0000278001-18-000018.txt : 20180807 0000278001-18-000018.hdr.sgml : 20180807 20180807111135 ACCESSION NUMBER: 0000278001-18-000018 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180731 FILED AS OF DATE: 20180807 DATE AS OF CHANGE: 20180807 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: 18996730 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 2018-07-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 26 71 39071312214.74 38706191228.99 33837300088.12 33047481430.82 72701825492.14 74287650318.16 75361142569.81 73727427848.50 0.2900 0.2800 0.2500 0.2400 0.5400 0.5500 0.5600 0.5500 4557187.10 136430448369.11 136431550997.81 2972044309.92 7526976916.49 131881175578.34 131842210933.90 1.0000 0.0198 1.0003 1.0003 1.0003 1.0003 C000019553 2500.00 131881175578.34 131842210933.90 1.0003 1.0003 1.0003 1.0003 9121929278.88 8084203870.40 9503917240.98 9332239785.81 9160134300.75 9296362724.00 8724827349.58 9213135409.79 40603609291.63 40135776475.81 0.0161 N Fannie Mae Fannie Mae, 1.96% 3136G4TF0 B1V7KEBTPIMZEU4LTD58 US3136G4TF09 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-01-30 2019-01-30 N N N 0.0196 522000000.00 522000000.00 0.0040 N N N N Fannie Mae Fannie Mae, 2.00% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-07-30 2019-07-30 N N N 0.0197 266566377.16 266566377.16 0.0020 N N N N Fannie Mae Fannie Mae, 2.19% 3135G0H63 B1V7KEBTPIMZEU4LTD58 US3135G0H638 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0225 220048816.00 220048816.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.99% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2018-08-06 2019-05-06 2019-05-06 N N N 0.0199 105996056.80 105996056.80 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.15% 313313S82 US313313S826 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2018-12-12 2018-12-12 N N N 0.0215 9922050.00 9922050.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.18% 3133EGSE6 US3133EGSE61 U.S. Government Agency Debt Y N/A N/A 2018-08-29 2018-08-29 2018-08-29 N N N 0.0188 23005175.46 23005175.46 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.96% 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 0.0096 77995866.00 77995866.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 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 0.0181 855273256.00 855273256.00 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 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 0.0183 199798400.00 199798400.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 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 0.0184 272681409.00 272681409.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 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 0.0185 39944840.00 39944840.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 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 0.0188 337479818.00 337479818.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130ADNB4 2549001DPIFGXC1TOL40 US3130ADNB44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-12 2018-09-12 2018-09-12 N N N 0.0194 91995679.68 91995679.68 0.0007 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 2018-08-15 2018-08-15 2018-08-15 N N N 0.0194 182996490.06 182996490.06 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0191 206624709.00 206624709.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0191 161697546.00 161697546.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0191 237543040.00 237543040.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADN99 2549001DPIFGXC1TOL40 US3130ADN996 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2018-09-11 2018-09-11 N N N 0.0195 183991563.60 183991563.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADZX3 2549001DPIFGXC1TOL40 US3130ADZX36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-16 2018-08-16 2018-08-16 N N N 0.0194 257995755.90 257995755.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADZW5 2549001DPIFGXC1TOL40 US3130ADZW52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-17 2018-08-17 2018-08-17 N N N 0.0194 55999015.52 55999015.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADZV7 2549001DPIFGXC1TOL40 US3130ADZV79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2018-08-24 2018-08-24 N N N 0.0194 275992953.72 275992953.72 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AEDC1 2549001DPIFGXC1TOL40 US3130AEDC10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2018-10-25 2018-10-25 N N N 0.0194 179987385.60 179987385.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 732434378.00 732434378.00 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 206547291.00 206547291.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 258406113.00 258406113.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 524765478.00 524765478.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADM74 2549001DPIFGXC1TOL40 US3130ADM741 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 92000000.00 92000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADLA8 2549001DPIFGXC1TOL40 US3130ADLA88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-06 2018-08-06 2018-08-06 N N N 0.0195 275998125.96 275998125.96 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADMY5 2549001DPIFGXC1TOL40 US3130ADMY55 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2018-08-10 2018-08-10 N N N 0.0195 183997740.48 183997740.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADYB2 2549001DPIFGXC1TOL40 US3130ADYB25 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2018-08-10 2018-08-10 N N N 0.0194 184998891.85 184998891.85 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADN57 2549001DPIFGXC1TOL40 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-13 2018-11-13 2018-11-13 N N N 0.0196 182980704.48 182980704.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ACS39 2549001DPIFGXC1TOL40 US3130ACS393 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-13 2018-08-13 2018-08-13 N N N 0.0194 95998901.76 95998901.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEGK0 2549001DPIFGXC1TOL40 US3130AEGK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-14 2018-10-12 2018-10-12 N N N 0.0195 266984190.93 266984190.93 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEGL8 2549001DPIFGXC1TOL40 US3130AEGL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-15 2018-10-15 2018-10-15 N N N 0.0195 177988996.04 177988996.04 0.0013 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 2018-08-19 2018-09-19 2018-09-19 N N N 0.0195 275984891.76 275984891.76 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADZC9 2549001DPIFGXC1TOL40 US3130ADZC98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2018-08-24 2018-08-24 N N N 0.0194 258995040.15 258995040.15 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEHG8 2549001DPIFGXC1TOL40 US3130AEHG87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2018-12-24 2018-12-24 N N N 0.0196 1000880971.09 1000880971.09 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-02-25 2019-02-25 N N N 0.0197 145966738.28 145966738.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADFE7 2549001DPIFGXC1TOL40 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-01-25 2019-01-25 N N N 0.0196 280957852.81 280957852.81 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADFC1 2549001DPIFGXC1TOL40 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-01-25 2019-01-25 N N N 0.0196 187971801.88 187971801.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-01-25 2019-01-25 N N N 0.0196 375943603.76 375943603.76 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-03-25 2019-03-25 N N N 0.0197 362909242.74 362909242.74 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADZS4 2549001DPIFGXC1TOL40 US3130ADZS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2018-10-25 2018-10-25 N N N 0.0194 183989245.20 183989245.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADZB1 2549001DPIFGXC1TOL40 US3130ADZB16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-28 2018-08-28 2018-08-28 N N N 0.0195 258994172.50 258994172.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEDD9 2549001DPIFGXC1TOL40 US3130AEDD92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-29 2018-10-29 2018-10-29 N N N 0.0195 125990779.32 125990779.32 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 915698574.00 915698574.00 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 915649920.00 915649920.00 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 527617723.00 527617723.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 292218569.00 292218569.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 675158560.00 675158560.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 313385G91 2549001DPIFGXC1TOL40 US313385G910 U.S. Government Agency Debt Y N/A N/A 2018-09-24 2018-09-24 2018-09-24 N N N 0.0193 365943040.00 365943040.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 309285198.07 309285198.07 0.0023 N N Y 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 1532907487.50 1532907487.50 0.0116 N N Y 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 491501280.00 491501280.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACRL0 2549001DPIFGXC1TOL40 US3130ACRL07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N N 0.0195 90999804.35 90999804.35 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADN40 2549001DPIFGXC1TOL40 US3130ADN400 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-08 2018-08-08 2018-08-08 N N N 0.0196 124998811.25 124998811.25 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADLK6 2549001DPIFGXC1TOL40 US3130ADLK60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-08 2018-08-08 2018-08-08 N N N 0.0196 91999125.08 91999125.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-12 2019-02-12 2019-02-12 N N N 0.0197 185966971.98 185966971.98 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-12 2019-03-12 2019-03-12 N N N 0.0197 355919761.16 355919761.16 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADYP1 2549001DPIFGXC1TOL40 US3130ADYP11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-13 2018-08-13 2018-08-13 N N N 0.0194 91999253.88 91999253.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADZ47 2549001DPIFGXC1TOL40 US3130ADZ479 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-13 2018-10-12 2018-10-12 N N N 0.0195 91996744.12 91996744.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-14 2019-02-14 2019-02-14 N N N 0.0198 185966547.90 185966547.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-14 2019-02-14 2019-02-14 N N N 0.0198 185966547.90 185966547.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACT79 2549001DPIFGXC1TOL40 US3130ACT797 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-15 2018-11-15 2018-11-15 N N N 0.0193 166001152.04 166001152.04 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADZ39 2549001DPIFGXC1TOL40 US3130ADZ396 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-16 2018-10-16 2018-10-16 N N N 0.0195 215991617.04 215991617.04 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADEL2 2549001DPIFGXC1TOL40 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-16 2018-10-16 2018-10-16 N N N 0.0195 29998524.30 29998524.30 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACT53 2549001DPIFGXC1TOL40 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-16 2018-11-16 2018-11-16 N N N 0.0195 92895915.19 92895915.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADYA4 2549001DPIFGXC1TOL40 US3130ADYA42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-17 2018-08-17 2018-08-17 N N N 0.0195 368995985.28 368995985.28 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-17 2019-03-15 2019-03-15 N N N 0.0198 106975290.49 106975290.49 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEHF0 2549001DPIFGXC1TOL40 US3130AEHF05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-21 2018-12-21 2018-12-21 N N N 0.0197 453947172.56 453947172.56 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADA93 2549001DPIFGXC1TOL40 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-21 2018-09-21 2018-09-21 N N N 0.0195 281990163.84 281990163.84 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACS62 2549001DPIFGXC1TOL40 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-21 2018-09-21 2018-09-21 N N N 0.0195 95996651.52 95996651.52 0.0007 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 2018-08-22 2018-08-22 2018-08-22 N N N 0.0195 95998054.08 95998054.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AE5R7 2549001DPIFGXC1TOL40 US3130AE5R79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2018-10-24 2018-10-24 N N N 0.0195 547974852.28 547974852.28 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AED98 2549001DPIFGXC1TOL40 US3130AED987 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2019-01-24 2019-01-24 N N N 0.0197 89988866.10 89988866.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-02-25 2019-02-25 N N N 0.0197 180974126.05 180974126.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEA34 2549001DPIFGXC1TOL40 US3130AEA348 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2018-10-25 2018-10-25 N N N 0.0194 180993630.61 180993630.61 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-02-25 2019-02-25 N N N 0.0197 72989564.65 72989564.65 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACSS4 2549001DPIFGXC1TOL40 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-27 2018-09-27 2018-09-27 N N N 0.0195 95996204.16 95996204.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADJK9 2549001DPIFGXC1TOL40 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-28 2019-01-28 2019-01-28 N N N 0.0197 185966741.34 185966741.34 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-28 2019-02-28 2019-02-28 N N N 0.0198 291932238.48 291932238.48 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 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 0.0194 227294796.00 227294796.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% to 1.95% 3130A9AE1 2549001DPIFGXC1TOL40 US3130A9AE10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0201 19162694.40 19162694.40 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADKN1 2549001DPIFGXC1TOL40 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2018-11-01 2018-11-01 N N N 0.0197 91991881.92 91991881.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADKJ0 2549001DPIFGXC1TOL40 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2018-11-01 2018-11-01 N N N 0.0197 45995940.96 45995940.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADKH4 2549001DPIFGXC1TOL40 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2018-11-01 2018-11-01 N N N 0.0197 184983675.60 184983675.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADKX9 2549001DPIFGXC1TOL40 US3130ADKX90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2018-09-04 2018-09-04 N N N 0.0197 275989545.12 275989545.12 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEF96 2549001DPIFGXC1TOL40 US3130AEF966 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-06 2018-12-06 2018-12-06 N N N 0.0197 719946108.00 719946108.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEAR1 2549001DPIFGXC1TOL40 US3130AEAR16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-07 2018-10-05 2018-10-05 N N N 0.0197 365979408.84 365979408.84 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADN65 2549001DPIFGXC1TOL40 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-08 2018-11-08 2018-11-08 N N N 0.0198 182982349.65 182982349.65 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACRZ9 2549001DPIFGXC1TOL40 US3130ACRZ92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-08 2018-08-08 2018-08-08 N N N 0.0196 191998732.80 191998732.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADN24 2549001DPIFGXC1TOL40 US3130ADN244 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-09 2018-11-09 2018-11-09 N N N 0.0198 182982022.08 182982022.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADT77 2549001DPIFGXC1TOL40 US3130ADT779 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-12 2018-10-12 2018-10-12 N N N 0.0194 73999561.92 73999561.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADZF2 2549001DPIFGXC1TOL40 US3130ADZF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-14 2019-01-14 2019-01-14 N N N 0.0196 276985618.16 276985618.16 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-14 2019-06-14 2019-06-14 N N N 0.0199 88971725.59 88971725.59 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-15 2019-03-15 2019-03-15 N N N 0.0194 270016615.80 270016615.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ABT63 2549001DPIFGXC1TOL40 US3130ABT633 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-17 2018-08-17 2018-08-17 N N N 0.0194 97999363.98 97999363.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ABT48 2549001DPIFGXC1TOL40 US3130ABT484 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-17 2018-08-17 2018-08-17 N N N 0.0194 196998721.47 196998721.47 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADFF4 2549001DPIFGXC1TOL40 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-19 2019-01-18 2019-01-18 N N N 0.0198 187973751.44 187973751.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADYW6 2549001DPIFGXC1TOL40 US3130ADYW61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-19 2018-10-19 2018-10-19 N N N 0.0196 184992337.30 184992337.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACV76 2549001DPIFGXC1TOL40 US3130ACV769 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-21 2018-08-21 2018-08-21 N N N 0.0195 290996831.01 290996831.01 0.0022 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 2018-08-22 2018-10-22 2018-10-22 N N N 0.0196 281984422.32 281984422.32 0.0021 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 2018-08-22 2018-10-22 2018-10-22 N N N 0.0196 375979229.76 375979229.76 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AECT5 2549001DPIFGXC1TOL40 US3130AECT53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-23 2018-11-23 2018-11-23 N N N 0.0196 361977443.78 361977443.78 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AECU2 2549001DPIFGXC1TOL40 US3130AECU27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-23 2018-11-23 2018-11-23 N N N 0.0196 179988784.20 179988784.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AECZ1 2549001DPIFGXC1TOL40 US3130AECZ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-23 2018-11-23 2018-11-23 N N N 0.0196 89994392.10 89994392.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADZ62 2549001DPIFGXC1TOL40 US3130ADZ628 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-23 2018-10-23 2018-10-23 N N N 0.0196 202990867.03 202990867.03 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADRN4 2549001DPIFGXC1TOL40 US3130ADRN46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2018-12-24 2018-12-24 N N N 0.0196 458990783.28 458990783.28 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADZL9 2549001DPIFGXC1TOL40 US3130ADZL97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2019-01-24 2019-01-24 N N N 0.0197 109989020.90 109989020.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AE5U0 2549001DPIFGXC1TOL40 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-01-25 2019-01-25 N N N 0.0196 90995147.88 90995147.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AE5Y2 2549001DPIFGXC1TOL40 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-01-25 2019-01-25 N N N 0.0196 90995147.88 90995147.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADQC9 2549001DPIFGXC1TOL40 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2018-11-26 2018-11-26 N N N 0.0195 312989858.80 312989858.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ABBU9 2549001DPIFGXC1TOL40 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2018-10-26 2018-10-26 N N N 0.0195 152998159.41 152998159.41 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2019-02-26 2019-02-26 N N N 0.0197 92986571.73 92986571.73 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEA42 2549001DPIFGXC1TOL40 US3130AEA421 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2018-10-26 2018-10-26 N N N 0.0195 180995692.20 180995692.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AE5S5 2549001DPIFGXC1TOL40 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-27 2019-01-25 2019-01-25 N N N 0.0196 273985390.32 273985390.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ABWG7 2549001DPIFGXC1TOL40 US3130ABWG73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-27 2018-08-27 2018-08-27 N N N 0.0195 54999397.20 54999397.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ABBT2 2549001DPIFGXC1TOL40 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-28 2018-10-26 2018-10-26 N N N 0.0195 96998862.19 96998862.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADQV7 2549001DPIFGXC1TOL40 US3130ADQV70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-28 2018-11-28 2018-11-28 N N N 0.0195 91998506.84 91998506.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADQW5 2549001DPIFGXC1TOL40 US3130ADQW53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-28 2018-11-28 2018-11-28 N N N 0.0195 183997013.68 183997013.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEDJ6 2549001DPIFGXC1TOL40 US3130AEDJ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-29 2019-01-29 2019-01-29 N N N 0.0197 89988264.00 89988264.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-04-01 2019-04-01 N N N 0.0199 454909273.00 454909273.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-03-01 2019-03-01 N N N 0.0200 554886119.55 554886119.55 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-02 2019-04-02 2019-04-02 N N N 0.0199 181963709.20 181963709.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEAN0 2549001DPIFGXC1TOL40 US3130AEAN02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2018-10-04 2018-10-04 N N N 0.0197 272984952.24 272984952.24 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEAQ3 2549001DPIFGXC1TOL40 US3130AEAQ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2018-10-04 2018-10-04 N N N 0.0197 90994984.08 90994984.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADCU4 2549001DPIFGXC1TOL40 US3130ADCU44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-05 2018-10-05 2018-10-05 N N N 0.0197 10799487.43 10799487.43 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADYE6 2549001DPIFGXC1TOL40 US3130ADYE63 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N N N 0.0197 91999506.88 91999506.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADYD8 2549001DPIFGXC1TOL40 US3130ADYD80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N N N 0.0197 91999506.88 91999506.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABRW8 2549001DPIFGXC1TOL40 US3130ABRW88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2018-08-10 2018-08-10 N N N 0.0196 272998692.33 272998692.33 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AB4R4 2549001DPIFGXC1TOL40 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2018-10-10 2018-10-10 N N N 0.0196 54998143.20 54998143.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADZ21 2549001DPIFGXC1TOL40 US3130ADZ214 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2018-10-10 2018-10-10 N N N 0.0196 184993754.40 184993754.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AE5Z9 2549001DPIFGXC1TOL40 US3130AE5Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2018-10-10 2018-10-10 N N N 0.0196 64997805.60 64997805.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADYU0 2549001DPIFGXC1TOL40 US3130ADYU06 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2018-10-10 2018-10-10 N N N 0.0196 460984436.64 460984436.64 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2019-02-11 2019-02-11 N N N 0.0198 182977456.23 182977456.23 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABSW7 2549001DPIFGXC1TOL40 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-12 2018-10-12 2018-10-12 N N N 0.0194 16000062.56 16000062.56 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABTN6 2549001DPIFGXC1TOL40 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-12 2018-10-12 2018-10-12 N N N 0.0194 392001532.72 392001532.72 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD3R1 2549001DPIFGXC1TOL40 US3130AD3R16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-15 2018-12-14 2018-12-14 N N N 0.0196 182996341.83 182996341.83 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD5T5 2549001DPIFGXC1TOL40 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-18 2018-12-18 2018-12-18 N N N 0.0196 74998743.00 74998743.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD5C2 2549001DPIFGXC1TOL40 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-18 2018-12-18 2018-12-18 N N N 0.0196 118998005.56 118998005.56 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD7M8 2549001DPIFGXC1TOL40 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-19 2018-12-19 2018-12-19 N N N 0.0197 188993044.80 188993044.80 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 2018-08-20 2018-11-20 2018-11-20 N N N 0.0196 404987635.35 404987635.35 0.0031 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 2018-08-20 2018-11-20 2018-11-20 N N N 0.0196 134995878.45 134995878.45 0.0010 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 2018-08-20 2018-08-20 2018-08-20 N N N 0.0196 319997507.20 319997507.20 0.0024 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 2018-08-20 2018-11-20 2018-11-20 N N N 0.0196 559982326.40 559982326.40 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACV92 2549001DPIFGXC1TOL40 US3130ACV926 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N N N 0.0196 675992949.32 675992949.32 0.0051 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 2018-08-20 2018-09-20 2018-09-20 N N N 0.0196 186997391.35 186997391.35 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 2018-08-20 2018-11-20 2018-11-20 N N N 0.0196 188994229.83 188994229.83 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACV68 2549001DPIFGXC1TOL40 US3130ACV686 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N N N 0.0196 193997976.58 193997976.58 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACVA9 2549001DPIFGXC1TOL40 US3130ACVA95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N N N 0.0196 9999895.70 9999895.70 0.0001 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 2018-08-20 2018-08-20 2018-08-20 N N N 0.0196 266997920.07 266997920.07 0.0020 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 2018-08-21 2018-09-21 2018-09-21 N N N 0.0195 371994754.80 371994754.80 0.0028 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 2018-08-21 2018-11-21 2018-11-21 N N N 0.0196 269991716.40 269991716.40 0.0020 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 2018-08-21 2018-11-21 2018-11-21 N N N 0.0195 134997640.20 134997640.20 0.0010 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 2018-08-21 2018-09-21 2018-09-21 N N N 0.0195 92998688.70 92998688.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACWU4 2549001DPIFGXC1TOL40 US3130ACWU41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2018-11-23 2018-11-23 N N N 0.0194 529021165.29 529021165.29 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2019-05-24 2019-05-24 N N N 0.0198 92985054.90 92985054.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACZW7 2549001DPIFGXC1TOL40 US3130ACZW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2019-01-24 2019-01-24 N N N 0.0197 30999127.97 30999127.97 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2019-04-26 2019-04-26 N N N 0.0199 182963405.49 182963405.49 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2019-04-26 2019-04-26 N N N 0.0199 512897415.39 512897415.39 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACXM1 2549001DPIFGXC1TOL40 US3130ACXM16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-28 2018-08-28 2018-08-28 N N N 0.0195 47999818.56 47999818.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABXT8 2549001DPIFGXC1TOL40 US3130ABXT85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-28 2018-08-28 2018-08-28 N N N 0.0195 200999240.22 200999240.22 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AE5W6 2549001DPIFGXC1TOL40 US3130AE5W64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-30 2019-01-30 2019-01-30 N N N 0.0197 90994750.21 90994750.21 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADZH8 2549001DPIFGXC1TOL40 US3130ADZH85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-30 2019-01-30 2019-01-30 N N N 0.0197 276977172.43 276977172.43 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AE7J3 2549001DPIFGXC1TOL40 US3130AE7J36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-30 2019-01-30 2019-01-30 N N N 0.0197 272984250.63 272984250.63 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AE7K0 2549001DPIFGXC1TOL40 US3130AE7K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-30 2019-01-30 2019-01-30 N N N 0.0197 109993654.10 109993654.10 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AE7H7 2549001DPIFGXC1TOL40 US3130AE7H79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-30 2019-01-30 2019-01-30 N N N 0.0197 181989498.60 181989498.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2019-05-01 2019-05-01 N N N 0.0198 272943644.61 272943644.61 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-03-01 2019-03-01 N N N 0.0200 178968408.29 178968408.29 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-03-01 2019-03-01 N N N 0.0200 178968408.29 178968408.29 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-03-01 2019-03-01 N N N 0.0197 153004163.13 153004163.13 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-08-01 2019-08-01 N N N 0.0200 36990322.28 36990322.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-03-01 2019-03-01 N N N 0.0200 107984037.60 107984037.60 0.0008 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 0.0201 273873724.36 273873724.36 0.0021 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 2018-08-02 2019-08-02 2019-08-02 N N N 0.0201 186913819.18 186913819.18 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADA36 2549001DPIFGXC1TOL40 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-03 2019-01-03 2019-01-03 N N N 0.0198 188991946.71 188991946.71 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEDM9 2549001DPIFGXC1TOL40 US3130AEDM91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2018-12-04 2018-12-04 N N N 0.0198 35997406.20 35997406.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACJZ8 2549001DPIFGXC1TOL40 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-05 2018-09-05 2018-09-05 N N N 0.0197 189997193.70 189997193.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADRQ7 2549001DPIFGXC1TOL40 US3130ADRQ76 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-05 2018-09-05 2018-09-05 N N N 0.0197 183997282.32 183997282.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACY24 2549001DPIFGXC1TOL40 US3130ACY243 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-06 2018-09-06 2018-09-06 N N N 0.0196 284999943.00 284999943.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACZU1 2549001DPIFGXC1TOL40 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2018-12-11 2018-12-11 N N N 0.0196 382009855.60 382009855.60 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACZV9 2549001DPIFGXC1TOL40 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2018-12-11 2018-12-11 N N N 0.0196 190004902.00 190004902.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ABSH0 2549001DPIFGXC1TOL40 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2018-10-11 2018-10-11 N N N 0.0195 24000100.32 24000100.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AD4P4 2549001DPIFGXC1TOL40 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2019-01-11 2019-01-11 N N N 0.0197 149999209.50 149999209.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACZX5 2549001DPIFGXC1TOL40 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2018-12-11 2018-12-11 N N N 0.0196 382009855.60 382009855.60 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ABTY2 2549001DPIFGXC1TOL40 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-19 2018-10-19 2018-10-19 N N N 0.0196 267000475.26 267000475.26 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ABUA2 2549001DPIFGXC1TOL40 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-19 2018-10-19 2018-10-19 N N N 0.0196 133000236.74 133000236.74 0.0010 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 2018-08-20 2019-01-18 2019-01-18 N N N 0.0198 189986709.50 189986709.50 0.0014 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 2018-08-22 2019-02-22 2019-02-22 N N N 0.0198 184574797.17 184574797.17 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-24 2019-05-24 2019-05-24 N N N 0.0199 183955576.88 183955576.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-04-25 2019-04-25 N N N 0.0197 73998807.12 73998807.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-25 2019-04-25 2019-04-25 N N N 0.0197 36999403.56 36999403.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2019-07-26 2019-07-26 N N N 0.0199 107972821.80 107972821.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2019-05-24 2019-05-24 N N N 0.0198 464925330.30 464925330.30 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2019-07-26 2019-07-26 N N N 0.0199 182953889.49 182953889.49 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2019-07-26 2019-07-26 N N N 0.0200 228442443.14 228442443.14 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACX25 2549001DPIFGXC1TOL40 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-27 2019-01-11 2019-01-11 N N N 0.0197 26000453.96 26000453.96 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2019-02-01 2019-02-01 N N N 0.0199 162990278.68 162990278.68 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABPL4 2549001DPIFGXC1TOL40 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2018-10-01 2018-10-01 N N N 0.0197 97999834.38 97999834.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABPK6 2549001DPIFGXC1TOL40 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2018-10-01 2018-10-01 N N N 0.0197 97999834.38 97999834.38 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2019-02-04 2019-02-04 N N N 0.0200 363958638.68 363958638.68 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2019-03-04 2019-03-04 N N N 0.0201 251954262.00 251954262.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-06 2019-03-04 2019-03-04 N N N 0.0197 180007902.00 180007902.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AD4D1 2549001DPIFGXC1TOL40 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-07 2018-09-07 2018-09-07 N N N 0.0197 376998043.37 376998043.37 0.0029 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 181961918.32 181961918.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADSX1 2549001DPIFGXC1TOL40 US3130ADSX19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-09 2018-10-09 2018-10-09 N N N 0.0197 275998708.32 275998708.32 0.0021 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 363921714.52 363921714.52 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 90980428.63 90980428.63 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 545872831.14 545872831.14 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-17 2019-05-17 2019-05-17 N N N 0.0199 36998754.21 36998754.21 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABN69 2549001DPIFGXC1TOL40 US3130ABN693 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-21 2018-12-21 2018-12-21 N N N 0.0197 72002769.84 72002769.84 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ABNL6 2549001DPIFGXC1TOL40 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-27 2018-12-27 2018-12-27 N N N 0.0196 49001966.37 49001966.37 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACYG3 2549001DPIFGXC1TOL40 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2018-09-04 2018-09-04 N N N 0.0197 347999940.84 347999940.84 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACY32 2549001DPIFGXC1TOL40 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2018-09-04 2018-09-04 N N N 0.0197 151999974.16 151999974.16 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACKZ6 2549001DPIFGXC1TOL40 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2019-01-04 2019-01-04 N N N 0.0199 5999992.74 5999992.74 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACYJ7 2549001DPIFGXC1TOL40 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-06 2018-09-04 2018-09-04 N N N 0.0197 189999967.70 189999967.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACXZ2 2549001DPIFGXC1TOL40 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-06 2018-09-05 2018-09-05 N N N 0.0197 132999970.74 132999970.74 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ADSP8 2549001DPIFGXC1TOL40 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-09 2018-12-07 2018-12-07 N N N 0.0198 274002983.86 274002983.86 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2019-07-11 2019-07-11 N N N 0.0200 93991715.78 93991715.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2019-07-11 2019-07-11 N N N 0.0200 93991715.78 93991715.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-13 2019-03-13 2019-03-13 N N N 0.0198 34001570.46 34001570.46 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 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 45975461.30 45975461.30 0.0003 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 2018-08-02 2020-01-02 2020-01-02 N N N 0.0203 37982385.10 37982385.10 0.0003 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 0.0204 181915632.08 181915632.08 0.0014 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 0.0204 46978212.68 46978212.68 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 0.0204 55974040.64 55974040.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2019-07-10 2019-07-10 N N N 0.0200 281975477.28 281975477.28 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2019-07-10 2019-07-10 N N N 0.0200 93991825.76 93991825.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2019-02-11 2019-02-11 N N N 0.0198 38003333.74 38003333.74 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-11 2019-02-11 2019-02-11 N N N 0.0198 40003509.20 40003509.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADUS9 2549001DPIFGXC1TOL40 US3130ADUS95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-21 2018-09-21 2018-09-21 N N N 0.0195 183008831.58 183008831.58 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADVJ8 2549001DPIFGXC1TOL40 US3130ADVJ87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-26 2018-09-26 2018-09-26 N N N 0.0194 364025210.64 364025210.64 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AELN8 2549001DPIFGXC1TOL40 US3130AELN82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2019-01-02 2019-01-02 N N N 0.0203 183976598.88 183976598.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-05 2019-07-05 2019-07-05 N N N 0.0202 181976855.06 181976855.06 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-09 2019-04-09 2019-04-09 N N N 0.0201 165999204.86 165999204.86 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130ADUR1 2549001DPIFGXC1TOL40 US3130ADUR13 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-20 2018-09-20 2018-09-20 N N N 0.0196 366017260.56 366017260.56 0.0028 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 179978477.40 179978477.40 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 0.0203 369953446.60 369953446.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 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 0.0201 1172014536.00 1172014536.00 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 313385H90 2549001DPIFGXC1TOL40 US313385H900 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0201 132541948.00 132541948.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEMD9 2549001DPIFGXC1TOL40 US3130AEMD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2019-01-02 2019-01-02 N N N 0.0203 184976542.00 184976542.00 0.0014 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 0.0203 180976410.27 180976410.27 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 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 0.0201 361729500.00 361729500.00 0.0027 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 2018-10-03 2019-01-03 2019-01-03 N N N 0.0204 184968189.25 184968189.25 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 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 0.0201 324840744.00 324840744.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 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 0.0201 1414374185.50 1414374185.50 0.0107 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 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 0.0201 479156327.00 479156327.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-04 2019-02-04 2019-02-04 N N N 0.0200 87507840.88 87507840.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-08 2019-02-08 2019-02-08 N N N 0.0200 48004232.16 48004232.16 0.0004 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 2018-08-22 2018-10-22 2018-10-22 N N N 0.0196 91009261.98 91009261.98 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AEMR8 2549001DPIFGXC1TOL40 US3130AEMR87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-03 2019-01-03 2019-01-03 N N N 0.0205 372452796.80 372452796.80 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AEMP2 2549001DPIFGXC1TOL40 US3130AEMP22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-03 2019-01-03 2019-01-03 N N N 0.0205 186476290.26 186476290.26 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 313385K70 2549001DPIFGXC1TOL40 US313385K706 U.S. Government Agency Debt Y N/A N/A 2018-10-16 2018-10-16 2018-10-16 N N N 0.0202 106548246.00 106548246.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 313385K88 2549001DPIFGXC1TOL40 US313385K888 U.S. Government Agency Debt Y N/A N/A 2018-10-17 2018-10-17 2018-10-17 N N N 0.0202 930004348.00 930004348.00 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 313385L20 2549001DPIFGXC1TOL40 US313385L209 U.S. Government Agency Debt Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0202 792506356.00 792506356.00 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 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 0.0202 348405400.00 348405400.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 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 0.0202 309565979.00 309565979.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 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 0.0202 91570636.00 91570636.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 313385L95 2549001DPIFGXC1TOL40 US313385L951 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2018-10-26 2018-10-26 N N N 0.0202 450636521.60 450636521.60 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AANP9 2549001DPIFGXC1TOL40 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-08-23 2019-01-23 2019-01-23 N N N 0.0198 220067152.80 220067152.80 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 331039283.08 331039283.08 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 96017892.48 96017892.48 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ABUJ3 2549001DPIFGXC1TOL40 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-18 2019-01-18 2019-01-18 N N N 0.0204 268163579.16 268163579.16 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ABUE4 2549001DPIFGXC1TOL40 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2019-01-22 2019-01-22 N N N 0.0206 535332839.55 535332839.55 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130A9JW2 2549001DPIFGXC1TOL40 US3130A9JW27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0193 39014041.56 39014041.56 0.0003 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 0.0186 16984479.00 16984479.00 0.0001 N N N N BMO Harris Bank NA BMO Harris Bank NA, 1.90% 3Y4U8VZURTYWI1W2K376 DEE928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2 - 2 173635000.00 170075010.66 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 165998871.20 165998871.20 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.91% 3Y4U8VZURTYWI1W2K376 DDJ757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2023-08-15 1.375 - 3.75 242575000.00 238758820.16 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0189 234000000.00 234000000.00 0.0018 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.92% 3Y4U8VZURTYWI1W2K376 DEB415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2023-11-15 2.75 - 3.75 170365000.00 170387424.21 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 167000000.00 167000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.92% 3Y4U8VZURTYWI1W2K376 DDJ281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2023-12-31 2.25 - 3.75 176645000.00 171454765.45 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 168000000.00 168000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.92% 3Y4U8VZURTYWI1W2K376 DEA512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2046-11-15 1.875 - 2.875 174652000.00 169292696.56 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 166000000.00 166000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.93% 3Y4U8VZURTYWI1W2K376 DEE938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-08-15 2043-08-15 3.625 - 3.625 154370000.00 170853494.02 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 166000000.00 166000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.94% 3Y4U8VZURTYWI1W2K376 DDH022000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2026-11-15 2 - 3.75 183567000.00 171436870.01 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 168000000.00 168000000.00 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 2018-11-15 2046-11-15 1.375 - 3.75 87453000.00 86391274.08 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 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 2018-11-15 2046-11-15 2.875 - 3.75 246676000.00 259170888.36 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 251000000.00 251000000.00 0.0019 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.99% 3Y4U8VZURTYWI1W2K376 DEC235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2022-08-31 1.5 - 1.625 174375000.00 169417299.15 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-10-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 166000000.00 166000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.00% 3Y4U8VZURTYWI1W2K376 DEA985000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2046-11-15 1.5 - 2.875 171150000.00 169288480.42 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-10-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 166000000.00 166000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.01% 3Y4U8VZURTYWI1W2K376 DEF375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2026-11-15 2 - 3.75 178405000.00 168794994.73 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-10-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 164900000.00 164900000.00 0.0013 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 2018-08-16 2047-02-15 0 - 7.25 556193700.00 547680364.22 U.S. Treasuries (including strips) Y N/A N/A 2018-08-06 2018-08-06 2018-08-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0192 535000000.00 535000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DDH861000 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 - 5.375 688537800.00 686177525.05 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 668000000.00 668000000.00 0.0051 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 1.125 - 4.375 174759500.00 171447534.43 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 167000000.00 167000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DDI788000 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 - 6.75 178895400.00 171400858.03 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 167800000.00 167800000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DEC254000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2043-08-15 0 - 8.125 384960300.00 381726815.49 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 374000000.00 374000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DDI250000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-11-15 0 - 7.5 429590300.00 428057637.40 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 417800000.00 417800000.00 0.0032 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 2023-06-30 2047-11-15 1.375 - 6.75 345131100.00 342068420.02 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 334000000.00 334000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DEB583000 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 341679300.00 339912619.77 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 333000000.00 333000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DEB110000 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 348581700.00 339020880.11 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 332000000.00 332000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DED947000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-05-15 0 - 8.125 349746600.00 339768917.87 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 331800000.00 331800000.00 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 2018-08-16 2047-11-15 0 - 8.5 348739600.00 343449435.28 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 334000000.00 334000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DEA419000 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 - 6 526117500.00 511019552.39 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 499900000.00 499900000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DDG251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2046-11-15 0 - 8.125 175807500.00 171774820.56 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 167000000.00 167000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCF753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-11-15 0 - 7.5 344359000.00 342091796.29 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 333000000.00 333000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DEC659000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-08-15 0 - 4.25 392378900.00 384384965.77 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 375000000.00 375000000.00 0.0028 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 2046-05-15 0 - 8.5 536521900.00 518251427.40 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 506000000.00 506000000.00 0.0038 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 2018-12-06 2045-05-15 0 - 8.125 345448000.00 342065329.29 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 333000000.00 333000000.00 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 2018-08-16 2046-02-15 0 - 8.75 173187600.00 169594438.68 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 165000000.00 165000000.00 0.0013 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 2021-09-30 2047-08-15 1.125 - 7.5 350095200.00 338659554.46 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 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 2018-08-16 2047-11-15 0 - 6 684139400.00 677836114.26 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 660000000.00 660000000.00 0.0050 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 2018-08-16 2047-11-15 0 - 8.75 861737600.00 845086191.66 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 825000000.00 825000000.00 0.0063 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 2018-08-16 2046-05-15 0 - 8.75 324387300.00 336938312.49 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 329000000.00 329000000.00 0.0025 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 2018-12-06 2046-08-15 0 - 7.5 169471000.00 168825786.24 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-22 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 Commerz Markets LLC Commerz Markets LLC, 1.95% 549300IMBXQ8SGH3HJ31 DEF757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2048-05-15 1.125 - 3.75 1697048000.00 1665101466.27 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0195 1631000000.00 1631000000.00 0.0124 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.95% 549300IMBXQ8SGH3HJ31 DEE365000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2046-05-15 1.375 - 3.75 513579300.00 505482159.06 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0193 495000148.50 495000148.50 0.0038 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.97% 549300IMBXQ8SGH3HJ31 DEF758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2048-05-15 0 - 3.125 514708500.00 507127904.43 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0195 496800000.00 496800000.00 0.0038 N N Y N Credit AG Credit AG, 1.90% 1VUV7VQFKUOQSJ21A208 DEF418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2044-11-15 1.5 - 3 342902300.00 339069119.47 U.S. Treasuries (including strips) Y N/A N/A 2018-08-06 2018-08-06 2018-08-06 N N N 0.0193 329997393.00 329997393.00 0.0025 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.94% 7LTWFZYICNSX8D621K86 DEF754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-30 2045-02-15 0 - 8.875 970579700.00 1009063087.67 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 989000000.00 989000000.00 0.0075 N Y Y N Deutsche Bank AG Deutsche Bank AG, 1.95% 7LTWFZYICNSX8D621K86 DEE416000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2045-02-15 0 - 8.875 505750500.00 505070377.63 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0193 494999901.00 494999901.00 0.0038 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.95% 7LTWFZYICNSX8D621K86 DEF761000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2048-02-15 0.75 - 8.75 507378200.00 507014647.69 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0193 497000000.00 497000000.00 0.0038 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.95% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-09 2048-02-15 0 - 8.5 498132400.00 505624510.22 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0193 494999901.00 494999901.00 0.0038 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.93% 549300H47WTHXPU08X20 DEF773000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2043-02-15 1.5 - 4.375 1386560500.00 1416780025.48 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 1389000000.00 1389000000.00 0.0105 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.92% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-15 2023-06-30 0.875 - 2.625 502538900.00 498806609.21 U.S. Treasuries (including strips) Y N/A N/A 2018-08-06 2018-08-06 2018-08-06 N N N 0.0190 489000000.00 489000000.00 0.0037 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.92% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2021-09-30 0 - 8.5 331370600.00 332537782.99 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0190 326000000.00 326000000.00 0.0025 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.93% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2020-01-15 1.375 - 1.5 272600000.00 269405863.66 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 264000000.00 264000000.00 0.0020 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.93% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2021-12-31 2 - 3.625 338140000.00 336663666.02 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 330000000.00 330000000.00 0.0025 N Y Y N 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 86042295.77 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0195 83999748.00 83999748.00 0.0006 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.92% H7FNTJ4851HG0EXQ1Z70 DBA825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-15 2020-11-15 0.75 - 2.625 174595300.00 172972550.20 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0195 168998343.80 168998343.80 0.0013 N N Y N 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 88982200.00 86064616.35 U.S. Treasuries (including strips) Y N/A N/A 2018-08-15 2018-08-15 2018-08-15 N N N 0.0196 83998236.00 83998236.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.97% H7FNTJ4851HG0EXQ1Z70 DEC142000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-02-15 2 - 6 216777200.00 260999278.98 U.S. Treasuries (including strips) Y N/A N/A 2018-08-23 2018-08-23 2018-08-23 N N N 0.0203 255986688.00 255986688.00 0.0019 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 13299943.88 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0197 12999871.30 12999871.30 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 155786900.00 192301606.44 U.S. Treasuries (including strips) Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0199 187998796.80 187998796.80 0.0014 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 2026-08-15 2.125 - 6.75 166647400.00 168471702.92 U.S. Treasuries (including strips) Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0205 164993647.50 164993647.50 0.0013 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 168078700.00 168634204.69 U.S. Treasuries (including strips) Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0205 164993730.00 164993730.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.06% H7FNTJ4851HG0EXQ1Z70 DEA476000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2019-11-30 1 - 1 207959600.00 204082019.95 U.S. Treasuries (including strips) Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0209 199981360.00 199981360.00 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.06% H7FNTJ4851HG0EXQ1Z70 DEB434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2020-11-15 1.375 - 2.625 249240400.00 243828286.09 U.S. Treasuries (including strips) Y N/A N/A 2018-10-24 2018-10-24 2018-10-24 N N N 0.0209 238975478.60 238975478.60 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.97% K5HU16E3LMSVCCJJJ255 DDG656000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2047-11-15 0 - 3.625 86602700.00 86007827.31 U.S. Treasuries (including strips) Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N N 0.0196 83999647.20 83999647.20 0.0006 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.93% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2026-02-15 1.125 - 3.625 1519380000.00 1497150362.65 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 1468000000.00 1468000000.00 0.0111 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.91% 549300Y1PMK3RWXMWR72 DEE924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-15 2045-11-15 1 - 4.25 184312500.00 177527575.97 U.S. Treasuries (including strips) Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0197 173998921.20 173998921.20 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.94% 549300Y1PMK3RWXMWR72 DEE424000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-15 2045-11-15 1.125 - 4.25 177937200.00 176517577.14 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0196 172999584.80 172999584.80 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.94% 549300Y1PMK3RWXMWR72 DDJ919000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2045-11-15 1 - 4.25 129598600.00 125568629.65 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-17 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 7 N N/A N/A Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0192 123000000.00 123000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.95% 549300Y1PMK3RWXMWR72 DDJ192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2039-05-15 1.25 - 4.25 153117800.00 151123963.99 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0196 147999866.80 147999866.80 0.0011 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.95% 549300Y1PMK3RWXMWR72 DDJ266000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-15 2045-11-15 1.125 - 4.25 153223400.00 151124035.83 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0197 147999718.80 147999718.80 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.92% U7M81AY481YLIOR75625 DDI835000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2027-05-15 1.375 - 2.625 65220000.00 61227515.22 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 60000000.00 60000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.92% U7M81AY481YLIOR75625 DEF440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-15 2046-11-15 0.75 - 3 252050000.00 244749318.81 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 239000000.00 239000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DEA957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2026-02-15 1.625 - 2.625 97510000.00 92809092.48 U.S. Treasuries (including strips) Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0191 91000000.00 91000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DEC017000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2023-12-31 1.125 - 2.625 171090000.00 169286936.48 U.S. Treasuries (including strips) Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0191 166000000.00 166000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DEB458000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2026-02-15 1.625 - 2.625 134200000.00 135680289.89 U.S. Treasuries (including strips) Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0191 133000000.00 133000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DDJ276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-15 2023-11-30 0.875 - 2.125 60035000.00 58161589.62 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 57000000.00 57000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DDI837000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2023-03-31 1.5 - 2.25 61205000.00 59181585.35 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 58000000.00 58000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DEC732000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-12-15 2047-02-15 1.375 - 3 56966000.00 56385762.26 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-27 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 55000000.00 55000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DEF438000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2024-12-31 1.375 - 2.375 94350000.00 93446430.66 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-24 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 91000000.00 91000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DEA961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-12-31 2024-11-30 1.75 - 2.125 60600000.00 59167441.79 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-30 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 58000000.00 58000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DED155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-03-31 2047-02-15 2.625 - 3 78825000.00 78532799.71 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 76800000.00 76800000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DED550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2025-11-15 1.25 - 2.75 83920000.00 81376614.53 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-24 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 79800000.00 79800000.00 0.0006 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 101848000.00 102198102.52 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 100000000.00 100000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.96% U7M81AY481YLIOR75625 DEE100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2021-02-28 1.125 - 1.375 68305000.00 67294358.97 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-26 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 66000000.00 66000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.96% U7M81AY481YLIOR75625 DEE440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2023-03-31 1.5 - 3.75 52130000.00 51999990.69 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-26 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 51000000.00 51000000.00 0.0004 N N Y N Natixis SA Natixis SA, 1.92% KX1WK48MPD4Y2NCUIZ63 DEF808000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2046-05-15 0 - 7.875 1172977200.00 1179208120.73 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0190 1156000000.00 1156000000.00 0.0088 N N Y N Natixis SA Natixis SA, 1.94% KX1WK48MPD4Y2NCUIZ63 DDH067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-23 2048-05-15 0 - 7.875 340230100.00 343221751.47 U.S. Treasuries (including strips) Y N/A N/A 2018-08-06 2018-08-06 2018-08-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0192 336000000.00 336000000.00 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 2018-11-15 2027-11-15 0 - 3.75 695322500.00 683943560.74 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-23 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 668000000.00 668000000.00 0.0051 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.91% OXTKY6Q8X53C9ILVV871 DED932000 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 2457019200.00 2532013814.56 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0191 2474898515.06 2474898515.06 0.0188 N Y Y N Norinchukin Bank Norinchukin Bank, 1.98% 5493007VSMFZCPV1NB83 DEE024000 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 229945000.00 260187845.20 U.S. Treasuries (including strips) Y N/A N/A 2018-08-28 2018-08-28 2018-08-28 N N N 0.0197 254998266.00 254998266.00 0.0019 N N N Y Norinchukin Bank Norinchukin Bank, 2.00% 5493007VSMFZCPV1NB83 DED547000 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 168140000.00 173470541.63 U.S. Treasuries (including strips) Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0201 169993166.00 169993166.00 0.0013 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 94060000.00 84919102.60 U.S. Treasuries (including strips) Y N/A N/A 2018-09-10 2018-09-10 2018-09-10 N N N 0.0204 82996215.20 82996215.20 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 94055000.00 84914588.51 U.S. Treasuries (including strips) Y N/A N/A 2018-09-11 2018-09-11 2018-09-11 N N N 0.0203 82997095.00 82997095.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.05% 5493007VSMFZCPV1NB83 DDG250000 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 93930000.00 84801736.20 U.S. Treasuries (including strips) Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0204 82999460.50 82999460.50 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.05% 5493007VSMFZCPV1NB83 DDH476000 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 166335000.00 171608317.72 U.S. Treasuries (including strips) Y N/A N/A 2018-10-09 2018-10-09 2018-10-09 N N N 0.0206 167991516.00 167991516.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 2.06% 5493007VSMFZCPV1NB83 DDI797000 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 94900000.00 85677470.09 U.S. Treasuries (including strips) Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0207 83896241.28 83896241.28 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.06% 5493007VSMFZCPV1NB83 DDJ262000 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 94895000.00 85672956.00 U.S. Treasuries (including strips) Y N/A N/A 2018-10-12 2018-10-12 2018-10-12 N N N 0.0207 83895695.93 83895695.93 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.08% 5493007VSMFZCPV1NB83 DEA946000 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 168210000.00 173542760.84 U.S. Treasuries (including strips) Y N/A N/A 2018-10-17 2018-10-17 2018-10-17 N N N 0.0209 169991993.00 169991993.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 2.08% 5493007VSMFZCPV1NB83 DEB994000 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 148685000.00 138817492.85 U.S. Treasuries (including strips) Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0210 135991404.80 135991404.80 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.09% 5493007VSMFZCPV1NB83 DED111000 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 167415000.00 174504255.27 U.S. Treasuries (including strips) Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0211 170987551.20 170987551.20 0.0013 N N N Y 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 2018-12-31 2048-05-15 1.125 - 4.25 264157400.00 258059018.30 U.S. Treasuries (including strips) Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0186 251800000.00 251800000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.92% 549300QJJX6CVVUXLE15 DDJ247000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2045-02-15 1.125 - 3.125 176024100.00 171440996.48 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 167900000.00 167900000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.92% 549300QJJX6CVVUXLE15 DDJ759000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2048-05-15 1.125 - 3.125 88867200.00 84745829.16 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 83000000.00 83000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.92% 549300QJJX6CVVUXLE15 DEA415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2048-05-15 1.75 - 3.125 83806600.00 84732539.26 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0190 83000000.00 83000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.93% 549300QJJX6CVVUXLE15 DED119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-15 2048-05-15 1.125 - 7.125 343380400.00 339648097.21 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 332800000.00 332800000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.95% 549300QJJX6CVVUXLE15 DDG964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2048-05-15 1 - 4.25 106628200.00 103171886.43 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 101000000.00 101000000.00 0.0008 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 2019-05-31 2048-05-15 1.25 - 3.625 346695600.00 341696859.37 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-09-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 334000000.00 334000000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 DEC125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2027-11-15 1 - 2.5 174072900.00 169434044.93 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-10-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 166000000.00 166000000.00 0.0013 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.93% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-05-15 2 - 4.25 109801300.00 127583845.93 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 124000000.00 124000000.00 0.0009 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 1.93% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-30 2048-02-15 0 - 3.875 634905500.00 634635457.82 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0191 621000000.00 621000000.00 0.0047 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.92% 6PJDTY319315T5LR2241 DEF660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-12-31 2.25 - 2.75 288950000.00 285609830.41 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 280000000.00 280000000.00 0.0021 N Y Y N Societe Generale Societe Generale, 1.92% O2RNE8IBXP4R0TD8PU41 DEF819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2048-02-15 0 - 8.875 680326900.00 666895024.59 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0190 653000000.00 653000000.00 0.0050 N N Y N 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 2047-11-15 0 - 6.625 372280700.00 358329504.44 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 350000035.00 350000035.00 0.0027 N Y Y N Societe Generale Societe Generale, 1.97% O2RNE8IBXP4R0TD8PU41 DEF405000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-31 2047-11-15 0 - 6.25 339663700.00 341441079.23 U.S. Treasuries (including strips) Y N/A N/A 2018-09-27 2018-09-27 2018-09-27 N N N 0.0196 334000300.60 334000300.60 0.0025 N N N Y Societe Generale Societe Generale, 1.98% O2RNE8IBXP4R0TD8PU41 DED163000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2047-05-15 0 - 6.875 185964000.00 173497885.54 U.S. Treasuries (including strips) Y N/A N/A 2018-09-24 2018-09-24 2018-09-24 N N N 0.0198 168995825.70 168995825.70 0.0013 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.04% 5493006GGLR4BTEL8O61 DDJ289000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2023-11-15 1.75 - 2.75 35051000.00 34736795.42 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0202 34000000.00 34000000.00 0.0003 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 1.94%, dated 7/31/2018 due 08/01/2018 B4TYDEB6GKMZO031MB27 DEF893000_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 2042-08-20 2047-02-20 3 - 4 3549341751.93 1936487541.58 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 1898414894.00 1898414894.00 0.0144 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.91% G5GSEF7VJP5I7OUK5573 DEE837000 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 2035-08-01 2047-06-01 3.525 - 4.5 150245370.00 16811468.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2048-02-01 2.757 - 4.5 559231491.00 169693994.24 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N N 0.0192 182799634.40 182799634.40 0.0014 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.92% G5GSEF7VJP5I7OUK5573 DED946000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2048-03-01 4 - 4.5 36978003.00 28596122.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2048-07-01 3.5 - 4.5 234726275.00 158133564.13 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0191 182999945.10 182999945.10 0.0014 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.92% G5GSEF7VJP5I7OUK5573 DEE361000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2048-03-01 3.5 - 4.5 154551758.00 94344759.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-01-20 2048-01-20 3.5 - 3.5 161694128.00 158907421.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-06-01 2048-07-01 3.5 - 4.5 147057519.00 119166956.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0192 364999708.00 364999708.00 0.0028 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.03% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-06 2044-05-15 0 - 3.375 64613000.00 65493325.48 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-10-16 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 64000000.00 64000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.03% 3Y4U8VZURTYWI1W2K376 DED944000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2021-12-31 2 - 2 39100.00 38163.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2031-12-01 3 - 3 20872213.00 9392475.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-04-15 2048-04-20 3 - 5.5 80798890.00 36821368.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-07-01 2047-12-01 4 - 4.5 26420684.00 19053798.81 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-10-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 64000000.00 64000000.00 0.0005 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.92%, dated 7/31/2018 due 08/01/2018 R0MUWSFPU8MPRO8K5P83 DEF940000_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 2018-08-02 2048-02-15 0 - 8.75 3429493.57 3140592.27 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-07-09 2034-06-01 3.04 - 5.125 531.72 612.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-07-01 0 - 7 160629.81 62456.12 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2048-04-20 2 - 6.5 1107994.83 271071.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2048-08-01 0 - 7.5 248836.66 75904.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 3471719.16 3471719.16 0.0000 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.94%, dated 7/31/2018 due 08/01/2018 R0MUWSFPU8MPRO8K5P83 DEF893000_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 2018-08-02 2048-02-15 0 - 8.75 640354871.78 586411235.67 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-07-09 2034-06-01 3.04 - 5.125 99283.61 114284.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-07-01 0 - 7 29992791.18 11661803.45 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2048-04-20 2 - 6.5 206884739.91 50614537.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2048-08-01 0 - 7.5 46462768.87 14172910.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 648239232.10 648239232.10 0.0049 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 2018-08-16 2048-02-15 0 - 2.75 102331008.03 80944115.52 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2034-04-28 1.875 - 3.2 25002000.00 24088663.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-01-01 2047-10-01 2.5 - 4 39918267.00 34809673.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-05 2029-10-24 0.875 - 4 25060000.00 24771761.61 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-07-15 2048-04-20 3 - 7 260957833.00 103315619.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2048-06-01 1.2 - 7 31894387.00 13217260.68 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 274000000.00 274000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCA649000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-11-15 0 - 2.875 97045500.49 77549429.00 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2034-06-01 3.04 - 3.2 145000.00 135802.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2046-04-01 0 - 4 6990.00 5628.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2029-10-24 3.05 - 4 170000.00 180084.48 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2048-06-20 3 - 4.5 11481660.00 4471006.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-08-01 0 - 6.625 49616178.00 12391842.51 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 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 2018-08-16 2046-11-15 0 - 7.625 40901340.21 29337923.09 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2037-04-28 3.17 - 3.37 429000.00 408919.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2047-06-01 0 - 7.5 21321319.00 2833251.09 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2048-04-20 2.5 - 8 119620040.00 54090588.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2048-06-25 0 - 7.5 63950706.00 7603328.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 91800000.00 91800000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCB964000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2047-11-15 0 - 8.75 347395610.48 307285312.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2048-05-01 0 - 5 50605099.00 45597072.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-01-20 2048-01-20 3 - 4.5 101645545.00 52958505.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 2.93 - 2.93 14509566.00 14709610.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2048-04-01 1.2 - 6.625 241391192.00 92680486.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 500000000.00 500000000.00 0.0038 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.94%, dated 7/31/2018 due 08/01/2018 VJW2DOOHGDT6PR0ZRO63 DEF893000_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 2018-08-15 2048-05-15 0 - 7.875 73410407.47 71779150.82 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-04-03 2028-04-07 1.172 - 3.2 21657672.74 21382785.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-07-05 2048-06-01 1.134 - 4.5 1462487.90 1457026.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-08-14 2028-08-10 0 - 3.25 6685661.62 6723936.44 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-01-20 2048-07-20 3 - 5 5687492.20 3723874.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-10-01 2048-08-01 1.625 - 5 88287819.19 83963161.90 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 185211209.17 185211209.17 0.0014 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.92%, dated 7/31/2018 due 08/01/2018 E57ODZWZ7FF32TWEFA76 DEF940000_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 2019-10-15 2030-04-15 0 - 0 1010.06 975.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2048-02-15 0 - 8.875 2538928.14 2600032.43 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2027-07-19 2027-07-19 2.43 - 2.43 1266.29 1173.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-08-07 2032-07-12 0 - 3.29 7783.40 7758.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-07-01 1.25 - 8.5 240744.60 44362.95 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 0 - 0 0.16 0.16 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-03-20 2067-11-20 2.5 - 8.5 528076.93 282002.57 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 27784.07 27907.79 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 1689.62 1893.35 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-01 2048-07-01 1 - 6.5 55643.61 34943.76 Agency Debentures and Agency Strips Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 2923027.39 2923027.39 0.0000 N Y Y N Citibank NA Citibank NA, 1.92% 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 2018-10-11 2022-07-31 0 - 2.375 95526300.00 92824967.32 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0190 91000000.00 91000000.00 0.0007 N N Y N Citibank NA Citibank NA, 1.93% 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 2023-07-31 2023-07-31 2.75 - 2.75 560216800.00 557765851.50 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-12-01 2036-12-01 3.417 - 3.417 2120.00 66.59 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0191 546800000.00 546800000.00 0.0041 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.94%, dated 7/31/2018 due 08/01/2018 E57ODZWZ7FF32TWEFA76 DEF893000_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 2019-10-15 2030-04-15 0 - 0 160000.54 154596.20 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2048-02-15 0 - 8.875 402184010.25 411863357.72 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2027-07-19 2027-07-19 2.43 - 2.43 200588.91 185820.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-08-07 2032-07-12 0 - 3.29 1232945.31 1228948.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-07-01 1.25 - 8.5 38135632.56 7027401.78 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 0 - 0 25.29 25.09 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-03-20 2067-11-20 2.5 - 8.5 83651085.74 44671184.08 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 4401191.23 4420789.48 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 267647.96 299920.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-01 2048-07-01 1 - 6.5 8814337.49 5535336.25 Agency Debentures and Agency Strips Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 463028022.93 463028022.93 0.0035 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.92%, dated 7/31/2018 due 08/01/2018 1VUV7VQFKUOQSJ21A208 DEF940000_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 2018-08-31 2046-08-15 0 - 2.875 1996128.29 1936770.46 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 1897089.52 1897089.52 0.0000 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.94%, dated 7/31/2018 due 08/01/2018 1VUV7VQFKUOQSJ21A208 DEF893000_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 2018-08-31 2046-08-15 0 - 2.875 1736794485.88 1685148333.32 U.S. Treasuries (including strips) Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 1650622669.36 1650622669.36 0.0125 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 1.90% ANGGYXNX0JLX3X63JN86 DEE926000 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 2033-01-16 2048-06-20 3 - 5.5 378398853.00 186743284.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N N 0.0192 182999396.10 182999396.10 0.0014 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.95% 9J6MBOOO7BECTDTUZW19 0000058056 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 2056-01-15 2056-01-15 3 - 3 12115829.00 11711582.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 137697534.00 138676563.47 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0195 146000000.00 146000000.00 0.0011 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.92%, dated 7/31/2018 due 08/01/2018 CYYGQCGNHMHPSMRL3R97 DEF940000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2036-02-15 1 - 4.5 130558.53 145766.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2048-07-01 3.5 - 5 30728.14 29413.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-07-01 2048-03-01 2.5 - 6.03 161282.50 118030.76 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 287447.06 287447.06 0.0000 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.94%, dated 7/31/2018 due 08/01/2018 CYYGQCGNHMHPSMRL3R97 DEF893000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2036-02-15 1 - 4.5 291504849.76 325461385.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2048-07-01 3.5 - 5 68608319.73 65674087.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-07-01 2048-03-01 2.5 - 6.03 360103863.23 263533436.95 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 641798049.27 641798049.27 0.0049 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.93% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 16127000.00 13113993.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-01-15 2048-07-01 0 - 5 1006015716.00 723789170.43 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-04-05 2019-04-05 N/A 145843.00 143439.51 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-15 2056-04-01 0 - 5.5 795128032.00 564339161.94 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0191 1275800000.00 1275800000.00 0.0097 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.92% 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 B1V7KEBTPIMZEU4LTD58 2044-10-01 2047-06-01 4 - 4 133337813.00 111209648.03 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N N 0.0195 108999596.70 108999596.70 0.0008 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.94%, dated 7/31/2018 due 08/01/2018 KBVRJ5K57JZ3E2AVWX40 DEF893000_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 2031-08-01 2047-12-01 2.5 - 4.5 5032644.64 4898578.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-06-20 2048-06-20 3 - 3.5 3843581.26 2536615.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-12-01 2048-05-01 2.5 - 6 92728264.88 63411891.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 69454203.44 69454203.44 0.0005 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.94% 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 B1V7KEBTPIMZEU4LTD58 2044-10-01 2047-06-01 3.5 - 4 150422696.00 129546981.16 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0192 127000000.00 127000000.00 0.0010 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 HOME LOAN MORTGAGE CORP 2026-05-01 2048-07-01 3 - 4.5 202304567.00 93113211.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 4059.00 1402.66 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N N 0.0195 90999990.90 90999990.90 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.00% 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 2031-06-01 2048-07-01 2.5 - 4.5 105768829.00 93390961.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2039-07-25 2039-07-25 4 - 4 58476742.00 20207639.93 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0202 110996636.70 110996636.70 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.00% 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 B1V7KEBTPIMZEU4LTD58 2046-02-01 2047-10-01 3.5 - 4 163370109.00 134692360.33 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-27 2018-09-27 2018-09-27 N N N 0.0206 131985625.20 131985625.20 0.0010 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 B1V7KEBTPIMZEU4LTD58 2026-04-01 2048-04-01 2.5 - 5 320864771.00 185176629.41 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0202 180994461.40 180994461.40 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 B1V7KEBTPIMZEU4LTD58 2045-09-01 2045-11-01 3.5 - 4 143815002.00 110472120.55 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-17 2018-09-17 2018-09-17 N N N 0.0205 107996878.80 107996878.80 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 B1V7KEBTPIMZEU4LTD58 2026-04-01 2048-06-01 3 - 5 347058595.00 185122169.85 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0204 180995366.40 180995366.40 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 B1V7KEBTPIMZEU4LTD58 2026-04-01 2048-07-01 3 - 4.5 410111466.00 258747299.92 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0205 252992738.90 252992738.90 0.0019 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.94%, dated 7/31/2018 due 08/01/2018 ZBUT11V806EZRVTWT807 DEF893000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-04 2027-11-15 0 - 2.25 81924791.95 79107915.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2048-06-15 3 - 6.5 96453009.51 50180104.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-03-01 2057-06-01 0 - 6 769464337.67 395045584.42 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 513035049.40 513035049.40 0.0039 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.95% 8NAV47T0Y26Q87Y0QP81 DDH015000 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 2041-12-01 2048-07-01 3.277 - 4.5 240764052.00 176060294.05 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2047-08-25 2047-08-25 4.369 - 4.369 22183046.00 20076739.90 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2048-07-01 2.613 - 5 582102194.00 370790887.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-06 2018-08-06 2018-08-06 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 6 N N/A N/A N N 0.0193 555000000.00 555000000.00 0.0042 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.94%, dated 7/31/2018 due 08/01/2018 8NAV47T0Y26Q87Y0QP81 DEF893000_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 2028-02-15 2028-02-15 2.75 - 2.75 48932937.39 48693679.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 12276399.29 11264132.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-03-01 2048-06-01 4 - 4.5 96094250.64 58120655.24 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 115757005.73 115757005.73 0.0009 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.98% K5HU16E3LMSVCCJJJ255 DDI187000 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 3.957 - 3.957 3867622.00 3930846.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2034-07-01 3.74 - 3.74 2113773.00 2122085.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2027-08-01 3.43 - 3.43 4350000.00 4323153.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-12-30 2048-07-01 2.383 - 5 409920224.00 84885339.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2048-02-20 3 - 3.5 2815531.00 2441362.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-03-01 2048-07-01 2.315 - 5.54 1471610669.00 220922283.85 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0199 311990328.00 311990328.00 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.98% K5HU16E3LMSVCCJJJ255 DDI205000 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 - 4.69 956359439.00 98337607.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2065-11-20 3 - 4.5 21653405.00 20037073.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-01 2050-03-01 1.907 - 5.54 2079763486.00 145103743.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-10 2018-09-10 2018-09-10 N N N 0.0199 257991666.60 257991666.60 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.98% K5HU16E3LMSVCCJJJ255 DDI777000 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 2028-08-01 2047-10-01 3.5 - 5 1873797.00 1811813.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-01 2048-07-01 1.914 - 4.5 191764887.00 92136571.99 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-11 2018-09-11 2018-09-11 N N N 0.0199 91996964.00 91996964.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.98% K5HU16E3LMSVCCJJJ255 DDI790000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-01-30 2048-07-01 3 - 5 1675995.00 1654399.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-12-01 2048-07-01 3.229 - 4.5 217914418.00 186242371.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-12 2018-09-12 2018-09-12 N N N 0.0199 183993799.20 183993799.20 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.98% K5HU16E3LMSVCCJJJ255 DEA420000 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 549300M8ZYFG0OCMTT87 2046-05-20 2046-11-20 3 - 3.5 3179579.00 2094414.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-02-01 2 - 5.75 111096448.00 44042391.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-05-20 2065-10-20 2 - 7.5 468477413.00 108904424.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-07-01 2.985 - 4.5 123328525.00 87932398.83 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-14 2018-09-14 2018-09-14 N N N 0.0199 237992003.20 237992003.20 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.98% K5HU16E3LMSVCCJJJ255 DEA874000 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 2028-08-01 2048-04-01 3.5 - 4 4422862.00 4448225.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-06-20 2042-06-20 4 - 4 22074197.00 5346534.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-04-01 2048-07-01 2.536 - 4.5 610152015.00 182123442.13 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-17 2018-09-17 2018-09-17 N N N 0.0199 187993589.20 187993589.20 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.99% K5HU16E3LMSVCCJJJ255 DDG562000 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 2026-08-01 2048-05-01 2.5 - 6 179088167.00 60181746.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-01-20 2058-10-15 3.5 - 6 103054012.00 40394185.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2048-07-01 2.757 - 4.015 205085505.00 144616495.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0271 239995056.00 239995056.00 0.0018 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.99% K5HU16E3LMSVCCJJJ255 DDG563000 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 2048-01-01 3 - 5 144243987.00 131325591.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2048-07-01 2.341 - 4.5 124992259.00 76066337.16 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0200 202995696.40 202995696.40 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.99% K5HU16E3LMSVCCJJJ255 DDG657000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-12-30 2028-08-01 3 - 3.5 375922.00 381067.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-07-20 4 - 4 3334579.00 3403867.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2048-07-01 2.5 - 5.96 163327821.00 90205496.91 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N N 0.0200 91997994.40 91997994.40 0.0007 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.94%, dated 7/31/2018 due 08/01/2018 7TK5RJIZDFROZCA6XF66 DEF893000_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 2018-08-15 2055-01-15 2.341 - 10.89 690683425.13 332853424.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2047-10-20 3 - 8.5 130025583.52 21152993.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-08-25 2053-12-25 0 - 8.5 2072262150.46 430261020.55 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 765385321.90 765385321.90 0.0058 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.95% OXTKY6Q8X53C9ILVV871 DEF727000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2025-08-15 1.875 - 2 253200.00 240691.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-04-01 2048-07-01 2 - 7.5 1044652142.00 601572388.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-04-03 2024-04-03 2.78 - 2.78 20695000.00 6751364.34 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-05-20 2068-07-20 3 - 6.5 314063310.00 201880247.96 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2022-03-15 2065-09-15 0 - 5.375 1712000.00 802781.53 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2051-08-01 1 - 8 1211938761.00 898365176.87 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0193 1676000000.00 1676000000.00 0.0127 N N Y N RBC Financial Group RBC Financial Group, 1.93% ES7IP3U3RHIGC71XBU11 DDJ264000 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 2038-07-01 2048-06-01 3.5 - 5 7106839.00 6188389.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2048-07-20 4 - 4.5 3087611.00 3117933.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2057-01-01 2.807 - 5 140448022.00 91688020.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-13 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0191 98900000.00 98900000.00 0.0007 N N Y N RBC Financial Group RBC Financial Group, 1.94% ES7IP3U3RHIGC71XBU11 DEF395000 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 132310139.00 63944866.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-02-20 2048-07-20 3.5 - 6.961 27566346.00 16083868.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-01 2057-01-01 2.224 - 6.5 493835138.00 207924333.96 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0192 281900000.00 281900000.00 0.0021 N N Y N RBC Financial Group RBC Financial Group, 1.94% ES7IP3U3RHIGC71XBU11 DDH880000 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 260190945.00 103997086.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-15 2048-07-20 3.5 - 5 7160526.00 6932351.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2057-01-01 2.181 - 7 980977971.00 400788960.74 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-20 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0192 501000000.00 501000000.00 0.0038 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 US TREASURY 254900HROIFWPRGM1V77 2019-04-15 2019-04-15 0.125 - 0.125 409500.00 435669.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2048-06-01 1.5 - 6.5 167360656.00 81213494.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-11-20 2048-07-20 3.25 - 5.5 35873096.00 34601030.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2057-01-01 2.181 - 6 640814832.00 202069649.57 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-09-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 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 US TREASURY 254900HROIFWPRGM1V77 2019-04-15 2019-04-15 0.125 - 0.125 100500.00 106922.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-03-01 2.105 - 5 24307507.00 12663402.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2048-07-20 3.5 - 4.5 2211694.00 1348288.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2057-01-01 2.48 - 5 190371584.00 126064101.41 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-09-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 137000000.00 137000000.00 0.0010 N N Y N Societe Generale Societe Generale, 1.93% O2RNE8IBXP4R0TD8PU41 DEF815000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-15 2047-02-15 0.125 - 3.625 752359800.00 744304047.81 U.S. Treasuries (including strips) Y N/A N/A 2018-08-07 2018-08-07 2018-08-07 N N N 0.0191 729000000.00 729000000.00 0.0055 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.94%, dated 7/31/2018 due 08/01/2018 5U0XI89JRFVHWIBS4F54 DEF893000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-15 2046-11-15 0.75 - 2.875 1530783020.88 1511743937.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-07-01 3.5 - 3.5 448929612.44 398112898.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-06-20 2048-04-20 3 - 5 1810701832.98 1190327387.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2047-11-01 3 - 3.5 496396055.53 445341001.52 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 3472710171.94 3472710171.94 0.0263 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DDJ784000 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 60000.00 58998.91 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-06-20 4.5 - 4.5 114706000.00 119398664.12 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 N N/A N/A N N 0.0201 117000000.00 117000000.00 0.0009 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEA915000 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 590000.00 580155.99 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2046-06-20 3 - 3 207358000.00 157724398.83 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 3 N N/A N/A N N 0.0201 155000000.00 155000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEE422000 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 240000.00 235995.66 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-11-20 2046-11-20 3 - 3 185950000.00 154825494.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 151781250.00 151781250.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DED541000 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 2046-11-20 2046-11-20 3 - 3 191411000.00 159372426.18 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 156000000.00 156000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEC110000 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 560000.00 550656.53 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2046-06-20 3 - 3 208696000.00 158742132.63 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 156000000.00 156000000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DDH473000 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 580000.00 570322.83 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2048-04-20 4.5 - 4.5 134975000.00 139490333.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 137000000.00 137000000.00 0.0010 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DDI243000 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 980000.00 963648.92 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-20 2045-12-20 3.5 - 3.5 257350000.00 157912755.77 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 155375000.00 155375000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DDI796000 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 740000.00 727653.27 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2046-03-20 3 - 3.5 275533000.00 160042207.66 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 2018-08-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 157380000.00 157380000.00 0.0012 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DDE925000 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 2840000.00 2792615.25 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-12-20 2047-06-20 3.5 - 4 364854000.00 153722456.65 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-07 2018-08-07 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 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.92%, dated 7/31/2018 due 08/01/2018 VYVVCKR63DVZZN70PB21 DEF940000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2048-02-15 0 - 8.125 72252.60 73157.48 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2018-12-15 2048-07-20 2 - 9.5 867939.96 822845.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3 - 4 12671.54 12728.50 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 890716.87 890716.87 0.0000 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.94%, dated 7/31/2018 due 08/01/2018 VYVVCKR63DVZZN70PB21 DEF893000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-08-16 2048-02-15 0 - 8.125 17653017.99 17874099.41 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2018-12-15 2048-07-20 2 - 9.5 212058233.46 201040678.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3 - 4 3095955.81 3109873.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 217623170.78 217623170.78 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.90% 912796PS2 254900HROIFWPRGM1V77 US912796PS21 U.S. Treasury Debt Y N/A N/A 2018-08-02 2018-08-02 2018-08-02 N N N 0.0090 654567289.64 654567289.64 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.87% 912796PW3 254900HROIFWPRGM1V77 US912796PW33 U.S. Treasury Debt Y N/A N/A 2018-08-30 2018-08-30 2018-08-30 N N N 0.0187 1154233007.76 1154233007.76 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.90% 912796PZ6 254900HROIFWPRGM1V77 US912796PZ63 U.S. Treasury Debt Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0190 120682794.87 120682794.87 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.93% 912796QB8 254900HROIFWPRGM1V77 US912796QB86 U.S. Treasury Debt Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0193 2225387948.63 2225387948.63 0.0169 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.95% 912796NZ8 254900HROIFWPRGM1V77 US912796NZ81 U.S. Treasury Debt Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0195 739162851.70 739162851.70 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% 912796QD4 254900HROIFWPRGM1V77 US912796QD43 U.S. Treasury Debt Y N/A N/A 2018-10-18 2018-10-18 2018-10-18 N N N 0.0196 647260789.50 647260789.50 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.98% 912796QE2 254900HROIFWPRGM1V77 US912796QE26 U.S. Treasury Debt Y N/A N/A 2018-10-25 2018-10-25 2018-10-25 N N N 0.0198 220972632.84 220972632.84 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796QF9 254900HROIFWPRGM1V77 US912796QF90 U.S. Treasury Debt Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0202 1329201430.00 1329201430.00 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796PD5 254900HROIFWPRGM1V77 US912796PD51 U.S. Treasury Debt Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0203 86522995.53 86522995.53 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QJ1 254900HROIFWPRGM1V77 US912796QJ13 U.S. Treasury Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0205 641187424.35 641187424.35 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0205 645867898.00 645867898.00 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y N/A N/A 2018-11-29 2018-11-29 2018-11-29 N N N 0.0206 96346462.50 96346462.50 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0206 549039751.33 549039751.33 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.11% 912796QP7 254900HROIFWPRGM1V77 US912796QP72 U.S. Treasury Debt Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0211 1287476465.00 1287476465.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.15% 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0215 644368289.50 644368289.50 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0216 434656735.94 434656735.94 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.22% 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0222 642867127.50 642867127.50 0.0049 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 0.0197 163666363.32 163666363.32 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.98% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-08-01 2020-01-31 2020-01-31 N N N 0.0199 409968999.90 409968999.90 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.03% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-08-01 2019-10-31 2019-10-31 N N N 0.0199 214093802.62 214093802.62 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.04% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-08-01 2019-07-31 2019-07-31 N N N 0.0196 555748783.75 555748783.75 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-08-01 2019-04-30 2019-04-30 N N N 0.0194 1198960077.20 1198960077.20 0.0091 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 0.0203 15949064.80 15949064.80 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 0.0203 33933374.28 33933374.28 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.12% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-08-01 2019-01-31 2019-01-31 N N N 0.0193 304290058.56 304290058.56 0.0023 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.09% H7FNTJ4851HG0EXQ1Z70 DEF849000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0208 82000000.00 82000000.00 0.0006 N N N Y 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. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.02% 5493006GGLR4BTEL8O61 DEE923000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-08-07 2018-08-07 2018-08-15 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0200 32525000.00 32525000.00 0.0002 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. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEF439000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-08-07 2018-08-07 2018-08-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 38750000.00 38750000.00 0.0003 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. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEF441000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-08-07 2018-08-07 2018-08-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 38750000.00 38750000.00 0.0003 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. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEF437000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-08-07 2018-08-07 2018-08-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 38750000.00 38750000.00 0.0003 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. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEF856000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-08-07 2018-08-07 2018-08-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 38000000.00 38000000.00 0.0003 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. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEF854000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-08-07 2018-08-07 2018-08-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 38000000.00 38000000.00 0.0003 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. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEF858000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-08-07 2018-08-07 2018-08-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 38000000.00 38000000.00 0.0003 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. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DEF860000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-08-07 2018-08-07 2018-08-22 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 38000000.00 38000000.00 0.0003 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. Treasury Obligations as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2018-08-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer