0000278001-18-000014.txt : 20180607 0000278001-18-000014.hdr.sgml : 20180607 20180607095458 ACCESSION NUMBER: 0000278001-18-000014 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180531 FILED AS OF DATE: 20180607 DATE AS OF CHANGE: 20180607 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 18885438 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP2 1 primary_doc.xml N-MFP2 0000278001 XXXXXXXX 2018-05-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 23 70 37166389564.72 37723583724.66 36473678708.45 38316142781.01 76476844135.88 76945958570.57 76665799441.64 75919212966.12 0.2800 0.2800 0.2700 0.2900 0.5700 0.5800 0.5800 0.5700 912644.88 131436238642.89 131436115470.01 2206462632.01 3257120917.17 130386369829.73 130347444912.19 1.0000 0.0182 1.0003 1.0003 1.0003 1.0003 C000019553 2500.00 130386369829.73 130347444912.19 1.0003 1.0003 1.0003 1.0003 10121000012.89 9470144406.53 9021722617.13 8846820822.29 9184075295.17 9839690806.41 8006899620.35 8575354727.20 39612429667.03 40057916975.53 0.0144 N Federal Farm Credit Bank Federal Farm Credit Bank, 1.83% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2018-06-06 2019-05-06 2019-05-06 N N N 0.0184 105980509.78 105980509.78 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.97% 3133EEW48 US3133EEW488 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0179 77003839.99 77003839.99 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.98% 3133EE3J7 US3133EE3J77 U.S. Government Agency Debt Y N/A N/A 2018-06-09 2018-07-09 2018-07-09 N N N 0.0178 86017230.10 86017230.10 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.99% 3133EEM23 US3133EEM232 U.S. Government Agency Debt Y N/A N/A 2018-06-18 2018-06-18 2018-06-18 N N N 0.0182 86006185.98 86006185.98 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.08% 3133EGSE6 US3133EGSE61 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2018-08-29 2018-08-29 N N N 0.0189 23009856.65 23009856.65 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.38% 313385XR2 2549001DPIFGXC1TOL40 US313385XR20 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N N N 0.0138 458430308.00 458430308.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.47% 313385XS0 2549001DPIFGXC1TOL40 US313385XS03 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0147 496899606.00 496899606.00 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 313385XT8 2549001DPIFGXC1TOL40 US313385XT85 U.S. Government Agency Debt Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0154 148962303.00 148962303.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313385XU5 2549001DPIFGXC1TOL40 US313385XU58 U.S. Government Agency Debt Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0158 35989092.00 35989092.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313385XV3 2549001DPIFGXC1TOL40 US313385XV32 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0161 36986902.00 36986902.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313373UU4 2549001DPIFGXC1TOL40 US313373UU48 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0161 35256098.25 35256098.25 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313379DT3 2549001DPIFGXC1TOL40 US313379DT38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0172 75989208.00 75989208.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 313385XY7 2549001DPIFGXC1TOL40 US313385XY70 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0168 218889186.00 218889186.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 313385YA8 2549001DPIFGXC1TOL40 US313385YA85 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0170 146910771.00 146910771.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 313385YB6 2549001DPIFGXC1TOL40 US313385YB68 U.S. Government Agency Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0171 656568351.00 656568351.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313385YC4 2549001DPIFGXC1TOL40 US313385YC42 U.S. Government Agency Debt Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0172 1151184384.00 1151184384.00 0.0088 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADKL5 2549001DPIFGXC1TOL40 US3130ADKL52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0174 92000000.00 92000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADKK7 2549001DPIFGXC1TOL40 US3130ADKK79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0174 185000000.00 185000000.00 0.0014 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADL59 2549001DPIFGXC1TOL40 US3130ADL594 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0174 184000000.00 184000000.00 0.0014 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADM74 2549001DPIFGXC1TOL40 US3130ADM741 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-08-01 2018-08-01 N N N 0.0178 91992946.36 91992946.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADBG6 2549001DPIFGXC1TOL40 US3130ADBG68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-03 2018-07-03 2018-07-03 N N N 0.0178 94996577.15 94996577.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADLD2 2549001DPIFGXC1TOL40 US3130ADLD28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0178 146999212.08 146999212.08 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130ADLE0 2549001DPIFGXC1TOL40 US3130ADLE01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0178 146998810.77 146998810.77 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADKN1 2549001DPIFGXC1TOL40 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-11-01 2018-11-01 N N N 0.0179 91986554.20 91986554.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADKJ0 2549001DPIFGXC1TOL40 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-11-01 2018-11-01 N N N 0.0179 45993277.10 45993277.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADKH4 2549001DPIFGXC1TOL40 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-11-01 2018-11-01 N N N 0.0179 184972962.25 184972962.25 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ACRL0 2549001DPIFGXC1TOL40 US3130ACRL07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-03 2018-08-03 2018-08-03 N N N 0.0178 90994322.51 90994322.51 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADKX9 2549001DPIFGXC1TOL40 US3130ADKX90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-09-04 2018-09-04 N N N 0.0179 275971538.88 275971538.88 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADLA8 2549001DPIFGXC1TOL40 US3130ADLA88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-06 2018-08-06 2018-08-06 N N N 0.0180 275977003.68 275977003.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADLK6 2549001DPIFGXC1TOL40 US3130ADLK60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-08-08 2018-08-08 N N N 0.0180 91992036.48 91992036.48 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADN40 2549001DPIFGXC1TOL40 US3130ADN400 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-08-08 2018-08-08 N N N 0.0180 124989180.00 124989180.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADNB4 2549001DPIFGXC1TOL40 US3130ADNB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-09-12 2018-09-12 N N N 0.0180 91989687.72 91989687.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADMZ2 2549001DPIFGXC1TOL40 US3130ADMZ21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-15 2018-08-15 2018-08-15 N N N 0.0180 182982056.85 182982056.85 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABHT6 2549001DPIFGXC1TOL40 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-02 2018-07-02 2018-07-02 N N N 0.0178 57998982.68 57998982.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ABHS8 2549001DPIFGXC1TOL40 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-03 2018-07-03 2018-07-03 N N N 0.0178 135997513.92 135997513.92 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AEAQ3 2549001DPIFGXC1TOL40 US3130AEAQ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-10-04 2018-10-04 N N N 0.0180 90990234.79 90990234.79 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AEAN0 2549001DPIFGXC1TOL40 US3130AEAN02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-10-04 2018-10-04 N N N 0.0180 272970704.37 272970704.37 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADMY5 2549001DPIFGXC1TOL40 US3130ADMY55 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-10 2018-08-10 2018-08-10 N N N 0.0181 183983228.40 183983228.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADN99 2549001DPIFGXC1TOL40 US3130ADN996 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-09-11 2018-09-11 N N N 0.0181 183979570.48 183979570.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACLE2 2549001DPIFGXC1TOL40 US3130ACLE28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0179 95999097.60 95999097.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADDW9 2549001DPIFGXC1TOL40 US3130ADDW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-07-12 2018-07-12 N N N 0.0179 281991274.92 281991274.92 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADE40 2549001DPIFGXC1TOL40 US3130ADE409 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-07-12 2018-07-12 N N N 0.0179 187994183.28 187994183.28 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADN57 2549001DPIFGXC1TOL40 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-11-13 2018-11-13 N N N 0.0181 182969448.15 182969448.15 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ACS39 2549001DPIFGXC1TOL40 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-08-13 2018-08-13 N N N 0.0180 95993780.16 95993780.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130ADE57 2549001DPIFGXC1TOL40 US3130ADE573 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-07-13 2018-07-13 N N N 0.0179 300990389.07 300990389.07 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2019-03-01 2019-03-01 N N N 0.0181 554856560.25 554856560.25 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADCU4 2549001DPIFGXC1TOL40 US3130ADCU44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-10-05 2018-10-05 N N N 0.0180 10799010.61 10799010.61 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADE32 2549001DPIFGXC1TOL40 US3130ADE326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-06 2018-07-06 2018-07-06 N N N 0.0179 375990449.60 375990449.60 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AEAR1 2549001DPIFGXC1TOL40 US3130AEAR16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-07 2018-10-05 2018-10-05 N N N 0.0180 365960190.18 365960190.18 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ACRZ9 2549001DPIFGXC1TOL40 US3130ACRZ92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-08-08 2018-08-08 N N N 0.0180 191988727.68 191988727.68 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADN65 2549001DPIFGXC1TOL40 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2018-11-08 2018-11-08 N N N 0.0181 182971497.75 182971497.75 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ACKS2 2549001DPIFGXC1TOL40 US3130ACKS23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-09 2018-07-09 2018-07-09 N N N 0.0180 230993485.80 230993485.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADN24 2549001DPIFGXC1TOL40 US3130ADN244 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-09 2018-11-09 2018-11-09 N N N 0.0182 182970901.17 182970901.17 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABKV7 2549001DPIFGXC1TOL40 US3130ABKV78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-06-12 2018-06-12 N N N 0.0178 28999878.20 28999878.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADYB2 2549001DPIFGXC1TOL40 US3130ADYB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-08-10 2018-08-10 N N N 0.0180 184992126.40 184992126.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ABHX7 2549001DPIFGXC1TOL40 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-07-12 2018-07-12 N N N 0.0179 232994114.42 232994114.42 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADYP1 2549001DPIFGXC1TOL40 US3130ADYP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-08-13 2018-08-13 N N N 0.0180 91995874.72 91995874.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ACFN9 2549001DPIFGXC1TOL40 US3130ACFN90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0178 190998684.01 190998684.01 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ACFQ2 2549001DPIFGXC1TOL40 US3130ACFQ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0178 95999285.76 95999285.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADZX3 2549001DPIFGXC1TOL40 US3130ADZX36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-16 2018-08-16 2018-08-16 N N N 0.0181 257979347.10 257979347.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130ADAB8 2549001DPIFGXC1TOL40 US3130ADAB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-18 2018-06-18 2018-06-18 N N N 0.0180 560989587.84 560989587.84 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 313385YS9 2549001DPIFGXC1TOL40 US313385YS93 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0178 37946192.00 37946192.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABPK6 2549001DPIFGXC1TOL40 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-10-01 2018-10-01 N N N 0.0179 97999674.64 97999674.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABPL4 2549001DPIFGXC1TOL40 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-10-01 2018-10-01 N N N 0.0179 97999674.64 97999674.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADA36 2549001DPIFGXC1TOL40 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-03 2019-01-03 2019-01-03 N N N 0.0181 188975961.09 188975961.09 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ACJZ8 2549001DPIFGXC1TOL40 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-09-05 2018-09-05 N N N 0.0180 189992557.70 189992557.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADRQ7 2549001DPIFGXC1TOL40 US3130ADRQ76 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-09-05 2018-09-05 N N N 0.0180 183992792.72 183992792.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABQL3 2549001DPIFGXC1TOL40 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-07 2018-07-06 2018-07-06 N N N 0.0179 217996577.40 217996577.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADYE6 2549001DPIFGXC1TOL40 US3130ADYE63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-09 2018-08-09 2018-08-09 N N N 0.0180 91996160.84 91996160.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADYD8 2549001DPIFGXC1TOL40 US3130ADYD80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-09 2018-08-09 2018-08-09 N N N 0.0180 91996160.84 91996160.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABKH8 2549001DPIFGXC1TOL40 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-07-12 2018-07-12 N N N 0.0179 96998651.70 96998651.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABSD9 2549001DPIFGXC1TOL40 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-07-12 2018-07-12 N N N 0.0179 98998623.90 98998623.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2019-02-12 2019-02-12 N N N 0.0182 185951145.24 185951145.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABKX3 2549001DPIFGXC1TOL40 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-07-13 2018-07-13 N N N 0.0179 97998582.92 97998582.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABSY3 2549001DPIFGXC1TOL40 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-07-13 2018-07-13 N N N 0.0179 58999146.86 58999146.86 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADZ47 2549001DPIFGXC1TOL40 US3130ADZ479 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-10-12 2018-10-12 N N N 0.0180 91994031.04 91994031.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ABKW5 2549001DPIFGXC1TOL40 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2018-07-13 2018-07-13 N N N 0.0179 97998582.92 97998582.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-14 2019-02-14 2019-02-14 N N N 0.0182 185950202.22 185950202.22 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-14 2019-02-14 2019-02-14 N N N 0.0182 185950202.22 185950202.22 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AC4H4 2549001DPIFGXC1TOL40 US3130AC4H43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0178 95999857.92 95999857.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AD4H2 2549001DPIFGXC1TOL40 US3130AD4H25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0178 93999665.36 93999665.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADZW5 2549001DPIFGXC1TOL40 US3130ADZW52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-17 2018-08-17 2018-08-17 N N N 0.0182 55995439.36 55995439.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADE65 2549001DPIFGXC1TOL40 US3130ADE656 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-17 2018-07-17 2018-07-17 N N N 0.0181 187993262.08 187993262.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADND0 2549001DPIFGXC1TOL40 US3130ADND00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2018-09-19 2018-09-19 N N N 0.0183 275966932.44 275966932.44 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADAA0 2549001DPIFGXC1TOL40 US3130ADAA08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0182 93997829.54 93997829.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADA51 2549001DPIFGXC1TOL40 US3130ADA514 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0182 186995682.17 186995682.17 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADAL6 2549001DPIFGXC1TOL40 US3130ADAL62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0182 46998914.77 46998914.77 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADAM4 2549001DPIFGXC1TOL40 US3130ADAM46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0182 46998914.77 46998914.77 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130ADA44 2549001DPIFGXC1TOL40 US3130ADA449 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0182 186995682.17 186995682.17 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2019-02-01 2019-02-01 N N N 0.0181 162983064.30 162983064.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ACYJ7 2549001DPIFGXC1TOL40 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-09-04 2018-09-04 N N N 0.0179 189999977.20 189999977.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ACY32 2549001DPIFGXC1TOL40 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-09-04 2018-09-04 N N N 0.0179 151999981.76 151999981.76 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2019-02-04 2019-02-04 N N N 0.0182 363935925.08 363935925.08 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ACYG3 2549001DPIFGXC1TOL40 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-09-04 2018-09-04 N N N 0.0179 347999958.24 347999958.24 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ACYW8 2549001DPIFGXC1TOL40 US3130ACYW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0179 754999728.20 754999728.20 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AD4D1 2549001DPIFGXC1TOL40 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-07 2018-09-07 2018-09-07 N N N 0.0180 376994910.50 376994910.50 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ABKN5 2549001DPIFGXC1TOL40 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-09 2018-07-09 2018-07-09 N N N 0.0180 97998785.78 97998785.78 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ABRW8 2549001DPIFGXC1TOL40 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-10 2018-08-10 2018-08-10 N N N 0.0181 272990999.19 272990999.19 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AB4R4 2549001DPIFGXC1TOL40 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-10 2018-10-10 2018-10-10 N N N 0.0181 54996549.30 54996549.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ADZ21 2549001DPIFGXC1TOL40 US3130ADZ214 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-10 2018-10-10 2018-10-10 N N N 0.0181 184988393.10 184988393.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ADYU0 2549001DPIFGXC1TOL40 US3130ADYU06 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-10 2018-10-10 2018-10-10 N N N 0.0181 460971076.86 460971076.86 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AE5Z9 2549001DPIFGXC1TOL40 US3130AE5Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-10 2018-10-10 2018-10-10 N N N 0.0181 64995921.90 64995921.90 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ABSF4 2549001DPIFGXC1TOL40 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-07-11 2018-07-11 N N N 0.0180 58999208.22 58999208.22 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ADT77 2549001DPIFGXC1TOL40 US3130ADT779 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-10-12 2018-10-12 N N N 0.0180 73999221.52 73999221.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ADZF2 2549001DPIFGXC1TOL40 US3130ADZF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-14 2019-01-14 2019-01-14 N N N 0.0182 276960042.75 276960042.75 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ACT53 2549001DPIFGXC1TOL40 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-16 2018-11-16 2018-11-16 N N N 0.0183 92890136.81 92890136.81 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ADEL2 2549001DPIFGXC1TOL40 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-16 2018-10-16 2018-10-16 N N N 0.0182 29997356.70 29997356.70 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ADZ39 2549001DPIFGXC1TOL40 US3130ADZ396 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-16 2018-10-16 2018-10-16 N N N 0.0182 215985000.96 215985000.96 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ADYA4 2549001DPIFGXC1TOL40 US3130ADYA42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-18 2018-08-17 2018-08-17 N N N 0.0181 368981771.40 368981771.40 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ACRY2 2549001DPIFGXC1TOL40 US3130ACRY28 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0182 385992210.52 385992210.52 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ACPP3 2549001DPIFGXC1TOL40 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2018-07-23 2018-07-23 N N N 0.0183 94993968.45 94993968.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130ACPZ1 2549001DPIFGXC1TOL40 US3130ACPZ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-06-26 2018-06-26 N N N 0.0183 189994119.50 189994119.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACKZ6 2549001DPIFGXC1TOL40 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2019-01-04 2019-01-04 N N N 0.0182 5999583.96 5999583.96 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACXZ2 2549001DPIFGXC1TOL40 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2018-09-05 2018-09-05 N N N 0.0180 132999982.71 132999982.71 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACY24 2549001DPIFGXC1TOL40 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-06 2018-09-06 2018-09-06 N N N 0.0180 284999951.55 284999951.55 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADSX1 2549001DPIFGXC1TOL40 US3130ADSX19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-09 2018-10-09 2018-10-09 N N N 0.0181 275997642.96 275997642.96 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2019-02-11 2019-02-11 N N N 0.0184 182964992.10 182964992.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ABTN6 2549001DPIFGXC1TOL40 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-10-12 2018-10-12 N N N 0.0180 392002975.28 392002975.28 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ABSW7 2549001DPIFGXC1TOL40 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-12 2018-10-12 2018-10-12 N N N 0.0180 16000121.44 16000121.44 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ABT48 2549001DPIFGXC1TOL40 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-17 2018-08-17 2018-08-17 N N N 0.0182 196994460.36 196994460.36 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ABT63 2549001DPIFGXC1TOL40 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-17 2018-08-17 2018-08-17 N N N 0.0182 97997244.24 97997244.24 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AD4K5 2549001DPIFGXC1TOL40 US3130AD4K53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-18 2018-06-18 2018-06-18 N N N 0.0180 411998178.96 411998178.96 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AD5F5 2549001DPIFGXC1TOL40 US3130AD5F59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-18 2018-07-18 2018-07-18 N N N 0.0181 186996768.64 186996768.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACS62 2549001DPIFGXC1TOL40 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-09-21 2018-09-21 N N N 0.0183 95992662.72 95992662.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADA93 2549001DPIFGXC1TOL40 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-09-21 2018-09-21 N N N 0.0183 281978446.74 281978446.74 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACS70 2549001DPIFGXC1TOL40 US3130ACS708 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-08-22 2018-08-22 N N N 0.0183 95992682.88 95992682.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ABN28 2549001DPIFGXC1TOL40 US3130ABN289 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0182 156998203.92 156998203.92 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADH21 2549001DPIFGXC1TOL40 US3130ADH212 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2018-07-23 2018-07-23 N N N 0.0183 55997251.52 55997251.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADGZ9 2549001DPIFGXC1TOL40 US3130ADGZ94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2018-07-23 2018-07-23 N N N 0.0183 55997251.52 55997251.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADH54 2549001DPIFGXC1TOL40 US3130ADH543 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2018-07-23 2018-07-23 N N N 0.0183 36998184.04 36998184.04 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ADB84 2549001DPIFGXC1TOL40 US3130ADB843 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-06-26 2018-06-26 N N N 0.0183 102997169.56 102997169.56 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACQ80 2549001DPIFGXC1TOL40 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-07-26 2018-07-26 N N N 0.0184 189987154.10 189987154.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACQR8 2549001DPIFGXC1TOL40 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-07-27 2018-07-27 N N N 0.0184 191986725.12 191986725.12 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130ACQT4 2549001DPIFGXC1TOL40 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-07-27 2018-07-27 N N N 0.0184 191986725.12 191986725.12 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-05 2019-07-05 2019-07-05 N N N 0.0185 181937606.76 181937606.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AD4P4 2549001DPIFGXC1TOL40 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2019-01-11 2019-01-11 N N N 0.0183 149988204.00 149988204.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADSP8 2549001DPIFGXC1TOL40 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-12-07 2018-12-07 N N N 0.0183 90996587.50 90996587.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACZU1 2549001DPIFGXC1TOL40 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-12-11 2018-12-11 N N N 0.0183 381994063.72 381994063.72 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACZV9 2549001DPIFGXC1TOL40 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-12-11 2018-12-11 N N N 0.0183 189997047.40 189997047.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACZX5 2549001DPIFGXC1TOL40 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-12-11 2018-12-11 N N N 0.0183 381994063.72 381994063.72 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ABSH0 2549001DPIFGXC1TOL40 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2018-10-11 2018-10-11 N N N 0.0181 24000194.16 24000194.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AD5C2 2549001DPIFGXC1TOL40 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-18 2018-12-18 2018-12-18 N N N 0.0183 118990875.08 118990875.08 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AD5T5 2549001DPIFGXC1TOL40 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-18 2018-12-18 2018-12-18 N N N 0.0183 74994249.00 74994249.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AD4M1 2549001DPIFGXC1TOL40 US3130AD4M10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2018-06-19 2018-06-19 N N N 0.0181 93999565.72 93999565.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AD5G3 2549001DPIFGXC1TOL40 US3130AD5G33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2018-07-19 2018-07-19 N N N 0.0182 186996678.88 186996678.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADFF4 2549001DPIFGXC1TOL40 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2019-01-18 2019-01-18 N N N 0.0185 187959707.84 187959707.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADYW6 2549001DPIFGXC1TOL40 US3130ADYW61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2018-10-19 2018-10-19 N N N 0.0183 184986539.40 184986539.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACUC6 2549001DPIFGXC1TOL40 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-11-20 2018-11-20 N N N 0.0184 188983029.69 188983029.69 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACVA9 2549001DPIFGXC1TOL40 US3130ACVA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-08-20 2018-08-20 N N N 0.0183 9999592.30 9999592.30 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACV92 2549001DPIFGXC1TOL40 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-08-20 2018-08-20 N N N 0.0183 675972439.48 675972439.48 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AD5R9 2549001DPIFGXC1TOL40 US3130AD5R97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-09-20 2018-09-20 N N N 0.0183 186994305.85 186994305.85 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACUF9 2549001DPIFGXC1TOL40 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-11-20 2018-11-20 N N N 0.0184 134987878.35 134987878.35 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACUA0 2549001DPIFGXC1TOL40 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-11-20 2018-11-20 N N N 0.0184 53995151.34 53995151.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ABU38 2549001DPIFGXC1TOL40 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-08-20 2018-08-20 N N N 0.0183 266992035.39 266992035.39 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AD5S7 2549001DPIFGXC1TOL40 US3130AD5S70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-07-20 2018-07-20 N N N 0.0182 186996561.07 186996561.07 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACV68 2549001DPIFGXC1TOL40 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-08-20 2018-08-20 N N N 0.0183 193992090.62 193992090.62 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ABU20 2549001DPIFGXC1TOL40 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-08-20 2018-08-20 N N N 0.0183 319990454.40 319990454.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACU93 2549001DPIFGXC1TOL40 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-11-20 2018-11-20 N N N 0.0184 404963635.05 404963635.05 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACUE2 2549001DPIFGXC1TOL40 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-11-21 2018-11-21 N N N 0.0184 269975249.10 269975249.10 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACUD4 2549001DPIFGXC1TOL40 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-11-21 2018-11-21 N N N 0.0184 134987624.55 134987624.55 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AD5E8 2549001DPIFGXC1TOL40 US3130AD5E84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-09-21 2018-09-21 N N N 0.0183 371988553.56 371988553.56 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AD5D0 2549001DPIFGXC1TOL40 US3130AD5D02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-09-21 2018-09-21 N N N 0.0183 92997138.39 92997138.39 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ACV76 2549001DPIFGXC1TOL40 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-08-21 2018-08-21 N N N 0.0183 290987868.21 290987868.21 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADA69 2549001DPIFGXC1TOL40 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-10-22 2018-10-22 N N N 0.0184 375963964.16 375963964.16 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADAK8 2549001DPIFGXC1TOL40 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-10-22 2018-10-22 N N N 0.0184 281972973.12 281972973.12 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADH47 2549001DPIFGXC1TOL40 US3130ADH477 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2018-07-24 2018-07-24 N N N 0.0184 92995328.61 92995328.61 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADHA3 2549001DPIFGXC1TOL40 US3130ADHA35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2018-07-24 2018-07-24 N N N 0.0184 194990205.15 194990205.15 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADGT3 2549001DPIFGXC1TOL40 US3130ADGT35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2018-07-24 2018-07-24 N N N 0.0184 185990657.22 185990657.22 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADZV7 2549001DPIFGXC1TOL40 US3130ADZV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2018-08-24 2018-08-24 N N N 0.0185 275974762.56 275974762.56 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADGV8 2549001DPIFGXC1TOL40 US3130ADGV80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2018-07-24 2018-07-24 N N N 0.0184 185990657.22 185990657.22 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADEE8 2549001DPIFGXC1TOL40 US3130ADEE83 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2018-07-25 2018-07-25 N N N 0.0183 93995872.46 93995872.46 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AEDC1 2549001DPIFGXC1TOL40 US3130AEDC10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2018-10-25 2018-10-25 N N N 0.0185 179978452.20 179978452.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADHD7 2549001DPIFGXC1TOL40 US3130ADHD73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-07-26 2018-07-26 N N N 0.0184 129993191.90 129993191.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADHC9 2549001DPIFGXC1TOL40 US3130ADHC90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-07-26 2018-07-26 N N N 0.0184 129993191.90 129993191.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ABB39 2549001DPIFGXC1TOL40 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-07-27 2018-07-27 N N N 0.0184 20999036.94 20999036.94 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 313385YV2 2549001DPIFGXC1TOL40 US313385YV23 U.S. Government Agency Debt Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0182 683897150.00 683897150.00 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-13 2019-03-13 2019-03-13 N N N 0.0182 34002631.26 34002631.26 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AD7M8 2549001DPIFGXC1TOL40 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2018-12-19 2018-12-19 N N N 0.0185 188980120.98 188980120.98 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ACNP5 2549001DPIFGXC1TOL40 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2019-01-18 2019-01-18 N N N 0.0185 189977205.70 189977205.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADZ62 2549001DPIFGXC1TOL40 US3130ADZ628 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2018-10-23 2018-10-23 N N N 0.0185 202984259.38 202984259.38 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AECU2 2549001DPIFGXC1TOL40 US3130AECU27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2018-11-23 2018-11-23 N N N 0.0186 179974125.00 179974125.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AECZ1 2549001DPIFGXC1TOL40 US3130AECZ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2018-11-23 2018-11-23 N N N 0.0186 89987067.90 89987067.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AECT5 2549001DPIFGXC1TOL40 US3130AECT53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2018-11-23 2018-11-23 N N N 0.0186 361947962.50 361947962.50 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ABNC6 2549001DPIFGXC1TOL40 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2018-07-23 2018-07-23 N N N 0.0183 194994645.30 194994645.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADZC9 2549001DPIFGXC1TOL40 US3130ADZC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2018-08-24 2018-08-24 N N N 0.0185 258982341.38 258982341.38 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ABH82 2549001DPIFGXC1TOL40 US3130ABH828 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2018-07-24 2018-07-24 N N N 0.0179 36001065.60 36001065.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADFE7 2549001DPIFGXC1TOL40 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-01-25 2019-01-25 N N N 0.0186 280936443.42 280936443.42 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADFC1 2549001DPIFGXC1TOL40 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-01-25 2019-01-25 N N N 0.0186 187957478.16 187957478.16 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-01-25 2019-01-25 N N N 0.0186 375914956.32 375914956.32 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADZS4 2549001DPIFGXC1TOL40 US3130ADZS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2018-10-25 2018-10-25 N N N 0.0185 183981634.96 183981634.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ABPC4 2549001DPIFGXC1TOL40 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-07-27 2018-07-27 N N N 0.0184 389988167.40 389988167.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ABNA0 2549001DPIFGXC1TOL40 US3130ABNA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-06-27 2018-06-27 N N N 0.0183 194997217.35 194997217.35 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ACSS4 2549001DPIFGXC1TOL40 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-09-27 2018-09-27 N N N 0.0185 95992186.56 95992186.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ABP42 2549001DPIFGXC1TOL40 US3130ABP425 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-06-28 2018-06-28 N N N 0.0183 97998534.90 97998534.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADJK9 2549001DPIFGXC1TOL40 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2019-01-28 2019-01-28 N N N 0.0187 185951366.58 185951366.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ABNB8 2549001DPIFGXC1TOL40 US3130ABNB87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-06-28 2018-06-28 N N N 0.0183 155997667.80 155997667.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ADZB1 2549001DPIFGXC1TOL40 US3130ADZB16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-08-28 2018-08-28 N N N 0.0185 258981354.59 258981354.59 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130ABPQ3 2549001DPIFGXC1TOL40 US3130ABPQ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-06-28 2018-06-28 N N N 0.0183 390995620.80 390995620.80 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AEDD9 2549001DPIFGXC1TOL40 US3130AEDD92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2018-10-29 2018-10-29 N N N 0.0186 125984513.34 125984513.34 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313385YW0 2549001DPIFGXC1TOL40 US313385YW06 U.S. Government Agency Debt Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0183 503162352.00 503162352.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313385YY6 2549001DPIFGXC1TOL40 US313385YY61 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0183 145742164.00 145742164.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2019-02-04 2019-02-04 N N N 0.0182 87508051.75 87508051.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AEDM9 2549001DPIFGXC1TOL40 US3130AEDM91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2018-12-04 2018-12-04 N N N 0.0190 35994628.80 35994628.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-08 2019-02-08 2019-02-08 N N N 0.0183 48004211.04 48004211.04 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-09 2019-04-09 2019-04-09 N N N 0.0184 166002647.70 166002647.70 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-10 2019-07-10 2019-07-10 N N N 0.0187 93971553.72 93971553.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-10 2019-07-10 2019-07-10 N N N 0.0187 281914661.16 281914661.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2019-07-11 2019-07-11 N N N 0.0187 93971291.46 93971291.46 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2019-07-11 2019-07-11 N N N 0.0187 93971291.46 93971291.46 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ABUA2 2549001DPIFGXC1TOL40 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2018-10-19 2018-10-19 N N N 0.0183 133000474.81 133000474.81 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ABTY2 2549001DPIFGXC1TOL40 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2018-10-19 2018-10-19 N N N 0.0183 267000953.19 267000953.19 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2019-02-22 2019-02-22 N N N 0.0186 184563380.28 184563380.28 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AED98 2549001DPIFGXC1TOL40 US3130AED987 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2019-01-24 2019-01-24 N N N 0.0187 89982541.80 89982541.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AE5R7 2549001DPIFGXC1TOL40 US3130AE5R79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2018-10-24 2018-10-24 N N N 0.0185 547956866.92 547956866.92 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AEA34 2549001DPIFGXC1TOL40 US3130AEA348 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2018-10-25 2018-10-25 N N N 0.0185 180989141.81 180989141.81 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-02-25 2019-02-25 N N N 0.0187 72984035.63 72984035.63 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-02-25 2019-02-25 N N N 0.0187 180960440.64 180960440.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADQC9 2549001DPIFGXC1TOL40 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-11-26 2018-11-26 N N N 0.0186 312968991.09 312968991.09 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AEA42 2549001DPIFGXC1TOL40 US3130AEA421 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-10-26 2018-10-26 N N N 0.0185 180989109.23 180989109.23 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ABWG7 2549001DPIFGXC1TOL40 US3130ABWG73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-08-27 2018-08-27 N N N 0.0185 54998075.00 54998075.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AEDJ6 2549001DPIFGXC1TOL40 US3130AEDJ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2019-01-29 2019-01-29 N N N 0.0187 89982261.90 89982261.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 313385ZF6 2549001DPIFGXC1TOL40 US313385ZF63 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0184 346260890.00 346260890.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2019-02-11 2019-02-11 N N N 0.0184 40003376.80 40003376.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-11 2019-02-11 2019-02-11 N N N 0.0184 38003207.96 38003207.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-17 2019-05-17 2019-05-17 N N N 0.0185 36999008.40 36999008.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ADZL9 2549001DPIFGXC1TOL40 US3130ADZL97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2019-01-24 2019-01-24 N N N 0.0187 109982213.00 109982213.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AE5S5 2549001DPIFGXC1TOL40 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-01-25 2019-01-25 N N N 0.0186 273973397.34 273973397.34 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AE5U0 2549001DPIFGXC1TOL40 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-01-25 2019-01-25 N N N 0.0186 90991164.81 90991164.81 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AE5Y2 2549001DPIFGXC1TOL40 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-01-25 2019-01-25 N N N 0.0186 90991164.81 90991164.81 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2019-02-26 2019-02-26 N N N 0.0188 92979619.05 92979619.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ABBU9 2549001DPIFGXC1TOL40 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-10-26 2018-10-26 N N N 0.0185 152993860.11 152993860.11 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ABXN1 2549001DPIFGXC1TOL40 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-07-27 2018-07-27 N N N 0.0184 100999286.94 100999286.94 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ACXM1 2549001DPIFGXC1TOL40 US3130ACXM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-08-28 2018-08-28 N N N 0.0185 47999435.52 47999435.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ABXP6 2549001DPIFGXC1TOL40 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-07-27 2018-07-27 N N N 0.0184 100999286.94 100999286.94 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ADQV7 2549001DPIFGXC1TOL40 US3130ADQV70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-11-28 2018-11-28 N N N 0.0186 91992879.20 91992879.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ABBT2 2549001DPIFGXC1TOL40 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-10-26 2018-10-26 N N N 0.0185 96996107.39 96996107.39 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ABXT8 2549001DPIFGXC1TOL40 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-08-28 2018-08-28 N N N 0.0185 200997636.24 200997636.24 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ADQW5 2549001DPIFGXC1TOL40 US3130ADQW53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-11-28 2018-11-28 N N N 0.0186 183985758.40 183985758.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 313385ZN9 2549001DPIFGXC1TOL40 US313385ZN97 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2018-07-19 2018-07-19 N N N 0.0185 181546274.00 181546274.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 313385ZP4 2549001DPIFGXC1TOL40 US313385ZP46 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-07-20 2018-07-20 N N N 0.0185 129669150.00 129669150.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 313385ZS8 2549001DPIFGXC1TOL40 US313385ZS84 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0185 109702890.00 109702890.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 313385ZU3 2549001DPIFGXC1TOL40 US313385ZU31 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2018-07-25 2018-07-25 N N N 0.0185 88750355.00 88750355.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 313385ZW9 2549001DPIFGXC1TOL40 US313385ZW96 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0185 237307658.00 237307658.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2019-03-01 2019-03-01 N N N 0.0189 107980063.20 107980063.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2019-03-01 2019-03-01 N N N 0.0189 178960349.71 178960349.71 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2019-03-01 2019-03-01 N N N 0.0189 88980285.61 88980285.61 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-04 2019-03-04 2019-03-04 N N N 0.0190 251944182.00 251944182.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2019-05-24 2019-05-24 N N N 0.0188 92983144.68 92983144.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130ACZW7 2549001DPIFGXC1TOL40 US3130ACZW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-24 2019-01-24 2019-01-24 N N N 0.0187 30997988.72 30997988.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2019-05-24 2019-05-24 N N N 0.0188 464915876.85 464915876.85 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130ACX25 2549001DPIFGXC1TOL40 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2019-01-11 2019-01-11 N N N 0.0187 25998753.04 25998753.04 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130ADZH8 2549001DPIFGXC1TOL40 US3130ADZH85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-30 2019-01-30 2019-01-30 N N N 0.0188 276963086.98 276963086.98 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ADUR1 2549001DPIFGXC1TOL40 US3130ADUR13 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-09-20 2018-09-20 N N N 0.0183 366038539.80 366038539.80 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ADUS9 2549001DPIFGXC1TOL40 US3130ADUS95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-09-21 2018-09-21 N N N 0.0183 183019438.26 183019438.26 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-04-25 2019-04-25 N N N 0.0187 73999939.32 73999939.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-25 2019-04-25 2019-04-25 N N N 0.0187 36999969.66 36999969.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ABNL6 2549001DPIFGXC1TOL40 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-12-27 2018-12-27 N N N 0.0187 48999861.82 48999861.82 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AE7K0 2549001DPIFGXC1TOL40 US3130AE7K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-29 2019-01-30 2019-01-30 N N N 0.0188 109988967.00 109988967.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AE7H7 2549001DPIFGXC1TOL40 US3130AE7H79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-30 2019-01-30 2019-01-30 N N N 0.0188 181981745.40 181981745.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AE5W6 2549001DPIFGXC1TOL40 US3130AE5W64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-30 2019-01-30 2019-01-30 N N N 0.0188 90990872.70 90990872.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AE7J3 2549001DPIFGXC1TOL40 US3130AE7J36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-30 2019-01-30 2019-01-30 N N N 0.0188 272972618.10 272972618.10 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ADVK5 2549001DPIFGXC1TOL40 US3130ADVK50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-10-22 2018-10-22 N N N 0.0184 91016115.19 91016115.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130ADVJ8 2549001DPIFGXC1TOL40 US3130ADVJ87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-09-26 2018-09-26 N N N 0.0185 364051920.96 364051920.96 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 313385A48 2549001DPIFGXC1TOL40 US313385A483 U.S. Government Agency Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0191 77742054.00 77742054.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 313385B21 2549001DPIFGXC1TOL40 US313385B218 U.S. Government Agency Debt Y N/A N/A 2018-08-08 2018-08-08 2018-08-08 N N N 0.0191 36865801.00 36865801.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 313385C38 2549001DPIFGXC1TOL40 US313385C380 U.S. Government Agency Debt Y N/A N/A 2018-08-17 2018-08-17 2018-08-17 N N N 0.0191 540769899.00 540769899.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385C61 2549001DPIFGXC1TOL40 US313385C612 U.S. Government Agency Debt Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N N N 0.0192 199146600.00 199146600.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ACFV1 2549001DPIFGXC1TOL40 US3130ACFV17 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0162 96011298.24 96011298.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AANP9 2549001DPIFGXC1TOL40 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-23 2019-01-23 2019-01-23 N N N 0.0186 220084988.20 220084988.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ACG73 2549001DPIFGXC1TOL40 US3130ACG737 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-19 2018-06-19 2018-06-19 N N N 0.0168 239035873.90 239035873.90 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEBD1 2549001DPIFGXC1TOL40 US3130AEBD11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-07 2018-11-07 2018-11-07 N N N 0.0192 182042597.10 182042597.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEBA7 2549001DPIFGXC1TOL40 US3130AEBA71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-09 2018-11-09 2018-11-09 N N N 0.0192 364084116.76 364084116.76 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEBE9 2549001DPIFGXC1TOL40 US3130AEBE93 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-09 2018-11-09 2018-11-09 N N N 0.0192 91021029.19 91021029.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEB90 2549001DPIFGXC1TOL40 US3130AEB908 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-15 2018-11-15 2018-11-15 N N N 0.0193 546120829.80 546120829.80 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 313385E51 2549001DPIFGXC1TOL40 US313385E519 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0198 205934778.00 205934778.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 313385F68 2549001DPIFGXC1TOL40 US313385F680 U.S. Government Agency Debt Y N/A N/A 2018-09-13 2018-09-13 2018-09-13 N N N 0.0199 257541053.00 257541053.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt Y N/A N/A 2018-09-14 2018-09-14 2018-09-14 N N N 0.0199 86505144.00 86505144.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 313385G26 2549001DPIFGXC1TOL40 US313385G266 U.S. Government Agency Debt Y N/A N/A 2018-09-17 2018-09-17 2018-09-17 N N N 0.0199 272397100.00 272397100.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 313385G34 2549001DPIFGXC1TOL40 US313385G340 U.S. Government Agency Debt Y N/A N/A 2018-09-18 2018-09-18 2018-09-18 N N N 0.0199 287293744.00 287293744.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 313385H41 2549001DPIFGXC1TOL40 US313385H413 U.S. Government Agency Debt Y N/A N/A 2018-09-27 2018-09-27 2018-09-27 N N N 0.0199 397443200.00 397443200.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 313385H58 2549001DPIFGXC1TOL40 US313385H587 U.S. Government Agency Debt Y N/A N/A 2018-09-28 2018-09-28 2018-09-28 N N N 0.0199 45703484.00 45703484.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ACGB4 2549001DPIFGXC1TOL40 US3130ACGB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-06-20 2018-06-20 N N N 0.0170 48007589.76 48007589.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ACGD0 2549001DPIFGXC1TOL40 US3130ACGD00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-20 2018-06-20 2018-06-20 N N N 0.0170 191030200.92 191030200.92 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 313385J49 2549001DPIFGXC1TOL40 US313385J492 U.S. Government Agency Debt Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0202 792441930.00 792441930.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 313385J80 2549001DPIFGXC1TOL40 US313385J807 U.S. Government Agency Debt Y N/A N/A 2018-10-09 2018-10-09 2018-10-09 N N N 0.0202 143958030.00 143958030.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 313385K88 2549001DPIFGXC1TOL40 US313385K888 U.S. Government Agency Debt Y N/A N/A 2018-10-17 2018-10-17 2018-10-17 N N N 0.0202 182596448.00 182596448.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 313385L20 2549001DPIFGXC1TOL40 US313385L209 U.S. Government Agency Debt Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0202 235165857.00 235165857.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 313385L53 2549001DPIFGXC1TOL40 US313385L530 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2018-10-22 2018-10-22 N N N 0.0203 90280645.00 90280645.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 313385L61 2549001DPIFGXC1TOL40 US313385L613 U.S. Government Agency Debt Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0203 308524440.00 308524440.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 313385L79 2549001DPIFGXC1TOL40 US313385L795 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2018-10-24 2018-10-24 N N N 0.0203 91262620.00 91262620.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ACGZ1 2549001DPIFGXC1TOL40 US3130ACGZ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-21 2018-09-21 2018-09-21 N N N 0.0174 96084417.60 96084417.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130ADPC0 2549001DPIFGXC1TOL40 US3130ADPC09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-26 2018-09-26 2018-09-26 N N N 0.0181 331242920.90 331242920.90 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ABUJ3 2549001DPIFGXC1TOL40 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-18 2019-01-18 2019-01-18 N N N 0.0196 268405939.60 268405939.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ABUE4 2549001DPIFGXC1TOL40 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-22 2019-01-22 2019-01-22 N N N 0.0196 535822728.35 535822728.35 0.0041 N N N N Freddie Mac Freddie Mac, 1.75% 3134G9VF1 S6XOOCT0IEG5ABCC6L87 US3134G9VF13 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0180 17991234.00 17991234.00 0.0001 N N N N Barclays Bank PLC Barclays Bank PLC, 1.72% G5GSEF7VJP5I7OUK5573 DCD931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-05 2048-05-15 0 - 8.875 327940800.00 339910905.85 U.S. Treasuries (including strips) Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0172 331999435.60 331999435.60 0.0025 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.78% G5GSEF7VJP5I7OUK5573 DCE424000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2046-05-15 0 - 4.75 147943800.00 143831736.71 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0171 141001367.70 141001367.70 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.70% 3Y4U8VZURTYWI1W2K376 DAH647000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2046-08-15 2.125 - 3.125 197490000.00 175048758.27 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 170000000.00 170000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.72% 3Y4U8VZURTYWI1W2K376 DBC239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-08-15 2047-08-15 2.5 - 3.125 184665000.00 174161633.19 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 169000523.90 169000523.90 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.72% 3Y4U8VZURTYWI1W2K376 DCE495000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2042-05-15 2045-02-15 2.5 - 3.125 266175000.00 256731269.40 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 249000000.00 249000000.00 0.0019 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.73% 3Y4U8VZURTYWI1W2K376 DAD372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2044-08-15 2.25 - 3.875 344780000.00 348656545.22 U.S. Treasuries (including strips) Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0173 340000000.00 340000000.00 0.0026 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.73% 3Y4U8VZURTYWI1W2K376 DBH329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-31 2043-08-15 1.5 - 3.625 170560000.00 173420146.71 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 169000000.00 169000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.76% 3Y4U8VZURTYWI1W2K376 DCA198000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2044-08-15 1.75 - 3.75 163670000.00 172743103.35 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 168000000.00 168000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.77% 3Y4U8VZURTYWI1W2K376 DCA201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2027-02-15 2.25 - 2.25 90610000.00 86996477.10 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0177 84000000.00 84000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.80% 3Y4U8VZURTYWI1W2K376 DAJ930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-08-15 2046-02-15 2.5 - 3.125 192515000.00 175424736.41 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 170000000.00 170000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DBD270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-15 2022-08-31 1 - 1.625 140500000.00 137423906.25 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 134000000.00 134000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DAI845000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 2.75 - 2.75 120520000.00 121952105.34 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 119000000.00 119000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DAJ281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2019-02-15 2.75 - 2.75 86265000.00 87290062.79 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 85000000.00 85000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.82% 3Y4U8VZURTYWI1W2K376 DBE660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2044-08-15 1.375 - 3.125 170990000.00 172457815.34 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 169000000.00 169000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.83% 3Y4U8VZURTYWI1W2K376 DBD900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2021-10-31 1.25 - 1.5 105450000.00 103501091.99 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 101000000.00 101000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.84% 3Y4U8VZURTYWI1W2K376 DBA322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2039-02-15 2.125 - 3.5 66890000.00 70993093.90 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 68000000.00 68000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.84% 3Y4U8VZURTYWI1W2K376 DBA276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2041-08-15 2041-08-15 3.75 - 3.75 92830000.00 105690043.62 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 101800000.00 101800000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.85% 3Y4U8VZURTYWI1W2K376 DBH924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-08-15 2018-08-15 4 - 4 84725000.00 86065435.07 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0184 84000000.00 84000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.88% 3Y4U8VZURTYWI1W2K376 DBJ177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2022-02-15 2 - 2 87720000.00 86337410.43 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 84000000.00 84000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.95% 3Y4U8VZURTYWI1W2K376 DCC019000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-02-15 2044-08-15 3.125 - 3.625 242920000.00 258331648.77 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 251000000.00 251000000.00 0.0019 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.95% 3Y4U8VZURTYWI1W2K376 DCC021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2020-03-31 1.375 - 1.375 87640000.00 86240860.36 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 84000000.00 84000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.70% R0MUWSFPU8MPRO8K5P83 DAH140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-11-15 1.125 - 8.125 365198900.00 346806667.48 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 338000000.00 338000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.71% R0MUWSFPU8MPRO8K5P83 DAF936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2047-08-15 1.435 - 7.25 358503500.00 349101966.62 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 340000000.00 340000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.72% R0MUWSFPU8MPRO8K5P83 DAE358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-11-15 0 - 7.5 354720100.00 348694409.37 U.S. Treasuries (including strips) Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0172 340825000.00 340825000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.72% R0MUWSFPU8MPRO8K5P83 DCE083000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-05-15 0.75 - 3.75 543806600.00 544092978.34 U.S. Treasuries (including strips) Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0174 532997068.50 532997068.50 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.72% R0MUWSFPU8MPRO8K5P83 DBG798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2045-11-15 2 - 6.875 170934400.00 171766908.60 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 168000000.00 168000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.73% R0MUWSFPU8MPRO8K5P83 DAD381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-12 2047-11-15 0 - 7.5 352383000.00 348127234.99 U.S. Treasuries (including strips) Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0173 340000000.00 340000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.73% R0MUWSFPU8MPRO8K5P83 DBH896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2047-08-15 1.375 - 7.5 545032900.00 517037093.63 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 504000000.00 504000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.73% R0MUWSFPU8MPRO8K5P83 DBG377000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2047-05-15 1.125 - 8.5 159488100.00 173010105.24 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 168800000.00 168800000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.73% R0MUWSFPU8MPRO8K5P83 DBH306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2047-08-15 0 - 8.5 348830800.00 346221957.47 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 337800000.00 337800000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.75% R0MUWSFPU8MPRO8K5P83 CJH507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-12 2047-05-15 0 - 7.5 692560000.00 693227998.16 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 673000000.00 673000000.00 0.0052 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.77% R0MUWSFPU8MPRO8K5P83 CJI396000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2044-08-15 1.375 - 8.5 175088100.00 172928026.12 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0177 168850000.00 168850000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.80% R0MUWSFPU8MPRO8K5P83 DBC717000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-15 2048-02-15 0 - 8.75 529624400.00 517362024.98 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 505000000.00 505000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.82% R0MUWSFPU8MPRO8K5P83 DBD926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-15 2043-05-15 0 - 7.625 169121500.00 171619931.17 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 168000000.00 168000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.84% R0MUWSFPU8MPRO8K5P83 DBG381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2048-02-15 0 - 7.5 425931000.00 431235116.40 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 421000000.00 421000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.84% R0MUWSFPU8MPRO8K5P83 DBG043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-31 2047-05-15 1.133 - 8.5 500242600.00 522221132.26 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 507800000.00 507800000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.85% R0MUWSFPU8MPRO8K5P83 DBG795000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2028-11-15 1.435 - 6.75 164221500.00 171562614.17 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0184 168000000.00 168000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.86% R0MUWSFPU8MPRO8K5P83 DBC180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-12 2046-11-15 0 - 8.75 348714800.00 345658833.70 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0185 338000000.00 338000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.87% R0MUWSFPU8MPRO8K5P83 DBJ053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2046-02-15 1 - 8.5 173430900.00 172807315.94 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 168000000.00 168000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.88% R0MUWSFPU8MPRO8K5P83 DBI537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-12 2047-08-15 0 - 8.5 622949500.00 602166125.79 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 588000000.00 588000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.88% R0MUWSFPU8MPRO8K5P83 DBJ054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-19 2047-08-15 0 - 9 530770200.00 514158454.99 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 503000000.00 503000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.89% R0MUWSFPU8MPRO8K5P83 DCA056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-05-15 1.133 - 6.875 332806000.00 343565665.59 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 335000000.00 335000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.89% R0MUWSFPU8MPRO8K5P83 DBJ057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-12 2048-02-15 0 - 8.75 171858300.00 171515654.58 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 168000000.00 168000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DCA988000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-14 2045-02-15 0 - 6.625 350782300.00 341415674.86 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 334000000.00 334000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DCA613000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2045-11-15 1.625 - 8.5 173300700.00 170468950.17 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-08-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 167000000.00 167000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCB191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2046-11-15 1.125 - 7.5 356335500.00 340981523.69 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 334000000.00 334000000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.74% 549300IMBXQ8SGH3HJ31 DCD961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-15 2046-08-15 1.25 - 3.625 245394600.00 251004995.00 U.S. Treasuries (including strips) Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0171 246000688.80 246000688.80 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.75% 549300IMBXQ8SGH3HJ31 DCD526000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2046-02-15 0 - 7.625 251449500.00 251978519.44 U.S. Treasuries (including strips) Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0171 247000815.10 247000815.10 0.0019 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.80% 549300IMBXQ8SGH3HJ31 DCE452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2046-08-15 0.75 - 7.625 1705982000.00 1746952684.70 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 1712000000.00 1712000000.00 0.0131 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.81% 549300IMBXQ8SGH3HJ31 DCE446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2046-02-15 1.25 - 3.625 413310300.00 414146910.95 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0181 406000000.00 406000000.00 0.0031 N N Y N Credit AG Credit AG, 1.73% 1VUV7VQFKUOQSJ21A208 DCE014000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2023-09-30 1.375 - 1.858 352444900.00 338672637.95 U.S. Treasuries (including strips) Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0173 331999269.60 331999269.60 0.0025 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.78% 7LTWFZYICNSX8D621K86 DCE441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2046-05-15 1.25 - 8.125 235496700.00 231476774.94 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0178 226000000.00 226000000.00 0.0017 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.79% 7LTWFZYICNSX8D621K86 DCE460000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2023-05-15 0.75 - 4 609384000.00 592649479.74 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 581000000.00 581000000.00 0.0045 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.74% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-28 2042-08-15 1.25 - 2.75 261127900.00 252521544.93 U.S. Treasuries (including strips) Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0170 247000765.70 247000765.70 0.0019 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.78% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-07 2048-02-15 0 - 3 230648900.00 231208918.46 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0178 226000000.00 226000000.00 0.0017 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.79% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-28 2021-05-31 1.25 - 2 298889100.00 292754607.45 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 287000000.00 287000000.00 0.0022 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.80% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2022-10-31 1.375 - 2 185218000.00 180549039.23 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 177000000.00 177000000.00 0.0014 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.78% 549300H47WTHXPU08X20 DCE398000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2047-05-15 0.125 - 3.125 6520259100.00 6456600061.57 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 6330000000.00 6330000000.00 0.0485 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.79% 549300H47WTHXPU08X20 DCE577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2027-08-15 1.125 - 2.875 933242500.00 906780014.93 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 889000000.00 889000000.00 0.0068 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.79% 549300H47WTHXPU08X20 DCE434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2025-02-15 2 - 2.75 458985600.00 460020060.24 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 451000000.00 451000000.00 0.0035 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.79% 549300H47WTHXPU08X20 DCE541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2044-08-15 2 - 3.125 1339055200.00 1310700075.49 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 1285000000.00 1285000000.00 0.0099 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.72% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2020-04-30 1.25 - 1.858 336176000.00 335692262.60 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0170 329000032.90 329000032.90 0.0025 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.77% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-31 2048-05-15 0.75 - 8.125 475822309.00 501506098.23 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0177 491000000.00 491000000.00 0.0038 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.79% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 251021000.00 253337050.13 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 246000000.00 246000000.00 0.0019 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-02-15 0.75 - 6.625 101441000.00 102024294.03 U.S. Treasuries (including strips) Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0172 100000010.00 100000010.00 0.0008 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.79% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2024-06-30 1.25 - 2 454050000.00 439327684.80 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 431000000.00 431000000.00 0.0033 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 1.74% H7FNTJ4851HG0EXQ1Z70 CJG929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 172196300.00 172930941.81 U.S. Treasuries (including strips) Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0173 168899712.87 168899712.87 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.74% H7FNTJ4851HG0EXQ1Z70 CJG954000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2026-08-15 2.625 - 6.75 171109400.00 173096893.28 U.S. Treasuries (including strips) Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0173 168999526.80 168999526.80 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.74% H7FNTJ4851HG0EXQ1Z70 CJF436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2027-11-15 1.375 - 6.75 246450200.00 241670887.26 U.S. Treasuries (including strips) Y N/A N/A 2018-06-20 2018-06-20 2018-06-20 N N N 0.0171 236002360.00 236002360.00 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.84% H7FNTJ4851HG0EXQ1Z70 DAH066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-08-15 1 - 6.75 210474200.00 206498246.87 U.S. Treasuries (including strips) Y N/A N/A 2018-07-18 2018-07-18 2018-07-18 N N N 0.0185 201994970.20 201994970.20 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.85% H7FNTJ4851HG0EXQ1Z70 CJI906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 277988000.00 344247718.62 U.S. Treasuries (including strips) Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0185 336000000.00 336000000.00 0.0026 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.91% H7FNTJ4851HG0EXQ1Z70 DBD287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-02-15 1 - 6 87428300.00 85743219.92 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0189 84000672.00 84000672.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.92% H7FNTJ4851HG0EXQ1Z70 DBA825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2020-04-15 0.75 - 1.5 174677300.00 172740790.29 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0191 168998022.70 168998022.70 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.93% H7FNTJ4851HG0EXQ1Z70 DBB322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2024-11-15 2.25 - 2.625 88556200.00 85923676.61 U.S. Treasuries (including strips) Y N/A N/A 2018-08-15 2018-08-15 2018-08-15 N N N 0.0195 83995060.80 83995060.80 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.98% H7FNTJ4851HG0EXQ1Z70 DBJ496000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-31 2019-03-31 1.25 - 1.25 13335000.00 13256819.27 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0201 12998763.70 12998763.70 0.0001 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.00% H7FNTJ4851HG0EXQ1Z70 DCC517000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 155014900.00 191961277.60 U.S. Treasuries (including strips) Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0201 187989697.60 187989697.60 0.0014 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.78% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-12-31 2025-11-15 1.25 - 2.875 1514205000.00 1502596238.35 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 1474000000.00 1474000000.00 0.0113 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.81% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-11-15 2027-11-15 2.25 - 2.25 173940000.00 165358802.44 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0181 162000000.00 162000000.00 0.0012 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.79% 549300Y1PMK3RWXMWR72 DCE510000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2027-08-15 1.375 - 3.625 657764400.00 658952763.62 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0179 646000000.00 646000000.00 0.0050 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 DCB935000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2047-02-15 1.625 - 3 253020000.00 246728343.72 U.S. Treasuries (including strips) Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0172 241000000.00 241000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 DCC945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 77690000.00 74385358.20 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 73000000.00 73000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 DBG407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2027-05-15 2.375 - 2.625 212353000.00 213203972.04 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 209000000.00 209000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 DBH313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 146738000.00 147364028.96 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 144000000.00 144000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 DBG841000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2020-11-15 1.25 - 2.625 182836000.00 183611279.35 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 180000000.00 180000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 DBJ524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2025-08-15 2 - 2.25 44350000.00 43247759.58 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0174 42000000.00 42000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.78% U7M81AY481YLIOR75625 DCA643000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2025-11-15 1.5 - 2.75 149427000.00 145755401.20 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 143000000.00 143000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.80% U7M81AY481YLIOR75625 DCE435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-09-30 2025-11-15 1.375 - 8.75 128133000.00 126852337.33 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 124000000.00 124000000.00 0.0010 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.84% U7M81AY481YLIOR75625 DCC947000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-15 2024-12-31 1 - 2.375 35430000.00 35049587.22 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-29 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0184 34000000.00 34000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.84% U7M81AY481YLIOR75625 DCC950000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2046-05-15 2.5 - 2.5 50130000.00 45320315.08 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-29 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0184 44000000.00 44000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.85% U7M81AY481YLIOR75625 DBF110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2027-11-15 1.375 - 2.25 35796000.00 34923309.12 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0184 34000000.00 34000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.86% U7M81AY481YLIOR75625 DBG408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2047-05-15 2047-05-15 3 - 3 35094000.00 35024624.34 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0185 34000000.00 34000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.88% U7M81AY481YLIOR75625 DBH316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2020-03-31 2.25 - 2.25 56388000.00 56440863.76 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 55000000.00 55000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.91% U7M81AY481YLIOR75625 DCB025000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-04-15 2019-11-30 0.875 - 1.5 41390000.00 40902685.57 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 40000000.00 40000000.00 0.0003 N N Y N Natixis SA Natixis SA, 1.73% KX1WK48MPD4Y2NCUIZ63 DBH266000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2027-11-15 0 - 8.5 1428250300.00 1378455819.76 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-11 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 1350000000.00 1350000000.00 0.0104 N N Y N Natixis SA Natixis SA, 1.95% KX1WK48MPD4Y2NCUIZ63 DCB894000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2046-02-15 0 - 8.75 694735700.00 681692175.71 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-08-23 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 668000000.00 668000000.00 0.0051 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.73% OXTKY6Q8X53C9ILVV871 DCD972000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-05 2048-02-15 0 - 8.75 2483818300.00 2524918231.60 U.S. Treasuries (including strips) Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0169 2470008645.00 2470008645.00 0.0189 N N Y N Norinchukin Bank Norinchukin Bank, 1.83% 5493007VSMFZCPV1NB83 CJJ305000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 93750000.00 84973203.02 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0180 83000215.80 83000215.80 0.0006 N N Y N Norinchukin Bank Norinchukin Bank, 1.83% 5493007VSMFZCPV1NB83 CJJ784000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 56475000.00 51187857.50 U.S. Treasuries (including strips) Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0180 50000160.00 50000160.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.83% 5493007VSMFZCPV1NB83 DAE815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 95930000.00 86949113.23 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0185 84997705.00 84997705.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.84% 5493007VSMFZCPV1NB83 DAG288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2021-11-15 3.625 - 8 165120000.00 173854751.79 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0186 169994747.00 169994747.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.85% 5493007VSMFZCPV1NB83 DAJ184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 95870000.00 86894730.38 U.S. Treasuries (including strips) Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0187 84996413.00 84996413.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.87% 5493007VSMFZCPV1NB83 DAJ656000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 95755000.00 86790496.59 U.S. Treasuries (including strips) Y N/A N/A 2018-07-11 2018-07-11 2018-07-11 N N N 0.0187 84898726.50 84898726.50 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 1.90% 5493007VSMFZCPV1NB83 DBA766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 3.625 - 3.625 167520000.00 172730636.67 U.S. Treasuries (including strips) Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0190 168996248.20 168996248.20 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.90% 5493007VSMFZCPV1NB83 DBB292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 3.625 - 3.625 167510000.00 172720325.63 U.S. Treasuries (including strips) Y N/A N/A 2018-07-24 2018-07-24 2018-07-24 N N N 0.0191 168995487.70 168995487.70 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.91% 5493007VSMFZCPV1NB83 DBB665000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2024-04-30 2 - 8 229075000.00 259575506.69 U.S. Treasuries (including strips) Y N/A N/A 2018-07-25 2018-07-25 2018-07-25 N N N 0.0191 253995834.40 253995834.40 0.0019 N N N Y Norinchukin Bank Norinchukin Bank, 1.94% 5493007VSMFZCPV1NB83 DBJ487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 3.625 - 3.625 166330000.00 171503622.24 U.S. Treasuries (including strips) Y N/A N/A 2018-07-17 2018-07-17 2018-07-17 N N N 0.0188 168009492.00 168009492.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 1.95% 5493007VSMFZCPV1NB83 DCB943000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 144795000.00 135719188.11 U.S. Treasuries (including strips) Y N/A N/A 2018-07-19 2018-07-19 2018-07-19 N N N 0.0189 133008684.90 133008684.90 0.0010 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.72% 549300QJJX6CVVUXLE15 DBC753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-30 2048-02-15 1.25 - 4.625 265904100.00 257421382.41 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0172 252000000.00 252000000.00 0.0019 N Y Y N RBC Dominion Securities RBC Dominion Securities, 1.76% 549300QJJX6CVVUXLE15 DCA005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2048-02-15 1.125 - 4.625 169134400.00 171716331.47 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 168000000.00 168000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.81% 549300QJJX6CVVUXLE15 DCB957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1.375 - 3 175029400.00 170408591.37 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 167000000.00 167000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.82% 549300QJJX6CVVUXLE15 DBF657000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2047-11-15 2.75 - 2.875 106510800.00 105002503.20 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 101800000.00 101800000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.83% 549300QJJX6CVVUXLE15 DBE766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2047-11-15 1.125 - 4.625 192182600.00 190030930.92 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 186000000.00 186000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.85% 549300QJJX6CVVUXLE15 DBH225000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2048-02-15 1.125 - 4.625 174571500.00 172575771.79 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0184 169000000.00 169000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.85% 549300QJJX6CVVUXLE15 DCD735000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-15 2028-02-15 0 - 3.625 121151800.00 119352354.83 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-07-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0184 117000000.00 117000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.88% 549300QJJX6CVVUXLE15 DBD925000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-21 2045-08-15 0 - 4.625 253477800.00 257712656.71 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 251800000.00 251800000.00 0.0019 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.73% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2040-02-15 0.75 - 5 103691600.00 110959613.15 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-01-31 2020-01-31 N/A 14680500.00 14700821.60 U.S. Treasuries (including strips) Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0172 123000012.30 123000012.30 0.0009 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.79% 6PJDTY319315T5LR2241 DCE431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-06-28 2018-06-28 0 - 0 285985000.00 285599091.84 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 280000000.00 280000000.00 0.0021 N Y Y N Societe Generale Societe Generale, 1.74% O2RNE8IBXP4R0TD8PU41 DAG633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2047-05-15 0 - 5.25 349350300.00 343864280.12 U.S. Treasuries (including strips) Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0175 334998023.50 334998023.50 0.0026 N N N Y Societe Generale Societe Generale, 1.75% O2RNE8IBXP4R0TD8PU41 DBG745000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-30 2047-05-15 0 - 4.75 172356000.00 171252543.41 U.S. Treasuries (including strips) Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0174 166999649.30 166999649.30 0.0013 N N N Y Societe Generale Societe Generale, 1.75% O2RNE8IBXP4R0TD8PU41 DBH852000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2047-05-15 0 - 8 509987600.00 509334853.69 U.S. Treasuries (including strips) Y N/A N/A 2018-06-12 2018-06-12 2018-06-12 N N N 0.0174 496998707.80 496998707.80 0.0038 N N N Y Societe Generale Societe Generale, 1.75% O2RNE8IBXP4R0TD8PU41 DBI531000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-14 2047-05-15 0 - 8.125 168551400.00 169643815.52 U.S. Treasuries (including strips) Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0175 165999302.80 165999302.80 0.0013 N N N Y Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 DCE447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2046-05-15 2.5 - 8.125 96169200.00 107202276.55 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0173 105000609.00 105000609.00 0.0008 N N Y N Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 DCE445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-12 2048-05-15 0 - 9 399045400.00 396258128.52 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0173 388002250.40 388002250.40 0.0030 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 1.79%, dated 5/31/2018 due 06/01/2018 B4TYDEB6GKMZO031MB27 DCE594000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2044-09-20 3 - 5.25 3411598424.74 680280095.04 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 664746325.02 664746325.02 0.0051 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.72% G5GSEF7VJP5I7OUK5573 DCC967000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-02-20 2047-02-20 3.5 - 3.5 213547521.00 186212257.18 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0172 182499945.25 182499945.25 0.0014 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.72% G5GSEF7VJP5I7OUK5573 DCC930000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2026-04-20 2048-03-15 2.5 - 6.5 1011279551.00 372424513.79 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0172 364999890.50 364999890.50 0.0028 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.73% G5GSEF7VJP5I7OUK5573 DCD934000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-06-20 2048-03-15 3.5 - 4 416044706.00 371315684.46 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0173 364000000.00 364000000.00 0.0028 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.79% G5GSEF7VJP5I7OUK5573 DCE443000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-02-20 2047-02-20 3.5 - 3.5 211732054.00 184629180.00 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 181000000.00 181000000.00 0.0014 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.79% G5GSEF7VJP5I7OUK5573 DCE428000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-02-20 2048-01-20 3.5 - 3.5 174089137.00 155047709.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0171 152001778.40 152001778.40 0.0012 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.79% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2048-05-01 3.5 - 4.5 23950535.00 20531434.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2038-03-01 2048-05-01 3 - 5 47681010.00 43731761.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 63000000.00 63000000.00 0.0005 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.79% 3Y4U8VZURTYWI1W2K376 DCE385000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-12-01 2048-05-01 3 - 4 903243.00 182929.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-10-24 2019-10-24 2 - 2 55000.00 54807.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-15 2046-07-20 3 - 4.5 66523358.00 48618845.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-03 2048-03-01 1.135 - 5.5 14920983.00 15406613.19 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 63000000.00 63000000.00 0.0005 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.79%, dated 5/31/2018 due 06/01/2018 R0MUWSFPU8MPRO8K5P83 DCE594000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-05 2048-02-15 0 - 7.5 634413514.17 635325281.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-04-24 2048-05-01 1.72 - 7 123397147.85 86400242.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-15 2053-05-15 2.454 - 6.5 178199244.26 58359874.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-05-01 2054-07-25 2.5 - 7.5 465661570.47 315872578.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 1073711111.15 1073711111.15 0.0082 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DCC584000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2047-11-15 0 - 6.875 201883421.50 238079913.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2047-07-01 3.5 - 6.25 17011288.00 16467356.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2030-11-15 6.625 - 7.25 19333000.00 27036406.88 Agency Debentures and Agency Strips Y N/A N/A 2018-06-07 2018-06-07 2018-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 274000000.00 274000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCA649000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2047-02-15 0 - 3.625 49648079.54 46038978.68 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2030-09-05 2034-06-01 3.04 - 3.05 120000.00 115034.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2046-04-01 0 - 6.25 1404557.00 1132903.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2029-10-24 3.05 - 4 170000.00 180381.22 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2047-08-20 2.5 - 4.5 8854453.00 1736627.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-05-15 2047-10-01 0 - 6.625 124085691.00 44910858.40 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-08-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 91800000.00 91800000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCA990000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2047-02-15 0 - 3.375 15177880.61 11816972.71 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2037-04-28 1.875 - 3.37 361000.00 349337.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2047-06-01 0 - 7.5 37221417.00 3775703.98 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-15 2048-02-20 2.5 - 8 119214536.00 56762819.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-06-01 2047-12-01 0 - 7.5 77440596.00 21104012.54 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 91800000.00 91800000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCB964000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2047-02-15 0 - 7.25 48811058.88 51262509.53 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2034-06-01 2034-06-01 3.04 - 3.04 659000.00 622350.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2048-05-01 2 - 6.5 88367541.00 69697966.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2038-03-20 2059-03-15 2.628 - 4 34527008.00 13642168.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-02-01 2048-05-01 2.5 - 7.49 684080966.00 375521309.54 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-08-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 500000000.00 500000000.00 0.0038 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.79%, dated 5/31/2018 due 06/01/2018 VJW2DOOHGDT6PR0ZRO63 DCE594000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-07 2048-05-15 0 - 9 32024727.81 32014602.11 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-06-20 2028-04-07 0.94 - 5.05 46366584.42 46225576.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-08-10 2048-05-01 0.753 - 4.5 2300866.63 2209755.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-06-13 2031-08-25 0 - 2.72 52292250.64 52146218.67 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-15 2048-05-20 3 - 5 5084923.55 2332846.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-05 2048-05-01 1.125 - 7 42678628.86 37523370.68 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 169039116.34 169039116.34 0.0013 N Y Y N Citibank NA Citibank NA, 1.74% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2047-02-15 0.375 - 4.75 93307000.00 92885863.87 U.S. Treasuries (including strips) Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0172 91000118.30 91000118.30 0.0007 N N Y N Citibank NA Citibank NA, 1.75% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-30 2046-08-15 0 - 4.375 556277900.00 554996625.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-28 2019-05-28 1.375 - 1.375 10000.00 9913.66 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2027-05-15 2067-10-20 3.5 - 8.5 4700253.00 3289098.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-01 2039-01-01 3.304 - 6 27849.00 95.48 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0172 547001476.90 547001476.90 0.0042 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.79%, dated 5/31/2018 due 06/01/2018 E57ODZWZ7FF32TWEFA76 DCE594000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-30 2046-11-15 0.125 - 8.875 383472190.18 378551480.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2047-07-01 2 - 8.5 25922159.36 7474676.36 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 0 - 0 25.36 25.06 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2068-02-20 2.5 - 8.5 41406869.53 36517805.48 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 4277172.61 4293093.45 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 219750.85 250347.68 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2048-04-01 1.5 - 6.5 7099743.10 4047731.22 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 422597790.86 422597790.86 0.0032 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.79%, dated 5/31/2018 due 06/01/2018 1VUV7VQFKUOQSJ21A208 DCE594000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-02-15 0 - 3 1134709571.50 1110951550.29 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 1086921518.10 1086921518.10 0.0083 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 1.80% ANGGYXNX0JLX3X63JN86 DCE427000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2028-10-15 2028-10-15 N/A 500000.00 357755.01 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2024-02-15 2035-08-15 N/A 115781945.48 84222487.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-04-15 2048-05-15 3.5 - 8 58723714.00 34101673.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-05-20 2047-11-20 2.5 - 6.5 310152565.00 39813602.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2021-04-25 2048-06-25 2.26 - 8.5 84672608.00 27933637.20 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 181000000.00 181000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.79%, dated 5/31/2018 due 06/01/2018 CYYGQCGNHMHPSMRL3R97 DCE594000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-30 2048-02-15 0.875 - 8 194082428.07 200401360.18 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 2020-04-30 0 - 1.244 15472900.13 15500779.87 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 211298895.43 211298895.43 0.0016 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.77% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2048-02-01 3 - 6.5 2007688339.00 1035550309.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-20 2047-02-20 4 - 4.5 451620250.00 176210179.36 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0169 1188013899.60 1188013899.60 0.0091 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2048-05-01 2 - 7 179406614.00 111217399.99 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0171 109000021.80 109000021.80 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2048-04-01 3 - 5 129924837.00 74485047.62 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0171 73000014.60 73000014.60 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.75% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2047-06-01 3 - 4.5 361290882.00 191212876.54 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0174 186999756.90 186999756.90 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.75% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2033-03-01 2048-05-01 2.5 - 4 197100353.00 152349395.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0174 148999731.80 148999731.80 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.76% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2047-06-01 3.5 - 4 153349493.00 135034951.24 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N N N 0.0173 132000277.20 132000277.20 0.0010 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.79%, dated 5/31/2018 due 06/01/2018 KBVRJ5K57JZ3E2AVWX40 DCE594000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2047-12-01 3.5 - 4 133725725.48 130392549.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2047-12-01 2.5 - 5 63748440.63 42035922.49 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 169039116.34 169039116.34 0.0013 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.85% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-10-01 2048-05-01 2.5 - 4.5 162755073.00 102162491.88 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0182 100001930.00 100001930.00 0.0008 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.79%, dated 5/31/2018 due 06/01/2018 ZBUT11V806EZRVTWT807 DCE594000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-26 2027-11-15 0 - 2.625 468571679.49 456862167.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-09-15 2048-03-15 3 - 8.5 80335024.07 31983459.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2048-06-25 0 - 7 808001283.02 563176941.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 1030293414.12 1030293414.12 0.0079 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.74% 8NAV47T0Y26Q87Y0QP81 DAD369000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-06-20 2047-06-20 4 - 4 625276295.00 530474357.59 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2047-08-25 2047-11-25 4.285 - 4.369 49666662.00 46294936.91 Agency Debentures and Agency Strips Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0174 563825000.00 563825000.00 0.0043 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.79%, dated 5/31/2018 due 06/01/2018 8NAV47T0Y26Q87Y0QP81 DCE594000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2019-10-31 1.181 - 1.25 39335242.11 39309516.18 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2048-05-20 3.5 - 4.5 66363590.53 68458247.60 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 105649447.72 105649447.72 0.0008 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.81% K5HU16E3LMSVCCJJJ255 DBG270000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-05-20 2046-11-20 3 - 3.5 586711.00 551151.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-05-01 0 - 4.5 115587203.00 69339807.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-03-20 2068-01-20 2 - 6.05 314342679.00 108092576.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2048-05-01 2.381 - 6 129181571.00 68133087.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0181 240996095.80 240996095.80 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.81% K5HU16E3LMSVCCJJJ255 DBG274000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2048-05-01 0 - 5.5 188958551.00 82292571.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-06-20 2048-02-20 3 - 5 22166780.00 17642696.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-11-01 2048-06-01 1.993 - 4.5 201980076.00 107374585.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0183 202993808.50 202993808.50 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.84% K5HU16E3LMSVCCJJJ255 DBI425000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-06-01 0 - 5 365262144.00 127871595.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-02-20 2046-02-20 3 - 3 176399.00 167390.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-01-20 2065-10-20 2 - 5 163641719.00 72135732.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2048-06-01 2.109 - 4.5 572836432.00 119379000.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-13 2018-07-13 2018-07-13 N N N 0.0184 312994804.20 312994804.20 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.84% K5HU16E3LMSVCCJJJ255 DBI428000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2034-07-01 4 - 4 2088772.00 2142358.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-06-01 0 - 6 206509489.00 94938518.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2030-09-20 2059-06-15 2 - 5 230290219.00 103935621.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-01 2048-05-01 2.327 - 4.5 297202894.00 62385608.71 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-16 2018-07-16 2018-07-16 N N N 0.0185 257991486.00 257991486.00 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.85% K5HU16E3LMSVCCJJJ255 DBI901000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-02-01 2.161 - 5 88153277.00 36343212.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 829866.00 676003.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-10-01 2048-06-01 2.435 - 4.5 99309535.00 56902764.22 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-16 2018-07-16 2018-07-16 N N N 0.0185 91998169.20 91998169.20 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.85% K5HU16E3LMSVCCJJJ255 DBJ366000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2048-05-01 2.161 - 6 122911855.00 63667061.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-01-15 2068-04-20 3 - 7 340262776.00 95054394.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-04-01 2046-10-01 2.29 - 4.25 203155269.00 29112859.40 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-17 2018-07-17 2018-07-17 N N N 0.0186 183995326.40 183995326.40 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.86% K5HU16E3LMSVCCJJJ255 DCA482000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2048-05-01 0 - 4.5 380303118.00 145597065.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 1299850.00 1058849.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-04-01 2048-05-01 2.428 - 4.5 251500836.00 93217468.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-20 2018-07-20 2018-07-20 N N N 0.0187 234993044.00 234993044.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.89% K5HU16E3LMSVCCJJJ255 DCB822000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2048-06-01 0 - 4.5 116868655.00 74594209.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-03-20 2065-11-20 2.5 - 5 80780116.00 36514345.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-11-01 2048-03-01 1.915 - 5 251242229.00 75639641.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0188 182999231.40 182999231.40 0.0014 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.79%, dated 5/31/2018 due 06/01/2018 7TK5RJIZDFROZCA6XF66 DCE594000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2018-08-01 2055-01-15 0 - 10.709 790269221.16 400318576.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2029-01-15 2048-04-20 3 - 8.5 161457786.78 38073245.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-25 2053-12-25 0 - 8.5 2230517164.02 449709781.51 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 866325471.27 866325471.27 0.0066 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.80% 549300Y1PMK3RWXMWR72 DCE456000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2027-11-15 2.125 - 2.25 75800.00 73866.38 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2048-04-20 3.5 - 3.5 8354.00 8258.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-11-01 2047-11-01 3.5 - 3.5 11484404.00 11138491.23 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0180 11000000.00 11000000.00 0.0001 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.74% OXTKY6Q8X53C9ILVV871 DCD570000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2019-07-15 1.875 - 1.875 100.00 120.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-06-15 2048-05-01 2 - 7.5 870864478.00 412920887.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2020-05-15 2068-04-20 2.5 - 9 1251249724.00 683005184.45 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2022-03-15 2065-09-15 0 - 5.375 1712000.00 817897.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2019-07-01 2057-02-01 1 - 8 1171817724.00 849698105.49 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0170 1908005914.80 1908005914.80 0.0146 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.72% 549300QJJX6CVVUXLE15 DBE768000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-15 2047-11-15 0.125 - 4.625 212501900.00 205372871.84 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2039-07-15 2047-11-20 3.5 - 5 7143831.00 1599365.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-01 2041-09-01 4.5 - 4.5 2727656.00 434017.96 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0172 203000000.00 203000000.00 0.0016 N Y Y N RBC Financial Group RBC Financial Group, 1.70% ES7IP3U3RHIGC71XBU11 DAE807000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-04-01 2.105 - 4.5 78484691.00 15442614.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2048-04-20 3.5 - 4.5 2158869.00 1312119.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-03-01 2057-01-01 2.48 - 4.5 185578239.00 127312252.48 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0170 140825000.00 140825000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 1.70% ES7IP3U3RHIGC71XBU11 DAF267000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-11-25 2048-05-01 1.5 - 6.5 225970711.00 93542133.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-15 2048-04-20 3.25 - 4.5 34601613.00 33450943.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2057-01-01 2.179 - 5.5 538390055.00 198442413.37 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 N N/A N/A N N 0.0170 318000000.00 318000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 1.73% ES7IP3U3RHIGC71XBU11 DAD371000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2048-05-01 2.997 - 4.5 8406800.00 7435604.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2048-04-20 4 - 4.5 2950169.00 3119330.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2057-01-01 2.94 - 4.5 140985029.00 91739165.22 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0173 100000000.00 100000000.00 0.0008 N Y Y N RBC Financial Group RBC Financial Group, 1.86% ES7IP3U3RHIGC71XBU11 DBG845000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-04-01 1.5 - 6.5 217557034.00 58479782.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2041-10-15 2048-01-20 3.5 - 4 6313584.00 5849675.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2057-01-01 2.397 - 7 999994806.00 449394367.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-07-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0185 503000000.00 503000000.00 0.0039 N N Y N RBC Financial Group RBC Financial Group, 1.88% ES7IP3U3RHIGC71XBU11 DBD212000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2048-04-01 2.105 - 6.5 130909328.00 66657342.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-02-20 2048-02-20 3.5 - 6.971 25501776.00 14822962.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2057-01-01 2.231 - 6.5 454666656.00 209151773.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-07-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0187 284000000.00 284000000.00 0.0022 N N Y N Societe Generale Societe Generale, 1.74% O2RNE8IBXP4R0TD8PU41 DCD955000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-31 2026-11-15 0.75 - 3.625 1247892800.00 1225138429.24 U.S. Treasuries (including strips) Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0173 1200998198.50 1200998198.50 0.0092 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DBC165000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2048-04-20 2048-04-20 4.5 - 4.5 133699000.00 139987593.39 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0181 137000000.00 137000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DBC737000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 640000.00 636600.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-20 2045-05-20 3.5 - 3.5 94118000.00 50500711.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0181 50000000.00 50000000.00 0.0004 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 DBD681000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 320000.00 318300.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-03-20 2046-03-20 3 - 3 71942000.00 50818532.16 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0181 50000000.00 50000000.00 0.0004 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.82% 5493006GGLR4BTEL8O61 DBG373000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-06-20 3 - 3 200047000.00 157407084.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0182 154000000.00 154000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.85% 5493006GGLR4BTEL8O61 DBH370000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2048-04-20 3 - 4.5 200830000.00 161925962.49 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-19 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0185 158456250.00 158456250.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.87% 5493006GGLR4BTEL8O61 DBJ052000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 183685000.00 157535739.92 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0187 154250000.00 154250000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 5493006GGLR4BTEL8O61 DCA072000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2046-11-20 2046-11-20 3 - 3 185755000.00 159311056.26 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-26 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0190 156000000.00 156000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.93% 5493006GGLR4BTEL8O61 DCB942000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-06-20 2047-06-20 4 - 4 184138000.00 156219759.13 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-07-03 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0191 153000000.00 153000000.00 0.0012 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.79%, dated 5/31/2018 due 06/01/2018 VYVVCKR63DVZZN70PB21 DCE594000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-15 2048-02-15 0 - 8.875 183345829.56 186736614.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-06-01 3.5 - 5.909 235940859.82 242058644.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-20 2048-05-20 1.5 - 7 735057755.62 709707853.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-06-01 2048-06-01 3.397 - 5 184977516.49 190479513.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 1302023793.64 1302023793.64 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.64% 912796MF3 254900HROIFWPRGM1V77 US912796MF37 U.S. Treasury Debt Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0164 797864641.25 797864641.25 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.70% 912796PN3 254900HROIFWPRGM1V77 US912796PN34 U.S. Treasury Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0170 1151105240.51 1151105240.51 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.72% 912796PQ6 254900HROIFWPRGM1V77 US912796PQ64 U.S. Treasury Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0172 320359316.10 320359316.10 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.77% 912796PR4 254900HROIFWPRGM1V77 US912796PR48 U.S. Treasury Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0177 997265280.00 997265280.00 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.82% 912796PS2 254900HROIFWPRGM1V77 US912796PS21 U.S. Treasury Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0182 652531280.71 652531280.71 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% 912796PU7 254900HROIFWPRGM1V77 US912796PU76 U.S. Treasury Debt Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N N N 0.0184 183348007.04 183348007.04 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.85% 912796NQ8 254900HROIFWPRGM1V77 US912796NQ82 U.S. Treasury Debt Y N/A N/A 2018-08-16 2018-08-16 2018-08-16 N N N 0.0185 1085737195.30 1085737195.30 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.85% 912796PV5 254900HROIFWPRGM1V77 US912796PV59 U.S. Treasury Debt Y N/A N/A 2018-08-23 2018-08-23 2018-08-23 N N N 0.0185 14935718.25 14935718.25 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.90% 912796PW3 254900HROIFWPRGM1V77 US912796PW33 U.S. Treasury Debt Y N/A N/A 2018-08-30 2018-08-30 2018-08-30 N N N 0.0190 455847400.00 455847400.00 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.95% 912796QB8 254900HROIFWPRGM1V77 US912796QB86 U.S. Treasury Debt Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0195 1572426050.73 1572426050.73 0.0121 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% 912796NZ8 254900HROIFWPRGM1V77 US912796NZ81 U.S. Treasury Debt Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0196 705961974.87 705961974.87 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.99% 912796QD4 254900HROIFWPRGM1V77 US912796QD43 U.S. Treasury Debt Y N/A N/A 2018-10-18 2018-10-18 2018-10-18 N N N 0.0199 963453179.76 963453179.76 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796QE2 254900HROIFWPRGM1V77 US912796QE26 U.S. Treasury Debt Y N/A N/A 2018-10-25 2018-10-25 2018-10-25 N N N 0.0200 329357602.04 329357602.04 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796QF9 254900HROIFWPRGM1V77 US912796QF90 U.S. Treasury Debt Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0202 184439757.60 184439757.60 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.04% 912796PD5 254900HROIFWPRGM1V77 US912796PD51 U.S. Treasury Debt Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0204 86231500.29 86231500.29 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QJ1 254900HROIFWPRGM1V77 US912796QJ13 U.S. Treasury Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0205 639027042.00 639027042.00 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0205 643680557.00 643680557.00 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.67% 912828T42 254900HROIFWPRGM1V77 US912828T420 U.S. Treasury Debt Y N/A N/A 2018-09-30 2018-09-30 2018-09-30 N N N 0.0201 163314529.20 163314529.20 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.69% 912828QT0 254900HROIFWPRGM1V77 US912828QT05 U.S. Treasury Debt Y N/A N/A 2018-06-30 2018-06-30 2018-06-30 N N N 0.0176 214105739.54 214105739.54 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.90% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-06-01 2020-01-31 2020-01-31 N N N 0.0192 409878812.20 409878812.20 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.95% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-06-01 2019-10-31 2019-10-31 N N N 0.0190 214141368.40 214141368.40 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.96% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-06-01 2019-07-31 2019-07-31 N N N 0.0188 555838249.74 555838249.74 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.97% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-06-01 2019-04-30 2019-04-30 N N N 0.0186 1199244674.08 1199244674.08 0.0092 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.04% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-06-01 2019-01-31 2019-01-31 N N N 0.0185 304384724.16 304384724.16 0.0023 N Y Y N Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2018-06-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer