backed Securities FNMS 08.500 CL190951 2024-08-01 8.500000 357.63 394.39 Agency Mortgage-Backed Securities FNMS 07.250 CL204874 2023-02-01 7.250000 78.37 79.53 Agency Mortgage-Backed Securities FNMS 07.000 CL207421 2023-05-01 7.000000 2196.43 2228.82 Agency Mortgage-Backed Securities FNMS 07.000 CL214229 2023-05-01 7.000000 61.71 63.25 Agency Mortgage-Backed Securities FNMS 05.500 CL235459 2023-06-01 5.500000 76.96 85.53 Agency Mortgage-Backed Securities FNMS 06.000 CL238116 2023-10-01 6.000000 33.69 38.16 Agency Mortgage-Backed Securities FNMS 06.000 CL238909 2023-10-01 6.000000 335.54 380.05 Agency Mortgage-Backed Securities FNMS 06.000 CL244757 2023-11-01 6.000000 782.97 886.82 Agency Mortgage-Backed Securities FNMS 06.000 CL247412 2023-11-01 6.000000 339.57 384.61 Agency Mortgage-Backed Securities FNMS 08.500 CL250189 2025-01-01 8.500000 27.28 30.73 Agency Mortgage-Backed Securities FNMS 08.500 CL250199 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2024-05-15 0.00 1793999.65 1546427.70 U.S. Treasuries (including strips) FNMS 05.000 CI705709 2018-05-01 5.000000 3888.68 3998.21 Agency Mortgage-Backed Securities FNMS 05.000 CI681398 2018-02-01 5.000000 2433.98 2502.53 Agency Mortgage-Backed Securities FNMS 06.000 CL673579 2032-12-01 6.000000 1565.84 1773.51 Agency Mortgage-Backed Securities FNMS 05.000 CI667792 2018-03-01 5.000000 372.31 382.80 Agency Mortgage-Backed Securities FNMS 05.500 CI663198 2017-10-01 5.500000 489.73 492.25 Agency Mortgage-Backed Securities FNMS 05.000 CI657404 2017-10-01 5.000000 2877.21 2958.25 Agency Mortgage-Backed Securities FNMS 03.500 CIAD5093 2025-10-01 3.500000 3581.31 3740.49 Agency Mortgage-Backed Securities FNMS 05.500 CIAD0143 2024-06-01 5.500000 530.25 567.56 Agency Mortgage-Backed Securities FNMS 05.000 CI959938 2022-11-01 5.000000 2085.89 2186.78 Agency Mortgage-Backed Securities Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0107 250000000.00 250000000.00 0.0041 N N Y N DEUTSCHE BANK SECURITIES DEUTSCHE BANK SECURITIES 1.160000% 0000058086 959JET002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 6 1/2 BOND 26 2026-11-15 6.500000 35546300.00 48669460.77 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 202096300.00 206330558.03 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0118 250000000.00 250000000.00 0.0041 N Y Y N DEUTSCHE BANK SECURITIES DEUTSCHE BANK SECURITIES 1.050000% 0000058086 959JFN004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TINT 08/15/25 2025-08-15 0.00 154663170.75 128651918.69 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 157799000.00 126348081.31 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0106 250000000.00 250000000.00 0.0041 N Y Y N GOLDMAN SACHS + CO GOLDMAN SACHS + CO 1.030000% 549300G6UZOB126GBY72 0001098457 959JFY000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 04.000 FGPC G60047 G 2044-11-01 4.000000 24098047.87 25618021.21 Agency Mortgage-Backed Securities FNMS 04.000 CIAI2495 2026-05-01 4.000000 24411387.10 25786778.90 Agency Mortgage-Backed Securities FNMS 03.500 CIAL2047 2027-04-01 3.500000 25104299.25 26286432.45 Agency Mortgage-Backed Securities FNMS 03.500 CIAL5733 2029-09-01 3.500000 3858741.91 4041587.25 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8358 2043-10-01 4.000000 20076694.39 21267180.37 Agency Mortgage-Backed Securities Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0104 100000000.00 100000000.00 0.0016 N Y Y N JP MORGANSECURITIES JP MORGANSECURITIES 1.120000% 0001168163 959JHQ005 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 05.500 CL190354 2034-12-01 5.500000 2761178.62 3104795.70 Agency Mortgage-Backed Securities FNMS 06.500 CT254296 2022-04-01 6.500000 637041.66 709308.52 Agency Mortgage-Backed Securities FNMS 06.000 CT256715 2027-05-01 6.000000 4165122.67 4717516.52 Agency Mortgage-Backed Securities FNMS 05.000 CT257101 2028-02-01 5.000000 3115554.31 3415306.30 Agency Mortgage-Backed Securities FNMS 03.500 CIAL4229 2027-02-01 3.500000 33914540.25 35468874.32 Agency Mortgage-Backed Securities FNMS 04.500 CI555754 2018-09-01 4.500000 360800.94 370682.50 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3641 2044-10-01 4.000000 25568006.92 27254211.51 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9736 2047-06-01 4.500000 74925320.88 82344554.11 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9622 2047-06-01 4.000000 57154000.00 60361729.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAB9050 2043-04-01 3.500000 33030040.33 34149115.44 Agency Mortgage-Backed Securities FNMS 04.000 CNMA0502 2020-08-01 4.000000 5138157.62 5339978.37 Agency Mortgage-Backed Securities GNII SF MA4263 M 2047-02-20 4.000000 260538.20 275525.75 Agency Mortgage-Backed Securities Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0114 250000000.00 250000000.00 0.0041 N Y N N BANK OF AMERICA NA BANK OF AMERICA NA 1.100000% 0000070858 959NNT003 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 03.500 FGPC Q36234 G 2045-09-01 3.500000 83972302.11 86709772.66 Agency Mortgage-Backed Securities 03.500 FGPC Q35827 G 2045-09-01 3.500000 61334617.36 63334106.53 Agency Mortgage-Backed Securities 03.500 FGPC G60080 G 2045-06-01 3.500000 80526837.00 83619022.80 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ0560 2042-11-01 3.500000 68147511.51 70656183.22 Agency Mortgage-Backed Securities FNMS 03.500 CLAR2586 2043-02-01 3.500000 72827733.75 75391154.51 Agency Mortgage-Backed Securities FNMS 03.000 CLAR2629 2043-02-01 3.000000 77030332.27 77797306.09 Agency Mortgage-Backed Securities FNMS 03.000 CLAR2630 2043-02-01 3.000000 72187877.56 72860944.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5310 2045-07-01 3.500000 65278863.22 67789672.67 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5348 2045-07-01 3.500000 64149983.03 66530759.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5364 2045-07-01 3.500000 90295715.92 93656460.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5366 2045-07-01 3.500000 14506754.26 15002359.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4920 2045-05-01 3.500000 67905298.26 70094677.43 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5128 2045-06-01 3.500000 63957653.49 66417606.47 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5173 2045-06-01 3.500000 72612203.37 75404828.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5174 2045-06-01 3.500000 82415433.86 85474067.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5186 2045-06-01 3.500000 91100129.53 94037348.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5456 2045-07-01 3.500000 86631318.14 89591029.00 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5450 2045-07-01 3.500000 60701010.56 63035747.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAB7961 2043-02-01 3.500000 54028121.86 56033526.04 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1437 2043-05-01 3.500000 75062498.00 77820252.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8420 2045-08-01 3.500000 90453523.56 93743175.70 Agency Mortgage-Backed Securities Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 1500000000.00 1500000000.00 0.0245 N Y N N Toronto Dominion Bank Toronto Dominion Bank 1.100000% 0000947263 971XCT007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 2017-10-31 0.750000 144266.67 144265.69 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 16655066.67 22797370.14 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 33414666.67 42191112.40 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 50724266.67 61322643.99 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 66.67 86.16 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 69390400.00 74452013.72 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 15333066.67 14383719.85 U.S. Treasuries (including strips) 1 1/2 NOTE U 19 2019-01-31 1.500000 666.67 672.35 U.S. Treasuries (including strips) 0 7/8 NOTE AL 19 2019-04-15 0.875000 700200.00 695457.50 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 32797533.33 32156997.51 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 27614140.20 27199464.30 U.S. Treasuries (including strips) 1 1/8 NOTE AN 18 2018-06-15 1.125000 30690000.00 30656196.98 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 300000000.00 300000000.00 0.0049 N Y Y N RBC CAPITAL MARKETS/ REPO MBS RBC CAPITAL MARKETS/ REPO MBS 0.960000% 0000050916 972JMB005 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FMAR 2B0274 G 2042-02-01 3.605000 2758252.03 2857518.89 Agency Mortgage-Backed Securities FMAR 2B0561 G 2042-07-01 2.539000 2393960.09 2464833.91 Agency Mortgage-Backed Securities 04.000 FGPC G07784 G 2044-07-01 4.000000 657.83 701.69 Agency Mortgage-Backed Securities 02.500 FGPC G14663 G 2028-02-01 2.500000 1115259.29 1132572.46 Agency Mortgage-Backed Securities 03.000 FGPC G18641 G 2032-04-01 3.000000 750103.95 773404.51 Agency Mortgage-Backed Securities 02.500 FGPC G18643 G 2032-04-01 2.500000 24639.42 24873.59 Agency Mortgage-Backed Securities 03.500 FGPC C91748 G 2034-02-01 3.500000 2795278.25 2934245.83 Agency Mortgage-Backed Securities 04.000 FGPC C91753 G 2034-03-01 4.000000 153114.48 163394.81 Agency Mortgage-Backed Securities FMAR 1B8743 G 2041-09-01 3.358000 3937785.50 4119137.16 Agency Mortgage-Backed Securities FMAR 848224 G 2040-02-01 3.520000 5144209.00 5439193.35 Agency Mortgage-Backed Securities FMAR 848733 G 2042-05-01 2.652000 1870568.99 1940906.37 Agency Mortgage-Backed Securities FMAR 849042 G 2043-03-01 2.468000 1685536.96 1714580.62 Agency Mortgage-Backed Securities FMAR 849569 G 2045-01-01 2.895000 2837248.56 2921655.97 Agency Mortgage-Backed Securities FMAR 2B1409 G 2043-06-01 2.508000 2252410.00 2284860.10 Agency Mortgage-Backed Securities FMAR 2B1437 G 2043-06-01 2.313000 1555998.40 1575527.80 Agency Mortgage-Backed Securities FMAR 2B2059 G 2043-12-01 3.053000 2938696.19 3037850.54 Agency Mortgage-Backed Securities FMAR 2B5455 G 2046-07-01 2.632000 3245285.95 3315274.15 Agency Mortgage-Backed Securities FMAR 2B5492 G 2046-07-01 2.480000 2868850.19 2916166.77 Agency Mortgage-Backed Securities 03.500 FGPC Q09890 G 2042-08-01 3.500000 904450.28 939592.41 Agency Mortgage-Backed Securities 03.500 FGPC Q11221 G 2042-09-01 3.500000 3950.71 4094.15 Agency Mortgage-Backed Securities 04.000 FGPC Q29170 G 2044-10-01 4.000000 766.59 817.72 Agency Mortgage-Backed Securities 04.000 FGPC Q36280 G 2045-09-01 4.000000 796.40 844.56 Agency Mortgage-Backed Securities 04.000 FGPC Q36447 G 2045-10-01 4.000000 899863.72 951543.92 Agency Mortgage-Backed Securities 03.500 FGPC Q40512 G 2046-05-01 3.500000 4444484.33 4589372.05 Agency Mortgage-Backed Securities 03.500 FGPC Q42409 G 2046-08-01 3.500000 2627.87 2722.66 Agency Mortgage-Backed Securities 03.500 FGPC G60932 G 2044-02-01 3.500000 973.31 1008.64 Agency Mortgage-Backed Securities FNAR XX.XXX LBAH3827 2041-02-01 3.451000 2841758.63 3002361.17 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI9504 2041-09-01 3.055000 15762.16 16650.40 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL0126 2041-04-01 3.461000 489386.16 516882.56 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3230 2043-02-01 2.351000 1760522.26 1785786.32 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3684 2043-04-01 2.911000 112287.59 117562.