0000278001-18-000023.txt : 20181011 0000278001-18-000023.hdr.sgml : 20181011 20181011151814 ACCESSION NUMBER: 0000278001-18-000023 CONFORMED SUBMISSION TYPE: NT N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180930 FILED AS OF DATE: 20181011 DATE AS OF CHANGE: 20181011 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: NT N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 181118273 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 2018-09-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 35 72 37725304074.78 32696134561.24 37517111586.11 43572764173.65 86373272290.54 87669956330.15 84745585281.24 81002662728.34 0.2800 0.2400 0.2800 0.3200 0.6400 0.6400 0.6300 0.6000 178.29 132810920404.00 132815286710.45 3238733588.98 3111840188.95 132942180288.77 132903209589.79 1.0000 0.0214 1.0003 1.0003 1.0003 1.0003 C000019553 1.00 132942180288.77 132903209589.79 1.0003 1.0003 1.0003 1.0003 9266780533.94 8707229325.43 10727076750.47 10612516757.31 10496958553.93 10797910836.51 10454707685.45 10285229592.28 40945523523.79 40402886511.53 0.0175 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 0.0230 220321309.00 220321309.00 0.0017 N N N N Fannie Mae Fannie Mae, 2.24% 3136G4TF0 B1V7KEBTPIMZEU4LTD58 US3136G4TF09 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-01-30 2019-01-30 N N N 0.0246 521595637.92 521595637.92 0.0039 N N N N Fannie Mae Fannie Mae, 2.28% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-07-30 2019-07-30 N N N 0.0250 266012342.31 266012342.31 0.0020 N N N N Fannie Mae Fannie Mae, 2.28% 3135G0J53 B1V7KEBTPIMZEU4LTD58 US3135G0J535 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0229 25862746.00 25862746.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.02% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2018-10-06 2019-05-06 2019-05-06 N N N 0.0203 105996902.68 105996902.68 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.14% 313313S82 US313313S826 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2018-12-12 2018-12-12 N N N 0.0214 9956400.00 9956400.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 689600000.00 689600000.00 0.0052 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.54% 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 0.0054 38597722.60 38597722.60 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.86% 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 0.0086 362957529.00 362957529.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.07% 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 0.0107 260669114.16 260669114.16 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 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 0.0122 1419167837.00 1419167837.00 0.0107 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 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 0.0156 480774411.00 480774411.00 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 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 0.0179 106905947.00 106905947.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 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 0.0181 933123908.00 933123908.00 0.0070 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 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 0.0184 795160220.00 795160220.00 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 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 0.0188 349569150.00 349569150.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 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 0.0189 310599121.00 310599121.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 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 0.0190 91875984.00 91875984.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 452136648.00 452136648.00 0.0034 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 545941556.16 545941556.16 0.0041 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 2018-10-29 2018-10-29 2018-10-29 N N N 0.0194 125997065.46 125997065.46 0.0009 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 0.0088 19200000.00 19200000.00 0.0001 N Y Y 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 2018-10-29 2019-01-29 2019-01-29 N N N 0.0197 89992224.00 89992224.00 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 181984136.88 181984136.88 0.0014 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 363966475.60 363966475.60 0.0027 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 90991618.90 90991618.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADKH4 2549001DPIFGXC1TOL40 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2018-11-01 2018-11-01 N N N 0.0198 184994435.20 184994435.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADKN1 2549001DPIFGXC1TOL40 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2018-11-01 2018-11-01 N N N 0.0198 91997232.64 91997232.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130ADKJ0 2549001DPIFGXC1TOL40 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2018-11-01 2018-11-01 N N N 0.0198 45998616.32 45998616.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEAN0 2549001DPIFGXC1TOL40 US3130AEAN02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0196 272999205.57 272999205.57 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AEAQ3 2549001DPIFGXC1TOL40 US3130AEAQ33 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0196 90999735.19 90999735.19 0.0007 N N Y 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 2018-10-30 2019-01-30 2019-01-30 N N N 0.0197 276984842.56 276984842.56 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 185673012.00 185673012.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-03-01 2019-03-01 N N N 0.0201 554917882.20 554917882.20 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AEDM9 2549001DPIFGXC1TOL40 US3130AEDM91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-04 2018-12-04 2018-12-04 N N N 0.0198 35998666.92 35998666.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130ADCU4 2549001DPIFGXC1TOL40 US3130ADCU44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0197 10799964.04 10799964.04 0.0001 N N Y 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 2018-10-30 2019-01-30 2019-01-30 N N N 0.0197 272989552.29 272989552.29 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 2018-10-30 2019-01-30 2019-01-30 N N N 0.0197 181993034.86 181993034.86 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 2018-10-30 2019-01-30 2019-01-30 N N N 0.0197 90996517.43 90996517.43 0.0007 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 2019-01-30 2019-01-30 2019-01-30 N N N 0.0197 109995790.30 109995790.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-04-01 2019-04-01 N N N 0.0204 454873209.70 454873209.70 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-03-01 2019-03-01 N N N 0.0201 178977249.10 178977249.10 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-03-01 2019-03-01 N N N 0.0201 152983745.28 152983745.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-03-01 2019-03-01 N N N 0.0201 107988526.08 107988526.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-03-01 2019-03-01 N N N 0.0201 178977249.10 178977249.10 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2019-08-02 2019-08-02 N N N 0.0203 186925761.00 186925761.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2019-04-02 2019-04-02 N N N 0.0204 181949187.42 181949187.42 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2019-08-02 2019-08-02 N N N 0.0203 273891222.00 273891222.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADA36 2549001DPIFGXC1TOL40 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-03 2019-01-03 2019-01-03 N N N 0.0198 188995110.57 188995110.57 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-04 2019-02-04 2019-02-04 N N N 0.0200 363972303.24 363972303.24 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-04 2019-03-04 2019-03-04 N N N 0.0201 251967161.88 251967161.88 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-04 2019-03-04 2019-03-04 N N N 0.0201 179980349.40 179980349.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AEAR1 2549001DPIFGXC1TOL40 US3130AEAR16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0198 365998590.90 365998590.90 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-05-01 2019-05-01 N N N 0.0204 272914108.74 272914108.74 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-02-01 2019-02-01 N N N 0.0200 162993491.41 162993491.41 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ABPK6 2549001DPIFGXC1TOL40 US3130ABPK68 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0199 98000000.00 98000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ABPL4 2549001DPIFGXC1TOL40 US3130ABPL42 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0199 98000000.00 98000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ACKZ6 2549001DPIFGXC1TOL40 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-04 2019-01-04 2019-01-04 N N N 0.0199 5999995.38 5999995.38 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-06 2019-02-06 2019-02-06 N N N 0.0201 95989938.24 95989938.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEF96 2549001DPIFGXC1TOL40 US3130AEF966 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-06 2018-12-06 2018-12-06 N N N 0.0199 719971826.40 719971826.40 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ADN65 2549001DPIFGXC1TOL40 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-08 2018-11-08 2018-11-08 N N N 0.0201 182993040.51 182993040.51 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130ADN24 2549001DPIFGXC1TOL40 US3130ADN244 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-09 2018-11-09 2018-11-09 N N N 0.0201 182992987.44 182992987.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AEGK0 2549001DPIFGXC1TOL40 US3130AEGK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-12 2018-10-12 2018-10-12 N N N 0.0200 266997378.06 266997378.06 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-08-01 2019-08-01 N N N 0.0203 36991470.76 36991470.76 0.0003 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 0.0202 183986096.96 183986096.96 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AE5Z9 2549001DPIFGXC1TOL40 US3130AE5Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-10 2018-10-10 2018-10-10 N N N 0.0200 64999672.40 64999672.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AB4R4 2549001DPIFGXC1TOL40 US3130AB4R43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-10 2018-10-10 2018-10-10 N N N 0.0200 54999722.80 54999722.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADZ21 2549001DPIFGXC1TOL40 US3130ADZ214 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-10 2018-10-10 2018-10-10 N N N 0.0200 184999067.60 184999067.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADYU0 2549001DPIFGXC1TOL40 US3130ADYU06 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-10 2018-10-10 2018-10-10 N N N 0.0200 460997676.56 460997676.56 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-14 2019-02-14 2019-02-14 N N N 0.0203 185978228.70 185978228.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-14 2019-02-14 2019-02-14 N N N 0.0203 185978228.70 185978228.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130ADN57 2549001DPIFGXC1TOL40 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-15 2018-11-13 2018-11-13 N N N 0.0202 182991801.60 182991801.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2020-01-02 2020-01-02 N N N 0.0206 181892117.68 181892117.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2020-01-02 2020-01-02 N N N 0.0206 46972140.28 46972140.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2020-01-02 2020-01-02 N N N 0.0206 45972664.04 45972664.04 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2020-01-02 2020-01-02 N N N 0.0206 37977475.12 37977475.12 0.0003 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 184986023.25 184986023.25 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-02 2020-01-02 2020-01-02 N N N 0.0206 55966805.44 55966805.44 0.0004 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 0.0202 180986314.59 180986314.59 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 184981131.85 184981131.85 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2019-02-11 2019-02-11 N N N 0.0203 182986172.52 182986172.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-12 2019-03-12 2019-03-12 N N N 0.0204 355941765.52 355941765.52 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-12 2019-02-12 2019-02-12 N N N 0.0203 185978974.56 185978974.56 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-14 2019-06-14 2019-06-14 N N N 0.0208 88960179.62 88960179.62 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130ADZF2 2549001DPIFGXC1TOL40 US3130ADZF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-14 2019-01-14 2019-01-14 N N N 0.0202 276990739.89 276990739.89 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEGL8 2549001DPIFGXC1TOL40 US3130AEGL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-15 2018-10-15 2018-10-15 N N N 0.0202 177997803.48 177997803.48 0.0013 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 186485736.48 186485736.48 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 0.0204 372471514.93 372471514.93 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-04 2019-02-04 2019-02-04 N N N 0.0199 87508204.88 87508204.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-05 2019-07-05 2019-07-05 N N N 0.0203 181979688.80 181979688.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130ADSX1 2549001DPIFGXC1TOL40 US3130ADSX19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-09 2018-10-09 2018-10-09 N N N 0.0200 275999690.88 275999690.88 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130ADSP8 2549001DPIFGXC1TOL40 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-09 2018-12-07 2018-12-07 N N N 0.0201 274001542.62 274001542.62 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AD4P4 2549001DPIFGXC1TOL40 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2019-01-11 2019-01-11 N N N 0.0201 149999491.50 149999491.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130ABSH0 2549001DPIFGXC1TOL40 US3130ABSH03 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0200 23999998.56 23999998.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130ADT77 2549001DPIFGXC1TOL40 US3130ADT779 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-12 2018-10-12 2018-10-12 N N N 0.0201 73999880.86 73999880.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130ADZ47 2549001DPIFGXC1TOL40 US3130ADZ479 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-12 2018-10-12 2018-10-12 N N N 0.0202 91999435.12 91999435.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130ADEL2 2549001DPIFGXC1TOL40 US3130ADEL27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-16 2018-10-16 2018-10-16 N N N 0.0203 29999684.40 29999684.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AEJM3 2549001DPIFGXC1TOL40 US3130AEJM38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0204 179987421.60 179987421.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-01 2019-03-01 2019-03-01 N N N 0.0201 20001404.80 20001404.80 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ACZV9 2549001DPIFGXC1TOL40 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2018-12-11 2018-12-11 N N N 0.0201 190002610.60 190002610.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ACZU1 2549001DPIFGXC1TOL40 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2018-12-11 2018-12-11 N N N 0.0201 382005248.68 382005248.68 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ACZX5 2549001DPIFGXC1TOL40 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2018-12-11 2018-12-11 N N N 0.0201 382005248.68 382005248.68 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ABSW7 2549001DPIFGXC1TOL40 US3130ABSW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-12 2018-10-12 2018-10-12 N N N 0.0201 15999998.72 15999998.72 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ABTN6 2549001DPIFGXC1TOL40 US3130ABTN61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-12 2018-10-12 2018-10-12 N N N 0.0201 391999968.64 391999968.64 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ACT79 2549001DPIFGXC1TOL40 US3130ACT797 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-15 2018-11-15 2018-11-15 N N N 0.0201 166000461.48 166000461.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ACT53 2549001DPIFGXC1TOL40 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-16 2018-11-16 2018-11-16 N N N 0.0203 92898230.26 92898230.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130ADZ39 2549001DPIFGXC1TOL40 US3130ADZ396 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-16 2018-10-16 2018-10-16 N N N 0.0203 215998176.96 215998176.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-17 2019-03-15 2019-03-15 N N N 0.0206 106982242.28 106982242.28 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ACDY7 2549001DPIFGXC1TOL40 US3130ACDY73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-06 2019-03-06 2019-03-06 N N N 0.0203 13000206.44 13000206.44 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-09 2019-04-09 2019-04-09 N N N 0.0207 165977002.36 165977002.36 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-10 2019-07-10 2019-07-10 N N N 0.0205 281977513.32 281977513.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-10 2019-07-10 2019-07-10 N N N 0.0205 93992504.44 93992504.44 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2019-07-11 2019-07-11 N N N 0.0205 93992393.52 93992393.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2019-07-11 2019-07-11 N N N 0.0205 93992393.52 93992393.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-15 2019-03-15 2019-03-15 N N N 0.0206 269966846.70 269966846.70 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ADYW6 2549001DPIFGXC1TOL40 US3130ADYW61 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0204 184998103.75 184998103.75 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ADFF4 2549001DPIFGXC1TOL40 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-19 2019-01-18 2019-01-18 N N N 0.0206 187983078.12 187983078.12 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ACUA0 2549001DPIFGXC1TOL40 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-20 2018-11-20 2018-11-20 N N N 0.0202 179001730.93 179001730.93 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ACUF9 2549001DPIFGXC1TOL40 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-20 2018-11-20 2018-11-20 N N N 0.0204 134998070.85 134998070.85 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ACU93 2549001DPIFGXC1TOL40 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-20 2018-11-20 2018-11-20 N N N 0.0204 404994212.55 404994212.55 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AEHF0 2549001DPIFGXC1TOL40 US3130AEHF05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-21 2018-12-21 2018-12-21 N N N 0.0206 453969672.80 453969672.80 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130ACUC6 2549001DPIFGXC1TOL40 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2018-11-20 2018-11-20 N N N 0.0204 188997299.19 188997299.19 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 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 0.0204 11973480.00 11973480.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-07 2020-02-07 2020-02-07 N N N 0.0209 323841058.56 323841058.56 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-08 2019-02-08 2019-02-08 N N N 0.0203 48003320.16 48003320.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2019-02-11 2019-02-11 N N N 0.0203 38002591.22 38002591.22 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2019-07-11 2019-07-11 N N N 0.0204 51013962.97 51013962.97 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-11 2019-02-11 2019-02-11 N N N 0.0203 40002727.60 40002727.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AD3R1 2549001DPIFGXC1TOL40 US3130AD3R16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-15 2018-12-14 2018-12-14 N N N 0.0204 182997974.19 182997974.19 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AD5T5 2549001DPIFGXC1TOL40 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-18 2018-12-18 2018-12-18 N N N 0.0204 74999280.00 74999280.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AD5C2 2549001DPIFGXC1TOL40 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-18 2018-12-18 2018-12-18 N N N 0.0204 118998857.60 118998857.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AD7M8 2549001DPIFGXC1TOL40 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-19 2018-12-19 2018-12-19 N N N 0.0205 188996031.00 188996031.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130ACNP5 2549001DPIFGXC1TOL40 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-20 2019-01-18 2019-01-18 N N N 0.0206 189991419.60 189991419.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-10 2020-02-10 2020-02-10 N N N 0.0210 89954786.70 89954786.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-13 2019-03-13 2019-03-13 N N N 0.0205 34001553.12 34001553.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130ABTY2 2549001DPIFGXC1TOL40 US3130ABTY27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0204 266999927.91 266999927.91 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130ABUA2 2549001DPIFGXC1TOL40 US3130ABUA22 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0204 132999964.09 132999964.09 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130ACUE2 2549001DPIFGXC1TOL40 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-21 2018-11-21 2018-11-21 N N N 0.0205 269996074.20 269996074.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130ACUD4 2549001DPIFGXC1TOL40 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-21 2018-11-21 2018-11-21 N N N 0.0205 134998864.65 134998864.65 0.0010 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 133985300.20 133985300.20 0.0010 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 133984671.74 133984671.74 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 79990848.80 79990848.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 313385P42 2549001DPIFGXC1TOL40 US313385P424 U.S. Government Agency Debt Y N/A N/A 2018-11-14 2018-11-14 2018-11-14 N N N 0.0206 175537472.00 175537472.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AEK66 2549001DPIFGXC1TOL40 US3130AEK669 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2018-12-28 2018-12-28 N N N 0.0208 369972679.20 369972679.20 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-17 2019-05-17 2019-05-17 N N N 0.0210 36992880.83 36992880.83 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AEHG8 2549001DPIFGXC1TOL40 US3130AEHG87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2018-12-24 2018-12-24 N N N 0.0209 1000930710.78 1000930710.78 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 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 0.0207 275241828.00 275241828.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130ABN69 2549001DPIFGXC1TOL40 US3130ABN693 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-21 2018-12-21 2018-12-21 N N N 0.0206 72001568.88 72001568.88 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-21 2019-08-21 2019-08-21 N N N 0.0210 359937176.40 359937176.40 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130ADA69 2549001DPIFGXC1TOL40 US3130ADA696 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2018-10-22 2018-10-22 N N N 0.0208 375994438.96 375994438.96 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130ADAK8 2549001DPIFGXC1TOL40 US3130ADAK89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2018-10-22 2018-10-22 N N N 0.0208 281995829.22 281995829.22 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130ABNF9 2549001DPIFGXC1TOL40 US3130ABNF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2018-12-21 2018-12-21 N N N 0.0208 42998991.22 42998991.22 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AECT5 2549001DPIFGXC1TOL40 US3130AECT53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-23 2018-11-23 2018-11-23 N N N 0.0208 361989483.90 361989483.90 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AECU2 2549001DPIFGXC1TOL40 US3130AECU27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-23 2018-11-23 2018-11-23 N N N 0.0208 179994771.00 179994771.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130ADZ62 2549001DPIFGXC1TOL40 US3130ADZ628 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0208 202997452.35 202997452.35 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AECZ1 2549001DPIFGXC1TOL40 US3130AECZ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-23 2018-11-23 2018-11-23 N N N 0.0208 89997385.50 89997385.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AE5R7 2549001DPIFGXC1TOL40 US3130AE5R79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2018-10-24 2018-10-24 N N N 0.0208 547992755.44 547992755.44 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AEDC1 2549001DPIFGXC1TOL40 US3130AEDC10 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2018-10-25 2018-10-25 N N N 0.0209 179996313.60 179996313.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-02-25 2019-02-25 N N N 0.0212 145976724.68 145976724.68 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130ADZS4 2549001DPIFGXC1TOL40 US3130ADZS41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2018-10-25 2018-10-25 N N N 0.0209 183996844.40 183996844.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 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 0.0208 588238260.00 588238260.00 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2019-03-20 2019-03-20 N N N 0.0208 16000493.92 16000493.92 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130ADZL9 2549001DPIFGXC1TOL40 US3130ADZL97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2019-01-24 2019-01-24 N N N 0.0210 109992809.30 109992809.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AED98 2549001DPIFGXC1TOL40 US3130AED987 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2019-01-24 2019-01-24 N N N 0.0210 89992710.90 89992710.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-01-25 2019-01-25 N N N 0.0211 375963200.88 375963200.88 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130ADFE7 2549001DPIFGXC1TOL40 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-01-25 2019-01-25 N N N 0.0211 280972498.53 280972498.53 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-03-25 2019-03-25 N N N 0.0215 362886569.76 362886569.76 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AEA34 2549001DPIFGXC1TOL40 US3130AEA348 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2018-10-25 2018-10-25 N N N 0.0209 180998099.50 180998099.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130ADFC1 2549001DPIFGXC1TOL40 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-01-25 2019-01-25 N N N 0.0211 187981600.44 187981600.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130ADQC9 2549001DPIFGXC1TOL40 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2018-11-26 2018-11-26 N N N 0.0209 312995161.02 312995161.02 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AEA42 2549001DPIFGXC1TOL40 US3130AEA421 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2018-10-26 2018-10-26 N N N 0.0208 180998664.22 180998664.22 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 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 0.0209 446283029.50 446283029.50 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 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 0.0209 73734858.00 73734858.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2019-02-22 2019-02-22 N N N 0.0210 184588916.46 184588916.46 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2019-05-24 2019-05-24 N N N 0.0215 183933088.40 183933088.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130ADRN4 2549001DPIFGXC1TOL40 US3130ADRN46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2018-12-24 2018-12-24 N N N 0.0209 458994592.98 458994592.98 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130ACWU4 2549001DPIFGXC1TOL40 US3130ACWU41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2018-11-23 2018-11-23 N N N 0.0208 529003734.74 529003734.74 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-02-25 2019-02-25 N N N 0.0212 180981947.06 180981947.06 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-02-25 2019-02-25 N N N 0.0212 72992718.98 72992718.98 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2019-04-26 2019-04-26 N N N 0.0216 182944587.60 182944587.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2019-04-26 2019-04-26 N N N 0.0216 512844663.60 512844663.60 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130ABBU9 2549001DPIFGXC1TOL40 US3130ABBU96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2018-10-26 2018-10-26 N N N 0.0208 152999401.77 152999401.77 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2019-02-26 2019-02-26 N N N 0.0212 92990620.95 92990620.95 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 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 0.0210 170756443.60 170756443.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2019-05-24 2019-05-24 N N N 0.0215 92972151.15 92972151.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130ACZW7 2549001DPIFGXC1TOL40 US3130ACZW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-24 2019-01-24 2019-01-24 N N N 0.0210 30999426.81 30999426.81 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AE5Y2 2549001DPIFGXC1TOL40 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-01-25 2019-01-25 N N N 0.0211 90996832.29 90996832.29 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AE5U0 2549001DPIFGXC1TOL40 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-01-25 2019-01-25 N N N 0.0211 90996832.29 90996832.29 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AE5S5 2549001DPIFGXC1TOL40 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-01-25 2019-01-25 N N N 0.0211 273990462.06 273990462.06 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2019-07-26 2019-07-26 N N N 0.0214 107976175.20 107976175.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2019-05-24 2019-05-24 N N N 0.0216 464860834.80 464860834.80 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2019-07-26 2019-07-26 N N N 0.0214 228449592.90 228449592.90 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2019-07-26 2019-07-26 N N N 0.0214 182959630.20 182959630.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-28 2019-02-28 2019-02-28 N N N 0.0214 291951422.88 291951422.88 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130ADJK9 2549001DPIFGXC1TOL40 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-28 2019-01-28 2019-01-28 N N N 0.0214 185977942.26 185977942.26 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 3130ABBT2 2549001DPIFGXC1TOL40 US3130ABBT24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-26 2018-10-26 2018-10-26 N N N 0.0211 96999638.19 96999638.19 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 3130ADQV7 2549001DPIFGXC1TOL40 US3130ADQV70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-28 2018-11-28 2018-11-28 N N N 0.0211 91999242.84 91999242.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 3130ADQW5 2549001DPIFGXC1TOL40 US3130ADQW53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-28 2018-11-28 2018-11-28 N N N 0.0211 183998485.68 183998485.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-04-25 2019-04-25 N N N 0.0215 73988153.34 73988153.34 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-04-25 2019-04-25 N N N 0.0215 36994076.67 36994076.67 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130ACX25 2549001DPIFGXC1TOL40 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-27 2019-01-11 2019-01-11 N N N 0.0214 25998240.84 25998240.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130ABNL6 2549001DPIFGXC1TOL40 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-29 2018-12-27 2018-12-27 N N N 0.0212 48999568.31 48999568.31 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 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 0.0213 91637888.00 91637888.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 313385S64 2549001DPIFGXC1TOL40 US313385S642 U.S. Government Agency Debt Y N/A N/A 2018-12-10 2018-12-10 2018-12-10 N N N 0.0213 201143722.00 201143722.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 313385S98 2549001DPIFGXC1TOL40 US313385S980 U.S. Government Agency Debt Y N/A N/A 2018-12-13 2018-12-13 2018-12-13 N N N 0.0213 117480766.96 117480766.96 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 313385S80 2549001DPIFGXC1TOL40 US313385S808 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2018-12-12 2018-12-12 N N N 0.0214 36838680.00 36838680.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 313385T22 2549001DPIFGXC1TOL40 US313385T228 U.S. Government Agency Debt Y N/A N/A 2018-12-14 2018-12-14 2018-12-14 N N N 0.0214 183175496.00 183175496.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADVK5 2549001DPIFGXC1TOL40 US3130ADVK50 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2018-10-22 2018-10-22 N N N 0.0209 91002363.27 91002363.27 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-27 2019-08-27 2019-08-27 N N N 0.0215 35000482.30 35000482.30 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313385T71 2549001DPIFGXC1TOL40 US313385T715 U.S. Government Agency Debt Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0215 52746448.00 52746448.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313385T89 2549001DPIFGXC1TOL40 US313385T897 U.S. Government Agency Debt Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0215 528626867.20 528626867.20 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313385T97 2549001DPIFGXC1TOL40 US313385T970 U.S. Government Agency Debt Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0215 914293286.00 914293286.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 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 0.0215 685411688.00 685411688.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 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 0.0215 70625972.00 70625972.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 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 0.0215 70621641.00 70621641.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ACDA9 2549001DPIFGXC1TOL40 US3130ACDA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-28 2019-02-28 2019-02-28 N N N 0.0215 14000842.94 14000842.94 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ACD35 2549001DPIFGXC1TOL40 US3130ACD353 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-28 2019-02-28 2019-02-28 N N N 0.0215 11000662.31 11000662.31 0.0001 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 268104083.16 268104083.16 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AANP9 2549001DPIFGXC1TOL40 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-10-23 2019-01-23 2019-01-23 N N N 0.0211 220043780.00 220043780.00 0.0017 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 535214176.55 535214176.55 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 313384AC3 2549001DPIFGXC1TOL40 US313384AC33 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0219 745691670.00 745691670.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313384AB5 2549001DPIFGXC1TOL40 US313384AB59 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0223 428505803.00 428505803.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0223 53680806.00 53680806.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 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 0.0224 475870693.00 475870693.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 313384AX7 2549001DPIFGXC1TOL40 US313384AX79 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0225 357468840.00 357468840.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 313384BD0 2549001DPIFGXC1TOL40 US313384BD07 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0225 357334560.00 357334560.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 U.S. Government Agency Debt Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0225 322573225.00 322573225.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 313384BG3 2549001DPIFGXC1TOL40 US313384BG38 U.S. Government Agency Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0225 178633620.00 178633620.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AAE46 2549001DPIFGXC1TOL40 US3130AAE462 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0224 43720072.45 43720072.45 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 313384CL1 2549001DPIFGXC1TOL40 US313384CL14 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0228 106969464.00 106969464.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AEWY2 2549001DPIFGXC1TOL40 US3130AEWY29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0230 360939713.00 360939713.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384BM0 2549001DPIFGXC1TOL40 US313384BM06 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0231 429501793.00 429501793.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384BP3 2549001DPIFGXC1TOL40 US313384BP37 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0231 642682512.00 642682512.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0231 249916212.00 249916212.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0231 322250500.00 322250500.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384BU2 2549001DPIFGXC1TOL40 US313384BU22 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0231 322229700.00 322229700.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0231 356771160.00 356771160.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384CC1 2549001DPIFGXC1TOL40 US313384CC15 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-02-20 2019-02-20 N N N 0.0231 178374060.00 178374060.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 313384BW8 2549001DPIFGXC1TOL40 US313384BW87 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0232 142748799.84 142748799.84 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0235 205786880.00 205786880.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0235 317437863.00 317437863.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0235 413306696.00 413306696.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.41% 3130AEXU9 2549001DPIFGXC1TOL40 US3130AEXU97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0240 545977614.00 545977614.00 0.0041 N N N N Freddie Mac Freddie Mac, 2.28% 3134GSXX8 S6XOOCT0IEG5ABCC6L87 US3134GSXX80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0229 46995629.00 46995629.00 0.0004 N N N N Freddie Mac Freddie Mac, 2.28% 3134GSYA7 S6XOOCT0IEG5ABCC6L87 US3134GSYA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0229 313962006.00 313962006.00 0.0024 N N N N Barclays Bank PLC Barclays Bank PLC, 2.23% G5GSEF7VJP5I7OUK5573 DGG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2028-02-15 1.125 - 7.125 1542600200.00 1498658477.24 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0223 1469000000.00 1469000000.00 0.0110 N Y 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 2018-11-15 2042-11-15 1.5 - 3.75 175525000.00 169942650.79 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 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 0.0012 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 2018-11-15 2022-02-15 2 - 3.75 171350000.00 168577772.06 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 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, 2.00% 3Y4U8VZURTYWI1W2K376 DEA985000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2046-11-15 1.625 - 3.75 166020000.00 170793884.69 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 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 0.0012 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 2042-11-15 2 - 3.75 178730000.00 169061807.94 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 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 2018-11-15 2044-05-15 2.25 - 3.75 162035000.00 169951327.72 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 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, 2.07% 3Y4U8VZURTYWI1W2K376 DGD220000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2026-02-15 1.5 - 1.625 277885000.00 254335866.75 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 248000000.00 248000000.00 0.0019 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 50360076.63 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 49000000.00 49000000.00 0.0004 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 118185694.15 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 115000000.00 115000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.17% 3Y4U8VZURTYWI1W2K376 DGC394000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2027-02-15 2.25 - 3.75 180865000.00 170733830.90 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 166900000.00 166900000.00 0.0013 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 2019-04-15 2045-08-15 0.875 - 8.5 551932900.00 542258098.80 U.S. Treasuries (including strips) Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 Y BNP PARIBAS (GOV REPO) 1.0000 4 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, 2.01% R0MUWSFPU8MPRO8K5P83 DFH913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2047-11-15 1.125 - 8.125 331580600.00 337322162.91 U.S. Treasuries (including strips) Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0199 330000000.00 330000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 DFI285000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2047-05-15 1.125 - 7.5 344083600.00 338969502.02 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 331000000.00 331000000.00 0.0025 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 2019-01-31 2046-11-15 1.125 - 8.5 861886200.00 841070346.83 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 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, 2.03% R0MUWSFPU8MPRO8K5P83 DFC433000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2047-11-15 1.125 - 7.5 167483800.00 167903871.79 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 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, 2.04% R0MUWSFPU8MPRO8K5P83 DFC587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2043-05-15 1.625 - 4.375 338455100.00 336692134.67 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 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, 2.06% R0MUWSFPU8MPRO8K5P83 DFJ569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2047-11-15 0 - 5.25 251320600.00 252656658.88 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0204 247000000.00 247000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.07% R0MUWSFPU8MPRO8K5P83 DFJ653000 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 - 6.875 533687300.00 506658273.77 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 496000000.00 496000000.00 0.0037 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 2018-10-31 2047-08-15 0.875 - 8.5 517696700.00 505551071.47 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0211 494000000.00 494000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.13% R0MUWSFPU8MPRO8K5P83 DGC645000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2042-08-15 1.375 - 6.875 686134300.00 674738634.58 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0211 661000000.00 661000000.00 0.0050 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 2019-07-31 2047-02-15 1.375 - 4.375 389947600.00 380361949.46 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 371800000.00 371800000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.15% R0MUWSFPU8MPRO8K5P83 DFI675000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2047-05-15 1.375 - 8.125 351970500.00 339249936.12 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-12-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 331000000.00 331000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.15% R0MUWSFPU8MPRO8K5P83 DFI851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2048-02-15 0 - 4.375 663113900.00 678059421.92 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 661900000.00 661900000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.16% R0MUWSFPU8MPRO8K5P83 DGB511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-11-15 0.75 - 8.5 525048700.00 507856078.19 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 496900000.00 496900000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.16% R0MUWSFPU8MPRO8K5P83 DFJ570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2043-11-15 2.25 - 6.875 173408500.00 168512132.95 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-12-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 165000000.00 165000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 DGC053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2042-08-15 1.75 - 7.5 173895800.00 170382943.13 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 166900000.00 166900000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 DGA224000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-02-15 1.125 - 6.25 679896500.00 676571356.82 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 661000000.00 661000000.00 0.0050 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 DGC059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2047-11-15 2 - 3.5 176274800.00 171974905.69 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-12-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 167000000.00 167000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 DGC452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2045-08-15 1 - 6.125 391726500.00 380035098.56 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-12-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 372000000.00 372000000.00 0.0028 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.20% R0MUWSFPU8MPRO8K5P83 DGE806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2047-05-15 1.5 - 7.5 341834500.00 335724178.67 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 329000000.00 329000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.20% R0MUWSFPU8MPRO8K5P83 DGG591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2046-05-15 0 - 8.75 846614700.00 834018575.81 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 817000000.00 817000000.00 0.0061 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.20% R0MUWSFPU8MPRO8K5P83 DGG177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2047-11-15 0 - 8.125 289386700.00 335133200.69 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 327900000.00 327900000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.20% 549300IMBXQ8SGH3HJ31 DGF444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2025-08-15 1.25 - 2.875 514750400.00 507942226.44 U.S. Treasuries (including strips) Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0221 497797959.02 497797959.02 0.0037 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.25% 549300IMBXQ8SGH3HJ31 DGG970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1 - 3.75 1861838900.00 1798145980.80 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0219 1760005280.00 1760005280.00 0.0132 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.25% 549300IMBXQ8SGH3HJ31 DGG627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2041-08-15 2 - 5.25 384098100.00 396885758.45 U.S. Treasuries (including strips) Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0226 388998093.90 388998093.90 0.0029 N N Y N Credit AG Credit AG, 2.21% 1VUV7VQFKUOQSJ21A208 DGG974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2044-05-15 2.375 - 3.375 317252600.00 328982461.16 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0211 320004992.00 320004992.00 0.0024 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.25% 7LTWFZYICNSX8D621K86 DGH071000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2046-05-15 0 - 8.125 624001100.00 610215611.94 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0225 597000000.00 597000000.00 0.0045 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.19% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-15 2048-02-15 0 - 7.875 517287300.00 508712338.73 U.S. Treasuries (including strips) Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0218 497799054.18 497799054.18 0.0037 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.25% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-04 2046-11-15 0 - 7.625 835935300.00 841517094.05 U.S. Treasuries (including strips) Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0221 824001895.20 824001895.20 0.0062 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.26% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-31 2037-05-15 0 - 8.125 489126500.00 508055690.92 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0224 498000000.00 498000000.00 0.0037 N N Y N DNB Bank ASA DNB Bank ASA, 2.13% 549300GKFG0RYRRQ1414 DGE832000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2028-05-15 1.875 - 2.875 779910700.00 755112621.41 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0215 739997410.00 739997410.00 0.0056 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.20% 549300H47WTHXPU08X20 DGH099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2045-05-15 0 - 3 2163652200.00 2142000073.88 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0220 2100000000.00 2100000000.00 0.0158 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.25% 549300H47WTHXPU08X20 DGG996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2047-05-15 2.125 - 3 1675407200.00 1634040017.82 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0225 1602000000.00 1602000000.00 0.0121 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.18% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2029-08-15 1 - 6.125 380500900.00 410189032.10 U.S. Treasuries (including strips) Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0216 402000040.20 402000040.20 0.0030 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.18% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2029-08-15 0 - 6.125 174469700.00 204061811.07 U.S. Treasuries (including strips) Y N/A N/A 2018-10-03 2018-10-03 2018-10-03 N N N 0.0216 199999820.00 199999820.00 0.0015 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.25% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2021-04-30 1.375 - 1.375 153847000.00 148993816.94 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0225 145000000.00 145000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.18% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-11-15 1.133 - 2.875 81980100.00 81639129.15 U.S. Treasuries (including strips) Y N/A N/A 2018-10-03 2018-10-03 2018-10-03 N N N 0.0216 80000000.00 80000000.00 0.0006 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.19% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2045-05-15 0.875 - 6.25 107268500.00 100072916.41 U.S. Treasuries (including strips) Y N/A N/A 2018-10-09 2018-10-09 2018-10-09 N N N 0.0217 97999833.40 97999833.40 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.25% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2019-06-30 1.5 - 1.625 110500000.00 110218492.55 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0225 108000000.00 108000000.00 0.0008 N Y Y N 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 - 6.75 67939000.00 86069305.31 U.S. Treasuries (including strips) Y N/A N/A 2018-10-10 2018-10-10 2018-10-10 N N N 0.0207 83998933.20 83998933.20 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 2026-02-15 1 - 6 208011600.00 204639637.05 U.S. Treasuries (including strips) Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0206 199998180.00 199998180.00 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 2026-02-15 1.375 - 6 251005400.00 244589517.06 U.S. Treasuries (including strips) Y N/A N/A 2018-10-24 2018-10-24 2018-10-24 N N N 0.0206 238997490.50 238997490.50 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 2026-02-15 2 - 8 71018300.00 83877261.72 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0207 81999819.60 81999819.60 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 2024-04-30 2026-02-15 2 - 6 71449900.00 86007512.78 U.S. Treasuries (including strips) Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0211 83998866.00 83998866.00 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 - 6.75 256348800.00 253851764.07 U.S. Treasuries (including strips) Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0214 247995015.20 247995015.20 0.0019 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.19% H7FNTJ4851HG0EXQ1Z70 DFI340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2026-02-15 1.875 - 8 346422300.00 338034871.75 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0219 330989606.60 330989606.60 0.0025 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.24% H7FNTJ4851HG0EXQ1Z70 DGC508000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2026-02-15 2 - 6 270675200.00 270262182.76 U.S. Treasuries (including strips) Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0224 264940143.86 264940143.86 0.0020 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.25% H7FNTJ4851HG0EXQ1Z70 DGE456000 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 344242900.00 338648088.34 U.S. Treasuries (including strips) Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0225 331988446.40 331988446.40 0.0025 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.14% 549300Y1PMK3RWXMWR72 DGB534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2020-05-31 1.375 - 3.125 253600000.00 254237664.70 U.S. Treasuries (including strips) Y N/A N/A 2018-10-15 2018-10-15 2018-10-15 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0213 248998979.10 248998979.10 0.0019 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.16% 549300Y1PMK3RWXMWR72 DGE813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2027-11-15 1.25 - 2.75 147282200.00 137757898.76 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0215 134999851.50 134999851.50 0.0010 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.19% 549300Y1PMK3RWXMWR72 DGF514000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2028-02-15 1.375 - 2.75 126838600.00 126526207.90 U.S. Treasuries (including strips) Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0217 123999900.80 123999900.80 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.21% 549300Y1PMK3RWXMWR72 DGH024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2028-02-15 1.125 - 3.625 156396300.00 152008042.83 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0219 149000000.00 149000000.00 0.0011 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.22% 549300Y1PMK3RWXMWR72 DGG160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2025-03-31 1.25 - 3.125 183812700.00 178555113.81 U.S. Treasuries (including strips) Y N/A N/A 2018-10-03 2018-10-03 2018-10-03 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0220 174999965.00 174999965.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.25% 549300Y1PMK3RWXMWR72 DGH009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2025-08-31 1.125 - 3.125 442006600.00 432561146.41 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0225 424000000.00 424000000.00 0.0032 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.02% U7M81AY481YLIOR75625 DFJ591000 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 472510000.00 472147295.19 U.S. Treasuries (including strips) Y N/A N/A 2018-10-03 2018-10-03 2018-10-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0200 462900000.00 462900000.00 0.0035 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.03% U7M81AY481YLIOR75625 DGA545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2025-11-15 2.25 - 2.625 189761000.00 186645998.70 U.S. Treasuries (including strips) Y N/A N/A 2018-10-03 2018-10-03 2018-10-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0201 183000000.00 183000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.06% U7M81AY481YLIOR75625 DFJ599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2045-05-15 1.625 - 3 163525000.00 150084668.03 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0204 146000000.00 146000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.08% U7M81AY481YLIOR75625 DFJ602000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2028-02-15 2.125 - 2.75 43790000.00 42852350.51 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 42000000.00 42000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.10% U7M81AY481YLIOR75625 DGB085000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2045-11-15 1.625 - 3 246135000.00 236259485.79 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0208 231000000.00 231000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.13% U7M81AY481YLIOR75625 DGC486000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-15 2019-09-15 0.875 - 0.875 44570000.00 43845814.45 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0211 43000000.00 43000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.13% U7M81AY481YLIOR75625 DGC488000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2027-11-15 1.5 - 2.625 52075000.00 48961321.21 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0211 48000000.00 48000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.15% U7M81AY481YLIOR75625 DFJ604000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2019-02-28 1.25 - 1.5 33630000.00 33662518.94 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 33000000.00 33000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.18% U7M81AY481YLIOR75625 DGD504000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2018-11-30 1.25 - 1.25 46775000.00 46886303.95 U.S. Treasuries (including strips) Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0223 45999452.60 45999452.60 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.18% U7M81AY481YLIOR75625 DGC977000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2020-06-15 1.25 - 1.5 51782000.00 50964061.24 U.S. Treasuries (including strips) Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0223 49999410.00 49999410.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DGE828000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2019-02-28 1.375 - 1.375 67476000.00 67263095.39 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-26 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 66000000.00 66000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.25% U7M81AY481YLIOR75625 DGG965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2022-07-31 1.375 - 2.375 237700000.00 234106151.52 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0225 228000000.00 228000000.00 0.0017 N Y Y N Natixis SA Natixis SA, 2.13% KX1WK48MPD4Y2NCUIZ63 DGE770000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-23 2048-02-15 0 - 7.875 1103635400.00 1104523142.44 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0213 1080997621.80 1080997621.80 0.0081 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.22% OXTKY6Q8X53C9ILVV871 DGG107000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2047-02-15 0 - 9 1956440400.00 1991706571.66 U.S. Treasuries (including strips) Y N/A N/A 2018-10-03 2018-10-03 2018-10-03 N N N 0.0220 1942999611.40 1942999611.40 0.0146 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.25% OXTKY6Q8X53C9ILVV871 DGG951000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-15 2041-11-15 0 - 3.125 141693500.00 138368961.84 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0225 135000000.00 135000000.00 0.0010 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.25% OXTKY6Q8X53C9ILVV871 DGG635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2028-02-15 0 - 2.75 107862900.00 103045780.54 U.S. Treasuries (including strips) Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0220 101000404.00 101000404.00 0.0008 N N Y N 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 95130000.00 85085553.52 U.S. Treasuries (including strips) Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0215 82998929.30 82998929.30 0.0006 N N Y N 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 184650000.00 172180832.00 U.S. Treasuries (including strips) Y N/A N/A 2018-10-09 2018-10-09 2018-10-09 N N N 0.0211 167995884.00 167995884.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 2.06% 5493007VSMFZCPV1NB83 DDI797000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 96115000.00 85966550.79 U.S. Treasuries (including strips) Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0210 83898196.15 83898196.15 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 96110000.00 85962078.72 U.S. Treasuries (including strips) Y N/A N/A 2018-10-12 2018-10-12 2018-10-12 N N N 0.0210 83898221.32 83898221.32 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.08% 5493007VSMFZCPV1NB83 DEA946000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2026-11-15 2 - 3.625 184600000.00 174132258.56 U.S. Treasuries (including strips) Y N/A N/A 2018-10-17 2018-10-17 2018-10-17 N N N 0.0209 169997399.00 169997399.00 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 155735000.00 139291481.94 U.S. Treasuries (including strips) Y N/A N/A 2018-10-19 2018-10-19 2018-10-19 N N N 0.0209 135997728.80 135997728.80 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 172335000.00 175101713.08 U.S. Treasuries (including strips) Y N/A N/A 2018-10-23 2018-10-23 2018-10-23 N N N 0.0209 170997332.40 170997332.40 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 260500000.00 264682138.03 U.S. Treasuries (including strips) Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0224 258973607.90 258973607.90 0.0019 N N N Y Norinchukin Bank Norinchukin Bank, 2.20% 5493007VSMFZCPV1NB83 DFJ956000 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 94700000.00 84700955.72 U.S. Treasuries (including strips) Y N/A N/A 2018-11-14 2018-11-14 2018-11-14 N N N 0.0219 82949635.02 82949635.02 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.23% 5493007VSMFZCPV1NB83 DGE388000 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 181555000.00 169294833.21 U.S. Treasuries (including strips) Y N/A N/A 2018-11-19 2018-11-19 2018-11-19 N N N 0.0221 165900481.11 165900481.11 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 DEC125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2048-02-15 1 - 4.5 174080600.00 170018207.66 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 166000000.00 166000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 DFI328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1.25 - 4.5 170666100.00 169569968.86 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 166000000.00 166000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 DFI327000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2047-02-15 1.125 - 4.5 175404900.00 169571653.05 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 166000000.00 166000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.05% 549300QJJX6CVVUXLE15 DGE357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1.625 - 4.5 211299800.00 203096336.07 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0205 199000000.00 199000000.00 0.0015 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.08% 549300QJJX6CVVUXLE15 DGA518000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2047-02-15 0.75 - 4.5 206569500.00 202534787.32 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 198000000.00 198000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.09% 549300QJJX6CVVUXLE15 DGB080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-31 2048-02-15 0 - 4.5 290169900.00 285943091.73 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0207 280000000.00 280000000.00 0.0021 N N Y N RBC Financial Group RBC Financial Group, 2.14% ES7IP3U3RHIGC71XBU11 DFJ936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2047-08-15 1.625 - 4.375 345794600.00 338056475.69 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-11-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0212 330900000.00 330900000.00 0.0025 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.15% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2020-10-31 1.75 - 1.75 128392000.00 126525399.42 U.S. Treasuries (including strips) Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0213 123999900.80 123999900.80 0.0009 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.26% 6PJDTY319315T5LR2241 DGG926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2027-02-15 2.125 - 2.25 292871000.00 285516269.24 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0217 280001624.00 280001624.00 0.0021 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.28% 5493006GGLR4BTEL8O61 DGD511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2025-01-31 1.75 - 2.75 68824000.00 66482792.68 U.S. Treasuries (including strips) Y N/A N/A 2018-10-05 2018-10-05 2018-10-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0226 65000000.00 65000000.00 0.0005 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.24% SUVUFHICNZMP2WKHG940 DGH002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2044-05-15 1.181 - 4.75 638570400.00 659448889.56 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0224 645000000.00 645000000.00 0.0049 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.27%, dated 9/28/2018 due 10/01/2018 B4TYDEB6GKMZO031MB27 DGH187000_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 2041-08-20 2047-02-20 3 - 4 3077573764.38 1352223524.43 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 1325457500.60 1325457500.60 0.0100 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.25% G5GSEF7VJP5I7OUK5573 DGG993000 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 2047-06-01 2048-07-01 4.5 - 4.5 103996687.00 101763166.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2048-02-01 3.32 - 4.5 163689769.00 119618335.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0225 217000000.00 217000000.00 0.0016 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 FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.82 - 3.82 44880.00 45751.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-08-15 2068-07-20 3.5 - 8 124418121.00 65246083.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.74 - 3.74 5383.00 5455.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-28 2047-04-01 3 - 4 282161.00 233022.34 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 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 Capital Markets Corp. BMO Capital Markets Corp., 2.15% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2018-11-15 3.75 - 3.75 59700.00 60653.33 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.82 - 3.82 101340.00 103308.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-23 2048-09-01 2.5 - 5 90597584.00 64751800.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-04-15 2068-06-20 3.23 - 7 223595566.00 187388149.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.74 - 3.74 6420179.00 6506761.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2048-08-01 2.875 - 6.5 103939549.00 39242778.16 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-19 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 292000000.00 292000000.00 0.0022 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.16% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2020-09-30 1.375 - 1.375 5000.00 4894.94 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.82 - 3.82 128980.00 131485.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2048-09-01 2.851 - 6.5 56239963.00 19645688.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-11-15 2068-08-20 2.5 - 8.5 101439518.00 91989726.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-28 2048-09-01 2.5 - 5.5 148768202.00 75000258.99 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-19 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 183000000.00 183000000.00 0.0014 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.26% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2023-09-11 2023-09-11 3.22 - 3.22 249000.00 248405.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-07-19 2048-09-01 0.875 - 5 13956026.00 14138643.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2068-08-20 2.5 - 5.5 106839574.00 107085302.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-10-25 2047-09-01 1 - 6 11480295.00 10132430.47 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0226 129000000.00 129000000.00 0.0010 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.03% 3Y4U8VZURTYWI1W2K376 DED944000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2048-08-15 0.125 - 4.625 12207900.00 11483050.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2027-01-01 3 - 3 12423.00 3590.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-04-15 2048-04-20 3 - 5.5 88277800.00 39969757.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-08-01 2048-07-01 4.5 - 5 13648931.00 14077127.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 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 2.27%, dated 9/28/2018 due 10/01/2018 R0MUWSFPU8MPRO8K5P83 DGH187000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2048-05-15 0 - 8.75 1091169853.89 973028100.91 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-21 2035-05-01 3.08 - 3.37 835268.66 784026.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2033-07-11 3.05 - 3.93 1427308.33 1404492.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-09-15 0 - 7 64079160.45 27908791.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2048-08-20 2 - 6.5 353574588.65 92078452.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-07-01 2048-09-01 2.5 - 7.5 77275174.62 20698853.07 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 1089446852.72 1089446852.72 0.0082 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 US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-11-15 0 - 5.25 74247841.51 60546394.67 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2032-09-07 3.2 - 3.2 120000.00 110390.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2048-09-15 0 - 4 5808942.00 5762073.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2029-10-24 3.05 - 4 170000.00 179670.23 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2048-06-20 3 - 4 21259406.00 15306661.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-07-01 0 - 4.5 50836735.00 11612806.48 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 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 2019-08-15 2048-02-15 0 - 3.875 60453777.24 35311766.36 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2037-04-28 3.2 - 3.37 428000.00 404846.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2048-09-15 2.2 - 7.5 20552401.00 1301611.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2048-04-20 2.5 - 8 105134962.00 49774368.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2048-05-01 0 - 7.5 46774936.00 6348417.42 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 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 2019-08-15 2048-02-15 0 - 6.25 390945226.73 301371327.69 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-21 2038-01-26 3.08 - 3.54 525000.00 493008.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2048-09-15 0 - 5 40446554.00 33367868.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-07-11 2033-07-11 3.93 - 3.93 320000.00 315208.27 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-06-20 2048-02-20 3 - 4.5 127597637.00 81677853.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.16 - 3.16 14509561.00 14273177.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-01 2048-09-01 2.5 - 6 217640080.00 79225809.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-11-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0209 496900000.00 496900000.00 0.0037 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 - 5.25 194049724.79 137195460.73 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2032-09-07 3.2 - 3.2 1000.00 919.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-01-01 2048-09-01 0 - 5 42116170.00 36050058.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2029-10-24 4 - 4 60000.00 64269.07 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-07-15 2048-09-20 3 - 7 256340098.00 97793790.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-01-01 2048-09-01 2.5 - 6 29005603.00 10047825.47 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 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 2.27%, dated 9/28/2018 due 10/01/2018 VJW2DOOHGDT6PR0ZRO63 DGH187000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-04 2048-08-15 0 - 7.625 179172122.16 178017624.54 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-19 2027-09-29 1.133 - 3.22 44303267.76 44166500.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-10-05 2026-06-15 0 - 3.625 39679629.27 39841727.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-09-01 0.875 - 6 93524079.95 69247803.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-03-20 2048-09-20 3 - 7.5 16111304.31 12710438.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-10-19 2048-09-01 0.875 - 5.5 150057125.42 99031598.01 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 434042570.81 434042570.81 0.0033 N Y Y N Canadian Imperial Bk Commerce In a joint trading account with Canadian Imperial Bk Commerce at 2.27%, dated 9/28/2018 due 10/01/2018 2IGI19DL77OX0HC3ZE78 DGH187000_12530 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2046-11-15 0 - 3.75 138195410.93 139022347.14 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 135638303.38 135638303.38 0.0010 N Y Y N Citibank NA Citibank NA, 2.19% 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 2019-06-30 2046-11-15 0.125 - 6.25 43669000.00 52579147.47 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-09-24 2032-06-29 0 - 3.17 8610000.00 8610102.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-03-27 2038-11-15 0 - 3.75 77000.00 76291.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-05 2036-07-15 0 - 5.5 13525000.00 13815179.05 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2022-08-15 1.875 - 2.25 4000.00 3910.18 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-28 2030-05-15 0 - 2.625 70000.00 64403.09 Agency Debentures and Agency Strips Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0217 73200000.00 73200000.00 0.0006 N N Y N Citibank NA Citibank NA, 2.20% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2048-08-15 0 - 8.125 210441400.00 220249707.80 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-01-23 2032-12-07 1.177 - 3.28 34321000.00 34318400.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-12-01 2033-08-01 0.875 - 5.5 4724625.00 4694120.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-10-26 2028-06-09 0 - 3.25 63980000.00 63738552.91 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2030-05-01 2039-09-15 0 - 7.125 4461000.00 5304625.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-12-14 2048-09-01 0 - 6.5 140578264.00 122463175.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0226 440995986.90 440995986.90 0.0033 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.27%, dated 9/28/2018 due 10/01/2018 E57ODZWZ7FF32TWEFA76 DGH187000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 1331.96 888.77 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-10-11 2048-02-15 0 - 9 374384887.45 388805006.30 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-07-26 2027-07-19 0 - 2.43 29196644.29 29188582.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-10-17 2032-07-12 0 - 3.29 1911367.91 1910569.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-30 2048-07-01 0 - 8.5 57179448.75 12968090.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-03-20 2067-11-20 2.5 - 8.5 100935968.93 66619152.55 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 6037347.46 6062126.37 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 26639.27 29170.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-01 2048-08-01 0 - 7 114553591.07 49847118.89 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 542553213.51 542553213.51 0.0041 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.27%, dated 9/28/2018 due 10/01/2018 1VUV7VQFKUOQSJ21A208 DGH187000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2044-02-15 0 - 3.625 274955117.54 277584956.22 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 271276606.75 271276606.75 0.0020 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.26% 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 103118313.00 101824539.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-04-15 2045-04-15 3.5 - 3.5 138720000.00 135120077.28 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0226 230000000.00 230000000.00 0.0017 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.27%, dated 9/28/2018 due 10/01/2018 CYYGQCGNHMHPSMRL3R97 DGH187000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-18 2024-11-30 0 - 2.125 77856219.96 76700343.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-07-01 4 - 4.5 38387864.48 38582491.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-07-01 2048-09-01 2.758 - 5.5 338163807.63 153168508.23 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 263138308.55 263138308.55 0.0020 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.20% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2020-12-01 2048-09-01 2.553 - 5 729083486.00 298236825.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.73 - 3.73 14300000.00 14480830.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-05-01 2048-05-01 2.232 - 6.5 882079473.00 434150484.15 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-03 2018-10-03 2018-10-03 N N N 0.0216 732001390.80 732001390.80 0.0055 N N Y N 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-11-01 2048-07-01 3.5 - 4 118926151.00 74652665.56 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-16 2018-10-16 2018-10-16 N N N 0.0205 73000000.00 73000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.15% 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 2025-11-01 2048-09-01 2.5 - 7 267557569.00 89792164.21 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 N N N 0.0216 87999709.60 87999709.60 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-05-01 2048-06-01 3.5 - 4.5 291816600.00 186928790.42 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0215 182999048.40 182999048.40 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2048-09-01 3.5 - 4.5 170961509.00 126503398.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 N N N 0.0217 124000719.20 124000719.20 0.0009 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.22% 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 2027-08-01 2048-08-01 3 - 4.5 199440644.00 113317746.69 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-17 2018-12-17 2018-12-17 N N N 0.0221 110998890.00 110998890.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.23% 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 2048-08-01 3 - 4.5 256237192.00 186798750.69 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0221 183000732.00 183000732.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.23% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2048-08-01 2.5 - 5 407728167.00 261297924.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0222 256000000.00 256000000.00 0.0019 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.27%, dated 9/28/2018 due 10/01/2018 KBVRJ5K57JZ3E2AVWX40 DGH187000_40488 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 2020-07-01 2056-06-01 2 - 6.5 370912970.22 193728137.21 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 189893624.73 189893624.73 0.0014 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.27%, dated 9/28/2018 due 10/01/2018 ZBUT11V806EZRVTWT807 DGH187000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2028-10-15 2029-10-15 0 - 0 1778717.57 1247137.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-10-01 2048-10-15 0 - 7.364 743908540.23 605348407.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-08-01 2057-02-01 0 - 7.5 792849323.84 628096465.31 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 1208808559.69 1208808559.69 0.0091 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.02% 8NAV47T0Y26Q87Y0QP81 DFI704000 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 2030-09-01 2030-09-01 3.65 - 3.65 2000000.00 1994699.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2048-10-01 2.5 - 6.5 882706060.00 191848306.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.8 - 3.8 1283000.00 1305907.96 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2032-06-25 2047-03-25 3.306 - 3.945 8627858.00 7772447.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-10-01 2048-10-01 2.079 - 8 1807857288.00 356822736.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0200 548000000.00 548000000.00 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 2.27%, dated 9/28/2018 due 10/01/2018 8NAV47T0Y26Q87Y0QP81 DGH187000_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 2020-07-15 2020-08-15 1.5 - 2.625 81660633.60 80952583.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2033-09-01 3.56 - 3.8 13924663.42 13987422.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.83 - 3.83 5852493.55 5847966.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-01-01 2048-09-01 2.5 - 5 234195939.72 150596351.29 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2048-03-25 2048-07-25 4.283 - 4.608 24443392.34 22991809.14 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2051-09-01 1.787 - 5 478407556.10 223781838.15 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 488297892.16 488297892.16 0.0037 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.10% K5HU16E3LMSVCCJJJ255 DFI293000 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 2027-08-01 2048-09-01 1.41 - 4.601 396214389.00 80669908.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2048-08-20 3 - 5 71324789.00 38491411.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2050-03-01 2.052 - 5.54 1901653059.00 142354712.46 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-05 2018-11-05 2018-11-05 N N N 0.0212 255990835.20 255990835.20 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.10% K5HU16E3LMSVCCJJJ255 DFI323000 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 2042-01-01 2048-07-01 3.58 - 4.5 5375225.00 1931220.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2048-04-20 3 - 3.5 253148.00 227212.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-01 2048-07-01 2.5 - 4.5 193645784.00 91823892.37 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0212 91996025.60 91996025.60 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.11% K5HU16E3LMSVCCJJJ255 DFJ083000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2047-08-01 4 - 5 838479.00 739487.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2048-07-01 2.5 - 4.5 227854488.00 186183080.51 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0213 182992753.20 182992753.20 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.11% K5HU16E3LMSVCCJJJ255 DFJ086000 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 2076558.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-09-01 2 - 5.75 100247170.00 59641584.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-11-20 2059-11-15 2 - 7.5 268006970.00 78283619.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2048-08-01 2.885 - 6.5 610958415.00 103099721.35 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0214 237988433.20 237988433.20 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.13% K5HU16E3LMSVCCJJJ255 DFJ861000 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 21518670.00 20700411.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2060-05-15 3 - 3.95 7177002.00 6949996.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-04-01 2048-04-01 2.5 - 4.5 578113767.00 158209266.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-09 2018-11-09 2018-11-09 N N N 0.0214 181994012.20 181994012.20 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.18% K5HU16E3LMSVCCJJJ255 DGC874000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-06-01 2048-09-01 3.5 - 5 64675395.00 48102017.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2058-10-15 3 - 4.5 48653814.00 47948375.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-03-01 2048-09-01 2.219 - 5.57 224948939.00 146886012.33 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-19 2018-11-19 2018-11-19 N N N 0.0220 237986219.80 237986219.80 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.23% K5HU16E3LMSVCCJJJ255 DGE700000 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 2048-09-01 3 - 5.5 75570533.00 55827768.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-10-20 2048-08-20 3 - 4 28558141.00 27760004.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2048-07-01 2.323 - 6.5 223978968.00 121521126.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0224 200990794.20 200990794.20 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.23% K5HU16E3LMSVCCJJJ255 DGE706000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-08-15 2048-08-20 2.5 - 5.45 150366903.00 61515899.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-11-01 2048-09-01 3 - 6 144489126.00 31344348.88 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-26 2018-11-26 2018-11-26 N N N 0.0227 90991000.10 90991000.10 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.25% K5HU16E3LMSVCCJJJ255 DGG118000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2030-04-01 3.957 - 3.957 3867622.00 3932982.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2027-08-01 3.43 - 3.43 4350000.00 4269279.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2048-07-01 2.376 - 4.5 426691950.00 85709988.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-03-01 2048-09-01 2.301 - 5.54 1482869199.00 221366244.61 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-27 2018-11-27 2018-11-27 N N N 0.0225 308989586.70 308989586.70 0.0023 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.27%, dated 9/28/2018 due 10/01/2018 7TK5RJIZDFROZCA6XF66 DGH187000_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 2020-09-25 2052-11-25 0 - 11.614 696495752.92 441716575.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-09-20 2048-06-20 3 - 5.5 53712868.51 49279471.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-08-25 2053-12-25 0 - 7.5 1114333746.92 371750831.11 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 840957480.94 840957480.94 0.0063 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.27% OXTKY6Q8X53C9ILVV871 DGG950000 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 2046-09-01 2048-09-01 3 - 4.5 338460233.00 337002182.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-03-20 2068-05-20 3.5 - 4.46 106142589.00 103351646.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-09-01 2048-08-01 3.5 - 4.5 98098367.00 71783032.51 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 502000000.00 502000000.00 0.0038 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.27% OXTKY6Q8X53C9ILVV871 DGG638000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2027-02-15 N/A 9.65 7.53 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-02-10 2024-05-21 1.62 - 2.4 8000000.00 7706196.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-04-01 2048-09-01 1.5 - 7.5 867616687.00 476737705.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-02-14 2026-04-27 0 - 2.625 11360000.00 10931111.45 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-02-20 2068-05-20 3 - 6.5 272955484.00 143439507.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-07-01 2048-07-01 3.71 - 4.13 4001.00 4032.75 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2022-03-15 2065-09-15 0 - 5.375 2249000.00 1388160.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-01 2056-05-01 1.25 - 8 1429687513.00 840186571.85 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 N N N 0.0222 1451006239.30 1451006239.30 0.0109 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 2.22% 549300LCO2FLSSVFFR64 0000050916 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 2023-09-01 2023-09-01 2.397 - 2.397 818237.00 819476.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2048-09-01 3 - 4 911499208.00 892104720.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2038-04-20 2.6 - 2.6 6050513.00 533564.85 Agency Collateralized Mortgage Obligation FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-09-18 2020-09-18 2.79 - 2.79 100000.00 99993.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2027-09-25 2027-09-25 3.058 - 3.058 39314926.00 37510880.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.67 - 3.67 366280.00 369068.31 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-12-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 911800000.00 911800000.00 0.0069 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.27%, dated 9/28/2018 due 10/01/2018 549300QJJX6CVVUXLE15 DGH187000_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 2018-10-04 2048-02-15 0 - 7.125 133165650.24 131066603.13 U.S. Treasuries (including strips) Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 128274228.61 128274228.61 0.0010 N Y Y N RBC Financial Group RBC Financial Group, 2.03% ES7IP3U3RHIGC71XBU11 DFH897000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2048-09-01 2.101 - 5 21395234.00 13980861.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2048-08-20 3.5 - 4.5 37345003.00 14095299.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-06-01 2056-06-01 2.563 - 5 176486868.00 111876592.90 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 6 N N/A N/A N N 0.0201 137000000.00 137000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 2.03% ES7IP3U3RHIGC71XBU11 DFI315000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2046-05-15 1.125 - 2.5 500.00 499.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2048-09-01 1.5 - 6.5 376116557.00 256657074.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-04-20 2048-09-20 2.382 - 6.959 102978648.00 84297230.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-04-01 2056-06-01 2.181 - 6 742210723.00 349848885.22 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0201 675800000.00 675800000.00 0.0051 N N Y N RBC Financial Group RBC Financial Group, 2.20% ES7IP3U3RHIGC71XBU11 DGG255000 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 2027-11-01 2048-09-01 2.101 - 5 87105565.00 61558990.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-21 2019-06-21 1.125 - 1.125 1505000.00 1494512.03 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-02-20 2048-08-20 3.5 - 4.5 22454399.00 11434546.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2056-06-01 2.227 - 5 276763776.00 157108549.36 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0218 227000000.00 227000000.00 0.0017 N N Y N RBC Financial Group RBC Financial Group, 2.20% ES7IP3U3RHIGC71XBU11 DGD179000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-02-15 2045-02-15 2.5 - 2.5 100.00 88.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-03-01 2048-09-01 2.101 - 6.5 454372541.00 257965443.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-11-20 2048-08-20 2.382 - 6 56008540.00 36601449.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2056-06-01 2.169 - 7 1400829676.00 639344585.56 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-11-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0218 914800000.00 914800000.00 0.0069 N N Y N Societe Generale Societe Generale, 2.22% O2RNE8IBXP4R0TD8PU41 DGF466000 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 2045-02-15 0 - 7.625 99795972.92 141608577.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-03-15 2048-06-20 3.5 - 7 146495265.00 119556295.23 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-09 2018-10-09 2018-10-09 N N N 0.0220 254999566.50 254999566.50 0.0019 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.27%, dated 9/28/2018 due 10/01/2018 5U0XI89JRFVHWIBS4F54 DGH187000_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 2019-03-31 2046-02-15 1.125 - 2.875 2005384695.57 1958425583.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-07-01 3.5 - 3.5 557408792.21 483206489.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-06-20 2048-04-20 3 - 4.5 1714458205.97 1476617900.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2047-11-01 3 - 4 653754596.34 575622515.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 4403361880.82 4403361880.82 0.0331 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.12% 5493006GGLR4BTEL8O61 DGA541000 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 1110000.00 1093174.36 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2046-06-20 3 - 3.5 331898000.00 195379169.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-02 2018-10-02 2018-10-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0210 192000000.00 192000000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.15% 5493006GGLR4BTEL8O61 DGB045000 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 1281000.00 1261582.30 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-12-20 2047-06-20 3 - 4 438331000.00 195067679.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-03 2018-10-03 2018-10-03 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0213 192000000.00 192000000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.18% 5493006GGLR4BTEL8O61 DGB508000 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 1148000.00 1130598.35 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2048-06-20 3 - 4.5 252596000.00 196329027.53 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-04 2018-10-04 2018-10-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0216 193000000.00 193000000.00 0.0015 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.20% 5493006GGLR4BTEL8O61 DGC457000 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 733000.00 721889.01 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2046-11-20 3 - 3 248046000.00 196561158.44 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0218 192903750.00 192903750.00 0.0015 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.26% 5493006GGLR4BTEL8O61 DGD021000 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 35000.00 34469.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-11-20 2048-06-20 3 - 4.5 232907000.00 197327846.21 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0224 193000000.00 193000000.00 0.0015 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.31% 5493006GGLR4BTEL8O61 DGF478000 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 2047-12-01 2047-12-01 3.5 - 3.5 128052000.00 119617010.35 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0229 117000000.00 117000000.00 0.0009 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.31% 5493006GGLR4BTEL8O61 DGE350000 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 175499000.00 179030438.01 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0229 175000000.00 175000000.00 0.0013 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.31% 5493006GGLR4BTEL8O61 DGF481000 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 2045-12-20 2045-12-20 3.5 - 3.5 136501000.00 80752535.36 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-05 2018-10-05 2018-10-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0229 79000000.00 79000000.00 0.0006 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.27%, dated 9/28/2018 due 10/01/2018 VYVVCKR63DVZZN70PB21 DGH187000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-10-04 2048-05-15 0 - 8.875 356859246.29 364302829.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-04-28 2023-06-09 2.73 - 3.25 14134393.93 14294945.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-09-01 2 - 6.5 448359707.18 408085509.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-05-20 2048-08-20 2 - 7.5 354348592.71 275085897.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-01 2048-10-01 0 - 6 516899873.14 494277378.67 Agency Mortgage-Backed Securities Y N/A N/A 2018-10-01 2018-10-01 2018-10-01 N N N 0.0227 1524031976.74 1524031976.74 0.0115 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.60% 912796NZ8 254900HROIFWPRGM1V77 US912796NZ81 U.S. Treasury Debt Y N/A N/A 2018-10-11 2018-10-11 2018-10-11 N N N 0.0160 55718311.70 55718311.70 0.0004 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 142746026.28 142746026.28 0.0011 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 184595286.60 184595286.60 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796QJ1 254900HROIFWPRGM1V77 US912796QJ13 U.S. Treasury Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0200 399955519.31 399955519.31 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0205 351904093.85 351904093.85 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.07% 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y N/A N/A 2018-11-29 2018-11-29 2018-11-29 N N N 0.0207 106628453.20 106628453.20 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.08% 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0208 550843067.74 550843067.74 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.09% 912796QP7 254900HROIFWPRGM1V77 US912796QP72 U.S. Treasury Debt Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0209 239860605.02 239860605.02 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.13% 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0213 1798269265.25 1798269265.25 0.0135 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.19% 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0219 436119062.50 436119062.50 0.0033 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.22% 912796QU6 254900HROIFWPRGM1V77 US912796QU67 U.S. Treasury Debt Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0222 144471648.20 144471648.20 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0224 772136960.88 772136960.88 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.27% 912796QX0 254900HROIFWPRGM1V77 US912796QX07 U.S. Treasury Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0227 80309969.91 80309969.91 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.27% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0227 939989444.29 939989444.29 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.27% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0227 1806853422.75 1806853422.75 0.0136 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.28% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0228 42651771.81 42651771.81 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.28% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0228 1335347437.50 1335347437.50 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0229 1204766882.11 1204766882.11 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0230 406296945.60 406296945.60 0.0031 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 0.0198 33977566.46 33977566.46 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 0.0212 10983485.04 10983485.04 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 0.0212 35953248.60 35953248.60 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 0.0220 68134382.28 68134382.28 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.19% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-10-01 2020-01-31 2020-01-31 N N N 0.0220 1660851755.75 1660851755.75 0.0125 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.20% 912828U99 254900HROIFWPRGM1V77 US912828U998 U.S. Treasury Debt Y N/A N/A 2018-12-31 2018-12-31 2018-12-31 N N N 0.0220 201509665.20 201509665.20 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.24% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-10-01 2019-10-31 2019-10-31 N N N 0.0218 503332704.32 503332704.32 0.0038 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.25% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-10-01 2019-07-31 2019-07-31 N N N 0.0215 555768252.92 555768252.92 0.0042 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.25% to 2.32% 912828SH4 254900HROIFWPRGM1V77 US912828SH49 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0233 174295898.00 174295898.00 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.26% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-10-01 2019-04-30 2019-04-30 N N N 0.0213 1198876720.36 1198876720.36 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.27% 912828B33 254900HROIFWPRGM1V77 US912828B337 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0230 107706561.84 107706561.84 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% 912828V56 254900HROIFWPRGM1V77 US912828V566 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0229 102593571.27 102593571.27 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.33% 912828C24 254900HROIFWPRGM1V77 US912828C244 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0233 548087892.00 548087892.00 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.32% 912828W30 254900HROIFWPRGM1V77 US912828W309 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0232 147260000.00 147260000.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.33% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-10-01 2019-01-31 2019-01-31 N N N 0.0212 304212088.64 304212088.64 0.0023 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.30% 5493006GGLR4BTEL8O61 DGG962000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-10-05 2018-10-05 2018-10-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0228 192000000.00 192000000.00 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., 2.31% 5493006GGLR4BTEL8O61 DGG633000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2018-10-05 2018-10-05 2018-10-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0229 191832500.00 191832500.00 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. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2018-10-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer