0000278001-18-000016.txt : 20180709 0000278001-18-000016.hdr.sgml : 20180709 20180709103545 ACCESSION NUMBER: 0000278001-18-000016 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180709 DATE AS OF CHANGE: 20180709 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: 18943641 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 2018-06-30 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 26 72 37999834715.94 40446840260.48 38488463430.38 34625751974.00 39910310333.13 76399304310.99 77971276086.03 77385180647.99 73318470160.92 72465297743.32 0.2900 0.3000 0.2900 0.2600 0.3000 0.5800 0.5900 0.5800 0.5500 0.5500 3209.34 131903423106.34 131901775032.45 2440165052.83 3658486521.02 130683456773.60 130644552603.88 1.0000 0.0197 1.0003 1.0003 1.0003 1.0003 1.0003 C000019553 2500.00 130683456773.60 130644552603.88 1.0003 1.0003 1.0003 1.0003 1.0003 7199107178.88 7304097838.76 10744262123.51 9892019037.44 9857289163.96 10350833432.36 9994151871.37 9845325013.60 9829252671.61 9918954131.41 42536388768.04 42251643054.21 0.0157 N Federal Farm Credit Bank Federal Farm Credit Bank, 1.92% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2018-07-06 2019-05-06 2019-05-06 N N N 0.0193 105982306.48 105982306.48 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.09% 3133EE3J7 US3133EE3J77 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0194 86003142.44 86003142.44 0.0007 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.09% 313313S82 US313313S826 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2018-12-12 2018-12-12 N N N 0.0209 9906270.00 9906270.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.20% 3133EGSE6 US3133EGSE61 U.S. Government Agency Debt Y N/A N/A 2018-07-29 2018-08-29 2018-08-29 N N N 0.0202 23006499.34 23006499.34 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.47% 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 0.0047 23983752.78 23983752.78 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.94% 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 0.0094 57990952.00 57990952.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 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 0.0161 129878450.00 129878450.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 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 0.0165 102887627.00 102887627.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 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 0.0167 88893645.00 88893645.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 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 0.0176 77871066.00 77871066.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 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 0.0179 36926999.00 36926999.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130ADM74 2549001DPIFGXC1TOL40 US3130ADM741 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-01 2018-08-01 2018-08-01 N N N 0.0185 91996529.76 91996529.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 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 0.0182 853900232.00 853900232.00 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 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 0.0182 199477400.00 199477400.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313385C95 2549001DPIFGXC1TOL40 US313385C950 U.S. Government Agency Debt Y N/A N/A 2018-08-23 2018-08-23 2018-08-23 N N N 0.0183 272242971.00 272242971.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADKH4 2549001DPIFGXC1TOL40 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-01 2018-11-01 2018-11-01 N N N 0.0187 184978504.85 184978504.85 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADKN1 2549001DPIFGXC1TOL40 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-01 2018-11-01 2018-11-01 N N N 0.0187 91989310.52 91989310.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADKJ0 2549001DPIFGXC1TOL40 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-01 2018-11-01 2018-11-01 N N N 0.0187 45994655.26 45994655.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130ADBG6 2549001DPIFGXC1TOL40 US3130ADBG68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0184 94999885.05 94999885.05 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 313385D52 2549001DPIFGXC1TOL40 US313385D529 U.S. Government Agency Debt Y N/A N/A 2018-08-27 2018-08-27 2018-08-27 N N N 0.0184 39880520.00 39880520.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-01 2019-03-01 2019-03-01 N N N 0.0188 554907858.90 554907858.90 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ACRL0 2549001DPIFGXC1TOL40 US3130ACRL07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-03 2018-08-03 2018-08-03 N N N 0.0187 90997206.30 90997206.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ADKX9 2549001DPIFGXC1TOL40 US3130ADKX90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2018-09-04 2018-09-04 N N N 0.0187 275980693.80 275980693.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130ADLA8 2549001DPIFGXC1TOL40 US3130ADLA88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-06 2018-08-06 2018-08-06 N N N 0.0188 275987944.32 275987944.32 0.0021 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 0.0187 276986643.06 276986643.06 0.0021 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 2018-07-01 2019-03-01 2019-03-01 N N N 0.0188 178976205.53 178976205.53 0.0014 N N N 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 2018-07-01 2019-03-01 2019-03-01 N N N 0.0188 107989221.60 107989221.60 0.0008 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 2018-07-01 2019-03-01 2019-03-01 N N N 0.0188 88988169.23 88988169.23 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130ABHT6 2549001DPIFGXC1TOL40 US3130ABHT69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0186 58000000.00 58000000.00 0.0004 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130ABHS8 2549001DPIFGXC1TOL40 US3130ABHS86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0185 135999911.60 135999911.60 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AEAN0 2549001DPIFGXC1TOL40 US3130AEAN02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2018-10-04 2018-10-04 N N N 0.0188 272978072.64 272978072.64 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AEAQ3 2549001DPIFGXC1TOL40 US3130AEAQ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2018-10-04 2018-10-04 N N N 0.0188 90992690.88 90992690.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 313385D86 2549001DPIFGXC1TOL40 US313385D867 U.S. Government Agency Debt Y N/A N/A 2018-08-30 2018-08-30 2018-08-30 N N N 0.0186 336936314.00 336936314.00 0.0026 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 0.0187 272994676.50 272994676.50 0.0021 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 0.0187 90998223.68 90998223.68 0.0007 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 0.0187 181996451.00 181996451.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ABPK6 2549001DPIFGXC1TOL40 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-01 2018-10-01 2018-10-01 N N N 0.0186 97999755.98 97999755.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-01 2019-02-01 2019-02-01 N N N 0.0187 162996544.40 162996544.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ABPL4 2549001DPIFGXC1TOL40 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-01 2018-10-01 2018-10-01 N N N 0.0186 97999755.98 97999755.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AEDM9 2549001DPIFGXC1TOL40 US3130AEDM91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2018-12-04 2018-12-04 N N N 0.0188 35996799.60 35996799.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ADCU4 2549001DPIFGXC1TOL40 US3130ADCU44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2018-10-05 2018-10-05 N N N 0.0188 10799257.18 10799257.18 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ADE32 2549001DPIFGXC1TOL40 US3130ADE326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0187 375998796.80 375998796.80 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ADN40 2549001DPIFGXC1TOL40 US3130ADN400 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-08 2018-08-08 2018-08-08 N N N 0.0190 124994005.00 124994005.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130ADLK6 2549001DPIFGXC1TOL40 US3130ADLK60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2018-08-08 2018-08-08 N N N 0.0190 91995587.68 91995587.68 0.0007 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 2019-01-30 2019-01-30 2019-01-30 N N N 0.0187 109997855.00 109997855.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130ADA36 2549001DPIFGXC1TOL40 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-03 2019-01-03 2019-01-03 N N N 0.0189 188990429.04 188990429.04 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2019-02-04 2019-02-04 N N N 0.0189 363969948.16 363969948.16 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2019-03-04 2019-03-04 N N N 0.0189 251966055.60 251966055.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130ADRQ7 2549001DPIFGXC1TOL40 US3130ADRQ76 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2018-09-05 2018-09-05 N N N 0.0188 183995160.80 183995160.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130ACJZ8 2549001DPIFGXC1TOL40 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2018-09-05 2018-09-05 N N N 0.0188 189995003.00 189995003.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130AEF96 2549001DPIFGXC1TOL40 US3130AEF966 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-06 2018-12-06 2018-12-06 N N N 0.0190 719933724.00 719933724.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130AEAR1 2549001DPIFGXC1TOL40 US3130AEAR16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-07 2018-10-05 2018-10-05 N N N 0.0190 365970112.44 365970112.44 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ACKZ6 2549001DPIFGXC1TOL40 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2019-01-04 2019-01-04 N N N 0.0189 5999991.84 5999991.84 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ACYG3 2549001DPIFGXC1TOL40 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2018-09-04 2018-09-04 N N N 0.0187 347999954.76 347999954.76 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ACY32 2549001DPIFGXC1TOL40 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2018-09-04 2018-09-04 N N N 0.0187 151999980.24 151999980.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ACYJ7 2549001DPIFGXC1TOL40 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2018-09-04 2018-09-04 N N N 0.0187 189999975.30 189999975.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ACXZ2 2549001DPIFGXC1TOL40 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2018-09-05 2018-09-05 N N N 0.0188 132999984.04 132999984.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ABQL3 2549001DPIFGXC1TOL40 US3130ABQL33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0188 217999548.74 217999548.74 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ADN65 2549001DPIFGXC1TOL40 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-08 2018-11-08 2018-11-08 N N N 0.0192 182976918.21 182976918.21 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ACRZ9 2549001DPIFGXC1TOL40 US3130ACRZ92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-08 2018-08-08 2018-08-08 N N N 0.0190 191993746.56 191993746.56 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ADMY5 2549001DPIFGXC1TOL40 US3130ADMY55 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-10 2018-08-10 2018-08-10 N N N 0.0191 183990877.28 183990877.28 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ADN99 2549001DPIFGXC1TOL40 US3130ADN996 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2018-09-11 2018-09-11 N N N 0.0192 183985879.84 183985879.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130ADNB4 2549001DPIFGXC1TOL40 US3130ADNB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-09-12 2018-09-12 N N N 0.0192 91992836.88 91992836.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130ACY24 2549001DPIFGXC1TOL40 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-06 2018-09-06 2018-09-06 N N N 0.0189 284999954.40 284999954.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130ADN24 2549001DPIFGXC1TOL40 US3130ADN244 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2018-11-09 2018-11-09 N N N 0.0193 182976751.68 182976751.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130ACKS2 2549001DPIFGXC1TOL40 US3130ACKS23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0190 230998708.71 230998708.71 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130ADE40 2549001DPIFGXC1TOL40 US3130ADE409 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0191 187998479.08 187998479.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130ADDW9 2549001DPIFGXC1TOL40 US3130ADDW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0191 281997718.62 281997718.62 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130ADN57 2549001DPIFGXC1TOL40 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-13 2018-11-13 2018-11-13 N N N 0.0193 182975265.72 182975265.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130ACS39 2549001DPIFGXC1TOL40 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-13 2018-08-13 2018-08-13 N N N 0.0192 95996442.24 95996442.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130ADE57 2549001DPIFGXC1TOL40 US3130ADE573 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-13 2018-07-13 2018-07-13 N N N 0.0191 300997318.09 300997318.09 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 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 0.0190 206286057.00 206286057.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 313385E69 2549001DPIFGXC1TOL40 US313385E691 U.S. Government Agency Debt Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0190 161432514.00 161432514.