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAL8027 2046-02-01 3.500000 2844602.71 2954613.46 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN2691 2026-11-01 2.335300 1713272.00 1649853.71 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN3536 2027-01-01 2.562700 6792554.00 6611814.33 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN4262 2027-01-01 3.079300 2211610.00 2246364.82 Agency Mortgage-Backed Securities FNAR XX.XXX LBAP4758 2042-09-01 2.523000 1478805.61 1509740.27 Agency Mortgage-Backed Securities FNAR XX.XXX LBAQ8312 2042-11-01 2.264000 4189614.00 4300696.79 Agency Mortgage-Backed Securities FNMS 03.000 CIAS3916 2029-12-01 3.000000 2715311.60 2797529.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6802 2046-03-01 3.500000 2605860.47 2689871.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8786 2047-02-01 4.000000 5921271.20 6253598.89 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9419 2047-04-01 4.500000 1639213.08 1801524.47 Agency Mortgage-Backed Securities FNAR XX.XXX LB879154 2036-01-01 2.852000 2133327.75 2228904.66 Agency Mortgage-Backed Securities 03.500 FGPC G07146 G 2042-10-01 3.500000 3110559.35 3222974.51 Agency Mortgage-Backed Securities 04.000 FGPC G08767 G 2047-06-01 4.000000 133721803.00 141317498.57 Agency Mortgage-Backed Securities 02.500 FGPC G18646 G 2032-06-01 2.500000 477430.32 481967.77 Agency Mortgage-Backed Securities 03.000 FGPC C91912 G 2037-02-01 3.000000 1007822.63 1027934.47 Agency Mortgage-Backed Securities FMAR 849684 G 2045-01-01 2.521000 2323722.83 2389888.34 Agency Mortgage-Backed Securities 03.500 FGPC J30041 G 2029-11-01 3.500000 18032.74 18875.66 Agency Mortgage-Backed Securities 03.000 FGPC J37200 G 2032-06-01 3.000000 2381.00 2454.96 Agency Mortgage-Backed Securities FMAR 2B3936 G 2045-03-01 2.459000 3169949.74 3241254.34 Agency Mortgage-Backed Securities FMAR 2B6046 G 2047-04-01 2.919000 4496630.71 4618333.85 Agency Mortgage-Backed Securities 04.000 FGPC Q36970 G 2045-10-01 4.000000 8350009.52 8824308.62 Agency Mortgage-Backed Securities 03.500 FGPC Q45650 G 2047-01-01 3.500000 2892171.65 2986455.53 Agency Mortgage-Backed Securities 04.000 FGPC Q48204 G 2047-05-01 4.000000 450858.99 480369.68 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL0035 2039-02-01 2.991000 2713604.85 2838713.39 Agency Mortgage-Backed Securities FNAR XX.XXX S1AL0373 2038-09-01 3.273000 559496.98 588735.52 Agency Mortgage-Backed Securities FNAR XX.XXX S1AL3747 2037-10-01 3.449000 62919.41 64861.96 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4941 2041-08-01 3.091000 4263514.97 4466171.44 Agency Mortgage-Backed Securities FNAR XX.XXX LBAO8005 2042-07-01 2.601000 1148033.34 1175161.30 Agency Mortgage-Backed Securities FNMS 04.500 CLAS2622 2044-06-01 4.500000 14366.35 15470.04 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9313 2047-03-01 4.000000 2062939.06 2194701.85 Agency Mortgage-Backed Securities FNAR XX.XXX LBAY2387 2045-06-01 2.382000 367721.84 367980.15 Agency Mortgage-Backed Securities FNAR XX.XXX LB826803 2035-08-01 2.862000 2896230.47 3051823.35 Agency Mortgage-Backed Securities FNAR XX.XXX LBBA4696 2047-06-01 2.783000 3784815.00 3884434.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4549 2046-08-01 4.000000 3135234.02 3312342.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4566 2046-12-01 4.000000 338738.88 357750.39 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH4282 2047-06-01 2.794000 5874914.00 6050438.11 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1314 2047-04-01 2.448000 1625506.11 1663002.00 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1335 2039-10-01 3.645000 1244815.92 1303592.44 Agency Mortgage-Backed Securities FNAR XX.XXX S1893646 2036-09-01 3.077000 125001.67 132808.06 Agency Mortgage-Backed Securities FNAR XX.XXX LB894694 2036-02-01 3.162000 1300414.74 1377299.82 Agency Mortgage-Backed Securities FNAR XX.XXX S1962378 2038-03-01 3.691000 124435.04 133022.85 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD9612 2040-08-01 3.645000 1083632.52 1146230.56 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0289 2040-05-01 3.454000 2474694.20 2627240.26 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE5718 2040-12-01 3.664000 1343979.89 1399767.37 Agency Mortgage-Backed Securities GNII SF BA4826 C 2047-06-20 4.000000 5240624.00 5560670.54 Agency Mortgage-Backed Securities FNAR XX.XXX LB895862 2036-02-01 3.154000 1028874.94 1080019.31 Agency Mortgage-Backed Securities FNAR XX.XXX S1918686 2037-06-01 3.385000 4137176.23 4378360.39 Agency Mortgage-Backed Securities FNAR XX.XXX LB935893 2040-06-01 3.632000 2916443.60 3083428.24 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3027 2047-06-01 4.000000 2622651.87 2769840.92 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD3213 2040-04-01 3.563000 2964631.41 3146191.92 Agency Mortgage-Backed Securities FNAR XX.XXX WSAE0864 2036-08-01 3.212000 2319849.50 2459147.15 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0560 2038-01-01 3.144000 86567.23 90888.79 Agency Mortgage-Backed Securities GNMI SF AB9108 X 2042-10-15 3.000000 1743353.03 1776346.64 Agency Mortgage-Backed Securities GNMI SF AB9205 X 2042-11-15 3.000000 38073842.84 38794404.66 Agency Mortgage-Backed Securities GNMI SF AB9207 X 2042-11-15 3.000000 4865820.95 4957908.45 Agency Mortgage-Backed Securities GNAR AF MA0034 M 2042-04-20 2.500000 483652.70 498130.31 Agency Mortgage-Backed Securities GNAR AF MA0037 M 2042-04-20 3.500000 357199.41 370897.81 Agency Mortgage-Backed Securities GNII SF MA0089 M 2042-05-20 4.000000 76069058.76 80757363.89 Agency Mortgage-Backed Securities GNII SF MA0318 M 2042-08-20 3.500000 25299.84 26431.86 Agency Mortgage-Backed Securities GNAR AT MA0483 M 2042-10-20 2.250000 14506.77 14917.64 Agency Mortgage-Backed Securities GNII SF MA0624 M 2042-12-20 3.000000 28224060.77 28772858.63 Agency Mortgage-Backed Securities GNAR AF MA1633 M 2043-11-20 3.500000 3286427.31 3390510.81 Agency Mortgage-Backed Securities GNII SF MA2603 M 2045-02-20 4.500000 17768889.63 18973886.88 Agency Mortgage-Backed Securities GNII SF MA3597 M 2046-04-20 3.500000 4807267.90 5006568.50 Agency Mortgage-Backed Securities GNAR AT 082903 M 2041-08-20 2.125000 23465.93 24109.17 Agency Mortgage-Backed Securities FNAR XX.XXX LBAW2258 2044-08-01 2.848000 4103128.80 4236585.08 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX3002 2044-10-01 2.879000 5268407.40 5444980.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAX9197 2045-02-01 3.500000 3217135.02 3320860.78 Agency Mortgage-Backed Securities FNAR XX.XXX LB711966 2033-06-01 3.489000 1429522.70 1511230.42 Agency Mortgage-Backed Securities FNAR XX.XXX LB735698 2035-07-01 3.017000 1141218.19 1199145.52 Agency Mortgage-Backed Securities Y 2017-08-07 2017-08-07 2017-08-07 N N N 0.0097 500000000.00 500000000.00 0.0082 N N N Y RBC CAPITAL MARKETS/ REPO MBS RBC CAPITAL MARKETS/ REPO MBS 1.070000% 0000050916 972KEV007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FGPC Gl1773 5.0000 2020-10-01 5.000000 96.55 100.29 Agency Mortgage-Backed Securities FMAR 846213 G 2024-10-01 2.840000 44272.33 44817.52 Agency Mortgage-Backed Securities FMAR 848088 G 2035-04-01 2.974000 4827169.24 5093270.43 Agency Mortgage-Backed Securities FMAR 847417 G 2035-06-01 3.420000 313005.15 332469.38 Agency Mortgage-Backed Securities 05.000 FGPC G12334 G 2021-09-01 5.000000 3092774.13 3246037.51 Agency Mortgage-Backed Securities FGPC G13468 4.5000 2024-03-01 4.500000 122552.64 130444.04 Agency Mortgage-Backed Securities 04.500 FGPC G08768 G 2047-06-01 4.500000 26480978.06 28488049.24 Agency Mortgage-Backed Securities 04.500 FGPC G08729 G 2046-09-01 4.500000 873359.44 939517.24 Agency Mortgage-Backed Securities FMAR 1H1427 G 2038-05-01 4.575000 52877.16 55689.19 Agency Mortgage-Backed Securities FMAR 1G1896 G 2036-06-01 2.734000 337930.99 358639.60 Agency Mortgage-Backed Securities FMAR 848317 G 2040-01-01 3.115000 440998.88 466053.48 Agency Mortgage-Backed Securities FMAR 849841 G 2045-10-01 2.489000 820682.50 840423.44 Agency Mortgage-Backed Securities FMAR 849890 G 2042-07-01 3.198000 383268.39 397334.97 Agency Mortgage-Backed Securities FMAR 849017 G 2043-03-01 2.285000 14185994.90 14500455.35 Agency Mortgage-Backed Securities 04.500 FGPC Q25977 G 2044-05-01 4.500000 24924.81 26823.33 Agency Mortgage-Backed Securities 04.500 FGPC Q29477 G 2044-11-01 4.500000 41000.43 44092.73 Agency Mortgage-Backed Securities 04.000 FGPC Q36984 G 2045-10-01 4.000000 5965037.06 6325769.05 Agency Mortgage-Backed Securities 04.000 FGPC Q37538 G 2045-11-01 4.000000 6471266.33 6866548.76 Agency Mortgage-Backed Securities 04.500 FGPC Q39447 G 2046-03-01 4.500000 366756.24 394433.31 Agency Mortgage-Backed Securities FGPC GI1813 5.0000 2020-11-01 5.000000 3020916.00 3149432.71 Agency Mortgage-Backed Securities FMAR 782749 G 2036-10-01 2.839000 457818.38 484201.07 Agency Mortgage-Backed Securities FMAR 783030 G 2035-02-01 3.108000 78375.76 82761.91 Agency Mortgage-Backed Securities FNAR XX.XXX HX468328 2018-06-01 3.530000 1826440.00 1847942.97 Agency Mortgage-Backed Securities FNAR XX.XXX HX469993 2019-01-01 2.580000 6058170.00 6137639.82 Agency Mortgage-Backed Securities FNAR XX.XXX HX471281 2019-05-01 2.370000 901274.63 911319.99 Agency Mortgage-Backed Securities FNAR XX.XXX LBAJ1039 2042-02-01 3.425000 9487.95 9939.59 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1867 2026-06-01 4.500000 3205376.47 3387447.97 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1989 2040-06-01 4.347000 5198954.86 5473064.14 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1981 2042-07-01 3.016000 8118126.79 8457868.33 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4073 2040-06-01 4.172000 3782325.33 4028618.84 Agency Mortgage-Backed Securities FNMS 07.000 CLAL6411 2037-12-01 7.000000 149611.96 171391.96 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL7022 2043-01-01 2.392000 4301961.28 4451247.76 Agency Mortgage-Backed 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2293702.83 Agency Mortgage-Backed Securities 05.000 FGPC G06627 G 2041-05-01 5.000000 2113640.83 2350379.25 Agency Mortgage-Backed Securities 04.000 FGPC G07089 G 2041-12-01 4.000000 1433915.81 1536946.63 Agency Mortgage-Backed Securities 03.500 FGPC G15814 G 2031-03-01 3.500000 6492.52 6818.31 Agency Mortgage-Backed Securities 05.500 FGPC G08061 G 2035-06-01 5.500000 134.13 149.89 Agency Mortgage-Backed Securities 04.000 FGPC C91428 G 2032-03-01 4.000000 325382.36 347164.18 Agency Mortgage-Backed Securities 03.500 FGPC C91457 G 2032-05-01 3.500000 585181.30 613602.99 Agency Mortgage-Backed Securities 04.000 FGPC J13371 G 2025-10-01 4.000000 1358171.72 1431933.77 Agency Mortgage-Backed Securities 03.000 FGPC J17555 G 2026-12-01 3.000000 1519181.46 1567018.54 Agency Mortgage-Backed Securities 03.000 FGPC J17832 G 2027-01-01 3.000000 491678.62 506951.69 Agency Mortgage-Backed Securities 03.000 FGPC J17942 G 2027-03-01 3.000000 625144.22 645178.03 Agency Mortgage-Backed Securities 04.000 FGPC C03836 G 2042-04-01 4.000000 4173719.12 4455352.51 Agency Mortgage-Backed Securities 03.500 FGPC C04043 G 2042-06-01 3.500000 7739217.53 8020187.69 Agency Mortgage-Backed Securities 05.000 FGPC A94613 G 2040-10-01 5.000000 735966.16 818355.42 Agency Mortgage-Backed Securities 02.500 FGPC E04230 G 2028-02-01 2.500000 17035888.84 17299310.17 Agency Mortgage-Backed Securities 02.500 FGPC J21116 G 2027-11-01 2.500000 1569874.97 1594541.88 Agency Mortgage-Backed Securities 03.000 FGPC J28972 G 2029-08-01 3.000000 16772258.59 17293257.05 Agency Mortgage-Backed Securities 0.625 FHLB 17 G4229 2017-10-26 0.625000 205000.00 204922.33 Agency Mortgage-Backed Securities FMAR 2B0916 G 2042-11-01 2.271000 3168537.20 3247840.70 Agency Mortgage-Backed Securities FMAR 2B2670 G 2044-05-01 2.822000 6365214.21 6563766.10 Agency Mortgage-Backed Securities 03.500 FGPC Q06285 G 2042-02-01 3.500000 664585.37 692974.83 Agency Mortgage-Backed Securities 03.500 FGPC Q07082 G 2042-03-01 3.500000 1060040.50 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Securities FGPC B15282 4.5000 2019-06-01 4.500000 89720.27 92094.44 Agency Mortgage-Backed Securities 06.500 FGPC Z40043 G 2023-12-01 6.500000 771999.67 859076.52 Agency Mortgage-Backed Securities 05.500 FGPC Z60022 G 2023-02-01 5.500000 567031.67 627460.73 Agency Mortgage-Backed Securities FNMS 05.000 CT255528 2024-11-01 5.000000 44820.83 49133.39 Agency Mortgage-Backed Securities FNMS 05.000 CN257245 2018-06-01 5.000000 13.08 13.45 Agency Mortgage-Backed Securities FNMS 05.500 CL257749 2037-07-01 5.500000 209782.40 233144.71 Agency Mortgage-Backed Securities FNMS 04.500 ZC310152 2044-02-01 4.500000 660597.12 720179.68 Agency Mortgage-Backed Securities FNMS 04.500 CI357769 2020-05-01 4.500000 32.31 33.21 Agency Mortgage-Backed Securities 2.375 FMNT GB 22 B2 2022-01-13 2.375000 2000.00 2066.55 Agency Mortgage-Backed Securities FNMS 05.500 CL520030 2029-02-01 5.500000 19043.11 21180.71 Agency Mortgage-Backed Securities FNMS 08.000 CL535906 2031-05-01 8.000000 148399.09 174486.82 Agency 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06.000 FGPC C91017 G 2027-02-01 6.000000 117969.65 133523.16 Agency Mortgage-Backed Securities 04.000 FGPC C91401 G 2032-02-01 4.000000 879580.49 938461.56 Agency Mortgage-Backed Securities 03.000 FGPC C91867 G 2036-04-01 3.000000 652133.13 668160.39 Agency Mortgage-Backed Securities 03.500 FGPC C91944 G 2037-06-01 3.500000 6346480.00 6619558.65 Agency Mortgage-Backed Securities 06.500 FGPC J03553 G 2021-10-01 6.500000 27043.55 28413.56 Agency Mortgage-Backed Securities 06.500 FGPC J03636 G 2021-10-01 6.500000 32027.27 33629.99 Agency Mortgage-Backed Securities 06.000 FGPC J05376 G 2022-08-01 6.000000 49908.73 52521.81 Agency Mortgage-Backed Securities 04.000 FGPC J10108 G 2019-06-01 4.000000 31689.30 32956.90 Agency Mortgage-Backed Securities 03.000 FGPC J18101 G 2027-02-01 3.000000 1324465.30 1365607.31 Agency Mortgage-Backed Securities 04.500 FGPC A96710 G 2041-02-01 4.500000 38966.71 42446.75 Agency Mortgage-Backed Securities 06.000 FGPC B12372 G 2019-02-01 6.000000 25100.88 25374.96 Agency Mortgage-Backed Securities 05.000 FGPC B13002 G 2019-03-01 5.000000 68171.13 70198.38 Agency Mortgage-Backed Securities 05.500 FGPC A32950 G 2035-05-01 5.500000 30774.30 34053.93 Agency Mortgage-Backed Securities 02.500 FGPC J23112 G 2028-04-01 2.500000 2980300.36 3026197.28 Agency Mortgage-Backed Securities 03.000 FGPC J36280 G 2032-02-01 3.000000 1860333.51 1918375.04 Agency Mortgage-Backed Securities 03.500 FGPC J35941 G 2031-12-01 3.500000 1243065.01 1308747.73 Agency Mortgage-Backed Securities FMAR 786169 G 2027-07-01 2.865000 6.74 6.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBH1361 2047-06-01 4.500000 156111.00 170158.37 Agency Mortgage-Backed Securities FNMS 04.000 CLBD1602 2046-07-01 4.000000 832431.90 882103.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBD1645 2046-07-01 4.000000 63444.83 67678.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBE6905 2047-01-01 4.500000 1019374.79 1107016.03 Agency Mortgage-Backed Securities FNMS 04.000 CLBE8408 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27181.77 30078.55 Agency Mortgage-Backed Securities 06.500 FGPC G30375 G 2027-11-01 6.500000 1875416.10 2111604.32 Agency Mortgage-Backed Securities 06.000 FGPC G30483 G 2027-11-01 6.000000 74209.15 83993.45 Agency Mortgage-Backed Securities 05.500 FGPC G30547 G 2024-06-01 5.500000 409596.48 453247.54 Agency Mortgage-Backed Securities 07.000 FGPC L10114 G 2028-04-01 7.000000 28091.45 28421.48 Agency Mortgage-Backed Securities 05.500 FGPC D97221 G 2027-03-01 5.500000 43188.36 47790.98 Agency Mortgage-Backed Securities 04.000 FGPC D99219 G 2032-06-01 4.000000 981229.26 1044519.03 Agency Mortgage-Backed Securities 03.500 FGPC D99486 G 2032-09-01 3.500000 42770.42 44860.58 Agency Mortgage-Backed Securities 04.500 FGPC E98671 G 2018-08-01 4.500000 68681.45 70535.13 Agency Mortgage-Backed Securities 05.000 FGPC A43879 G 2036-03-01 5.000000 44758.02 48825.74 Agency Mortgage-Backed Securities 05.500 FGPC A43941 G 2036-03-01 5.500000 89553.06 99802.46 Agency Mortgage-Backed Securities 05.000 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34081.76 Agency Mortgage-Backed Securities FNMS 05.000 CI962034 2023-03-01 5.000000 272103.85 287963.05 Agency Mortgage-Backed Securities FNMS 06.500 CI988914 2023-08-01 6.500000 27223.15 28749.12 Agency Mortgage-Backed Securities FNMS 05.000 CI994810 2023-11-01 5.000000 22.66 24.11 Agency Mortgage-Backed Securities FNMS 06.000 CI995886 2021-04-01 6.000000 46.08 47.61 Agency Mortgage-Backed Securities FNMS 04.500 CIAA7174 2024-05-01 4.500000 1230637.64 1303072.88 Agency Mortgage-Backed Securities FNMS 04.500 GLAB2959 2040-07-01 4.500000 403677.66 438664.58 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC3876 2039-12-01 4.626000 252.11 263.57 Agency Mortgage-Backed Securities FNMS 05.500 CIAC8941 2025-01-01 5.500000 67107.69 71892.57 Agency Mortgage-Backed Securities FNMS 04.000 CTMA1689 2033-12-01 4.000000 349275.92 372189.19 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1459 2033-06-01 3.000000 2456.84 2527.51 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2622 2036-05-01 3.500000 6786.12 7079.20 Agency Mortgage-Backed Securities FNMS 03.500 CLMA1980 2044-07-01 3.500000 4046.73 4177.19 Agency Mortgage-Backed Securities FNMS 05.000 CIAD0664 2024-02-01 5.000000 99702.67 104919.48 Agency Mortgage-Backed Securities FNMS 04.500 CIAD0646 2021-03-01 4.500000 89900.31 92698.35 Agency Mortgage-Backed Securities FNMS 04.500 CIAD5536 2025-06-01 4.500000 808296.79 861002.80 Agency Mortgage-Backed Securities FNMS 04.500 CIAD5681 2025-05-01 4.500000 132753.31 140696.96 Agency Mortgage-Backed Securities FNMS 04.500 CLAD6432 2040-06-01 4.500000 1064.83 1151.07 Agency Mortgage-Backed Securities FNMS 04.000 CIAD8561 2025-08-01 4.000000 309820.76 327312.53 Agency Mortgage-Backed Securities FNMS 03.500 CLAE0828 2041-02-01 3.500000 1715.82 1779.64 Agency Mortgage-Backed Securities FNMS 05.000 CIAE0132 2025-06-01 5.000000 421013.76 448835.93 Agency Mortgage-Backed Securities FNMS 06.500 CLAE0690 2036-12-01 6.500000 6128.91 7003.55 Agency Mortgage-Backed Securities FNMS 06.500 CIAE0936 2024-02-01 6.500000 151636.45 163707.70 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0949 2041-02-01 4.000000 18384.00 19499.70 Agency Mortgage-Backed Securities 8.60 FICO 19 D 2019-09-26 8.600000 14000.00 16473.18 Agency Mortgage-Backed Securities GNII SF MA3174 M 2045-10-20 4.000000 68328.96 72240.94 Agency Mortgage-Backed Securities GNII SF MA4451 M 2047-05-20 3.500000 5500000.58 5728020.61 Agency Mortgage-Backed Securities GNMI SF AL5427 X 2045-02-15 3.500000 2156281.12 2245000.34 Agency Mortgage-Backed Securities 8.875 RFBD 30 B 2030-04-15 8.875000 135000.00 220656.09 Agency Mortgage-Backed Securities RFIN 04/15/29 2029-04-15 0.00 3000.00 2136.75 Agency Mortgage-Backed Securities RFIN 04/15/29 2029-04-15 0.00 2000.00 1424.50 Agency Mortgage-Backed Securities 8.875 RFPR 30 B 2030-04-15 0.00 2000.00 1369.52 Agency Mortgage-Backed Securities 8.875 RFPR 20 A 2020-07-15 0.00 1382000.00 1310854.64 Agency Mortgage-Backed Securities 8.875 RFPR 20 A 2020-07-15 0.00 2000.00 1897.04 Agency Mortgage-Backed Securities 1.875 TVBD 22 A 2022-08-15 1.875000 41000.00 41132.07 Agency Mortgage-Backed Securities 3.50 TVBD 42 B 2042-12-15 3.500000 2000.00 2093.50 Agency Mortgage-Backed Securities FNMS 05.000 CLAU6221 2043-09-01 5.000000 1981229.47 2183602.57 Agency Mortgage-Backed Securities FNMS 04.000 CLAV3328 2044-03-01 4.000000 914403.39 975419.78 Agency Mortgage-Backed Securities FNMS 05.000 CLAV4132 2044-02-01 5.000000 652388.69 729091.75 Agency Mortgage-Backed Securities FNMS 04.000 CQAW3515 2034-05-01 4.000000 479865.70 510442.46 Agency Mortgage-Backed Securities FNMS 05.000 CLAW3051 2044-03-01 5.000000 623028.89 696209.56 Agency Mortgage-Backed Securities FNMS 03.000 CIAX5525 2031-05-01 3.000000 880126.13 907948.75 Agency Mortgage-Backed Securities FNMS 04.500 CLAY0512 2044-12-01 4.500000 998588.40 1077313.99 Agency Mortgage-Backed Securities FNMS 08.000 CL655187 2032-05-01 8.000000 22116.87 25720.25 Agency Mortgage-Backed Securities FNMS 04.500 CI695849 2018-04-01 4.500000 30915.79 31759.58 Agency Mortgage-Backed Securities FNMS 04.500 CI697027 2018-05-01 4.500000 29019.75 29811.80 Agency Mortgage-Backed Securities FNMS 06.000 CI709023 2018-06-01 6.000000 112.13 113.89 Agency Mortgage-Backed Securities FNMS 04.500 CI710675 2018-05-01 4.500000 31385.71 32242.34 Agency Mortgage-Backed Securities FNMS 05.000 CI725504 2019-01-01 5.000000 24216.79 24898.88 Agency Mortgage-Backed Securities FNMS 05.000 CL734762 2033-09-01 5.000000 356818.59 399307.57 Agency Mortgage-Backed Securities FNMS 05.500 CL745516 2036-05-01 5.500000 107.87 121.10 Agency Mortgage-Backed Securities FNMS 05.500 CI759326 2019-01-01 5.500000 183114.13 186420.75 Agency Mortgage-Backed Securities FNMS 04.500 CI775687 2019-05-01 4.500000 14.80 15.21 Agency Mortgage-Backed Securities FNMS 06.000 CI837201 2021-03-01 6.000000 230259.39 240382.96 Agency Mortgage-Backed Securities FNMS 05.000 CI838741 2020-09-01 5.000000 80789.72 85023.27 Agency Mortgage-Backed Securities FNMS 05.500 CI840466 2021-04-01 5.500000 36.57 37.84 Agency Mortgage-Backed Securities FNMS 06.000 CL845273 2035-12-01 6.000000 38370.35 43459.41 Agency Mortgage-Backed Securities FNMS 05.500 CI850026 2021-05-01 5.500000 83476.35 86986.97 Agency Mortgage-Backed Securities U.S. Treasury Bill 2017-10-12 0.00 1185800.00 1182272.24 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-07-06 0.00 203000.00 202971.19 U.S. Treasuries (including strips) U.S. Treasury Note 2017-08-15 0.875000 1000.00 1003.11 U.S. Treasuries (including strips) U.S. Treasury Note 2017-10-31 1.075100 2300.00 2305.75 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 8.875000 15000.00 15632.40 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-15 1.000000 56300.00 56431.14 U.S. Treasuries (including strips) BILL 01/04/18 2018-01-04 0.00 334900.00 332930.79 U.S. Treasuries (including strips) 8 7/8 BOND 19 2019-02-15 8.875000 9749500.00 11258879.82 U.S. Treasuries (including strips) 8 1/8 BOND 19 2019-08-15 8.125000 59500.00 69679.36 U.S. Treasuries (including strips) 8 1/2 BOND 20 2020-02-15 8.500000 5000.00 6066.31 U.S. Treasuries (including strips) 8 1/8 BOND 21 2021-05-15 8.125000 4700.00 5874.27 U.S. Treasuries (including strips) 8 BOND 21 2021-11-15 8.000000 14200.00 18056.19 U.S. Treasuries (including strips) 7 5/8 BOND 22 2022-11-15 7.625000 100.00 130.11 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 17000.00 22147.96 U.S. Treasuries (including strips) 7 1/8 BOND 23 2023-02-15 7.125000 26200.00 34133.91 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 1039000.00 1319395.46 U.S. Treasuries (including strips) 6 1/2 BOND 26 2026-11-15 6.500000 100.00 136.92 U.S. Treasuries (including strips) 80NO 02/15/29 5,2500 2029-02-15 5.250000 1030100.00 1354469.46 U.S. Treasuries (including strips) 6 1/4 BOND 30 2030-05-15 6.250000 3000.00 4314.25 U.S. Treasuries (including strips) 4 1/2 BOND 36 2036-02-15 4.500000 4000.00 5249.49 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 94000.00 127316.80 U.S. Treasuries (including strips) 4 3/4 BOND 37 2037-02-15 4.750000 6763600.00 9160850.40 U.S. Treasuries (including strips) TRIB 01/15/28 1.7501 2028-01-15 1.750000 3657984.16 4119200.59 U.S. Treasuries (including strips) TRIB 01/15/29 2.5000 2029-01-15 2.500000 2277.38 2773.08 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 2228400.00 2988012.38 U.S. Treasuries (including strips) TRIB 02/15/40 2.1250 2040-02-15 2.125000 113.11 142.22 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 3094400.00 3740946.93 U.S. Treasuries (including strips) 4 3/4 BOND 41 2041-02-15 4.750000 300000.00 410782.23 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 5435047.34 6864381.77 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 500289.06 479825.71 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 256900.00 257787.72 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 2000.00 1894.51 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 100.00 94.49 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 400.00 357.29 U.S. Treasuries (including strips) 0 7/8 NOTE AR 19 2019-09-15 0.875000 701900.00 695599.86 U.S. Treasuries (including strips) 2 NOTE S 20 2020-11-30 2.000000 900.00 912.87 U.S. Treasuries (including strips) 1 1/2 NOTE AG 18 2018-12-31 1.500000 4717800.00 4728839.65 U.S. Treasuries (including strips) 2 3/8 NOTE T 20 2020-12-31 2.375000 802000.00 822300.62 U.S. Treasuries (including strips) 1 5/8 NOTE AC 19 2019-08-31 1.625000 6700.00 6768.52 U.S. Treasuries (including strips) 2 1/8 NOTE Q 21 2021-09-30 2.125000 35100.00 35807.74 U.S. Treasuries (including strips) 1 3/4 NOTE AD 19 2019-09-30 1.750000 9300.00 9410.59 U.S. Treasuries (including strips) 1 7/8 NOTE S 21 2021-11-30 1.875000 1916700.00 1927427.55 U.S. Treasuries (including strips) 1 5/8 NOTE AG 19 2019-12-31 1.625000 4065000.00 4081829.10 U.S. Treasuries (including strips) 1 3/8 NOTE V 20 2020-02-28 1.375000 3242800.00 3247448.31 U.S. Treasuries (including strips) 1 3/8 NOTE W 20 2020-03-31 1.375000 2266000.00 2266495.61 U.S. Treasuries (including strips) 4 NOTE E 18 2018-08-15 4.000000 7188000.00 7510864.31 U.S. Treasuries (including strips) 1 3/8 NOTE AD 20 2020-09-30 1.375000 8348100.00 8319246.59 U.S. Treasuries (including strips) 3 1/2 NOTE C 20 2020-05-15 3.500000 2023500.00 2144910.00 U.S. Treasuries (including strips) 2 5/8 NOTE E 20 2020-08-15 2.625000 789000.00 821814.01 U.S. Treasuries (including strips) 0 3/4 NOTE AJ 19 2019-02-15 0.750000 100.00 99.33 U.S. Treasuries (including strips) 0 7/8 NOTE BB 18 2018-05-31 0.875000 100.00 99.71 U.S. Treasuries (including strips) 2 1/8 NOTE E 21 2021-08-15 2.125000 40700.00 41645.65 U.S. Treasuries (including strips) 1 3/8 NOTE T 18 2018-12-31 1.375000 5698200.00 5700871.03 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 100.00 96.44 U.S. Treasuries (including strips) 1 1/4 NOTE G 19 2019-01-31 1.250000 20000.00 20072.34 U.S. Treasuries (including strips) 1 1/4 NOTE G 19 2019-01-31 1.250000 3469600.00 3482149.74 U.S. Treasuries (including strips) 2 NOTE B 22 2022-02-15 2.000000 4965800.00 5047430.62 U.S. Treasuries (including strips) 1 1/4 NOTE R 19 2019-10-31 1.250000 22355500.00 22319776.15 U.S. Treasuries (including strips) 1 1/8 NOTE J 20 2020-03-31 1.125000 13000.00 12909.35 U.S. Treasuries (including strips) 2 1/4 NOTE G 24 2024-01-31 2.250000 8000.00 8167.71 U.S. Treasuries (including strips) 1 1/8 NOTE K 20 2020-04-30 1.125000 100.00 99.12 U.S. Treasuries (including strips) 1 7/8 NOTE M 20 2020-06-30 1.875000 18310900.00 18494009.00 U.S. Treasuries (including strips) 1 3/8 NOTE AA 18 2018-06-30 1.375000 503700.00 504172.22 U.S. Treasuries (including strips) 1 5/8 NOTE AB 19 2019-07-31 1.625000 1252300.00 1266755.83 U.S. Treasuries (including strips) TRFR BA 04/30/19 2019-04-30 0.975000 30000.00 30043.81 U.S. Treasuries (including strips) 2 1/8 NOTE M 22 2022-06-30 2.125000 86800.00 87891.94 U.S. Treasuries (including strips) 2 1/8 NOTE M 22 2022-06-30 2.125000 1800.00 1822.64 U.S. Treasuries (including strips) 2 NOTE N 22 2022-07-31 2.000000 772600.00 783831.51 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 250000000.00 250000000.00 0.0041 N Y Y N SOCIETE GENERALE NY SOCIETE GENERALE NY 1.120000% 0000865845 983TER004 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 04.000 FGPC Q21759 G 2043-09-01 4.000000 596.52 631.19 Agency Mortgage-Backed Securities FMAR 420192 G 2029-06-01 4.103000 16.24 17.18 Agency Mortgage-Backed Securities FMAR 420166 G 2020-01-01 3.229000 12079.50 12122.76 Agency Mortgage-Backed Securities FMAR 420176 G 2020-06-01 5.721000 3.36 3.46 Agency Mortgage-Backed Securities FMAR 420177 G 2020-07-01 5.705000 31.40 32.42 Agency Mortgage-Backed Securities FNAR XX.XXX AM070855 2018-05-01 2.497000 9.52 9.53 Agency Mortgage-Backed Securities FNAR XX.XXX AS303185 2017-11-01 3.000000 5.38 5.41 Agency Mortgage-Backed Securities 3 BOND 47 2047-05-15 3.000000 684000.00 711948.24 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-10-12 0.00 154784500.00 154324016.11 U.S. Treasuries (including strips) U.S. Treasury Bill 2017-11-09 0.00 100.00 99.62 U.S. Treasuries (including strips) U.S. Treasury Note 2018-01-31 1.179100 100.00 100.38 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 2.625000 43000.00 43817.09 U.S. Treasuries (including strips) 8 7/8 BOND 19 2019-02-15 8.875000 800.00 923.85 U.S. Treasuries (including strips) 8 3/4 BOND 20/08 2020-08-15 8.750000 24999900.00 31272686.55 U.S. Treasuries (including strips) 8 1/8 BOND 21 2021-05-15 8.125000 25000000.00 31246093.75 U.S. Treasuries (including strips) 8 BOND 21 2021-11-15 8.000000 20758800.00 26396111.62 U.S. Treasuries (including strips) 6 BOND 26 2026-02-15 6.000000 6138900.00 8115054.52 U.S. Treasuries (including strips) TRIB 04/15/32 3.3750 2032-04-15 3.375000 590599.10 818711.04 U.S. Treasuries (including strips) 4 1/2 BOND 36 2036-02-15 4.500000 8200.00 10761.45 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 1199900.00 1289717.32 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 25481000.00 25933892.92 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 23790400.00 27850675.37 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 28267000.00 29371109.02 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 10104811.40 9901129.94 U.S. Treasuries (including strips) 0 1/8 TRIN X 19 2019-04-15 0.125000 20866800.00 20884110.32 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 14375300.00 14322522.00 U.S. Treasuries (including strips) 0 3/4 NOTE AJ 19 2019-02-15 0.750000 5076600.00 5042412.71 U.S. Treasuries (including strips) 2 3/8 NOTE M 18 2018-06-30 2.375000 4175100.00 4220112.80 U.S. Treasuries (including strips) 1 1/4 NOTE K 19 2019-04-30 1.250000 287600.00 287577.57 U.S. Treasuries (including strips) 2 NOTE Q 20 2020-09-30 2.000000 110717000.00 112703421.04 U.S. Treasuries (including strips) 0 7/8 NOTE AP 18 2018-07-15 0.875000 5222300.00 5221216.01 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 189.64 167.94 U.S. Treasuries (including strips) BILL 11/30/17 2017-11-30 0.00 19000.00 18913.36 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0114 500000000.00 500000000.00 0.0082 N Y Y N MERRILL PIERCE FENNER SM Merrill Lynch Pierce Fenner & Smith Incorporated 1.080000% 0000065100 983YZU003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 5/8 BOND 43 2043-08-15 3.625000 83814900.00 97965256.12 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 122592400.00 131534780.70 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0110 225000000.00 225000000.00 0.0037 N Y Y N MERRILL PIERCE FENNER SM MERRILL PIERCE FENNER SM 1.100000% 0000065100 987FTU007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII SF MA4383 M 2047-04-20 4.000000 97239330.30 103000000.42 Agency Mortgage-Backed Securities Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0112 100000000.00 100000000.00 0.0016 N Y N N Wells Fargo Funds Trust 2017-06-30 David Berardi David Berardi Assistant Treasurer