0000278001-18-000020.txt : 20180910 0000278001-18-000020.hdr.sgml : 20180910 20180910114223 ACCESSION NUMBER: 0000278001-18-000020 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180831 FILED AS OF DATE: 20180910 DATE AS OF CHANGE: 20180910 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: 181061900 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 2018-08-31 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 22 61 29535086759.27 28952131033.08 33553783734.79 33860328634.28 40470660230.38 76275957497.13 78519826598.43 81810501901.62 83318399407.69 85764812212.01 0.2200 0.2100 0.2500 0.2500 0.3000 0.5700 0.5900 0.6100 0.6200 0.6400 3433747.14 132456388136.35 132453163138.56 2886676498.59 3194074479.98 132149198904.31 132110236565.18 1.0000 0.0201 1.0003 1.0003 1.0003 1.0003 1.0003 C000019553 1.00 132149198904.31 132110236565.18 1.0003 1.0003 1.0003 1.0003 1.0003 11602580222.77 11102084245.53 9418893656.96 9800737307.32 9388683935.58 9544669843.98 10394237382.56 9781237335.82 10369680449.51 10241395474.88 47081274525.94 46260289521.72 0.0163 N Fannie Mae Fannie Mae, 2.01% 3136G4TF0 B1V7KEBTPIMZEU4LTD58 US3136G4TF09 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2019-01-30 2019-01-30 N N N 0.0200 522015660.00 522015660.00 0.0040 N N N N Fannie Mae Fannie Mae, 2.05% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2019-07-30 2019-07-30 N N N 0.0201 266598605.00 266598605.00 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 0.0224 220213240.00 220213240.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.98% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2018-09-06 2019-05-06 2019-05-06 N N N 0.0199 105996535.92 105996535.92 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.10% 313313S82 US313313S826 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2018-12-12 2018-12-12 N N N 0.0210 9941150.00 9941150.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 207000000.00 207000000.00 0.0016 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.40% 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 0.0040 161991252.00 161991252.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.66% 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 0.0066 237974296.00 237974296.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.19% 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 0.0119 733762918.00 733762918.00 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.26% 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 0.0126 206921961.00 206921961.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.37% 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 0.0137 258874385.00 258874385.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.42% 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 0.0142 525716486.00 525716486.00 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 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 0.0152 979313020.00 979313020.00 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 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 0.0154 917307828.00 917307828.00 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 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 0.0157 1065078720.48 1065078720.48 0.0081 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 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 0.0159 325718988.00 325718988.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 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 0.0161 676379868.00 676379868.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 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 0.0165 366604374.00 366604374.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 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 0.0167 508618591.26 508618591.26 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 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 0.0168 1835320725.00 1835320725.00 0.0139 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 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 0.0169 996763478.00 996763478.00 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 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 0.0170 901333067.50 901333067.50 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 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 0.0182 1174191312.00 1174191312.00 0.0089 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 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 0.0183 132787998.00 132787998.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 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 0.0183 362400687.00 362400687.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 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 0.0184 325443192.00 325443192.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 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 0.0185 1416994582.50 1416994582.50 0.0107 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 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 0.0187 480041367.00 480041367.00 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130ADN99 2549001DPIFGXC1TOL40 US3130ADN996 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2018-09-11 2018-09-11 N N N 0.0192 183998483.84 183998483.84 0.0014 N N N 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 2018-09-12 2018-09-12 2018-09-12 N N N 0.0192 91999133.36 91999133.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130A6AE7 2549001DPIFGXC1TOL40 US3130A6AE70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-14 2018-09-14 2018-09-14 N N N 0.0176 127963904.00 127963904.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0191 106744056.00 106744056.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0191 931712634.00 931712634.00 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADN57 2549001DPIFGXC1TOL40 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-13 2018-11-13 2018-11-13 N N N 0.0195 182986922.82 182986922.82 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AEGK0 2549001DPIFGXC1TOL40 US3130AEGK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-14 2018-10-12 2018-10-12 N N N 0.0194 266991493.38 266991493.38 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AEGL8 2549001DPIFGXC1TOL40 US3130AEGL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-17 2018-10-15 2018-10-15 N N N 0.0193 177993864.34 177993864.34 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130ADND0 2549001DPIFGXC1TOL40 US3130ADND00 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0194 275995216.92 275995216.92 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 793959852.00 793959852.00 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AEB90 2549001DPIFGXC1TOL40 US3130AEB908 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0199 545910232.14 545910232.14 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADKX9 2549001DPIFGXC1TOL40 US3130ADKX90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0192 276000000.00 276000000.00 0.0021 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEAR1 2549001DPIFGXC1TOL40 US3130AEAR16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-07 2018-10-05 2018-10-05 N N N 0.0195 365990019.18 365990019.18 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADN24 2549001DPIFGXC1TOL40 US3130ADN244 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-09 2018-11-09 2018-11-09 N N N 0.0195 182987870.76 182987870.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADZ21 2549001DPIFGXC1TOL40 US3130ADZ214 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-10 2018-10-10 2018-10-10 N N N 0.0193 184996723.65 184996723.65 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADYU0 2549001DPIFGXC1TOL40 US3130ADYU06 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-10 2018-10-10 2018-10-10 N N N 0.0193 460991835.69 460991835.69 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AB4R4 2549001DPIFGXC1TOL40 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-10 2018-10-10 2018-10-10 N N N 0.0193 54999025.95 54999025.95 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AE5Z9 2549001DPIFGXC1TOL40 US3130AE5Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-10 2018-10-10 2018-10-10 N N N 0.0193 64998848.85 64998848.85 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ACT79 2549001DPIFGXC1TOL40 US3130ACT797 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-15 2018-11-15 2018-11-15 N N N 0.0192 166000768.58 166000768.58 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADZ39 2549001DPIFGXC1TOL40 US3130ADZ396 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-16 2018-10-16 2018-10-16 N N N 0.0194 215995267.44 215995267.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ACT53 2549001DPIFGXC1TOL40 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-16 2018-11-16 2018-11-16 N N N 0.0194 92897143.33 92897143.33 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADEL2 2549001DPIFGXC1TOL40 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-16 2018-10-16 2018-10-16 N N N 0.0194 29999168.10 29999168.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-17 2019-03-15 2019-03-15 N N N 0.0197 106979293.36 106979293.36 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ACFA7 2549001DPIFGXC1TOL40 US3130ACFA79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-17 2018-09-17 2018-09-17 N N N 0.0184 86972421.00 86972421.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEHF0 2549001DPIFGXC1TOL40 US3130AEHF05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-12-21 2018-12-21 N N N 0.0195 453959494.12 453959494.12 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADA93 2549001DPIFGXC1TOL40 US3130ADA936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0193 281996469.36 281996469.36 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ACS62 2549001DPIFGXC1TOL40 US3130ACS625 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0193 95998798.08 95998798.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADA69 2549001DPIFGXC1TOL40 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-22 2018-10-22 2018-10-22 N N N 0.0194 375987592.00 375987592.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADAK8 2549001DPIFGXC1TOL40 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-22 2018-10-22 2018-10-22 N N N 0.0194 281990694.00 281990694.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AECT5 2549001DPIFGXC1TOL40 US3130AECT53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-23 2018-11-23 2018-11-23 N N N 0.0194 361983804.12 361983804.12 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AECU2 2549001DPIFGXC1TOL40 US3130AECU27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-23 2018-11-23 2018-11-23 N N N 0.0194 179991946.80 179991946.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AECZ1 2549001DPIFGXC1TOL40 US3130AECZ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-23 2018-11-23 2018-11-23 N N N 0.0194 89995973.40 89995973.40 0.0007 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 2018-09-24 2018-12-24 2018-12-24 N N N 0.0195 1000908228.32 1000908228.32 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEDC1 2549001DPIFGXC1TOL40 US3130AEDC10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2018-10-25 2018-10-25 N N N 0.0194 179992326.60 179992326.60 0.0014 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 2018-09-25 2018-10-25 2018-10-25 N N N 0.0194 183993456.96 183993456.96 0.0014 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 2018-09-25 2019-02-25 2019-02-25 N N N 0.0197 145972382.64 145972382.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ACSS4 2549001DPIFGXC1TOL40 US3130ACSS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-27 2018-09-27 2018-09-27 N N N 0.0193 95998394.88 95998394.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130ADJK9 2549001DPIFGXC1TOL40 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-28 2019-01-28 2019-01-28 N N N 0.0196 185973056.04 185973056.04 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-28 2019-02-28 2019-02-28 N N N 0.0197 291943302.36 291943302.36 0.0022 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 2018-09-29 2018-10-29 2018-10-29 N N N 0.0195 125994202.74 125994202.74 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 349043450.00 349043450.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 310132310.00 310132310.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADKN1 2549001DPIFGXC1TOL40 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2018-11-01 2018-11-01 N N N 0.0196 91994925.28 91994925.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADKH4 2549001DPIFGXC1TOL40 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2018-11-01 2018-11-01 N N N 0.0196 184989795.40 184989795.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADKJ0 2549001DPIFGXC1TOL40 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2018-11-01 2018-11-01 N N N 0.0196 45997462.64 45997462.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEAN0 2549001DPIFGXC1TOL40 US3130AEAN02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2018-10-04 2018-10-04 N N N 0.0195 272992844.67 272992844.67 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEAQ3 2549001DPIFGXC1TOL40 US3130AEAQ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2018-10-04 2018-10-04 N N N 0.0195 90997614.89 90997614.89 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADCU4 2549001DPIFGXC1TOL40 US3130ADCU44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-05 2018-10-05 2018-10-05 N N N 0.0195 10799751.92 10799751.92 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADN65 2549001DPIFGXC1TOL40 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-08 2018-11-08 2018-11-08 N N N 0.0196 182988148.92 182988148.92 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 2018-09-12 2019-03-12 2019-03-12 N N N 0.0197 355932082.32 355932082.32 0.0027 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 2018-09-12 2019-02-12 2019-02-12 N N N 0.0197 185974685.40 185974685.40 0.0014 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 2018-09-13 2018-10-12 2018-10-12 N N N 0.0194 91998246.48 91998246.48 0.0007 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 2018-09-14 2019-02-14 2019-02-14 N N N 0.0197 185974049.28 185974049.28 0.0014 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 2018-09-14 2019-02-14 2019-02-14 N N N 0.0197 185974049.28 185974049.28 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-15 2019-03-15 2019-03-15 N N N 0.0197 269961816.60 269961816.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AD5E8 2549001DPIFGXC1TOL40 US3130AD5E84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0194 371997972.60 371997972.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AD5D0 2549001DPIFGXC1TOL40 US3130AD5D02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0194 92999493.15 92999493.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACUD4 2549001DPIFGXC1TOL40 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-11-21 2018-11-21 N N N 0.0194 134998316.55 134998316.55 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ACUE2 2549001DPIFGXC1TOL40 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-11-21 2018-11-21 N N N 0.0194 269994135.60 269994135.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADZ62 2549001DPIFGXC1TOL40 US3130ADZ628 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-23 2018-10-23 2018-10-23 N N N 0.0194 202994500.73 202994500.73 0.0015 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 2018-09-24 2018-10-24 2018-10-24 N N N 0.0194 547984738.20 547984738.20 0.0041 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 2018-09-24 2019-01-24 2019-01-24 N N N 0.0196 89990972.10 89990972.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADFE7 2549001DPIFGXC1TOL40 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-01-25 2019-01-25 N N N 0.0196 280966027.10 280966027.10 0.0021 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 2018-09-25 2018-10-25 2018-10-25 N N N 0.0194 180996121.17 180996121.17 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-03-25 2019-03-25 N N N 0.0197 362923033.11 362923033.11 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-01-25 2019-01-25 N N N 0.0196 375954541.60 375954541.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADFC1 2549001DPIFGXC1TOL40 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-01-25 2019-01-25 N N N 0.0196 187977270.80 187977270.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AEA42 2549001DPIFGXC1TOL40 US3130AEA421 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2018-10-26 2018-10-26 N N N 0.0194 180997342.92 180997342.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130ADQC9 2549001DPIFGXC1TOL40 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2018-11-26 2018-11-26 N N N 0.0194 312992807.26 312992807.26 0.0024 N N N 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 0.0198 19181203.20 19181203.20 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 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 0.0194 91738076.00 91738076.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 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 0.0194 451459259.20 451459259.20 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2019-03-01 2019-03-01 N N N 0.0199 554903879.55 554903879.55 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEDM9 2549001DPIFGXC1TOL40 US3130AEDM91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2018-12-04 2018-12-04 N N N 0.0196 35998103.88 35998103.88 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACJZ8 2549001DPIFGXC1TOL40 US3130ACJZ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0194 189999903.10 189999903.10 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ADRQ7 2549001DPIFGXC1TOL40 US3130ADRQ76 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0194 183999906.16 183999906.16 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-06 2019-02-06 2019-02-06 N N N 0.0198 95987892.48 95987892.48 0.0007 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 2018-09-06 2018-12-06 2018-12-06 N N N 0.0196 719960342.40 719960342.40 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2019-02-11 2019-02-11 N N N 0.0197 182983345.17 182983345.17 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 2018-09-12 2018-10-12 2018-10-12 N N N 0.0194 73999758.76 73999758.76 0.0006 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 2018-09-14 2019-06-14 2019-06-14 N N N 0.0198 88974314.60 88974314.60 0.0007 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 2018-09-14 2019-01-14 2019-01-14 N N N 0.0195 276988490.65 276988490.65 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AD3R1 2549001DPIFGXC1TOL40 US3130AD3R16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-15 2018-12-14 2018-12-14 N N N 0.0195 182997225.72 182997225.72 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 2018-09-19 2018-10-19 2018-10-19 N N N 0.0195 184995550.75 184995550.75 0.0014 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 2018-09-19 2019-01-18 2019-01-18 N N N 0.0197 187978881.96 187978881.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACUC6 2549001DPIFGXC1TOL40 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2018-11-20 2018-11-20 N N N 0.0195 188995947.84 188995947.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACUF9 2549001DPIFGXC1TOL40 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2018-11-20 2018-11-20 N N N 0.0195 134997105.60 134997105.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AD5R9 2549001DPIFGXC1TOL40 US3130AD5R97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0194 186999031.34 186999031.34 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACUA0 2549001DPIFGXC1TOL40 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2018-11-20 2018-11-20 N N N 0.0193 179002676.05 179002676.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130ACU93 2549001DPIFGXC1TOL40 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2018-11-20 2018-11-20 N N N 0.0195 404991316.80 404991316.80 0.0031 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 2018-09-24 2019-01-24 2019-01-24 N N N 0.0196 109991094.40 109991094.40 0.0008 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 2018-09-24 2018-12-24 2018-12-24 N N N 0.0195 458992844.19 458992844.19 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-24 2019-05-24 2019-05-24 N N N 0.0198 183960388.48 183960388.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-02-25 2019-02-25 N N N 0.0197 72991363.37 72991363.37 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-02-25 2019-02-25 N N N 0.0197 180978585.89 180978585.89 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2019-04-26 2019-04-26 N N N 0.0198 182968553.28 182968553.28 0.0014 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 2018-09-26 2019-02-26 2019-02-26 N N N 0.0197 92988879.06 92988879.06 0.0007 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 2018-09-26 2018-10-26 2018-10-26 N N N 0.0194 152998855.56 152998855.56 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2019-04-26 2019-04-26 N N N 0.0198 512911846.08 512911846.08 0.0039 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 2018-09-28 2018-11-28 2018-11-28 N N N 0.0194 183997806.72 183997806.72 0.0014 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 2018-09-28 2018-10-26 2018-10-26 N N N 0.0194 96999281.23 96999281.23 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 2018-09-28 2018-11-28 2018-11-28 N N N 0.0194 91998903.36 91998903.36 0.0007 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 2018-09-29 2019-01-29 2019-01-29 N N N 0.0197 89990412.30 89990412.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEBD1 2549001DPIFGXC1TOL40 US3130AEBD11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0202 181973690.08 181973690.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEBE9 2549001DPIFGXC1TOL40 US3130AEBE93 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-09 2018-11-09 2018-11-09 N N N 0.0202 90986397.32 90986397.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AEBA7 2549001DPIFGXC1TOL40 US3130AEBA71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-09 2018-11-09 2018-11-09 N N N 0.0202 363945589.28 363945589.28 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2019-03-01 2019-03-01 N N N 0.0199 178973375.54 178973375.54 0.0014 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 2018-09-01 2019-04-01 2019-04-01 N N N 0.0199 454924747.55 454924747.55 0.0034 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 272951182.14 272951182.14 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2019-03-01 2019-03-01 N N N 0.0199 107986575.60 107986575.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2019-03-01 2019-03-01 N N N 0.0199 152980982.10 152980982.10 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2019-03-01 2019-03-01 N N N 0.0199 178973375.54 178973375.54 0.0014 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 2018-09-02 2019-04-02 2019-04-02 N N N 0.0199 181969627.84 181969627.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-02 2019-08-02 2019-08-02 N N N 0.0200 273881511.44 273881511.44 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-02 2019-08-02 2019-08-02 N N N 0.0200 186919133.72 186919133.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADA36 2549001DPIFGXC1TOL40 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-03 2019-01-03 2019-01-03 N N N 0.0197 188993710.08 188993710.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2019-02-04 2019-02-04 N N N 0.0198 363966304.52 363966304.52 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2019-03-04 2019-03-04 N N N 0.0199 251961418.80 251961418.80 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2019-03-04 2019-03-04 N N N 0.0199 179976920.40 179976920.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD4D1 2549001DPIFGXC1TOL40 US3130AD4D11 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0194 376999747.41 376999747.41 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADSP8 2549001DPIFGXC1TOL40 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-09 2018-12-07 2018-12-07 N N N 0.0195 274002208.44 274002208.44 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADSX1 2549001DPIFGXC1TOL40 US3130ADSX19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-09 2018-10-09 2018-10-09 N N N 0.0194 275999315.52 275999315.52 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACZU1 2549001DPIFGXC1TOL40 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2018-12-11 2018-12-11 N N N 0.0195 382007372.60 382007372.60 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AD4P4 2549001DPIFGXC1TOL40 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2019-01-11 2019-01-11 N N N 0.0195 149999388.00 149999388.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ABSH0 2549001DPIFGXC1TOL40 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2018-10-11 2018-10-11 N N N 0.0194 24000052.08 24000052.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACZX5 2549001DPIFGXC1TOL40 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2018-12-11 2018-12-11 N N N 0.0195 382007372.60 382007372.60 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACZV9 2549001DPIFGXC1TOL40 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2018-12-11 2018-12-11 N N N 0.0195 190003667.00 190003667.00 0.0014 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 2018-09-12 2018-10-12 2018-10-12 N N N 0.0194 392000787.92 392000787.92 0.0030 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 2018-09-12 2018-10-12 2018-10-12 N N N 0.0194 16000032.16 16000032.16 0.0001 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 2018-09-18 2018-12-18 2018-12-18 N N N 0.0196 74999045.25 74999045.25 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 2018-09-18 2018-12-18 2018-12-18 N N N 0.0196 118998485.13 118998485.13 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 2018-09-19 2018-12-19 2018-12-19 N N N 0.0196 188994692.88 188994692.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACNP5 2549001DPIFGXC1TOL40 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2019-01-18 2019-01-18 N N N 0.0197 189989295.40 189989295.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-22 2019-02-22 2019-02-22 N N N 0.0196 184588659.88 184588659.88 0.0014 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 2018-09-24 2019-01-24 2019-01-24 N N N 0.0196 30999289.79 30999289.79 0.0002 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 2018-09-24 2018-11-23 2018-11-23 N N N 0.0194 529005665.59 529005665.59 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 2018-09-24 2019-05-24 2019-05-24 N N N 0.0198 92986640.55 92986640.55 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AE5U0 2549001DPIFGXC1TOL40 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-01-25 2019-01-25 N N N 0.0196 90996091.55 90996091.55 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AE5Y2 2549001DPIFGXC1TOL40 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-01-25 2019-01-25 N N N 0.0196 90996091.55 90996091.55 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AE5S5 2549001DPIFGXC1TOL40 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-01-25 2019-01-25 N N N 0.0196 273988231.70 273988231.70 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2019-05-24 2019-05-24 N N N 0.0198 464933291.10 464933291.10 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2019-07-26 2019-07-26 N N N 0.0199 182955933.60 182955933.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2019-07-26 2019-07-26 N N N 0.0199 107973993.60 107973993.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-26 2019-07-26 2019-07-26 N N N 0.0199 228444977.20 228444977.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ACX25 2549001DPIFGXC1TOL40 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-27 2019-01-11 2019-01-11 N N N 0.0198 25997769.20 25997769.20 0.0002 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 2018-09-30 2019-01-30 2019-01-30 N N N 0.0197 276981349.59 276981349.59 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 313385M60 2549001DPIFGXC1TOL40 US313385M603 U.S. Government Agency Debt Y N/A N/A 2018-10-31 2018-10-31 2018-10-31 N N N 0.0196 185396244.00 185396244.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2019-02-01 2019-02-01 N N N 0.0198 162992127.10 162992127.10 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ABPL4 2549001DPIFGXC1TOL40 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2018-10-01 2018-10-01 N N N 0.0195 97999926.50 97999926.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ABPK6 2549001DPIFGXC1TOL40 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2018-10-01 2018-10-01 N N N 0.0195 97999926.50 97999926.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACKZ6 2549001DPIFGXC1TOL40 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2019-01-04 2019-01-04 N N N 0.0196 5999995.14 5999995.14 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACYG3 2549001DPIFGXC1TOL40 US3130ACYG39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 348000000.00 348000000.00 0.0026 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACY32 2549001DPIFGXC1TOL40 US3130ACY326 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 152000000.00 152000000.00 0.0012 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACYJ7 2549001DPIFGXC1TOL40 US3130ACYJ77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 190000000.00 190000000.00 0.0014 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACXZ2 2549001DPIFGXC1TOL40 US3130ACXZ29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0195 132999988.03 132999988.03 0.0010 N N Y 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 2018-09-06 2018-09-06 2018-09-06 N N N 0.0195 284999948.70 284999948.70 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-10 2019-07-10 2019-07-10 N N N 0.0198 93991791.92 93991791.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-10 2019-07-10 2019-07-10 N N N 0.0198 281975375.76 281975375.76 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-17 2019-05-17 2019-05-17 N N N 0.0197 36998900.73 36998900.73 0.0003 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 2018-09-19 2018-10-19 2018-10-19 N N N 0.0195 267000240.30 267000240.30 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 2018-09-19 2018-10-19 2018-10-19 N N N 0.0195 133000119.70 133000119.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ABN69 2549001DPIFGXC1TOL40 US3130ABN693 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-12-21 2018-12-21 N N N 0.0195 72002103.12 72002103.12 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2019-08-21 2019-08-21 N N N 0.0199 359932107.60 359932107.60 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ABNF9 2549001DPIFGXC1TOL40 US3130ABNF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-12-21 2018-12-21 N N N 0.0197 42998655.39 42998655.39 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ABNL6 2549001DPIFGXC1TOL40 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-27 2018-12-27 2018-12-27 N N N 0.0195 49001516.06 49001516.06 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AE7K0 2549001DPIFGXC1TOL40 US3130AE7K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-28 2019-01-30 2019-01-30 N N N 0.0197 109994812.40 109994812.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AE7J3 2549001DPIFGXC1TOL40 US3130AE7J36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-30 2019-01-30 2019-01-30 N N N 0.0197 272987125.32 272987125.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AE7H7 2549001DPIFGXC1TOL40 US3130AE7H79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-30 2019-01-30 2019-01-30 N N N 0.0197 181991416.88 181991416.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AE5W6 2549001DPIFGXC1TOL40 US3130AE5W64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-30 2019-01-30 2019-01-30 N N N 0.0197 90995708.44 90995708.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2019-08-01 2019-08-01 N N N 0.0200 36990741.49 36990741.49 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-09 2019-04-09 2019-04-09 N N N 0.0198 166000068.06 166000068.06 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2019-07-11 2019-07-11 N N N 0.0199 93991677.24 93991677.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2019-07-11 2019-07-11 N N N 0.0199 93991677.24 93991677.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-13 2019-03-13 2019-03-13 N N N 0.0197 34001835.32 34001835.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-04-25 2019-04-25 N N N 0.0198 36999589.67 36999589.67 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2019-04-25 2019-04-25 N N N 0.0198 73999179.34 73999179.34 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-02 2020-01-02 2020-01-02 N N N 0.0204 181885660.32 181885660.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-02 2020-01-02 2020-01-02 N N N 0.0204 46970472.72 46970472.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-02 2020-01-02 2020-01-02 N N N 0.0204 55964818.56 55964818.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-02 2020-01-02 2020-01-02 N N N 0.0204 45968091.64 45968091.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-02 2020-01-02 2020-01-02 N N N 0.0204 37976126.88 37976126.88 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-05 2019-07-05 2019-07-05 N N N 0.0200 181977719.56 181977719.56 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-10 2020-02-10 2020-02-10 N N N 0.0203 89952288.30 89952288.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2019-02-11 2019-02-11 N N N 0.0197 40003300.80 40003300.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-11 2019-02-11 2019-02-11 N N N 0.0197 38003135.76 38003135.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ADUS9 2549001DPIFGXC1TOL40 US3130ADUS95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0194 183002885.91 183002885.91 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACD35 2549001DPIFGXC1TOL40 US3130ACD353 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-28 2019-02-28 2019-02-28 N N N 0.0198 11000773.08 11000773.08 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACDA9 2549001DPIFGXC1TOL40 US3130ACDA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-28 2019-02-28 2019-02-28 N N N 0.0198 14000983.92 14000983.92 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-04 2019-02-04 2019-02-04 N N N 0.0198 87506410.25 87506410.25 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ACDY7 2549001DPIFGXC1TOL40 US3130ACDY73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-06 2019-03-06 2019-03-06 N N N 0.0199 13000761.28 13000761.28 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-07 2020-02-07 2020-02-07 N N N 0.0204 323832598.92 323832598.92 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-08 2019-02-08 2019-02-08 N N N 0.0198 48004024.32 48004024.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADUR1 2549001DPIFGXC1TOL40 US3130ADUR13 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0195 366005413.14 366005413.14 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-20 2019-03-20 2019-03-20 N N N 0.0199 16000578.72 16000578.72 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADVK5 2549001DPIFGXC1TOL40 US3130ADVK50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-22 2018-10-22 2018-10-22 N N N 0.0195 91005470.92 91005470.92 0.0007 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 2018-09-26 2018-09-26 2018-09-26 N N N 0.0194 364009758.84 364009758.84 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 183981629.44 183981629.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 313385N51 2549001DPIFGXC1TOL40 US313385N510 U.S. Government Agency Debt Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0200 11955840.00 11955840.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-01 2019-03-01 2019-03-01 N N N 0.0199 20001650.00 20001650.00 0.0002 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 179983711.80 179983711.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEK66 2549001DPIFGXC1TOL40 US3130AEK669 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-28 2018-12-28 2018-12-28 N N N 0.0203 369964087.80 369964087.80 0.0028 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 184981555.50 184981555.50 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 180981677.37 180981677.37 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKW9 2549001DPIFGXC1TOL40 US3130AEKW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-03 2019-01-03 2019-01-03 N N N 0.0204 184975139.70 184975139.70 0.0014 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 0.0204 186481282.86 186481282.86 0.0014 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 372462679.23 372462679.23 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AANP9 2549001DPIFGXC1TOL40 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-09-23 2019-01-23 2019-01-23 N N N 0.0196 220054665.60 220054665.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 313385P67 2549001DPIFGXC1TOL40 US313385P671 U.S. Government Agency Debt Y N/A N/A 2018-11-16 2018-11-16 2018-11-16 N N N 0.0203 274830312.00 274830312.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 313385Q25 2549001DPIFGXC1TOL40 US313385Q257 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0204 587362700.00 587362700.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 313385Q58 2549001DPIFGXC1TOL40 US313385Q588 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0204 445620881.20 445620881.20 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 313385R24 2549001DPIFGXC1TOL40 US313385R248 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0205 170504387.75 170504387.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 313385R40 2549001DPIFGXC1TOL40 US313385R404 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2018-11-30 2018-11-30 N N N 0.0205 73624896.96 73624896.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AEQT0 2549001DPIFGXC1TOL40 US3130AEQT08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-08 2019-02-08 2019-02-08 N N N 0.0209 133982401.78 133982401.78 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AER28 2549001DPIFGXC1TOL40 US3130AER284 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-02-11 2019-02-11 N N N 0.0209 79989136.80 79989136.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AEQW3 2549001DPIFGXC1TOL40 US3130AEQW37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-02-11 2019-02-11 N N N 0.0209 133981804.14 133981804.14 0.0010 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 0.0202 331014693.09 331014693.09 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313385R99 2549001DPIFGXC1TOL40 US313385R990 U.S. Government Agency Debt Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0210 23868744.00 23868744.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 313385U61 2549001DPIFGXC1TOL40 US313385U614 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2018-12-26 2018-12-26 N N N 0.0211 257268370.03 257268370.03 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313385U79 2549001DPIFGXC1TOL40 US313385U796 U.S. Government Agency Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0212 70518833.00 70518833.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313385U87 2549001DPIFGXC1TOL40 US313385U879 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2018-12-28 2018-12-28 N N N 0.0212 70514644.00 70514644.00 0.0005 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 0.0202 96005799.36 96005799.36 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 268130076.48 268130076.48 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 313384AP4 2549001DPIFGXC1TOL40 US313384AP46 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0218 155745099.00 155745099.00 0.0012 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 535266023.40 535266023.40 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 0.0196 39004689.75 39004689.75 0.0003 N N N N Freddie Mac Freddie Mac, 1.67% 313397H20 S6XOOCT0IEG5ABCC6L87 US313397H202 U.S. Government Agency Debt Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0167 21975096.00 21975096.00 0.0002 N N Y 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 0.0175 16995461.00 16995461.00 0.0001 N N N N BMO Harris Bank NA BMO Harris Bank NA, 1.94% 3Y4U8VZURTYWI1W2K376 DEI475000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2044-08-15 2.125 - 3.75 171160000.00 168453325.38 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 165000000.00 165000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.94% 3Y4U8VZURTYWI1W2K376 DFA605000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2044-08-15 1.5 - 3.125 180695000.00 169016600.88 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 165000000.00 165000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.99% 3Y4U8VZURTYWI1W2K376 DFE156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-15 2022-02-15 2 - 2.375 169975000.00 168790548.24 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-10-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0197 165000000.00 165000000.00 0.0012 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 2042-11-15 1.5 - 2.75 174670000.00 169544149.83 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-10-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0197 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 171165000.00 169701307.44 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-10-09 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, 2.01% 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 176655000.00 168681870.03 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-10-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 164900000.00 164900000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.03% 3Y4U8VZURTYWI1W2K376 DFB116000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.25 - 2.25 172500000.00 168679687.49 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 164900000.00 164900000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.08% 3Y4U8VZURTYWI1W2K376 DEJ137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 116355000.00 118017321.39 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-11-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0207 115000000.00 115000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.08% 3Y4U8VZURTYWI1W2K376 DEJ146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 49580000.00 50288331.35 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-11-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0207 49000000.00 49000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DEI145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-08-15 1.181 - 5.375 169963200.00 169541052.19 U.S. Treasuries (including strips) Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0192 165000000.00 165000000.00 0.0012 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 2018-09-13 2048-02-15 0 - 8.75 665124200.00 686212792.93 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 668000000.00 668000000.00 0.0051 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 2020-04-30 2047-11-15 1.125 - 6.875 178156200.00 171812105.63 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 167800000.00 167800000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DFA578000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2045-08-15 1.375 - 6 674106600.00 677578494.82 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 660000000.00 660000000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.94% R0MUWSFPU8MPRO8K5P83 DEJ588000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-13 2047-02-15 0 - 8 322380400.00 337628145.87 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 329000000.00 329000000.00 0.0025 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 2019-04-30 2048-05-15 1.143 - 7.5 428188400.00 428583768.45 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 417800000.00 417800000.00 0.0032 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 2018-09-13 2047-11-15 0 - 6.25 342488000.00 342390654.67 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0195 333000000.00 333000000.00 0.0025 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DCF916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-21 2047-08-15 0 - 8.75 348386600.00 342468202.65 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 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 DDG251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2047-11-15 1.875 - 8 177072000.00 172218419.36 U.S. Treasuries (including strips) Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 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 DFE000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-07 2048-02-15 0 - 8.75 513109100.00 506020495.80 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 495000000.00 495000000.00 0.0037 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 2019-04-30 2045-08-15 1.143 - 4.75 385689000.00 384134268.69 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 375000000.00 375000000.00 0.0028 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 2019-07-31 2045-08-15 1.133 - 8.125 341315700.00 339187696.54 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 331800000.00 331800000.00 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 2018-09-13 2047-05-15 0 - 8.75 345450100.00 340928124.50 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 332000000.00 332000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DFE401000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-11-15 1.143 - 8.5 325086300.00 337698854.07 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 329000000.00 329000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.95% R0MUWSFPU8MPRO8K5P83 DFE902000 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 - 6.25 336509200.00 337626788.72 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 328900000.00 328900000.00 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 2018-09-13 2047-11-15 0 - 8.75 522294300.00 511951832.89 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 499900000.00 499900000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.97% R0MUWSFPU8MPRO8K5P83 DEH641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-08-15 1.181 - 7.625 547480800.00 541458035.15 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-10-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 530000000.00 530000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.03% R0MUWSFPU8MPRO8K5P83 DFC433000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2047-11-15 0 - 8.5 168101700.00 168082929.27 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 164000000.00 164000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.03% R0MUWSFPU8MPRO8K5P83 DFB566000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-13 2046-11-15 0 - 8.5 853382600.00 840213383.66 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 822000000.00 822000000.00 0.0062 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.04% R0MUWSFPU8MPRO8K5P83 DFC587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2048-05-15 1.143 - 4.375 334995500.00 336242310.05 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-10-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 329000000.00 329000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.13% R0MUWSFPU8MPRO8K5P83 DFF274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-13 2047-11-15 0 - 7.625 524973200.00 506788992.21 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 494000000.00 494000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.14% R0MUWSFPU8MPRO8K5P83 DFF774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-13 2047-02-15 0 - 4.625 381074100.00 379415941.39 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 371800000.00 371800000.00 0.0028 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.99% 549300IMBXQ8SGH3HJ31 DFG909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2046-02-15 1.25 - 3.75 1932645200.00 1892391032.10 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 1853999814.60 1853999814.60 0.0140 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.99% 549300IMBXQ8SGH3HJ31 DFG574000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-05-15 0.875 - 3.75 405897600.00 401332109.75 U.S. Treasuries (including strips) Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N N 0.0198 392999528.40 392999528.40 0.0030 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.00% 549300IMBXQ8SGH3HJ31 DFF719000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2046-02-15 1.25 - 3 408476500.00 401921348.24 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 393800393.80 393800393.80 0.0030 N Y Y N Credit AG Credit AG, 1.96% 1VUV7VQFKUOQSJ21A208 DFG974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-01 2020-04-30 0 - 1.858 334962600.00 334632950.64 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0198 327997441.60 327997441.60 0.0025 N N Y N Credit AG Credit AG, 1.97% 1VUV7VQFKUOQSJ21A208 DFG232000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2023-07-31 1.25 - 1.5 290428200.00 279571815.91 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0196 273999506.80 273999506.80 0.0021 N N Y N Deutsche Bank AG Deutsche Bank AG, 1.98% 7LTWFZYICNSX8D621K86 DFG900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-15 2047-08-15 1.125 - 8.125 392716700.00 418433334.59 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0198 409000000.00 409000000.00 0.0031 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.98% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2046-11-15 1.375 - 2.875 284422500.00 279891617.92 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0198 274000000.00 274000000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.99% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-01 2048-05-15 0 - 7.875 403128200.00 399974235.04 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 390999921.80 390999921.80 0.0030 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.99% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-06 2048-02-15 0 - 8.75 781089300.00 799724491.92 U.S. Treasuries (including strips) Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N N 0.0198 782999060.40 782999060.40 0.0059 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.99% 549300H47WTHXPU08X20 DFG880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-27 2045-02-15 0 - 3.375 4663575200.00 4756260030.35 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 4663000000.00 4663000000.00 0.0353 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.96% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-15 2019-11-15 1 - 1 169571000.00 166995179.65 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 163000000.00 163000000.00 0.0012 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.96% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2029-08-15 1.125 - 6.125 322765400.00 325486303.63 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0193 319000287.10 319000287.10 0.0024 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.96% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-31 2026-08-15 0.75 - 2.75 509803600.00 495827980.32 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0193 486000486.00 486000486.00 0.0037 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.96% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-04-30 2026-08-15 1.375 - 2.125 246700000.00 236575210.20 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 232000000.00 232000000.00 0.0018 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.96% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2023-01-31 1.25 - 2.625 713003000.00 708945956.51 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 695000000.00 695000000.00 0.0053 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.97% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2026-11-15 1.25 - 2.75 85280000.00 82647127.86 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0200 80999481.60 80999481.60 0.0006 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.98% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2048-05-15 0 - 3.625 104114200.00 103077511.78 U.S. Treasuries (including strips) Y N/A N/A 2018-09-10 2018-09-10 2018-09-10 N N N 0.0204 100997818.40 100997818.40 0.0008 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.96% H7FNTJ4851HG0EXQ1Z70 DEH619000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-15 2020-04-15 1.5 - 1.5 174610900.00 172488196.83 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0199 168998580.40 168998580.40 0.0013 N N Y N 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 2024-05-15 1.25 - 2.5 13401100.00 13332321.80 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0199 12999919.40 12999919.40 0.0001 N N Y N 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 2020-11-15 2026-08-15 2.625 - 6.75 158559900.00 192890472.73 U.S. Treasuries (including strips) Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0200 187998195.20 187998195.20 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 2.625 - 6.75 168248400.00 168764144.64 U.S. Treasuries (including strips) Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0204 164997888.00 164997888.00 0.0012 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 167865700.00 168949072.43 U.S. Treasuries (including strips) Y N/A N/A 2018-09-25 2018-09-25 2018-09-25 N N N 0.0204 164997937.50 164997937.50 0.0012 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.05% H7FNTJ4851HG0EXQ1Z70 DEI990000 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 2.625 - 6.75 67008000.00 85830788.63 U.S. Treasuries (including strips) Y N/A N/A 2018-10-10 2018-10-10 2018-10-10 N N N 0.0205 83998815.60 83998815.60 0.0006 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 207859600.00 204452253.45 U.S. Treasuries (including strips) Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0208 199990660.00 199990660.00 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 2020-09-15 1.375 - 1.375 248967400.00 244237526.79 U.S. Treasuries (including strips) Y N/A N/A 2018-10-24 2018-10-24 2018-10-24 N N N 0.0208 238988073.90 238988073.90 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.09% H7FNTJ4851HG0EXQ1Z70 DEF849000 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 8 - 8 70670300.00 83703017.14 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0209 81997294.00 81997294.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.12% H7FNTJ4851HG0EXQ1Z70 DFA646000 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 70552900.00 85817633.40 U.S. Treasuries (including strips) Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0212 83998303.20 83998303.20 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.14% H7FNTJ4851HG0EXQ1Z70 DFD714000 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 2.625 - 6.75 253517800.00 252775451.22 U.S. Treasuries (including strips) Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0213 247999206.40 247999206.40 0.0019 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 2020-03-31 2028-05-15 1.125 - 3.625 87953400.00 85975450.42 U.S. Treasuries (including strips) Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N N 0.0198 83999647.20 83999647.20 0.0006 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.96% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2026-05-15 1.125 - 3.125 2190010000.00 2167346457.61 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 2125000000.00 2125000000.00 0.0161 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.96% 549300Y1PMK3RWXMWR72 DFG591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-15 2025-05-15 2.125 - 2.125 62360400.00 60196395.16 U.S. Treasuries (including strips) Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0199 58999504.40 58999504.40 0.0004 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.96% 549300Y1PMK3RWXMWR72 DFG677000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2025-06-30 1.875 - 2.75 60364000.00 60196469.21 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0199 58999421.80 58999421.80 0.0004 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.96% 549300Y1PMK3RWXMWR72 DFF788000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2046-02-15 1.375 - 3.375 128949500.00 126528377.68 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-10 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 0.0194 124000000.00 124000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.97% 549300Y1PMK3RWXMWR72 DFG669000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2028-05-15 1.375 - 3.625 155064000.00 152013340.73 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-11 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 0.0195 149000000.00 149000000.00 0.0011 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.98% 549300Y1PMK3RWXMWR72 DFF280000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2025-07-31 2 - 3.125 51434200.00 51022529.52 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 5 N N/A N/A Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0196 50000000.00 50000000.00 0.0004 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.98% 549300Y1PMK3RWXMWR72 DFF282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2027-11-15 1.375 - 3.375 51369100.00 51022531.43 U.S. Treasuries (including strips) Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 6 N N/A N/A Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0196 50000000.00 50000000.00 0.0004 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.98% 549300Y1PMK3RWXMWR72 DFF283000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2026-05-15 1.625 - 2.875 50767400.00 51022468.85 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 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 0.0196 50000000.00 50000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DFE057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-04-30 2.75 - 2.75 215670000.00 218152444.30 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0193 214000000.00 214000000.00 0.0016 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DFB023000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2046-02-15 2.25 - 2.5 87520000.00 83825771.01 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0193 82000000.00 82000000.00 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DFE060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 269030000.00 269168901.34 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0191 264000000.00 264000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DFE409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 46883000.00 46907205.89 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0191 46000000.00 46000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DEI441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2027-11-15 1.25 - 2.25 86705000.00 83705131.25 U.S. Treasuries (including strips) Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0191 82000000.00 82000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DFE440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 59234000.00 59709243.13 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-10 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 DEI025000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2024-02-15 1.125 - 2.75 67720000.00 67376631.14 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 66000000.00 66000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.93% U7M81AY481YLIOR75625 DFD539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2028-02-15 2.75 - 2.75 33485000.00 33703704.36 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 33000000.00 33000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DFD540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2047-05-15 1.875 - 3 34045000.00 33846343.76 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 33000000.00 33000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DFB886000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2027-08-15 1.25 - 2.25 102900000.00 99835145.05 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 97900000.00 97900000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DFB025000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2046-11-15 2.5 - 2.875 53525000.00 50380301.48 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 49000000.00 49000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DFC482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-31 2025-02-28 1.125 - 2.75 88238000.00 87692243.58 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 86000000.00 86000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DEG226000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2026-05-15 1.625 - 2.75 118025000.00 118294102.30 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 115900000.00 115900000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.94% U7M81AY481YLIOR75625 DFD155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-30 2046-02-15 1.5 - 2.5 54135000.00 50920496.96 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 49800000.00 49800000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.95% U7M81AY481YLIOR75625 DFE052000 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 1.375 - 2.25 104960000.00 100927819.43 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-27 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 99000000.00 99000000.00 0.0007 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 68660000.00 67368420.72 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-26 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 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 52145000.00 52071716.19 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-26 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 51000000.00 51000000.00 0.0004 N N Y N Natixis SA Natixis SA, 1.92% KX1WK48MPD4Y2NCUIZ63 DEI023000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2047-11-15 0 - 7.875 338927400.00 338382520.21 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0190 331000000.00 331000000.00 0.0025 N N Y N Natixis SA Natixis SA, 1.94% KX1WK48MPD4Y2NCUIZ63 DFE422000 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 - 8.75 690239600.00 672780211.51 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-24 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 659000000.00 659000000.00 0.0050 N N Y N Natixis SA Natixis SA, 1.94% KX1WK48MPD4Y2NCUIZ63 DFE913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2047-11-15 0 - 8.5 1186670100.00 1173263212.48 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-24 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0192 1149000000.00 1149000000.00 0.0087 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.96% OXTKY6Q8X53C9ILVV871 DFG171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-31 2048-05-15 0 - 9 2436944200.00 2548569231.39 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0196 2494992515.00 2494992515.00 0.0189 N N Y N 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 2026-11-15 2 - 3.625 182115000.00 173769507.72 U.S. Treasuries (including strips) Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0201 169997586.00 169997586.00 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 93925000.00 85063379.64 U.S. Treasuries (including strips) Y N/A N/A 2018-09-10 2018-09-10 2018-09-10 N N N 0.0204 82998854.60 82998854.60 0.0006 N N Y N 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 93925000.00 85063379.64 U.S. Treasuries (including strips) Y N/A N/A 2018-09-11 2018-09-11 2018-09-11 N N N 0.0204 82998995.70 82998995.70 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 93800000.00 84950173.12 U.S. Treasuries (including strips) Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0205 82998423.00 82998423.00 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 2026-11-15 2026-11-15 2 - 2 182065000.00 171911162.64 U.S. Treasuries (including strips) Y N/A N/A 2018-10-09 2018-10-09 2018-10-09 N N N 0.0207 167993683.20 167993683.20 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 94770000.00 85828655.72 U.S. Treasuries (including strips) Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0207 83897315.20 83897315.20 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 94765000.00 85824127.46 U.S. Treasuries (including strips) Y N/A N/A 2018-10-12 2018-10-12 2018-10-12 N N N 0.0207 83897063.50 83897063.50 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 2026-11-15 2026-11-15 2 - 2 184120000.00 173851554.47 U.S. Treasuries (including strips) Y N/A N/A 2018-10-17 2018-10-17 2018-10-17 N N N 0.0208 169995665.00 169995665.00 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 2026-08-15 2026-08-15 1.5 - 1.5 153555000.00 139067418.26 U.S. Treasuries (including strips) Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0209 135995688.80 135995688.80 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 2020-02-15 3.625 - 3.625 172065000.00 174815645.70 U.S. Treasuries (including strips) Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0210 170994699.00 170994699.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 2.19% 5493007VSMFZCPV1NB83 DFF840000 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 260075000.00 264232581.04 U.S. Treasuries (including strips) Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0219 258995208.50 258995208.50 0.0020 N N N Y 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 2019-02-15 2047-11-15 1 - 7.125 349421800.00 342407693.14 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 5 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 2019-04-30 2046-02-15 1 - 5.5 173465800.00 169798503.69 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 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., 1.98% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2027-08-15 2.125 - 2.5 412658500.00 403055119.54 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0195 395000395.00 395000395.00 0.0030 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 1.98% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2023-05-31 1.5 - 2.75 101884300.00 99993028.27 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0196 98000078.40 98000078.40 0.0007 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.97% 6PJDTY319315T5LR2241 DFG871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2027-02-15 2 - 2.25 291688000.00 285520913.18 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 280000000.00 280000000.00 0.0021 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 2019-01-17 2047-05-15 0 - 8.5 333570800.00 342131912.25 U.S. Treasuries (including strips) Y N/A N/A 2018-09-27 2018-09-27 2018-09-27 N N N 0.0196 333997294.60 333997294.60 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 2018-12-31 2048-05-15 0 - 8.875 172066200.00 173301982.87 U.S. Treasuries (including strips) Y N/A N/A 2018-09-24 2018-09-24 2018-09-24 N N N 0.0196 169000270.40 169000270.40 0.0013 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DFC491000 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 33811000.00 33755480.06 U.S. Treasuries (including strips) Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0201 33000000.00 33000000.00 0.0002 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.03% 5493006GGLR4BTEL8O61 DFE900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2023-05-15 1.75 - 2 34043000.00 32709562.95 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0201 32000000.00 32000000.00 0.0002 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 1.97%, dated 8/31/2018 due 09/04/2018 B4TYDEB6GKMZO031MB27 DFH049000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 5458744339.42 1778301601.22 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 1737700114.46 1737700114.46 0.0131 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.96% G5GSEF7VJP5I7OUK5573 DFG899000 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 2020-12-01 2048-08-01 2.903 - 4.5 829293635.00 562142395.87 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0196 550997851.10 550997851.10 0.0042 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.97% G5GSEF7VJP5I7OUK5573 DFG582000 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 2020-12-01 2048-08-01 3.606 - 4 239087439.00 243846701.67 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N N 0.0196 238999713.20 238999713.20 0.0018 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.98% G5GSEF7VJP5I7OUK5573 DFF740000 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 2048-06-01 2048-06-01 4 - 4 120743005.00 121426731.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0195 119000119.00 119000119.00 0.0009 N Y 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 RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 N/A 3000.00 2848.59 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-09-27 2048-08-15 0 - 6 41526400.00 41614064.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2046-05-01 3.5 - 3.5 338077.00 265186.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-15 2045-10-15 3.5 - 3.5 17950.00 12314.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-30 2048-05-01 1.5 - 4.5 35171486.00 23775030.76 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-10-16 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 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 FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2031-12-01 3 - 3 4475000.00 3606060.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-08-01 2048-08-01 3 - 5 23812359.00 21167089.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-04-15 2048-04-20 3 - 5.5 88277992.00 40657774.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-10-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 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 1.97%, dated 8/31/2018 due 09/04/2018 R0MUWSFPU8MPRO8K5P83 DFH049000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-07-01 0 - 7 27570161.57 9687928.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2033-07-11 3.05 - 3.93 701957.41 704013.01 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-09-13 2047-11-15 0 - 8.75 478140993.51 433989457.01 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2048-08-20 2 - 6.5 255721566.55 65094078.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2048-08-01 0 - 7.5 39464541.57 10948915.33 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 508595155.45 508595155.45 0.0038 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.04% R0MUWSFPU8MPRO8K5P83 DFC436000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2032-09-07 2032-09-07 3.2 - 3.2 120000.00 114377.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2046-04-01 0 - 4 154990.00 102161.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2029-10-24 3.05 - 4 170000.00 181792.82 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2048-06-20 3 - 4.5 11481682.00 4423661.21 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2047-05-15 0 - 3.875 101442735.40 77716179.39 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2048-07-01 0 - 6.625 49660087.00 11017732.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-10-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 90900000.00 90900000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.05% R0MUWSFPU8MPRO8K5P83 DFC603000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2048-02-15 0 - 3.875 53204632.67 30218885.44 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2037-04-28 3.2 - 3.37 428000.00 414307.66 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2048-06-25 0 - 7.5 63639497.00 7021766.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2048-04-20 2.5 - 8 118734194.00 52485015.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2047-06-01 0 - 7.5 21323416.00 2850792.90 Agency Debentures and Agency Strips Y N/A N/A 2018-09-07 2018-09-07 2018-10-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 90800000.00 90800000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.11% R0MUWSFPU8MPRO8K5P83 DFD525000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2047-08-15 0 - 8.5 309035061.52 240344152.77 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2031-01-14 2033-02-01 3.33 - 3.34 27000.00 25820.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2048-05-01 0 - 5 51668098.00 46190550.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-07-11 2033-07-11 3.93 - 3.93 320000.00 320991.73 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2048-08-01 0 - 6.625 246318988.00 104447558.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.16 - 3.16 14509566.00 14540043.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-01-20 2048-03-20 3 - 4.5 149051538.00 103658797.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-11-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0210 496900000.00 496900000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.14% R0MUWSFPU8MPRO8K5P83 DFF277000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2048-02-15 0 - 2.375 111796340.46 79363844.65 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2032-09-07 1.875 - 3.2 25001000.00 24253036.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-01-01 2047-10-01 0 - 4 42405267.00 36367671.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-05 2029-10-24 0.875 - 4 25060000.00 24716957.57 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-07-15 2048-04-20 3 - 7 260956093.00 102252789.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2048-06-01 1.2 - 6.625 32103926.00 13261559.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 273800000.00 273800000.00 0.0021 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.97%, dated 8/31/2018 due 09/04/2018 VJW2DOOHGDT6PR0ZRO63 DFH049000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-09-07 2031-06-16 0 - 3.375 28165999.71 28262100.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-11-20 2048-08-01 0 - 5.5 27408025.94 24408008.95 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2018-09-14 2027-09-29 0.875 - 4.15 22626550.81 22501859.84 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-09-27 2048-08-15 0 - 7.625 117285645.40 117507682.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-01-20 2048-08-20 3 - 5 48741730.83 48232897.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-09-18 2048-06-01 1 - 5.5 29646808.83 18724649.52 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 254297577.73 254297577.73 0.0019 N Y Y N Citibank NA In a joint trading account with Citibank NA at 1.97%, dated 8/31/2018 due 09/04/2018 E57ODZWZ7FF32TWEFA76 DFH049000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-13 2047-08-15 0 - 9 326559625.07 343744510.82 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2019-10-15 2030-04-15 0 - 0 230563.14 223436.17 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2027-07-19 2032-03-03 2.43 - 3.18 316600.48 292634.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-01-16 2032-07-12 1.25 - 3.29 686603.46 683848.12 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-01 2048-03-01 1.375 - 6.5 12025615.05 10686647.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-03-20 2067-11-20 2.5 - 8.5 95701857.91 63757272.55 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 5763230.77 5788396.79 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 385684.66 444670.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-30 2048-07-01 1.25 - 8.5 49262451.32 7890613.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 423829296.21 423829296.21 0.0032 N Y Y N Citibank NA Citibank NA, 1.98% E57ODZWZ7FF32TWEFA76 0000036684 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 2021-10-07 2030-05-15 0 - 6.25 61000.00 56578.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-18 2036-07-15 1.6 - 5.5 4500000.00 5172380.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-03-27 2020-05-01 1.375 - 3.75 29000.00 29489.59 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-11-12 2020-11-12 1.21 - 1.21 1688000.00 1687830.73 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2046-11-15 0.125 - 6.25 69406500.00 68817616.62 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0195 74000081.40 74000081.40 0.0006 N Y Y N Citibank NA Citibank NA, 1.99% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2047-05-15 0 - 8.5 345755700.00 360260764.53 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-08-09 2032-06-29 1.414 - 3.18 54953000.00 54983814.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-08-01 2032-05-01 1.25 - 4 111142.00 104476.04 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-09-18 2048-08-01 1.875 - 7.5 11071621.00 1632993.34 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2030-05-01 2039-09-15 0 - 7.125 4461000.00 5360350.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-10-23 2028-09-08 0 - 3.25 32715000.00 32905167.24 Agency Debentures and Agency Strips Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0195 445000979.00 445000979.00 0.0034 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.99% 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 2046-11-15 2046-11-15 3.75 - 3.75 58224715.00 58508502.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-04-15 2045-04-15 3.5 - 3.5 138720000.00 139295225.60 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 192000000.00 192000000.00 0.0015 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.97%, dated 8/31/2018 due 09/04/2018 CYYGQCGNHMHPSMRL3R97 DFH049000_39304 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 2048-09-01 3.5 - 4 35353707.18 12550526.94 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2025-08-15 2 - 2 75827610.19 72066603.59 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-08-01 2056-03-01 2.5 - 6.5 282816964.89 131582976.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 211914648.11 211914648.11 0.0016 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.97% CYYGQCGNHMHPSMRL3R97 0000853784 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 2031-06-01 2048-07-01 2.524 - 5.5 733609676.00 432348939.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2048-04-01 2.232 - 6.5 551563606.00 326576158.86 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 N N N 0.0198 743797471.08 743797471.08 0.0056 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2053-05-16 2053-05-16 2.242 - 2.242 94021.00 73875.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-01-01 2047-07-01 3.5 - 4.5 132057967.00 107050284.63 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0203 104998362.00 104998362.00 0.0008 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.99% 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 2046-03-01 2047-06-01 3.5 - 4 125910258.00 105100652.47 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0198 102999897.00 102999897.00 0.0008 N Y 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-04-01 2048-08-01 3 - 5 134752988.00 113616270.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0199 110999877.90 110999877.90 0.0008 N Y 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-01-01 2048-02-01 3 - 4.5 203245445.00 134946680.08 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-27 2018-09-27 2018-09-27 N N N 0.0204 131994627.60 131994627.60 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 2027-06-01 2048-08-01 2.5 - 4.5 289526301.00 185527099.91 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 N N N 0.0200 180999674.20 180999674.20 0.0014 N N Y N 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 2042-04-01 2047-06-01 3.5 - 4 151457035.00 110684361.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-17 2018-09-17 2018-09-17 N N N 0.0202 107999892.00 107999892.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.04% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-08-01 2048-05-01 2.5 - 5 328494508.00 185477867.67 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-19 2018-09-19 2018-09-19 N N N 0.0203 180998859.70 180998859.70 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 2020-10-01 2048-08-01 2.5 - 5.6 545018215.00 259244495.86 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0204 252997773.60 252997773.60 0.0019 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.07% 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 2042-04-01 2048-05-01 3 - 4.5 93440658.00 74489615.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2053-05-16 2053-05-16 2.242 - 2.242 60982.00 47915.73 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-10-16 2018-10-16 2018-10-16 N N N 0.0206 72999569.30 72999569.30 0.0006 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 1.97%, dated 8/31/2018 due 09/04/2018 ZBUT11V806EZRVTWT807 DFH049000_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 2020-08-15 2046-08-15 1.125 - 8.75 264225646.30 268654504.12 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-15 2035-06-21 1.997 - 3.08 2521085.29 2450808.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-04-17 2020-04-17 0 - 0 172023.79 172131.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-02-20 2059-10-15 2.5 - 6.5 1038890482.69 764878072.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2048-09-01 0 - 7 1515628061.35 944268551.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-01 2048-09-01 0 - 7 1039259109.92 757395569.99 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 2680720298.53 2680720298.53 0.0203 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.93% 8NAV47T0Y26Q87Y0QP81 DEI037000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.8 - 3.8 13245000.00 13681643.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-03-01 2048-08-01 2.5 - 5 242782102.00 208067620.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.56 - 3.56 13975000.00 14163462.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-09-01 2048-08-01 3 - 5 668474179.00 322894715.79 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 6 N N/A N/A N N 0.0191 547000000.00 547000000.00 0.0041 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.97%, dated 8/31/2018 due 09/04/2018 8NAV47T0Y26Q87Y0QP81 DFH049000_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 2021-08-15 2021-08-15 2.125 - 2.125 24680567.35 24306161.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2043-10-01 4.08 - 4.08 1207306.80 1239157.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2048-09-01 2.426 - 5.5 238322402.36 128412654.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.83 - 3.83 1446382.26 1485656.84 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2033-03-25 2033-03-25 3.306 - 3.306 752097.71 725361.39 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-01 2057-01-01 2.079 - 6 1141309410.93 232991442.11 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 381446366.59 381446366.59 0.0029 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.00% K5HU16E3LMSVCCJJJ255 DEI325000 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 2048-07-01 1.41 - 5 355774947.00 69700150.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-10-20 2065-11-20 3 - 5 28773476.00 26828527.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2050-03-01 2 - 5.725 1934484674.00 170105442.50 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-09 2018-10-09 2018-10-09 N N N 0.0202 260991047.70 260991047.70 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.00% K5HU16E3LMSVCCJJJ255 DEJ017000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-10-01 4 - 4 607665.00 554828.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 3.5 - 3.5 2218273.00 2233012.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-30 2048-08-01 1.3 - 5 189628639.00 92214449.41 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-10 2018-10-10 2018-10-10 N N N 0.0202 92996642.70 92996642.70 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.00% K5HU16E3LMSVCCJJJ255 DEJ337000 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 2032-01-01 2046-06-01 2 - 4 1702716.00 1357109.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2048-08-01 2.5 - 5 226012688.00 187409180.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-07-20 2048-08-20 3.5 - 5.5 5525050.00 1227750.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0202 185992932.00 185992932.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.02% K5HU16E3LMSVCCJJJ255 DFA523000 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 2094758.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-08-01 2 - 5.75 54800370.00 29349349.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-05-20 2065-10-20 2 - 7.5 286485185.00 86121319.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-11-01 2048-08-01 2.89 - 5 662123596.00 132643060.73 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-12 2018-10-12 2018-10-12 N N N 0.0201 244997035.50 244997035.50 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.02% K5HU16E3LMSVCCJJJ255 DFA925000 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 - 4 20711128.00 20125132.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-06-20 3.5 - 3.5 71836.00 72082.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-04-01 2048-08-01 2.5 - 5 580323839.00 169746338.93 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-15 2018-10-15 2018-10-15 N N N 0.0202 185996038.20 185996038.20 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.05% K5HU16E3LMSVCCJJJ255 DFE847000 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 2048-02-20 2058-10-15 3 - 3.58 28373900.00 28039580.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2048-05-01 2.5 - 6 162004017.00 44151792.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2048-08-01 2 - 5 228883362.00 168679411.39 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0204 235998300.80 235998300.80 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.06% K5HU16E3LMSVCCJJJ255 DFF789000 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 2024-11-01 2048-08-01 2.323 - 5 223220054.00 139355088.79 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2023-08-14 2023-08-14 2.9 - 2.9 1000.00 1003.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2048-04-01 3 - 4.5 35710869.00 32065502.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-10-20 2068-07-20 3 - 4.872 34482027.00 33680527.92 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-26 2018-10-26 2018-10-26 N N N 0.0205 200999537.70 200999537.70 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.07% K5HU16E3LMSVCCJJJ255 DFG502000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3.83 - 3.83 3867622.00 3997513.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-03-01 2048-08-01 2.332 - 5.725 1477347606.00 221677887.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2048-07-01 2.378 - 4.387 414572804.00 88329645.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2027-08-01 3.32 - 3.32 4350000.00 4326447.65 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-30 2018-10-30 2018-10-30 N N N 0.0206 311999875.20 311999875.20 0.0024 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.97%, dated 8/31/2018 due 09/04/2018 7TK5RJIZDFROZCA6XF66 DFH049000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2052-11-25 0 - 10.881 817660630.00 412850785.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-09-25 2053-12-25 0 - 8.5 2201219901.96 427616509.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2048-05-20 3 - 8.5 179159301.87 49507028.31 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 868850057.23 868850057.23 0.0066 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.97% OXTKY6Q8X53C9ILVV871 DFG885000 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 2048-06-01 2048-06-01 4 - 4 6229278.00 6322901.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-04-20 2048-08-20 3 - 6 383420645.00 267363692.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 24672384.00 25137536.87 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2018-10-31 2042-02-15 0 - 3.625 284918200.00 279650663.64 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 567000000.00 567000000.00 0.0043 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.98% OXTKY6Q8X53C9ILVV871 DFF848000 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 2019-02-01 2048-07-01 0 - 8 1262370579.00 937971474.10 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2022-03-15 2065-09-15 0 - 5.375 1712000.00 823055.29 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-02-20 2068-07-20 3 - 6.5 352810092.00 228588058.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-13 2024-04-03 0 - 2.78 8190000.00 3377134.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-04-01 2048-06-01 1.5 - 7.5 757843629.00 334364483.05 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2022-02-10 2022-02-10 1.62 - 1.62 1000000.00 961500.00 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2030-02-15 0 - 2.25 3167301.02 3070502.12 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 8.875 - 8.875 1000.00 1562.84 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-07-01 2048-07-01 3.71 - 4.13 3001.00 3093.15 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 1479000443.70 1479000443.70 0.0112 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.97%, dated 8/31/2018 due 09/04/2018 549300QJJX6CVVUXLE15 DFH049000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-09-27 2048-08-15 0 - 9 123154406.30 121963638.30 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 119430857.38 119430857.38 0.0009 N Y 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2048-01-20 3.5 - 4.5 1115514.00 1151802.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2048-08-01 2.106 - 4.5 32124294.00 20477727.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-06-01 2057-01-01 2.563 - 4.5 180970249.00 118810412.57 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0196 137000000.00 137000000.00 0.0010 N Y 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-07-20 2048-07-20 3.25 - 5.5 40673790.00 33804850.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2048-06-01 1.5 - 6.5 207451675.00 85838353.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-04-01 2057-01-01 2.181 - 6 514738523.00 199248478.86 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 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 DFG203000 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 2048-08-01 2.106 - 6.5 171763722.00 86047999.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-02-20 2048-07-20 3.5 - 6.96 24651383.00 13440982.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-01 2057-01-01 2.224 - 6.5 444345939.00 191626947.80 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-27 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 284900000.00 284900000.00 0.0022 N N Y N RBC Financial Group RBC Financial Group, 1.96% ES7IP3U3RHIGC71XBU11 DFC567000 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 2020-03-01 2048-09-01 2.106 - 6.5 822314657.00 322071606.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-15 2048-08-20 3.5 - 6 54075171.00 34775204.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-05-01 2057-01-01 2.169 - 7 1120731649.00 570113229.66 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-20 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 908000000.00 908000000.00 0.0069 N N Y N Societe Generale Societe Generale, 1.98% O2RNE8IBXP4R0TD8PU41 DFF786000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-15 2047-02-15 0 - 6.25 398049100.00 393939149.20 U.S. Treasuries (including strips) Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0195 385000539.00 385000539.00 0.0029 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.97%, dated 8/31/2018 due 09/04/2018 5U0XI89JRFVHWIBS4F54 DFH049000_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 2020-07-31 2046-02-15 2 - 2.875 479245171.27 469366155.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-07-01 3.5 - 3.5 204341917.88 180800338.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2047-11-01 3 - 3.5 236181418.29 210984028.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2048-04-20 3 - 4 700843144.91 529965291.88 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 1360492040.84 1360492040.84 0.0103 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DFB901000 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 473000.00 466680.74 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2046-06-20 3 - 3.5 324497000.00 194765309.07 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0205 191000000.00 191000000.00 0.0014 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DFC490000 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 2043-12-20 2047-06-20 3 - 4 432994000.00 196097733.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-05 2018-09-05 2018-09-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0203 192000000.00 192000000.00 0.0015 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DFD111000 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 511000.00 504173.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2048-06-20 3 - 4.5 248165000.00 197070485.00 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0203 193236250.00 193236250.00 0.0015 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DFD500000 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 871000.00 859363.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2046-11-20 3 - 3 243047000.00 196666470.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-07 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 193202892.00 193202892.00 0.0015 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DFF766000 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 462000.00 455827.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-20 2046-06-20 3 - 3.5 311698000.00 196216184.27 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 192516075.00 192516075.00 0.0015 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DFE397000 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 2048-06-20 3 - 4.5 227013000.00 196150181.37 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 629000.00 620596.58 U.S. Treasuries (including strips) Y N/A N/A 2018-09-07 2018-09-07 2018-09-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 192507500.00 192507500.00 0.0015 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DFF266000 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 2048-04-20 2048-06-20 4.5 - 4.5 172388000.00 177885154.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-09-07 2018-09-07 2018-09-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 174000000.00 174000000.00 0.0013 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.97%, dated 8/31/2018 due 09/04/2018 VYVVCKR63DVZZN70PB21 DFH049000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-12-20 2023-07-26 0 - 3.25 636516.21 636404.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2018-09-21 2048-08-01 0 - 5.5 195202649.58 191947549.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2018-12-15 2048-08-20 2 - 9.5 847939459.09 759111845.86 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-07-15 2042-12-15 0 - 5.25 6303054.12 6539550.86 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-09-23 2048-09-01 0 - 6.625 269460579.65 259736469.15 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-09-13 2048-02-15 0 - 8.75 278300952.48 280295407.21 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2018-10-15 2030-04-15 0 - 0 367018.34 339532.73 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2018-10-25 2038-08-13 0.85 - 5.5 46134622.41 46054775.47 Agency Debentures and Agency Strips Y N/A N/A 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 1513070587.47 1513070587.47 0.0114 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.64% 912796PY9 254900HROIFWPRGM1V77 US912796PY98 U.S. Treasury Debt Y N/A N/A 2018-09-06 2018-09-06 2018-09-06 N N N 0.0064 352962984.42 352962984.42 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.35% 912796NV7 254900HROIFWPRGM1V77 US912796NV77 U.S. Treasury Debt Y N/A N/A 2018-09-13 2018-09-13 2018-09-13 N N N 0.0135 594716256.40 594716256.40 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796PZ6 254900HROIFWPRGM1V77 US912796PZ63 U.S. Treasury Debt Y N/A N/A 2018-09-20 2018-09-20 2018-09-20 N N N 0.0156 688165327.01 688165327.01 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.74% 912796QB8 254900HROIFWPRGM1V77 US912796QB86 U.S. Treasury Debt Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0174 1255971475.00 1255971475.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.80% 912796NZ8 254900HROIFWPRGM1V77 US912796NZ81 U.S. Treasury Debt Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0180 343306148.56 343306148.56 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.85% 912796QD4 254900HROIFWPRGM1V77 US912796QD43 U.S. Treasury Debt Y N/A N/A 2018-10-18 2018-10-18 2018-10-18 N N N 0.0185 129685400.00 129685400.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.88% 912796QE2 254900HROIFWPRGM1V77 US912796QE26 U.S. Treasury Debt Y N/A N/A 2018-10-25 2018-10-25 2018-10-25 N N N 0.0188 94732178.85 94732178.85 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.93% 912796QF9 254900HROIFWPRGM1V77 US912796QF90 U.S. Treasury Debt Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0193 861202082.88 861202082.88 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.97% 912796PD5 254900HROIFWPRGM1V77 US912796PD51 U.S. Treasury Debt Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0197 184318583.95 184318583.95 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.98% 912796QJ1 254900HROIFWPRGM1V77 US912796QJ13 U.S. Treasury Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0198 477050470.00 477050470.00 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.01% 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0201 647031664.50 647031664.50 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y N/A N/A 2018-11-29 2018-11-29 2018-11-29 N N N 0.0202 307477532.28 307477532.28 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0205 550017831.37 550017831.37 0.0042 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QP7 254900HROIFWPRGM1V77 US912796QP72 U.S. Treasury Debt Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0205 239508294.35 239508294.35 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.09% 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0209 679424327.28 679424327.28 0.0051 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 435444100.00 435444100.00 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0220 644121744.50 644121744.50 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0220 128768412.50 128768412.50 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0220 950522495.69 950522495.69 0.0072 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 0.0182 163854996.12 163854996.12 0.0012 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 0.0196 15968000.64 15968000.64 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 0.0199 33958065.08 33958065.08 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.07% 912828A34 254900HROIFWPRGM1V77 US912828A347 U.S. Treasury Debt Y N/A N/A 2018-11-30 2018-11-30 2018-11-30 N N N 0.0208 10977184.90 10977184.90 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.07% 912828RT9 254900HROIFWPRGM1V77 US912828RT95 U.S. Treasury Debt Y N/A N/A 2018-11-30 2018-11-30 2018-11-30 N N N 0.0209 35935916.04 35935916.04 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.08% 912828JR2 254900HROIFWPRGM1V77 US912828JR22 U.S. Treasury Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0216 68219480.88 68219480.88 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.09% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-09-04 2020-01-31 2020-01-31 N N N 0.0210 409955851.20 409955851.20 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.14% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-09-04 2019-10-31 2019-10-31 N N N 0.0208 214132044.42 214132044.42 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.15% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-09-04 2019-07-31 2019-07-31 N N N 0.0206 555771606.99 555771606.99 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.16% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-09-04 2019-04-30 2019-04-30 N N N 0.0205 1198855312.10 1198855312.10 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.23% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-09-04 2019-01-31 2019-01-31 N N N 0.0204 304231687.52 304231687.52 0.0023 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.04% 5493006GGLR4BTEL8O61 DFG623000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-09-07 2018-09-07 2018-09-26 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0202 33000000.00 33000000.00 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., 2.05% 5493006GGLR4BTEL8O61 DFG615000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-09-07 2018-09-07 2018-09-19 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 190862500.00 190862500.00 0.0014 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DFG240000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-09-07 2018-09-07 2018-09-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 194000000.00 194000000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.05% 5493006GGLR4BTEL8O61 DFH030000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-09-07 2018-09-07 2018-09-20 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0203 192446250.00 192446250.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Obligations as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2018-09-06 Laura M. Del Prato Laura M. Del Prato President and Treasurer