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 313385E77 2549001DPIFGXC1TOL40 US313385E774 U.S. Government Agency Debt Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N N 0.0190 237153434.00 237153434.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-05 2019-07-05 2019-07-05 N N N 0.0191 181998842.48 181998842.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AD4D1 2549001DPIFGXC1TOL40 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-07 2018-09-07 2018-09-07 N N N 0.0190 376996463.74 376996463.74 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130ADYD8 2549001DPIFGXC1TOL40 US3130ADYD80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2018-08-09 2018-08-09 N N N 0.0192 91997936.44 91997936.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130ADYE6 2549001DPIFGXC1TOL40 US3130ADYE63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2018-08-09 2018-08-09 N N N 0.0192 91997936.44 91997936.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130ADYB2 2549001DPIFGXC1TOL40 US3130ADYB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-08-10 2018-08-10 N N N 0.0192 184995585.90 184995585.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130ABHX7 2549001DPIFGXC1TOL40 US3130ABHX71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0191 232998438.90 232998438.90 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130ADYP1 2549001DPIFGXC1TOL40 US3130ADYP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-13 2018-08-13 2018-08-13 N N N 0.0192 91997635.60 91997635.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AEGK0 2549001DPIFGXC1TOL40 US3130AEGK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-14 2018-10-12 2018-10-12 N N N 0.0193 266977758.90 266977758.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AEGL8 2549001DPIFGXC1TOL40 US3130AEGL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-15 2018-10-15 2018-10-15 N N N 0.0193 177984711.58 177984711.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130ADMZ2 2549001DPIFGXC1TOL40 US3130ADMZ21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-15 2018-08-15 2018-08-15 N N N 0.0194 182989292.67 182989292.67 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 313385F35 2549001DPIFGXC1TOL40 US313385F359 U.S. Government Agency Debt Y N/A N/A 2018-09-10 2018-09-10 2018-09-10 N N N 0.0191 391517604.00 391517604.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 313385F43 2549001DPIFGXC1TOL40 US313385F433 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2018-09-11 2018-09-11 N N N 0.0191 56781918.00 56781918.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0191 257981094.00 257981094.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0191 523902312.00 523902312.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-04 2019-02-04 2019-02-04 N N N 0.0189 87513346.38 87513346.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ABKN5 2549001DPIFGXC1TOL40 US3130ABKN52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0191 97999738.34 97999738.34 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AB4R4 2549001DPIFGXC1TOL40 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-10 2018-10-10 2018-10-10 N N N 0.0192 54997375.95 54997375.95 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ABRW8 2549001DPIFGXC1TOL40 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-10 2018-08-10 2018-08-10 N N N 0.0192 272995094.19 272995094.19 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADYU0 2549001DPIFGXC1TOL40 US3130ADYU06 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-10 2018-10-10 2018-10-10 N N N 0.0192 460978005.69 460978005.69 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADZ21 2549001DPIFGXC1TOL40 US3130ADZ214 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-10 2018-10-10 2018-10-10 N N N 0.0192 184991173.65 184991173.65 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AE5Z9 2549001DPIFGXC1TOL40 US3130AE5Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-10 2018-10-10 2018-10-10 N N N 0.0192 64996898.85 64996898.85 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ABSF4 2549001DPIFGXC1TOL40 US3130ABSF47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2018-07-11 2018-07-11 N N N 0.0191 58999792.32 58999792.32 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2019-02-12 2019-02-12 N N N 0.0194 185971722.42 185971722.42 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ABKH8 2549001DPIFGXC1TOL40 US3130ABKH84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0191 96999618.79 96999618.79 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ABSD9 2549001DPIFGXC1TOL40 US3130ABSD98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0191 98999610.93 98999610.93 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ABSY3 2549001DPIFGXC1TOL40 US3130ABSY36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-13 2018-07-13 2018-07-13 N N N 0.0191 58999743.94 58999743.94 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ABKX3 2549001DPIFGXC1TOL40 US3130ABKX35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-13 2018-07-13 2018-07-13 N N N 0.0191 97999574.68 97999574.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADZ47 2549001DPIFGXC1TOL40 US3130ADZ479 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-13 2018-10-12 2018-10-12 N N N 0.0193 91995434.04 91995434.04 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ABKW5 2549001DPIFGXC1TOL40 US3130ABKW51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-13 2018-07-13 2018-07-13 N N N 0.0191 97999574.68 97999574.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 488962841.00 488962841.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 287785333.00 287785333.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385G42 2549001DPIFGXC1TOL40 US313385G423 U.S. Government Agency Debt Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0192 499862986.00 499862986.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385G59 2549001DPIFGXC1TOL40 US313385G597 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0192 291736877.00 291736877.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385G67 2549001DPIFGXC1TOL40 US313385G670 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0192 674044895.00 674044895.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 313385H25 2549001DPIFGXC1TOL40 US313385H256 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0192 203065476.00 203065476.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADSX1 2549001DPIFGXC1TOL40 US3130ADSX19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2018-10-09 2018-10-09 N N N 0.0193 275998214.28 275998214.28 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2019-02-11 2019-02-11 N N N 0.0194 182983498.89 182983498.89 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADT77 2549001DPIFGXC1TOL40 US3130ADT779 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-10-12 2018-10-12 N N N 0.0193 73999397.64 73999397.64 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2019-03-12 2019-03-12 N N N 0.0195 355935976.96 355935976.96 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-14 2019-02-14 2019-02-14 N N N 0.0195 185971047.24 185971047.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-14 2019-02-14 2019-02-14 N N N 0.0195 185971047.24 185971047.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-17 2019-03-15 2019-03-15 N N N 0.0195 106980476.78 106980476.78 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADND0 2549001DPIFGXC1TOL40 US3130ADND00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2018-09-19 2018-09-19 N N N 0.0196 275976366.12 275976366.12 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ACPP3 2549001DPIFGXC1TOL40 US3130ACPP39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0195 94997532.85 94997532.85 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 313385H33 2549001DPIFGXC1TOL40 US313385H330 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2018-09-26 2018-09-26 N N N 0.0193 1425364112.00 1425364112.00 0.0109 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 398124800.00 398124800.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 226918824.00 226918824.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADSP8 2549001DPIFGXC1TOL40 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2018-12-07 2018-12-07 N N N 0.0193 91001229.41 91001229.41 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACZU1 2549001DPIFGXC1TOL40 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2018-12-11 2018-12-11 N N N 0.0193 382012097.94 382012097.94 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACZX5 2549001DPIFGXC1TOL40 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2018-12-11 2018-12-11 N N N 0.0193 382012097.94 382012097.94 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AD4P4 2549001DPIFGXC1TOL40 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2019-01-11 2019-01-11 N N N 0.0194 149999098.50 149999098.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ABSH0 2549001DPIFGXC1TOL40 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2018-10-11 2018-10-11 N N N 0.0193 24000146.64 24000146.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACZV9 2549001DPIFGXC1TOL40 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2018-12-11 2018-12-11 N N N 0.0193 190006017.30 190006017.30 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ABTN6 2549001DPIFGXC1TOL40 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-10-12 2018-10-12 N N N 0.0193 392002234.40 392002234.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ABSW7 2549001DPIFGXC1TOL40 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-12 2018-10-12 2018-10-12 N N N 0.0193 16000091.20 16000091.20 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-14 2019-06-14 2019-06-14 N N N 0.0196 88979504.19 88979504.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADZF2 2549001DPIFGXC1TOL40 US3130ADZF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-14 2019-01-14 2019-01-14 N N N 0.0195 276982975.58 276982975.58 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADZX3 2549001DPIFGXC1TOL40 US3130ADZX36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-16 2018-08-16 2018-08-16 N N N 0.0196 257988028.80 257988028.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADE65 2549001DPIFGXC1TOL40 US3130ADE656 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-17 2018-07-17 2018-07-17 N N N 0.0195 187997704.52 187997704.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADZW5 2549001DPIFGXC1TOL40 US3130ADZW52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-17 2018-08-17 2018-08-17 N N N 0.0196 55997329.36 55997329.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACS70 2549001DPIFGXC1TOL40 US3130ACS708 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-22 2018-08-22 2018-08-22 N N N 0.0196 95995375.68 95995375.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADGZ9 2549001DPIFGXC1TOL40 US3130ADGZ94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0195 55998871.60 55998871.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADH54 2549001DPIFGXC1TOL40 US3130ADH543 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0195 36999254.45 36999254.45 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADH21 2549001DPIFGXC1TOL40 US3130ADH212 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0195 55998871.60 55998871.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADGT3 2549001DPIFGXC1TOL40 US3130ADGT35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2018-07-24 2018-07-24 N N N 0.0196 185996054.94 185996054.94 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADZV7 2549001DPIFGXC1TOL40 US3130ADZV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2018-08-24 2018-08-24 N N N 0.0196 275984367.36 275984367.36 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADHA3 2549001DPIFGXC1TOL40 US3130ADHA35 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2018-07-24 2018-07-24 N N N 0.0196 194995864.05 194995864.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADH47 2549001DPIFGXC1TOL40 US3130ADH477 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2018-07-24 2018-07-24 N N N 0.0196 92998027.47 92998027.47 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADGV8 2549001DPIFGXC1TOL40 US3130ADGV80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2018-07-24 2018-07-24 N N N 0.0196 185996054.94 185996054.94 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACQ80 2549001DPIFGXC1TOL40 US3130ACQ801 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0196 189994311.40 189994311.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACQR8 2549001DPIFGXC1TOL40 US3130ACQR85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0197 191994003.84 191994003.84 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACQT4 2549001DPIFGXC1TOL40 US3130ACQT42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0197 191994003.84 191994003.84 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-08 2019-02-08 2019-02-08 N N N 0.0192 48007311.36 48007311.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADEL2 2549001DPIFGXC1TOL40 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-16 2018-10-16 2018-10-16 N N N 0.0197 29997963.30 29997963.30 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADYA4 2549001DPIFGXC1TOL40 US3130ADYA42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-18 2018-08-17 2018-08-17 N N N 0.0196 368989055.46 368989055.46 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACV92 2549001DPIFGXC1TOL40 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-08-20 2018-08-20 N N N 0.0196 675983140.56 675983140.56 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACV68 2549001DPIFGXC1TOL40 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-08-20 2018-08-20 N N N 0.0196 193995161.64 193995161.64 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACVA9 2549001DPIFGXC1TOL40 US3130ACVA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-08-20 2018-08-20 N N N 0.0196 9999750.60 9999750.60 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AD5S7 2549001DPIFGXC1TOL40 US3130AD5S70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-07-20 2018-07-20 N N N 0.0195 186998634.90 186998634.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADA93 2549001DPIFGXC1TOL40 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-21 2018-09-21 2018-09-21 N N N 0.0196 281984278.50 281984278.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEHF0 2549001DPIFGXC1TOL40 US3130AEHF05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-21 2018-12-21 2018-12-21 N N N 0.0198 453936262.94 453936262.94 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADA69 2549001DPIFGXC1TOL40 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-22 2018-10-22 2018-10-22 N N N 0.0197 375971845.12 375971845.12 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADAK8 2549001DPIFGXC1TOL40 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-22 2018-10-22 2018-10-22 N N N 0.0197 281978883.84 281978883.84 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACS62 2549001DPIFGXC1TOL40 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-09-21 2018-09-21 N N N 0.0196 95994648.00 95994648.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ABH82 2549001DPIFGXC1TOL40 US3130ABH828 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2018-07-24 2018-07-24 N N N 0.0192 36000432.00 36000432.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEHG8 2549001DPIFGXC1TOL40 US3130AEHG87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2018-12-24 2018-12-24 N N N 0.0198 1000856857.00 1000856857.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADZC9 2549001DPIFGXC1TOL40 US3130ADZC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2018-08-24 2018-08-24 N N N 0.0197 258989062.43 258989062.43 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-02-25 2019-02-25 N N N 0.0198 145971781.12 145971781.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEDC1 2549001DPIFGXC1TOL40 US3130AEDC10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2018-10-25 2018-10-25 N N N 0.0197 179983072.80 179983072.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADEE8 2549001DPIFGXC1TOL40 US3130ADEE83 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2018-07-25 2018-07-25 N N N 0.0196 93998205.54 93998205.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADHD7 2549001DPIFGXC1TOL40 US3130ADHD73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0196 129996973.60 129996973.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADHC9 2549001DPIFGXC1TOL40 US3130ADHC90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0196 129996973.60 129996973.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-28 2019-02-28 2019-02-28 N N N 0.0198 291941997.12 291941997.12 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEDD9 2549001DPIFGXC1TOL40 US3130AEDD92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-29 2018-10-29 2018-10-29 N N N 0.0198 125987749.02 125987749.02 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-09 2019-04-09 2019-04-09 N N N 0.0194 166014480.18 166014480.18 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-10 2019-07-10 2019-07-10 N N N 0.0195 94003864.34 94003864.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-10 2019-07-10 2019-07-10 N N N 0.0195 282011593.02 282011593.02 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2019-07-11 2019-07-11 N N N 0.0195 94003816.40 94003816.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2019-07-11 2019-07-11 N N N 0.0195 94003816.40 94003816.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-13 2019-03-13 2019-03-13 N N N 0.0194 34004423.06 34004423.06 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACT53 2549001DPIFGXC1TOL40 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-16 2018-11-16 2018-11-16 N N N 0.0197 92894813.39 92894813.39 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADZ39 2549001DPIFGXC1TOL40 US3130ADZ396 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-16 2018-10-16 2018-10-16 N N N 0.0197 215988444.00 215988444.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABT63 2549001DPIFGXC1TOL40 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-17 2018-08-17 2018-08-17 N N N 0.0196 97998382.02 97998382.02 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABT48 2549001DPIFGXC1TOL40 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-17 2018-08-17 2018-08-17 N N N 0.0196 196996747.53 196996747.53 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD5F5 2549001DPIFGXC1TOL40 US3130AD5F59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-18 2018-07-18 2018-07-18 N N N 0.0195 186998795.72 186998795.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADFF4 2549001DPIFGXC1TOL40 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2019-01-18 2019-01-18 N N N 0.0198 187977494.52 187977494.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD5G3 2549001DPIFGXC1TOL40 US3130AD5G33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2018-07-19 2018-07-19 N N N 0.0195 186998715.31 186998715.31 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADYW6 2549001DPIFGXC1TOL40 US3130ADYW61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2018-10-19 2018-10-19 N N N 0.0197 184989530.85 184989530.85 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABU38 2549001DPIFGXC1TOL40 US3130ABU383 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-08-20 2018-08-20 N N N 0.0196 266995116.57 266995116.57 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACUF9 2549001DPIFGXC1TOL40 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-11-20 2018-11-20 N N N 0.0196 134994805.20 134994805.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACUA0 2549001DPIFGXC1TOL40 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-11-20 2018-11-20 N N N 0.0196 53997922.08 53997922.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD5R9 2549001DPIFGXC1TOL40 US3130AD5R97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-09-20 2018-09-20 N N N 0.0196 186995899.09 186995899.09 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACUC6 2549001DPIFGXC1TOL40 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-11-20 2018-11-20 N N N 0.0196 188992727.28 188992727.28 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACU93 2549001DPIFGXC1TOL40 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-11-20 2018-11-20 N N N 0.0196 404984415.60 404984415.60 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABU20 2549001DPIFGXC1TOL40 US3130ABU201 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-08-20 2018-08-20 N N N 0.0196 319994147.20 319994147.20 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD5E8 2549001DPIFGXC1TOL40 US3130AD5E84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-21 2018-09-21 2018-09-21 N N N 0.0196 371991622.56 371991622.56 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD5D0 2549001DPIFGXC1TOL40 US3130AD5D02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-21 2018-09-21 2018-09-21 N N N 0.0196 92997905.64 92997905.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACV76 2549001DPIFGXC1TOL40 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-21 2018-08-21 2018-08-21 N N N 0.0196 290992367.07 290992367.07 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACUD4 2549001DPIFGXC1TOL40 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-21 2018-11-21 2018-11-21 N N N 0.0197 134994725.55 134994725.55 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACUE2 2549001DPIFGXC1TOL40 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-21 2018-11-21 2018-11-21 N N N 0.0197 269989451.10 269989451.10 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AECT5 2549001DPIFGXC1TOL40 US3130AECT53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-11-23 2018-11-23 N N N 0.0197 361971720.56 361971720.56 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AECZ1 2549001DPIFGXC1TOL40 US3130AECZ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-11-23 2018-11-23 N N N 0.0197 89992969.20 89992969.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AECU2 2549001DPIFGXC1TOL40 US3130AECU27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-11-23 2018-11-23 N N N 0.0197 179985938.40 179985938.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADZ62 2549001DPIFGXC1TOL40 US3130ADZ628 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-10-23 2018-10-23 N N N 0.0197 202987706.32 202987706.32 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABNC6 2549001DPIFGXC1TOL40 US3130ABNC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0196 194997775.05 194997775.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AE5R7 2549001DPIFGXC1TOL40 US3130AE5R79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2018-10-24 2018-10-24 N N N 0.0197 547966210.32 547966210.32 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADFE7 2549001DPIFGXC1TOL40 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-01-25 2019-01-25 N N N 0.0198 280964029.19 280964029.19 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADZS4 2549001DPIFGXC1TOL40 US3130ADZS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2018-10-25 2018-10-25 N N N 0.0197 183985574.40 183985574.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADFC1 2549001DPIFGXC1TOL40 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-01-25 2019-01-25 N N N 0.0198 187975934.12 187975934.12 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-03-25 2019-03-25 N N N 0.0198 362928227.64 362928227.64 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-01-25 2019-01-25 N N N 0.0198 375951868.24 375951868.24 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACSS4 2549001DPIFGXC1TOL40 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-09-27 2018-09-27 N N N 0.0198 95994258.24 95994258.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABB39 2549001DPIFGXC1TOL40 US3130ABB391 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0197 20999562.57 20999562.57 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADZB1 2549001DPIFGXC1TOL40 US3130ADZB16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-28 2018-08-28 2018-08-28 N N N 0.0198 258987741.53 258987741.53 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 313385H82 2549001DPIFGXC1TOL40 US313385H827 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0196 265663665.00 265663665.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 313385J23 2549001DPIFGXC1TOL40 US313385J237 U.S. Government Agency Debt Y N/A N/A 2018-10-03 2018-10-03 2018-10-03 N N N 0.0196 88544765.00 88544765.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 313385J31 2549001DPIFGXC1TOL40 US313385J310 U.S. Government Agency Debt Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0196 324314580.00 324314580.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 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 0.0196 1078336100.00 1078336100.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 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 0.0196 144210475.00 144210475.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-02 2019-08-02 2019-08-02 N N N 0.0200 186939765.43 186939765.43 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2019-02-11 2019-02-11 N N N 0.0194 40006059.60 40006059.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-11 2019-02-11 2019-02-11 N N N 0.0194 38005756.62 38005756.62 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AD5C2 2549001DPIFGXC1TOL40 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-18 2018-12-18 2018-12-18 N N N 0.0197 118997603.34 118997603.34 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AD5T5 2549001DPIFGXC1TOL40 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-18 2018-12-18 2018-12-18 N N N 0.0197 74998489.50 74998489.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AD7M8 2549001DPIFGXC1TOL40 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2018-12-19 2018-12-19 N N N 0.0197 188991614.07 188991614.07 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACNP5 2549001DPIFGXC1TOL40 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2019-01-18 2019-01-18 N N N 0.0198 189992764.80 189992764.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-22 2019-02-22 2019-02-22 N N N 0.0198 184582621.94 184582621.94 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AED98 2549001DPIFGXC1TOL40 US3130AED987 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2019-01-24 2019-01-24 N N N 0.0198 89991108.90 89991108.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADZL9 2549001DPIFGXC1TOL40 US3130ADZL97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2019-01-24 2019-01-24 N N N 0.0198 109992199.90 109992199.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-02-25 2019-02-25 N N N 0.0198 180982509.97 180982509.97 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-02-25 2019-02-25 N N N 0.0198 72992946.01 72992946.01 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEA34 2549001DPIFGXC1TOL40 US3130AEA348 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2018-10-25 2018-10-25 N N N 0.0197 180991467.66 180991467.66 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADQC9 2549001DPIFGXC1TOL40 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-26 2018-11-26 2018-11-26 N N N 0.0198 312987470.61 312987470.61 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEA42 2549001DPIFGXC1TOL40 US3130AEA421 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-26 2018-10-26 2018-10-26 N N N 0.0198 180994251.44 180994251.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ABPC4 2549001DPIFGXC1TOL40 US3130ABPC43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0197 389994579.00 389994579.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADJK9 2549001DPIFGXC1TOL40 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-28 2019-01-28 2019-01-28 N N N 0.0199 185970091.20 185970091.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEDJ6 2549001DPIFGXC1TOL40 US3130AEDJ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-29 2019-01-29 2019-01-29 N N N 0.0199 89990534.70 89990534.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-02 2019-08-02 2019-08-02 N N N 0.0200 273911741.86 273911741.86 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 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 0.0197 182917160.00 182917160.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 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 0.0197 235579185.00 235579185.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 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 0.0197 90439440.00 90439440.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 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 0.0197 309067135.00 309067135.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 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 0.0197 91423160.00 91423160.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABUA2 2549001DPIFGXC1TOL40 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2018-10-19 2018-10-19 N N N 0.0197 133000349.79 133000349.79 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABTY2 2549001DPIFGXC1TOL40 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-19 2018-10-19 2018-10-19 N N N 0.0197 267000702.21 267000702.21 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AE5S5 2549001DPIFGXC1TOL40 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-01-25 2019-01-25 N N N 0.0198 273995626.96 273995626.96 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AE5U0 2549001DPIFGXC1TOL40 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-01-25 2019-01-25 N N N 0.0198 90998547.64 90998547.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AE5Y2 2549001DPIFGXC1TOL40 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-01-25 2019-01-25 N N N 0.0198 90998547.64 90998547.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-26 2019-02-26 2019-02-26 N N N 0.0199 92990978.07 92990978.07 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABBU9 2549001DPIFGXC1TOL40 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-26 2018-10-26 2018-10-26 N N N 0.0198 152997553.53 152997553.53 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABXP6 2549001DPIFGXC1TOL40 US3130ABXP63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0197 100999654.58 100999654.58 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABXN1 2549001DPIFGXC1TOL40 US3130ABXN16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0197 100999646.50 100999646.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABWG7 2549001DPIFGXC1TOL40 US3130ABWG73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-08-27 2018-08-27 N N N 0.0198 54998760.30 54998760.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADQW5 2549001DPIFGXC1TOL40 US3130ADQW53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-28 2018-11-28 2018-11-28 N N N 0.0198 183996222.48 183996222.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABBT2 2549001DPIFGXC1TOL40 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-28 2018-10-26 2018-10-26 N N N 0.0198 96998460.61 96998460.61 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADQV7 2549001DPIFGXC1TOL40 US3130ADQV70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-28 2018-11-28 2018-11-28 N N N 0.0198 91998111.24 91998111.24 0.0007 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 0.0205 181949706.12 181949706.12 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 0.0205 363897162.72 363897162.72 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 0.0205 90974290.68 90974290.68 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 0.0205 545835413.76 545835413.76 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ABN69 2549001DPIFGXC1TOL40 US3130ABN693 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-21 2018-12-21 2018-12-21 N N N 0.0198 72003337.92 72003337.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2019-05-24 2019-05-24 N N N 0.0199 92993784.81 92993784.81 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACZW7 2549001DPIFGXC1TOL40 US3130ACZW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-24 2019-01-24 2019-01-24 N N N 0.0198 31000394.32 31000394.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-26 2019-05-24 2019-05-24 N N N 0.0200 464968951.95 464968951.95 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACXM1 2549001DPIFGXC1TOL40 US3130ACXM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-28 2018-08-28 2018-08-28 N N N 0.0198 47999623.68 47999623.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ABXT8 2549001DPIFGXC1TOL40 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-28 2018-08-28 2018-08-28 N N N 0.0198 200998424.16 200998424.16 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-02 2020-01-02 2020-01-02 N N N 0.0203 37983139.40 37983139.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-17 2019-05-17 2019-05-17 N N N 0.0199 37002585.56 37002585.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADUR1 2549001DPIFGXC1TOL40 US3130ADUR13 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-20 2018-09-20 2018-09-20 N N N 0.0196 366027552.48 366027552.48 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-04-25 2019-04-25 N N N 0.0199 74005977.72 74005977.72 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-25 2019-04-25 2019-04-25 N N N 0.0199 37002988.86 37002988.86 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ABNL6 2549001DPIFGXC1TOL40 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-12-27 2018-12-27 N N N 0.0199 49002359.35 49002359.35 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ACX25 2549001DPIFGXC1TOL40 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2019-01-11 2019-01-11 N N N 0.0199 26000536.12 26000536.12 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-02 2020-01-02 2020-01-02 N N N 0.0202 46986088.94 46986088.94 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-02 2020-01-02 2020-01-02 N N N 0.0203 55975136.00 55975136.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-02 2020-01-02 2020-01-02 N N N 0.0203 181919192.00 181919192.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKW9 2549001DPIFGXC1TOL40 US3130AEKW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-03 2019-01-03 2019-01-03 N N N 0.0201 185000000.00 185000000.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130ADUS9 2549001DPIFGXC1TOL40 US3130ADUS95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-21 2018-09-21 2018-09-21 N N N 0.0196 183014122.11 183014122.11 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEJM3 2549001DPIFGXC1TOL40 US3130AEJM38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-12-21 2018-12-21 N N N 0.0203 179974423.80 179974423.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEK66 2549001DPIFGXC1TOL40 US3130AEK669 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-28 2018-12-28 2018-12-28 N N N 0.0204 369945225.20 369945225.20 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEJL5 2549001DPIFGXC1TOL40 US3130AEJL54 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2019-01-02 2019-01-02 N N N 0.0204 180972341.39 180972341.39 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130ADVK5 2549001DPIFGXC1TOL40 US3130ADVK50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-22 2018-10-22 2018-10-22 N N N 0.0197 91012574.38 91012574.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ADVJ8 2549001DPIFGXC1TOL40 US3130ADVJ87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-26 2018-09-26 2018-09-26 N N N 0.0197 364037877.84 364037877.84 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AANP9 2549001DPIFGXC1TOL40 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-07-23 2019-01-23 2019-01-23 N N N 0.0198 220088380.60 220088380.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130ADPC0 2549001DPIFGXC1TOL40 US3130ADPC09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2018-09-26 2018-09-26 N N N 0.0201 331063038.95 331063038.95 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ACGZ1 2549001DPIFGXC1TOL40 US3130ACGZ12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0200 96029159.04 96029159.04 0.0007 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 0.0206 268205984.80 268205984.80 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 0.0206 535421708.40 535421708.40 0.0041 N N N N Freddie Mac Freddie Mac, 1.98% 3134GAJQ8 S6XOOCT0IEG5ABCC6L87 US3134GAJQ87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-14 2018-09-14 2018-09-14 N N N 0.0190 16973446.00 16973446.00 0.0001 N N N N Barclays Bank PLC Barclays Bank PLC, 2.10% G5GSEF7VJP5I7OUK5573 DDF364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-30 2040-11-15 0 - 6.75 767148600.00 785537460.45 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 770000000.00 770000000.00 0.0059 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.00% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-11-15 2043-11-15 3.75 - 3.75 72345000.00 82805045.08 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0200 80000000.00 80000000.00 0.0006 N Y 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 192350000.00 176872396.49 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0178 170000000.00 170000000.00 0.0013 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 - 3.625 166870000.00 173391095.54 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 169000000.00 169000000.00 0.0013 N Y 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 87412717.70 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 85000000.00 85000000.00 0.0007 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 140005000.00 136854768.48 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 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 122123465.33 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 119000000.00 119000000.00 0.0009 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 103582270.91 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 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 66090000.00 70503537.15 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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 106389558.85 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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 86204538.26 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 84000000.00 84000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.88% 3Y4U8VZURTYWI1W2K376 DDB131000 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 1.625 - 1.625 185090000.00 170933427.15 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 167000000.00 167000000.00 0.0013 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 87350000.00 85990354.88 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 84000000.00 84000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.90% 3Y4U8VZURTYWI1W2K376 DCG240000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-11-15 2044-11-15 3 - 3 513475000.00 517685329.76 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 502000000.00 502000000.00 0.0038 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.94% 3Y4U8VZURTYWI1W2K376 DCI963000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 2.25 - 2.25 173215000.00 168089145.26 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 164000000.00 164000000.00 0.0013 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 2042-05-15 1.375 - 3 86750000.00 86648749.25 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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 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 242580000.00 259928443.60 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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 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 2018-11-15 2047-11-15 1.125 - 7.625 171433700.00 173082812.27 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 168000000.00 168000000.00 0.0013 N Y 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 2019-04-30 2047-11-15 1.143 - 4.375 506131200.00 523703201.70 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 507800000.00 507800000.00 0.0039 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 2019-07-31 2047-11-15 1.125 - 8.75 435639600.00 432539852.22 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 421000000.00 421000000.00 0.0032 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 2019-10-31 2047-11-15 1.125 - 5.25 173514400.00 171882518.93 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 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 2019-04-30 2047-08-15 0.875 - 8.125 345618500.00 346757147.08 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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 2019-10-31 2046-11-15 1.181 - 4.375 169977300.00 172835218.90 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0185 168000000.00 168000000.00 0.0013 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 2019-04-30 2047-08-15 1.143 - 5.25 521309700.00 516677297.94 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 503000000.00 503000000.00 0.0038 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 2018-07-31 2047-11-15 1.143 - 6.375 626137200.00 603618846.01 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 588000000.00 588000000.00 0.0045 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 2018-08-16 2047-11-15 0 - 8.75 337911300.00 342715462.01 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 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 2019-04-30 2047-11-15 1.143 - 8 191820200.00 173024943.38 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0187 168000000.00 168000000.00 0.0013 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 2019-04-30 2047-11-15 1.133 - 8.75 172785800.00 170960343.83 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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, 1.94% R0MUWSFPU8MPRO8K5P83 DCA988000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.143 - 4.25 338691300.00 342107636.68 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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 DCG485000 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 - 8.125 556736200.00 546610851.87 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 535000000.00 535000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCF916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.143 - 7.5 334555800.00 340307303.66 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 333000000.00 333000000.00 0.0025 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 2019-04-30 2047-11-15 1.125 - 7.625 348680800.00 342663504.62 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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 BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCF753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-02 2047-11-15 0 - 9 341596100.00 340997029.26 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-09-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 333000000.00 333000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DDE605000 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 - 8.75 520459800.00 516301035.11 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 506000000.00 506000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCJ131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.125 - 7.625 303555200.00 336046350.92 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 329000000.00 329000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.96% R0MUWSFPU8MPRO8K5P83 DCH527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.143 - 3.5 168571700.00 169729224.49 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 165000000.00 165000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.96% R0MUWSFPU8MPRO8K5P83 DDA023000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2047-11-15 1.143 - 8.75 869680100.00 843407659.66 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 825000000.00 825000000.00 0.0063 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.96% R0MUWSFPU8MPRO8K5P83 DCI450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.125 - 4.375 349826300.00 338133334.09 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 330000000.00 330000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.96% R0MUWSFPU8MPRO8K5P83 DCI635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.143 - 7.5 677186500.00 677216990.68 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 660000000.00 660000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.97% R0MUWSFPU8MPRO8K5P83 DCI637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-11-15 1.125 - 7.5 166783800.00 168551964.73 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 165000000.00 165000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.97% R0MUWSFPU8MPRO8K5P83 DCJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 1.143 - 7.625 325348300.00 336971909.71 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 329000000.00 329000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.00% 549300IMBXQ8SGH3HJ31 DDE535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2027-11-15 1.25 - 4 204280900.00 205077015.71 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0199 200999778.90 200999778.90 0.0015 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.00% 549300IMBXQ8SGH3HJ31 DDE116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2044-11-15 1.375 - 6.75 208173000.00 206599830.10 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0199 201999757.60 201999757.60 0.0015 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.04% 549300IMBXQ8SGH3HJ31 DDE865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2026-11-15 1.25 - 6.75 403294200.00 407072290.12 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0201 399000638.40 399000638.40 0.0031 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.13% 549300IMBXQ8SGH3HJ31 DDF432000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-08-15 1.25 - 6 1858092700.00 1857734428.40 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0213 1820000000.00 1820000000.00 0.0139 N Y Y N Deutsche Bank AG Deutsche Bank AG, 2.00% 7LTWFZYICNSX8D621K86 DDE871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-25 2042-08-15 0 - 7.5 103232300.00 102022710.32 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0202 99999380.00 99999380.00 0.0008 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.13% 7LTWFZYICNSX8D621K86 DDF361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-05 2046-05-15 0 - 8.875 861247100.00 864093351.20 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0213 847000000.00 847000000.00 0.0065 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.00% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-19 2043-11-15 0 - 6.375 217336800.00 219548992.60 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0197 215000215.00 215000215.00 0.0016 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.00% 9J6MBOOO7BECTDTUZW19 0000058056 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 - 8.125 199680000.00 203253690.06 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0202 198998766.20 198998766.20 0.0015 N N Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 1.75% 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-02-15 2043-02-15 3.125 - 3.125 392675800.00 409059679.25 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0175 409000000.00 409000000.00 0.0031 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.12% 549300H47WTHXPU08X20 DDF338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2044-05-15 0 - 3.375 6041046700.00 6003720025.92 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 5886000000.00 5886000000.00 0.0450 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.95% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-30 2041-05-15 1.375 - 6.5 332776000.00 344129921.69 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0191 337000707.70 337000707.70 0.0026 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.95% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-30 2048-05-15 0.75 - 8.75 487274000.00 494555360.95 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-07-31 2019-10-31 0 - 0.494 12770600.00 12818440.30 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0192 497001043.70 497001043.70 0.0038 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.12% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-06-30 2024-06-30 2 - 2 223231000.00 215754380.24 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 209000000.00 209000000.00 0.0016 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.12% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 61150000.00 57458567.26 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 56000000.00 56000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2025-11-15 1.375 - 2.75 138899800.00 134640444.90 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 132000000.00 132000000.00 0.0010 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-31 2045-02-15 2 - 2.5 156370500.00 148371518.45 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 145000000.00 145000000.00 0.0011 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2045-08-15 1.125 - 7.125 273121600.00 290983304.57 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 285000000.00 285000000.00 0.0022 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2019-02-28 1.5 - 1.5 36725000.00 36722506.75 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 36000000.00 36000000.00 0.0003 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.10% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2047-05-15 2 - 3 69654100.00 67404999.80 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 66000000.00 66000000.00 0.0005 N Y Y N 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 210689200.00 206847035.92 U.S. Treasuries (including strips) Y N/A N/A 2018-07-18 2018-07-18 2018-07-18 N N N 0.0191 201990970.60 201990970.60 0.0015 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 2026-08-15 1 - 6.75 87578300.00 85968289.61 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0193 83997034.80 83997034.80 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 2022-08-31 0.75 - 2.625 174157300.00 172367920.90 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0195 168992462.60 168992462.60 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 2026-08-15 2.25 - 6.75 88661200.00 86130934.32 U.S. Treasuries (including strips) Y N/A N/A 2018-08-15 2018-08-15 2018-08-15 N N N 0.0197 83994304.80 83994304.80 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.96% H7FNTJ4851HG0EXQ1Z70 DDB295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2020-09-15 1.375 - 1.375 243661800.00 238459157.08 U.S. Treasuries (including strips) Y N/A N/A 2018-07-20 2018-07-20 2018-07-20 N N N 0.0190 233905262.75 233905262.75 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.96% H7FNTJ4851HG0EXQ1Z70 DDC263000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2022-02-28 1.125 - 2.125 271896700.00 267842410.70 U.S. Treasuries (including strips) Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0191 262006261.80 262006261.80 0.0020 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 13338000.00 13277109.79 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0200 12999195.30 12999195.30 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 154714900.00 191898296.95 U.S. Treasuries (including strips) Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0200 187996973.20 187996973.20 0.0014 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.04% H7FNTJ4851HG0EXQ1Z70 DDA095000 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 167545700.00 168266769.51 U.S. Treasuries (including strips) Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0202 165003729.00 165003729.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.04% H7FNTJ4851HG0EXQ1Z70 DCI497000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2021-08-15 2.125 - 2.625 166439400.00 168265157.99 U.S. Treasuries (including strips) Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0202 165003580.50 165003580.50 0.0013 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.95% 549300Y1PMK3RWXMWR72 DDE908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2047-02-15 1.125 - 4.25 235664800.00 253344112.00 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0191 247000518.70 247000518.70 0.0019 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.11% 549300Y1PMK3RWXMWR72 DDF414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2027-11-15 1.125 - 2.25 318755800.00 308094217.27 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0211 302000000.00 302000000.00 0.0023 N Y 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 35706000.00 34844510.47 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 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 34819000.00 35082742.74 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-17 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, 1.88% 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 56208000.00 56273076.88 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0186 55000000.00 55000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.91% U7M81AY481YLIOR75625 DCG265000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2046-11-15 1.375 - 2.875 124796000.00 119847147.25 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0189 117000000.00 117000000.00 0.0009 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 40933075.62 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0189 40000000.00 40000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DDA723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2046-02-15 1.75 - 3.625 89950000.00 89805853.73 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0193 88000000.00 88000000.00 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DCH977000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2024-08-15 1.625 - 2.375 35050000.00 33754623.92 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 33000000.00 33000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DDB238000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2023-12-31 2 - 2.75 34081000.00 33648744.91 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 33000000.00 33000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DDA724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2025-11-15 2.25 - 2.75 118492000.00 117259723.41 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 115000000.00 115000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DDB234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2023-11-30 1.5 - 3.625 90373000.00 89724602.40 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 88000000.00 88000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.95% U7M81AY481YLIOR75625 DDE608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-15 2025-08-15 1 - 2.25 105700000.00 103333388.01 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 101000000.00 101000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.95% U7M81AY481YLIOR75625 DCG786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 101160000.00 102024533.15 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-08-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 100000000.00 100000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.97% U7M81AY481YLIOR75625 DCJ537000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2046-02-15 1.625 - 3.625 148935000.00 151960611.86 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0197 149000000.00 149000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.97% U7M81AY481YLIOR75625 DCJ004000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2046-02-15 2.25 - 3.625 198657000.00 185899085.17 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0197 181000000.00 181000000.00 0.0014 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.98% U7M81AY481YLIOR75625 DCJ005000 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 166531000.00 167247702.54 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 164000000.00 164000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.98% U7M81AY481YLIOR75625 DCJ535000 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 117890000.00 118397365.37 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 116000000.00 116000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.12% U7M81AY481YLIOR75625 DDF376000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2028-05-15 2 - 2.875 113080000.00 111626212.55 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 109000000.00 109000000.00 0.0008 N Y Y N Natixis SA Natixis SA, 1.93% KX1WK48MPD4Y2NCUIZ63 DDD714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-23 2047-08-15 0 - 4.75 344515400.00 343765733.45 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0193 336000000.00 336000000.00 0.0026 N Y Y N Natixis SA Natixis SA, 1.93% KX1WK48MPD4Y2NCUIZ63 DCI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-30 2046-11-15 1.25 - 4.75 352433500.00 337359865.93 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 330000000.00 330000000.00 0.0025 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 2018-12-31 2047-02-15 1.25 - 6.875 698360500.00 682836312.51 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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 Natixis SA Natixis SA, 2.10% KX1WK48MPD4Y2NCUIZ63 DDF381000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2023-05-15 1.125 - 1.75 226936200.00 219338428.77 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 215000000.00 215000000.00 0.0016 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.96% OXTKY6Q8X53C9ILVV871 DDE549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-15 2047-02-15 0 - 9 1969581100.00 2051135487.81 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0194 2006999799.30 2006999799.30 0.0154 N N Y N 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 95840000.00 87076633.93 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0185 84999762.00 84999762.00 0.0007 N Y Y N 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 165410000.00 174109787.95 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0185 169999082.00 169999082.00 0.0013 N N Y N 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 95780000.00 87022120.18 U.S. Treasuries (including strips) Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0186 84999235.00 84999235.00 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 95665000.00 86917635.49 U.S. Treasuries (including strips) Y N/A N/A 2018-07-11 2018-07-11 2018-07-11 N N N 0.0186 84899915.10 84899915.10 0.0006 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 167740000.00 172991693.12 U.S. Treasuries (including strips) Y N/A N/A 2018-07-23 2018-07-23 2018-07-23 N N N 0.0192 168996163.70 168996163.70 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 167730000.00 172981380.03 U.S. Treasuries (including strips) Y N/A N/A 2018-07-24 2018-07-24 2018-07-24 N N N 0.0192 168996163.70 168996163.70 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 229315000.00 259973563.24 U.S. Treasuries (including strips) Y N/A N/A 2018-07-25 2018-07-25 2018-07-25 N N N 0.0192 253996190.00 253996190.00 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 166555000.00 171769592.51 U.S. Treasuries (including strips) Y N/A N/A 2018-07-17 2018-07-17 2018-07-17 N N N 0.0189 168002973.60 168002973.60 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 144675000.00 135935999.17 U.S. Treasuries (including strips) Y N/A N/A 2018-07-19 2018-07-19 2018-07-19 N N N 0.0191 133001928.50 133001928.50 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.01% 5493007VSMFZCPV1NB83 DCH327000 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 93295000.00 84764342.26 U.S. Treasuries (including strips) Y N/A N/A 2018-09-10 2018-09-10 2018-09-10 N N N 0.0205 82992206.30 82992206.30 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.02% 5493007VSMFZCPV1NB83 DCH928000 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 93290000.00 84759799.45 U.S. Treasuries (including strips) Y N/A N/A 2018-09-11 2018-09-11 2018-09-11 N N N 0.0205 82993642.20 82993642.20 0.0006 N N N Y 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 2018-12-27 2048-05-15 0 - 3.125 106413500.00 104145958.84 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0180 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 2018-08-31 2048-05-15 0 - 3.625 198050200.00 190298989.72 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0183 186000000.00 186000000.00 0.0014 N Y 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 2018-12-27 2048-05-15 0 - 3.125 122497100.00 119542591.12 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0185 117000000.00 117000000.00 0.0009 N Y 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 2018-12-27 2048-05-15 0 - 3.125 171303400.00 172849690.88 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 169000000.00 169000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.88% 549300QJJX6CVVUXLE15 DCE953000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2048-05-15 1.5 - 3.625 340475500.00 339045303.54 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0186 331000000.00 331000000.00 0.0025 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 2018-07-19 2045-02-15 0 - 5.5 266642400.00 257654256.70 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 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 RBC Dominion Securities RBC Dominion Securities, 1.90% 549300QJJX6CVVUXLE15 DCF076000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-27 2045-02-15 0 - 5.5 85418600.00 84785146.49 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 83000000.00 83000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.91% 549300QJJX6CVVUXLE15 DDC829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2048-05-15 1.125 - 3.625 173509300.00 173775557.26 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0189 169000000.00 169000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.91% 549300QJJX6CVVUXLE15 DDB914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-31 2048-05-15 0 - 3.625 169926200.00 171469389.29 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0189 168000000.00 168000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.92% 549300QJJX6CVVUXLE15 DDB230000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-19 2048-05-15 0 - 5.5 350725600.00 339914032.93 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 333000000.00 333000000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.93% 549300QJJX6CVVUXLE15 DDE112000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2048-02-15 0 - 5.5 174367600.00 171425315.66 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 168000000.00 168000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.93% 549300QJJX6CVVUXLE15 DDA894000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2028-08-15 0 - 5.5 166623700.00 168426350.58 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 165000000.00 165000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.93% 549300QJJX6CVVUXLE15 DCI100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-31 2048-05-15 0 - 5.5 169621700.00 169306781.16 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 165800000.00 165800000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.95% 549300QJJX6CVVUXLE15 DCG966000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-27 2048-05-15 0 - 3.625 347161100.00 341141825.09 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-09-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 334000000.00 334000000.00 0.0026 N N Y N RBC Financial Group RBC Financial Group, 1.96% ES7IP3U3RHIGC71XBU11 DDE242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2043-11-15 1.875 - 3.75 171711400.00 171507169.57 U.S. Treasuries (including strips) Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 168000000.00 168000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.97% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-30 2041-08-15 0.625 - 9 351990100.00 366735640.38 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2018-07-31 2020-01-31 0 - 0.646 11792500.00 11835627.87 U.S. Treasuries (including strips) Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0192 371002040.50 371002040.50 0.0028 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.13% 6PJDTY319315T5LR2241 DDF358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2026-11-15 2 - 2 291538000.00 285428233.76 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0213 280000000.00 280000000.00 0.0021 N Y Y N Societe Generale Societe Generale, 1.96% O2RNE8IBXP4R0TD8PU41 DCH231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-19 2047-05-15 0 - 6.75 441724800.00 436154323.46 U.S. Treasuries (including strips) Y N/A N/A 2018-07-10 2018-07-10 2018-07-10 N N N 0.0196 424997110.00 424997110.00 0.0033 N N N Y Societe Generale Societe Generale, 1.96% O2RNE8IBXP4R0TD8PU41 DDC635000 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 - 7.875 360007400.00 358378098.67 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 350005775.00 350005775.00 0.0027 N N N Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.10% 5U0XI89JRFVHWIBS4F54 DDF378000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-07-15 2022-04-30 0.75 - 1.875 2107461700.00 2078106746.07 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 2037000000.00 2037000000.00 0.0156 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.10% SUVUFHICNZMP2WKHG940 DDF362000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2027-08-15 1.5 - 2.25 31123600.00 30605447.69 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 30000000.00 30000000.00 0.0002 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.12%, dated 6/29/2018 due 07/02/2018 B4TYDEB6GKMZO031MB27 DDF580000_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 549300M8ZYFG0OCMTT87 2039-12-20 2045-07-20 3 - 5.25 4614370030.32 1339489711.21 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 1308827435.95 1308827435.95 0.0100 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.95% G5GSEF7VJP5I7OUK5573 DDE533000 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 2048-05-20 2.5 - 6.5 1353385096.00 631757877.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-12-01 2020-12-01 3.606 - 3.606 11459800.00 9995884.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0194 628999308.10 628999308.10 0.0048 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.11% G5GSEF7VJP5I7OUK5573 DDF365000 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 2035-06-01 2047-08-01 3 - 5.5 117641009.00 4638862.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-07-01 2048-02-01 2.966 - 6 390596975.00 233062925.84 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0211 233000000.00 233000000.00 0.0018 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.10% 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 2048-05-01 2048-06-01 4 - 4.5 47338785.00 48897096.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2018-07-27 2020-02-11 0 - 2.125 25674000.00 25667139.91 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2039-09-15 2042-06-15 3.5 - 5 8661434.00 2900341.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2048-05-01 2048-05-01 4.5 - 4.5 16856247.00 17412023.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 93000000.00 93000000.00 0.0007 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.10% 3Y4U8VZURTYWI1W2K376 DDF371000 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 2026-11-15 0 - 2.25 22658800.00 22306863.40 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2045-08-20 3.5 - 3.5 127345000.00 72569807.75 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0210 93000000.00 93000000.00 0.0007 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.12%, dated 6/29/2018 due 07/02/2018 R0MUWSFPU8MPRO8K5P83 DDF580000_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 2018-07-31 2047-08-15 0 - 9 718171491.82 691207364.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2048-07-01 2.474 - 7 186263208.52 90945815.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-15 2048-01-20 2.5 - 6.5 124415043.29 33673315.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-12-01 2056-05-01 0 - 7.5 484513929.43 308149296.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 1100136010.46 1100136010.46 0.0084 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 2019-10-31 2045-11-15 0 - 2.125 76702114.57 58231644.38 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2034-04-28 1.875 - 3.2 25002000.00 24221320.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2047-11-01 2.5 - 7.5 45672408.00 38345831.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-05 2029-10-24 0.875 - 4 25060000.00 24730234.93 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-07-15 2048-04-20 3 - 7 281808480.00 120274664.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-08-16 2048-06-01 1.2 - 7.25 20446119.00 14851525.23 Agency Debentures and Agency Strips Y N/A N/A 2018-07-06 2018-07-06 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 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 2019-10-31 2046-05-15 0 - 2.75 200442016.19 174343285.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2048-04-01 0 - 4.5 20341100.00 19129855.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2044-03-20 2048-01-20 3 - 3.5 82170726.00 47827167.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-05-20 2043-05-20 2.93 - 2.93 14509604.00 14940621.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-08-16 2057-02-01 1.2 - 6.625 437031106.00 256389895.71 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 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 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 2018-11-15 2047-02-15 0 - 8.75 70629296.63 67057051.32 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2034-06-01 3.04 - 3.2 145000.00 137290.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2046-04-01 0 - 4 48382.00 17564.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2029-10-24 3.05 - 4 170000.00 180060.89 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2040-09-20 2047-08-20 2.5 - 4.5 12084508.00 4317113.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-09-12 2047-10-01 0 - 7.25 59711247.00 22566384.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 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 2019-10-31 2047-02-15 0 - 3 19262603.98 12745892.00 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2037-04-28 3.17 - 3.37 429000.00 413882.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2047-06-01 0 - 7.5 37195338.00 3711278.55 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2024-09-15 2048-02-20 2.5 - 8 119619456.00 56030110.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-06-01 2047-12-01 0 - 7.5 77687312.00 21067505.84 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 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 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.12%, dated 6/29/2018 due 07/02/2018 VJW2DOOHGDT6PR0ZRO63 DDF580000_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 2018-07-12 2048-05-15 0 - 6.25 147945821.75 147463304.00 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-13 2028-04-07 1.18 - 3.09 24767413.21 24542907.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-07-27 2028-08-10 0 - 3.625 24938612.08 24842950.70 Agency Debentures and Agency Strips Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 192900137.94 192900137.94 0.0015 N Y Y N Canadian Imperial Bk Commerce In a joint trading account with Canadian Imperial Bk Commerce at 2.12%, dated 6/29/2018 due 07/02/2018 2IGI19DL77OX0HC3ZE78 DDF580000_12530 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2046-11-15 0 - 3.625 95393889.98 92995433.52 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 91145315.18 91145315.18 0.0007 N Y Y N Citibank NA Citibank NA, 1.99% 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 2018-07-15 2045-11-15 0 - 9 83587600.00 87273375.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-08-01 2019-08-01 1.25 - 1.25 5000.00 4962.04 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-07-20 2030-11-15 1.125 - 6.625 4849028.00 6166589.19 Agency Debentures and Agency Strips Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0197 91500009.15 91500009.15 0.0007 N N Y N Citibank NA Citibank NA, 2.00% 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 2018-07-31 2048-02-15 0 - 8 422936800.00 462473854.03 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2027-07-19 2027-07-19 2.43 - 2.43 243000.00 229676.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2023-06-19 2.75 - 8 19417.00 1993.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-28 2028-06-09 1.375 - 3.25 1065000.00 1070078.54 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2067-10-20 3.5 - 4.5 4697216.00 3227534.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2048-01-01 2.985 - 6.5 70835.00 2430.87 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0197 456000547.20 456000547.20 0.0035 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.12%, dated 6/29/2018 due 07/02/2018 E57ODZWZ7FF32TWEFA76 DDF580000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 482.25 325.09 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-07-15 2047-11-15 0 - 9 694185979.12 705128050.71 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2027-07-19 2027-07-19 2.43 - 2.43 4340.25 4102.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-07-27 2019-06-21 0 - 1.125 12398656.37 12380628.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2047-07-01 1.25 - 8.5 45455687.77 11990363.63 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 0 - 0 41.47 41.06 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2018-12-15 2067-11-20 2.5 - 9.5 113705428.05 73087323.99 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 8524257.10 8555043.44 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 438847.81 502839.63 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2018-10-01 2048-03-01 1.5 - 6.5 32663201.66 26859755.43 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 819574816.08 819574816.08 0.0063 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.12%, dated 6/29/2018 due 07/02/2018 1VUV7VQFKUOQSJ21A208 DDF580000_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 2018-08-30 2047-05-15 0 - 6.25 735336825.00 729823230.40 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 714208902.73 714208902.73 0.0055 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.12%, dated 6/29/2018 due 07/02/2018 CYYGQCGNHMHPSMRL3R97 DDF580000_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 2019-03-31 2041-08-15 0.75 - 4.25 63958140.23 65193695.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-12-29 2021-12-29 2 - 2 1578835.22 1533048.93 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2045-08-20 3.5 - 4 144737642.11 64325279.13 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2019-04-30 2020-01-31 0 - 0.892 13745996.85 13793424.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-19 2021-08-17 0.875 - 1.875 14916045.74 14662547.86 Agency Debentures and Agency Strips Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 156249111.73 156249111.73 0.0012 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.96% 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 2048-06-01 3.5 - 6.5 1923088394.00 1087379837.59 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0192 1066004050.80 1066004050.80 0.0082 N N 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 2041-02-01 2041-02-01 3.637 - 3.637 140917.00 133701.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2021-03-01 2048-06-01 2 - 6 259788857.00 102191281.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0186 99999690.00 99999690.00 0.0008 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.97% 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 2033-06-01 2047-10-01 3.5 - 4.5 115817502.00 92962235.35 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N N 0.0196 90999290.20 90999290.20 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.01% 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 2042-03-01 2048-04-01 3.5 - 4.5 256159207.00 184867391.01 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0204 180984090.10 180984090.10 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2022-12-31 2.125 - 8.75 400.00 411.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2048-06-01 3.5 - 4.5 120000194.00 110284436.54 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-17 2018-09-17 2018-09-17 N N N 0.0205 107995464.00 107995464.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.04% 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 2047-10-01 3.5 - 4 214005802.00 184808315.93 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0205 180992307.50 180992307.50 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.04% 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 2026-04-01 2048-06-01 2.5 - 4.5 400566839.00 258308597.87 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0205 252988615.00 252988615.00 0.0019 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.12%, dated 6/29/2018 due 07/02/2018 KBVRJ5K57JZ3E2AVWX40 DDF580000_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 2043-04-01 2048-04-01 3.5 - 4 57170723.89 48597846.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-08-01 2048-05-01 2.5 - 4.5 306023228.45 197393484.84 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 241125172.43 241125172.43 0.0018 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.12%, dated 6/29/2018 due 07/02/2018 ZBUT11V806EZRVTWT807 DDF580000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2048-06-15 3 - 6.5 185361158.61 85495391.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2018-11-01 2057-03-01 0 - 6.5 1389181880.08 892213511.03 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 956302433.85 956302433.85 0.0073 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.90% 8NAV47T0Y26Q87Y0QP81 DCF812000 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 2040-02-01 2048-07-01 0 - 4.5 209238161.00 141506409.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-05-01 2048-05-01 2 - 5 607949453.00 417258102.80 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 6 N N/A N/A N N 0.0188 547000000.00 547000000.00 0.0042 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.12%, dated 6/29/2018 due 07/02/2018 8NAV47T0Y26Q87Y0QP81 DDF580000_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 2022-01-31 2022-01-31 1.875 - 1.875 45530516.54 44651164.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2048-06-01 3 - 4.5 29443120.71 27836899.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-11-01 2048-06-01 3.5 - 4 111914204.41 50507417.56 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 120562586.21 120562586.21 0.0009 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.93% K5HU16E3LMSVCCJJJ255 DCG129000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2047-12-01 3.5 - 4 248439139.00 242851846.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 332435.00 259548.68 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N N 0.0185 238013970.60 238013970.60 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.94% K5HU16E3LMSVCCJJJ255 DCG130000 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 2029-11-01 2048-01-01 3 - 4.5 128981787.00 118028991.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 19733960.00 15407292.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-11-01 2048-07-01 2.333 - 3.735 114276277.00 71882020.81 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-06 2018-08-06 2018-08-06 N N N 0.0124 201011537.40 201011537.40 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.98% K5HU16E3LMSVCCJJJ255 DCI425000 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 2030-04-01 2030-04-01 3.83 - 3.83 3867622.00 3967914.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2034-07-01 3.74 - 3.74 2113773.00 2141512.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2027-08-01 3.32 - 3.32 4350000.00 4475376.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2048-07-01 2.382 - 4.229 428103226.00 91202932.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 148138.00 115658.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-03-01 2048-07-01 2.314 - 5.725 1451165898.00 212619460.26 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-10 2018-08-10 2018-08-10 N N N 0.0152 308026580.40 308026580.40 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.98% K5HU16E3LMSVCCJJJ255 DCI904000 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 0.785 - 4.55 510847358.00 139229143.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 1598777.00 1248245.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-02-01 2050-03-01 1.814 - 5.725 1830146114.00 117866478.13 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-13 2018-08-13 2018-08-13 N N N 0.0170 253018367.80 253018367.80 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.99% K5HU16E3LMSVCCJJJ255 DCI908000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 91962.00 71799.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-09-01 2048-07-01 1.914 - 3.52 187321551.00 91829691.42 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-14 2018-08-14 2018-08-14 N N N 0.0171 90007254.00 90007254.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.99% K5HU16E3LMSVCCJJJ255 DCJ375000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 87364.00 68209.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-01 2048-06-01 3.229 - 3.672 210213119.00 185766764.50 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-15 2018-08-15 2018-08-15 N N N 0.0175 182013577.20 182013577.20 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.99% K5HU16E3LMSVCCJJJ255 DDB149000 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 3179579.00 2110211.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-12-01 2034-09-15 2.5 - 5.75 14375789.00 6118521.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2026-12-20 2048-06-20 2 - 7.5 810950356.00 222912224.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-09-01 2046-04-01 3.038 - 3.178 35618345.00 11806912.20 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-17 2018-08-17 2018-08-17 N N N 0.0181 238015351.00 238015351.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.99% K5HU16E3LMSVCCJJJ255 DDB647000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-20 2047-04-20 4 - 4 125600.00 98062.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2023-12-01 2047-12-01 2.537 - 3.761 595211106.00 187716807.35 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N N N 0.0198 183997828.80 183997828.80 0.0014 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.12%, dated 6/29/2018 due 07/02/2018 7TK5RJIZDFROZCA6XF66 DDF580000_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 2048-07-15 2.382 - 8 591369617.46 241988633.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2029-01-15 2051-12-16 2.384 - 8.5 364978928.69 161531885.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-25 2048-04-25 2 - 8.5 1805586041.79 360776381.49 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 747488034.53 747488034.53 0.0057 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.12% 549300Y1PMK3RWXMWR72 DDF416000 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 2048-05-20 2048-05-20 3.5 - 3.5 7628355.00 7653424.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2047-11-01 2047-11-01 3.5 - 3.5 11182458.00 10709819.24 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0212 18000000.00 18000000.00 0.0001 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.98% OXTKY6Q8X53C9ILVV871 DDE154000 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 2044-02-15 0 - 3.625 408453500.48 415513669.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-04-01 2048-06-01 2 - 7.5 768757668.00 385608375.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2020-06-12 3.375 - 3.375 7520000.00 7640423.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2021-06-15 2068-06-20 2.5 - 9 1048201212.00 462364009.51 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2022-03-15 2065-09-15 0 - 5.375 1712000.00 811493.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2019-07-01 2051-08-01 1 - 8 862428898.00 555527415.80 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0194 1790003759.00 1790003759.00 0.0137 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.12%, dated 6/29/2018 due 07/02/2018 549300QJJX6CVVUXLE15 DDF580000_07749 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 2048-05-15 0 - 5.5 661075385.75 651911970.53 U.S. Treasuries (including strips) Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 638981706.94 638981706.94 0.0049 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 2048-06-01 1.5 - 6.5 254280516.00 97082907.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2033-08-15 2048-01-20 3.5 - 5.5 7048110.00 5870851.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-07-01 2057-01-01 2.181 - 7 1156621102.00 411582959.87 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-07-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0184 503000000.00 503000000.00 0.0038 N N Y N RBC Financial Group RBC Financial Group, 1.88% ES7IP3U3RHIGC71XBU11 DCE939000 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 2031-10-01 2048-06-01 2.5 - 5 5652585.00 5333235.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-09-20 2048-04-20 4 - 4.5 2950275.00 3110337.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2027-01-01 2057-01-01 2.801 - 5 137250926.00 90656600.23 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 6 N N/A N/A N N 0.0186 97000000.00 97000000.00 0.0007 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 2048-06-01 2.105 - 6.5 136909951.00 65684211.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2032-02-20 2048-02-20 3.5 - 6.968 25772129.00 14960969.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2057-01-01 2.227 - 6.5 507399666.00 210433276.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 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 RBC Financial Group RBC Financial Group, 1.96% ES7IP3U3RHIGC71XBU11 DCG221000 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 2048-06-01 1.5 - 6.5 216423904.00 82266636.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-07-15 2048-04-20 3.25 - 4.5 34601613.00 33304149.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-04-01 2057-01-01 2.18 - 6 638928628.00 202212610.19 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-09-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0195 311000000.00 311000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 1.96% ES7IP3U3RHIGC71XBU11 DCF739000 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 2026-06-15 2048-06-01 2.105 - 4.5 72087883.00 15866123.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2048-04-20 3.5 - 4.5 2158869.00 1307900.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2026-06-01 2057-01-01 2.563 - 4.5 181585808.00 122782358.42 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-09-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0195 137000000.00 137000000.00 0.0010 N N Y N Societe Generale Societe Generale, 1.97% O2RNE8IBXP4R0TD8PU41 DDE528000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2047-02-15 0.125 - 3.625 879544500.00 865601641.73 U.S. Treasuries (including strips) Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0196 847998897.60 847998897.60 0.0065 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.11% 5U0XI89JRFVHWIBS4F54 DDF379000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3.5 - 3.5 300000000.00 262312898.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2047-10-20 2048-05-20 3 - 4 2143379790.00 2101442655.74 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0211 2317000000.00 2317000000.00 0.0177 N Y 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 US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 1240000.00 1233366.89 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-06-20 2047-06-20 4 - 4 186018000.00 155425057.77 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0191 153000000.00 153000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.00% 5493006GGLR4BTEL8O61 DCE862000 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 636576.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2048-04-20 2048-04-20 4.5 - 4.5 132515000.00 137516968.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-07-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0198 135000000.00 135000000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.02% 5493006GGLR4BTEL8O61 DCG739000 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 200000.00 198930.14 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2045-12-20 2045-12-20 3.5 - 3.5 256074000.00 159969338.74 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-07-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0200 156525000.00 156525000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DCH287000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-09-20 2046-06-20 3 - 3.5 269276000.00 158934103.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-07-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 155400000.00 155400000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DCI966000 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 204880000.00 158548517.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-07-20 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 155000000.00 155000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DDA046000 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 204850000.00 158525301.91 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-07-24 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 155000000.00 155000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DDC762000 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 188391000.00 159339218.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-07-31 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 156000000.00 156000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DDB717000 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 190855000.00 161423244.53 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-06 2018-07-06 2018-07-27 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 158000000.00 158000000.00 0.0012 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.12%, dated 6/29/2018 due 07/02/2018 VYVVCKR63DVZZN70PB21 DDF580000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2018-10-15 2029-10-15 0 - 0 7052585.94 6741123.06 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-07-26 2047-05-15 0 - 8.875 397923115.02 399638564.89 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-02-13 2034-03-02 1.2 - 3.5 1270946.61 1273555.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-09-15 2048-06-01 0 - 6.5 312705063.59 305957696.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-20 2048-05-20 2.5 - 6 564986507.80 561408497.11 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2019-05-13 4.3 - 4.3 399.23 408.11 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2018-10-15 2042-12-15 0 - 6.75 6455538.46 6374268.06 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-30 2048-07-01 0 - 7 290721459.96 268886130.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0212 1518606335.96 1518606335.96 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.83% 912796PN3 254900HROIFWPRGM1V77 US912796PN34 U.S. Treasury Debt Y N/A N/A 2018-07-05 2018-07-05 2018-07-05 N N N 0.0083 651296499.56 651296499.56 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.30% 912796PQ6 254900HROIFWPRGM1V77 US912796PQ64 U.S. Treasury Debt Y N/A N/A 2018-07-12 2018-07-12 2018-07-12 N N N 0.0130 320850198.93 320850198.93 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.55% 912796PR4 254900HROIFWPRGM1V77 US912796PR48 U.S. Treasury Debt Y N/A N/A 2018-07-26 2018-07-26 2018-07-26 N N N 0.0155 939117199.87 939117199.87 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.63% 912796PS2 254900HROIFWPRGM1V77 US912796PS21 U.S. Treasury Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0163 653599463.54 653599463.54 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.80% 912796PW3 254900HROIFWPRGM1V77 US912796PW33 U.S. Treasury Debt Y N/A N/A 2018-08-30 2018-08-30 2018-08-30 N N N 0.0180 155525098.56 155525098.56 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.86% 912796PZ6 254900HROIFWPRGM1V77 US912796PZ63 U.S. Treasury Debt Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0186 120495161.38 120495161.38 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.89% 912796QB8 254900HROIFWPRGM1V77 US912796QB86 U.S. Treasury Debt Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0189 1575115567.73 1575115567.73 0.0121 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.92% 912796NZ8 254900HROIFWPRGM1V77 US912796NZ81 U.S. Treasury Debt Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0192 707150134.08 707150134.08 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.93% 912796QD4 254900HROIFWPRGM1V77 US912796QD43 U.S. Treasury Debt Y N/A N/A 2018-10-18 2018-10-18 2018-10-18 N N N 0.0193 965149944.00 965149944.00 0.0074 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.94% 912796QE2 254900HROIFWPRGM1V77 US912796QE26 U.S. Treasury Debt Y N/A N/A 2018-10-25 2018-10-25 2018-10-25 N N N 0.0194 280250130.78 280250130.78 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.98% 912796QF9 254900HROIFWPRGM1V77 US912796QF90 U.S. Treasury Debt Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0198 184755883.20 184755883.20 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796PD5 254900HROIFWPRGM1V77 US912796PD51 U.S. Treasury Debt Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0200 86379617.79 86379617.79 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796QJ1 254900HROIFWPRGM1V77 US912796QJ13 U.S. Treasury Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0202 640126638.00 640126638.00 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0203 644774000.00 644774000.00 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.04% 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0204 548107277.20 548107277.20 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y N/A N/A 2018-11-29 2018-11-29 2018-11-29 N N N 0.0205 96179544.90 96179544.90 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QP7 254900HROIFWPRGM1V77 US912796QP72 U.S. Treasury Debt Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0205 1285484035.00 1285484035.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.08% 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0208 643367335.00 643367335.00 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-07-02 2020-01-31 2020-01-31 N N N 0.0192 409900689.80 409900689.80 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.96% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-07-02 2019-10-31 2019-10-31 N N N 0.0191 214122570.64 214122570.64 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.96% 912828T42 254900HROIFWPRGM1V77 US912828T420 U.S. Treasury Debt Y N/A N/A 2018-09-30 2018-09-30 2018-09-30 N N N 0.0195 163500847.96 163500847.96 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.97% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-07-02 2019-07-31 2019-07-31 N N N 0.0188 555829709.08 555829709.08 0.0043 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.98% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-07-02 2019-04-30 2019-04-30 N N N 0.0188 1198930642.34 1198930642.34 0.0092 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-07-02 2019-01-31 2019-01-31 N N N 0.0188 304296728.32 304296728.32 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 912828T83 254900HROIFWPRGM1V77 US912828T834 U.S. Treasury Debt Y N/A N/A 2018-10-31 2018-10-31 2018-10-31 N N N 0.0197 15934375.04 15934375.04 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.06% 912828WD8 254900HROIFWPRGM1V77 US912828WD88 U.S. Treasury Debt Y N/A N/A 2018-10-31 2018-10-31 2018-10-31 N N N 0.0200 33913671.96 33913671.96 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.00% 912828JE1 254900HROIFWPRGM1V77 US912828JE19 U.S. Treasury Debt Y N/A N/A 2018-07-15 2018-07-15 2018-07-15 N N N 0.0267 83181483.46 83181483.46 0.0006 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DDE925000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-07-06 2018-07-06 2018-08-07 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 153000000.00 153000000.00 0.0012 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Obligations as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2018-07-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer