0000278001-18-000025.txt : 20181107 0000278001-18-000025.hdr.sgml : 20181107 20181107140410 ACCESSION NUMBER: 0000278001-18-000025 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20181031 FILED AS OF DATE: 20181107 DATE AS OF CHANGE: 20181107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 181165707 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 2018-10-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 36 72 46008710265.02 41203096140.21 39735332599.71 41862918335.31 79057085938.18 79481782902.69 79918833593.28 82517234995.05 0.3400 0.3000 0.2900 0.3000 0.5900 0.5900 0.5900 0.6000 623.79 137369502794.31 137376497598.11 3618918319.75 4931837064.34 136063579477.31 136024612450.72 1.0000 0.0224 1.0003 1.0002 1.0002 1.0002 C000019553 1.00 136063579477.31 136024612450.72 1.0003 1.0002 1.0002 1.0002 11575751425.08 11239899724.28 11247141999.95 10321088672.43 12715175173.06 13063143931.62 10834296117.17 10352659577.17 54371995071.22 52059703668.54 0.0187 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 0.0240 220438881.00 220438881.00 0.0016 N N N N Fannie Mae Fannie Mae, 2.22% 3135G0U50 B1V7KEBTPIMZEU4LTD58 US3135G0U508 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-04-30 2019-04-30 N N N 0.0225 339949190.40 339949190.40 0.0025 N N N N Fannie Mae Fannie Mae, 2.25% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-10-30 2019-10-30 N N N 0.0228 156953071.13 156953071.13 0.0012 N N N N Fannie Mae Fannie Mae, 2.26% 3136G4TF0 B1V7KEBTPIMZEU4LTD58 US3136G4TF09 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-01-30 2019-01-30 N N N 0.0225 521999629.38 521999629.38 0.0038 N N N N Fannie Mae Fannie Mae, 2.28% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2020-04-30 2020-04-30 N N N 0.0228 115999958.24 115999958.24 0.0009 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 0.0243 25879854.00 25879854.00 0.0002 N N N N Fannie Mae Fannie Mae, 2.30% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-07-30 2019-07-30 N N N 0.0228 266539473.98 266539473.98 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.18% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2018-11-06 2019-05-06 2019-05-06 N N N 0.0219 105997336.22 105997336.22 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.22% 313313S82 US313313S826 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2018-12-12 2018-12-12 N N N 0.0222 9974600.00 9974600.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0191 11995644.00 11995644.00 0.0001 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 545980704.36 545980704.36 0.0040 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 0.0201 181997264.54 181997264.54 0.0013 N N Y 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 0.0201 363992690.88 363992690.88 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 0.0201 90998172.72 90998172.72 0.0007 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 179991095.40 179991095.40 0.0013 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 0.0208 133989068.28 133989068.28 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 0.0208 79993070.40 79993070.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AEQW3 2549001DPIFGXC1TOL40 US3130AEQW37 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-02-11 2019-02-11 N N N 0.0208 133988392.92 133988392.92 0.0010 N N N 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 369979712.90 369979712.90 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AEJL5 2549001DPIFGXC1TOL40 US3130AEJL54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0209 180989382.54 180989382.54 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AEMD9 2549001DPIFGXC1TOL40 US3130AEMD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0209 184989147.90 184989147.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AELN8 2549001DPIFGXC1TOL40 US3130AELN82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0209 183989206.56 183989206.56 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AEKW9 2549001DPIFGXC1TOL40 US3130AEKW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0210 184985788.30 184985788.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AEMP2 2549001DPIFGXC1TOL40 US3130AEMP22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0210 186488918.17 186488918.17 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 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 0.0209 275749392.00 275749392.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AEMR8 2549001DPIFGXC1TOL40 US3130AEMR87 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0211 372477839.98 372477839.98 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130ADKH4 2549001DPIFGXC1TOL40 US3130ADKH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0211 185000000.00 185000000.00 0.0014 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130ADKN1 2549001DPIFGXC1TOL40 US3130ADKN19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0211 92000000.00 92000000.00 0.0007 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130ADKJ0 2549001DPIFGXC1TOL40 US3130ADKJ07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0211 46000000.00 46000000.00 0.0003 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 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 0.0212 589320910.00 589320910.00 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 554935836.45 554935836.45 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 178982225.30 178982225.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 178982225.30 178982225.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 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 0.0213 447103663.60 447103663.60 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-04-01 2019-04-01 N N N 0.0219 454894135.15 454894135.15 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 152987304.06 152987304.06 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-05-01 2019-05-01 N N N 0.0220 272926677.66 272926677.66 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 107991038.16 107991038.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2019-08-02 2019-08-02 N N N 0.0222 273824853.72 273824853.72 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2019-04-02 2019-04-02 N N N 0.0219 181957572.16 181957572.16 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2019-08-02 2019-08-02 N N N 0.0222 186880465.86 186880465.86 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEDM9 2549001DPIFGXC1TOL40 US3130AEDM91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-04 2018-12-04 2018-12-04 N N N 0.0214 35999297.64 35999297.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130ADN65 2549001DPIFGXC1TOL40 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0215 182998618.35 182998618.35 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130ADN24 2549001DPIFGXC1TOL40 US3130ADN244 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-09 2018-11-09 2018-11-09 N N N 0.0215 182998407.90 182998407.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130ADN57 2549001DPIFGXC1TOL40 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-13 2018-11-13 2018-11-13 N N N 0.0215 182997593.55 182997593.55 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130ACNF7 2549001DPIFGXC1TOL40 US3130ACNF74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0221 81996148.46 81996148.46 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEHF0 2549001DPIFGXC1TOL40 US3130AEHF05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-12-21 2018-12-21 N N N 0.0215 453980963.78 453980963.78 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-08-01 2019-08-01 N N N 0.0222 36981891.09 36981891.09 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-02-01 2019-02-01 N N N 0.0215 162995096.96 162995096.96 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADA36 2549001DPIFGXC1TOL40 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-03 2019-01-03 2019-01-03 N N N 0.0214 188996626.35 188996626.35 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-04 2019-02-04 2019-02-04 N N N 0.0217 363978775.16 363978775.16 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-04 2019-03-04 2019-03-04 N N N 0.0217 251974018.80 251974018.80 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-05 2019-03-04 2019-03-04 N N N 0.0217 179984453.40 179984453.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-06 2019-02-06 2019-02-06 N N N 0.0217 95992410.24 95992410.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEF96 2549001DPIFGXC1TOL40 US3130AEF966 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-06 2018-12-06 2018-12-06 N N N 0.0215 719984779.20 719984779.20 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-12 2019-03-12 2019-03-12 N N N 0.0218 355953282.12 355953282.12 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-12 2019-02-12 2019-02-12 N N N 0.0217 185983579.92 185983579.92 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-14 2019-02-14 2019-02-14 N N N 0.0217 185983237.68 185983237.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-14 2019-02-14 2019-02-14 N N N 0.0217 185983237.68 185983237.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ACT79 2549001DPIFGXC1TOL40 US3130ACT797 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0213 166000018.26 166000018.26 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ACT53 2549001DPIFGXC1TOL40 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-16 2018-11-16 2018-11-16 N N N 0.0215 92899337.62 92899337.62 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADFF4 2549001DPIFGXC1TOL40 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-19 2019-01-18 2019-01-18 N N N 0.0217 187987733.00 187987733.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AECU2 2549001DPIFGXC1TOL40 US3130AECU27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0215 179997672.60 179997672.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AECZ1 2549001DPIFGXC1TOL40 US3130AECZ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0215 89998836.30 89998836.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AECT5 2549001DPIFGXC1TOL40 US3130AECT53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0215 361995319.34 361995319.34 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEHG8 2549001DPIFGXC1TOL40 US3130AEHG87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2018-12-24 2018-12-24 N N N 0.0216 1000955495.54 1000955495.54 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-03-25 2019-03-25 N N N 0.0221 362907329.73 362907329.73 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 375972454.24 375972454.24 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-02-25 2019-02-25 N N N 0.0218 145981366.02 145981366.02 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADFE7 2549001DPIFGXC1TOL40 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 280979413.94 280979413.94 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADFC1 2549001DPIFGXC1TOL40 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 187986227.12 187986227.12 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313385Q82 2549001DPIFGXC1TOL40 US313385Q828 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2018-11-26 2018-11-26 N N N 0.0215 78880394.00 78880394.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2018-11-27 2018-11-27 N N N 0.0215 64897690.00 64897690.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 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 0.0215 328212493.75 328212493.75 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 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 0.0215 73870056.00 73870056.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACKZ6 2549001DPIFGXC1TOL40 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-04 2019-01-04 2019-01-04 N N N 0.0215 5999996.04 5999996.04 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ADZF2 2549001DPIFGXC1TOL40 US3130ADZF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-14 2019-01-14 2019-01-14 N N N 0.0216 276993468.34 276993468.34 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-14 2019-06-14 2019-06-14 N N N 0.0222 88965010.54 88965010.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2019-03-15 2019-03-15 N N N 0.0218 269972829.90 269972829.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2019-03-15 2019-03-15 N N N 0.0219 106985501.50 106985501.50 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AD7M8 2549001DPIFGXC1TOL40 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-19 2018-12-19 2018-12-19 N N N 0.0215 188997512.76 188997512.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUA0 2549001DPIFGXC1TOL40 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0213 179000563.85 179000563.85 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUF9 2549001DPIFGXC1TOL40 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0215 134999194.05 134999194.05 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUT9 2549001DPIFGXC1TOL40 US3130ACUT95 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0218 24999385.75 24999385.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACU93 2549001DPIFGXC1TOL40 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0215 404997582.15 404997582.15 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUC6 2549001DPIFGXC1TOL40 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0215 188998871.67 188998871.67 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUD4 2549001DPIFGXC1TOL40 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-11-21 2018-11-21 N N N 0.0214 134999476.20 134999476.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUE2 2549001DPIFGXC1TOL40 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-11-21 2018-11-21 N N N 0.0215 269998301.70 269998301.70 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AED98 2549001DPIFGXC1TOL40 US3130AED987 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2019-01-24 2019-01-24 N N N 0.0218 89994555.00 89994555.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-02-25 2019-02-25 N N N 0.0218 72994165.11 72994165.11 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-02-25 2019-02-25 N N N 0.0218 180985532.67 180985532.67 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2019-02-28 2019-02-28 N N N 0.0219 291961844.36 291961844.36 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ADJK9 2549001DPIFGXC1TOL40 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2019-01-28 2019-01-28 N N N 0.0218 185983719.42 185983719.42 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 46963422.25 46963422.25 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 45961548.60 45961548.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 181858358.50 181858358.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 55956418.00 55956418.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 37970426.50 37970426.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADSP8 2549001DPIFGXC1TOL40 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-09 2018-12-07 2018-12-07 N N N 0.0215 274000800.08 274000800.08 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-02-11 2019-02-11 N N N 0.0218 182989210.32 182989210.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AD3R1 2549001DPIFGXC1TOL40 US3130AD3R16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2018-12-14 2018-12-14 N N N 0.0216 182998755.60 182998755.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AD5T5 2549001DPIFGXC1TOL40 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-18 2018-12-18 2018-12-18 N N N 0.0216 74999541.75 74999541.75 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AD5C2 2549001DPIFGXC1TOL40 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-18 2018-12-18 2018-12-18 N N N 0.0216 118999272.91 118999272.91 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ACNP5 2549001DPIFGXC1TOL40 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2019-01-18 2019-01-18 N N N 0.0217 189993794.60 189993794.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-22 2019-02-22 2019-02-22 N N N 0.0222 184557619.22 184557619.22 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADRN4 2549001DPIFGXC1TOL40 US3130ADRN46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2018-12-24 2018-12-24 N N N 0.0216 458996442.75 458996442.75 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADZL9 2549001DPIFGXC1TOL40 US3130ADZL97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2019-01-24 2019-01-24 N N N 0.0218 109994624.30 109994624.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AE5U0 2549001DPIFGXC1TOL40 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 90997615.80 90997615.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AE5Y2 2549001DPIFGXC1TOL40 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 90997615.80 90997615.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-02-26 2019-02-26 N N N 0.0219 92992542.33 92992542.33 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AE5S5 2549001DPIFGXC1TOL40 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-01-25 2019-01-25 N N N 0.0217 273992821.20 273992821.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADQC9 2549001DPIFGXC1TOL40 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2018-11-26 2018-11-26 N N N 0.0216 312997655.63 312997655.63 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-05-24 2019-05-24 N N N 0.0223 183941629.68 183941629.68 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEDJ6 2549001DPIFGXC1TOL40 US3130AEDJ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-29 2019-01-29 2019-01-29 N N N 0.0218 89994170.70 89994170.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0216 20001101.20 20001101.20 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-05 2019-07-05 2019-07-05 N N N 0.0220 181981891.00 181981891.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACZX5 2549001DPIFGXC1TOL40 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2018-12-11 2018-12-11 N N N 0.0216 382002914.66 382002914.66 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACZU1 2549001DPIFGXC1TOL40 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2018-12-11 2018-12-11 N N N 0.0216 382002914.66 382002914.66 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACZV9 2549001DPIFGXC1TOL40 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2018-12-11 2018-12-11 N N N 0.0216 190001449.70 190001449.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AD4P4 2549001DPIFGXC1TOL40 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-01-11 2019-01-11 N N N 0.0216 149999604.00 149999604.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ABNF9 2549001DPIFGXC1TOL40 US3130ABNF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-12-21 2018-12-21 N N N 0.0217 42999362.74 42999362.74 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2019-08-21 2019-08-21 N N N 0.0224 359820680.40 359820680.40 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ABN69 2549001DPIFGXC1TOL40 US3130ABN693 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-12-21 2018-12-21 N N N 0.0215 72000970.56 72000970.56 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACWU4 2549001DPIFGXC1TOL40 US3130ACWU41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0215 529001269.60 529001269.60 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2019-05-24 2019-05-24 N N N 0.0223 92975703.75 92975703.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACZW7 2549001DPIFGXC1TOL40 US3130ACZW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2019-01-24 2019-01-24 N N N 0.0218 30999566.00 30999566.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-04-26 2019-04-26 N N N 0.0223 182952634.11 182952634.11 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-04-26 2019-04-26 N N N 0.0223 512867220.21 512867220.21 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADQV7 2549001DPIFGXC1TOL40 US3130ADQV70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0216 91999628.32 91999628.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADQW5 2549001DPIFGXC1TOL40 US3130ADQW53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0216 183999256.64 183999256.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADZH8 2549001DPIFGXC1TOL40 US3130ADZH85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 276988629.15 276988629.15 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-04 2019-02-04 2019-02-04 N N N 0.0222 195480973.94 195480973.94 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-09 2019-04-09 2019-04-09 N N N 0.0221 165980637.76 165980637.76 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-10 2019-07-10 2019-07-10 N N N 0.0220 281979879.30 281979879.30 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-10 2019-07-10 2019-07-10 N N N 0.0220 93993293.10 93993293.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-04-25 2019-04-25 N N N 0.0222 73989814.64 73989814.64 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-04-25 2019-04-25 N N N 0.0222 36994907.32 36994907.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-07-26 2019-07-26 N N N 0.0225 228391451.08 228391451.08 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-05-24 2019-05-24 N N N 0.0224 464878607.10 464878607.10 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-07-26 2019-07-26 N N N 0.0225 107948694.60 107948694.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-07-26 2019-07-26 N N N 0.0225 182913065.85 182913065.85 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ACX25 2549001DPIFGXC1TOL40 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2019-01-11 2019-01-11 N N N 0.0220 25998768.90 25998768.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AE7K0 2549001DPIFGXC1TOL40 US3130AE7K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 109996838.60 109996838.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AE5W6 2549001DPIFGXC1TOL40 US3130AE5W64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 90997384.66 90997384.66 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AE7J3 2549001DPIFGXC1TOL40 US3130AE7J36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 272992153.98 272992153.98 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AE7H7 2549001DPIFGXC1TOL40 US3130AE7H79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 181994769.32 181994769.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ACDY7 2549001DPIFGXC1TOL40 US3130ACDY73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-06 2019-03-06 2019-03-06 N N N 0.0219 13000168.22 13000168.22 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-08 2019-02-08 2019-02-08 N N N 0.0217 48002514.24 48002514.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-07-11 2019-07-11 N N N 0.0221 93993192.52 93993192.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-07-11 2019-07-11 N N N 0.0221 93993192.52 93993192.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AC4M3 2549001DPIFGXC1TOL40 US3130AC4M38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-13 2018-11-13 2018-11-13 N N N 0.0218 321999462.26 321999462.26 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-13 2019-03-13 2019-03-13 N N N 0.0222 33995898.92 33995898.92 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AC6R0 2549001DPIFGXC1TOL40 US3130AC6R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-16 2018-11-16 2018-11-16 N N N 0.0219 143999271.36 143999271.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2019-05-17 2019-05-17 N N N 0.0223 36993815.08 36993815.08 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2019-03-20 2019-03-20 N N N 0.0219 16000410.24 16000410.24 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ABNL6 2549001DPIFGXC1TOL40 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2018-12-27 2018-12-27 N N N 0.0219 48999179.25 48999179.25 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 313385R73 2549001DPIFGXC1TOL40 US313385R735 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0220 34930630.00 34930630.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-07 2020-02-07 2020-02-07 N N N 0.0226 323778772.80 323778772.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-10 2020-02-10 2020-02-10 N N N 0.0226 89937051.30 89937051.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-07-11 2019-07-11 N N N 0.0219 51013534.99 51013534.99 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-02-11 2019-02-11 N N N 0.0218 38002006.78 38002006.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-02-11 2019-02-11 N N N 0.0219 40000909.60 40000909.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AC6Y5 2549001DPIFGXC1TOL40 US3130AC6Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2019-02-15 2019-02-15 N N N 0.0222 104993608.65 104993608.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ACA53 2549001DPIFGXC1TOL40 US3130ACA532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2019-02-15 2019-02-15 N N N 0.0222 53996713.02 53996713.02 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ACB45 2549001DPIFGXC1TOL40 US3130ACB456 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-19 2019-02-19 2019-02-19 N N N 0.0222 47997067.68 47997067.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-19 2019-07-19 2019-07-19 N N N 0.0224 179961559.20 179961559.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 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 0.0221 740437348.00 740437348.00 0.0054 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2019-07-15 2019-07-15 N N N 0.0225 269943254.10 269943254.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2019-07-23 2019-07-23 N N N 0.0225 179960887.80 179960887.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-07-25 2019-07-25 N N N 0.0225 539881664.40 539881664.40 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-04-26 2019-04-26 N N N 0.0225 142979315.05 142979315.05 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-04-26 2019-04-26 N N N 0.0225 715896430.60 715896430.60 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2019-08-27 2019-08-27 N N N 0.0226 34987763.65 34987763.65 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ACD27 2549001DPIFGXC1TOL40 US3130ACD270 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2019-02-28 2019-02-28 N N N 0.0220 44001866.48 44001866.48 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ACDA9 2549001DPIFGXC1TOL40 US3130ACDA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2019-02-28 2019-02-28 N N N 0.0220 14000663.04 14000663.04 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ACD35 2549001DPIFGXC1TOL40 US3130ACD353 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2019-02-28 2019-02-28 N N N 0.0225 36995826.03 36995826.03 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 201511968.00 201511968.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 36906020.00 36906020.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 117692964.00 117692964.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 183509824.00 183509824.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385T55 2549001DPIFGXC1TOL40 US313385T558 U.S. Government Agency Debt Y N/A N/A 2018-12-17 2018-12-17 2018-12-17 N N N 0.0222 403846155.00 403846155.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-18 2019-12-18 2019-12-18 N N N 0.0226 71975878.56 71975878.56 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-22 2019-10-22 2019-10-22 N N N 0.0225 359895632.40 359895632.40 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-08-01 2019-08-01 N N N 0.0226 357919528.76 357919528.76 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313385T63 2549001DPIFGXC1TOL40 US313385T632 U.S. Government Agency Debt Y N/A N/A 2018-12-18 2018-12-18 2018-12-18 N N N 0.0223 723886614.00 723886614.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 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 0.0223 183452968.00 183452968.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 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 0.0223 1387974673.00 1387974673.00 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 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 0.0223 1810176467.40 1810176467.40 0.0133 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 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 0.0223 1438083699.00 1438083699.00 0.0106 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-08-01 2019-08-01 N N N 0.0227 357919890.34 357919890.34 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2020-01-17 2020-01-17 N N N 0.0227 71974128.24 71974128.24 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2019-12-17 2019-12-17 N N N 0.0226 35987967.36 35987967.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2019-12-17 2019-12-17 N N N 0.0226 179939840.40 179939840.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 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 0.0224 473352225.00 473352225.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 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 0.0224 70749299.00 70749299.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AANP9 2549001DPIFGXC1TOL40 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2019-01-23 2019-01-23 N N N 0.0217 220032025.40 220032025.40 0.0016 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 0.0235 43746338.60 43746338.60 0.0003 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 0.0234 360797840.00 360797840.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130ABUJ3 2549001DPIFGXC1TOL40 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0214 268075179.36 268075179.36 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130ABUE4 2549001DPIFGXC1TOL40 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0217 535157573.55 535157573.55 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 1215167580.00 1215167580.00 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 995975000.00 995975000.00 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 1097493922.00 1097493922.00 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AH2 2549001DPIFGXC1TOL40 US313384AH20 U.S. Government Agency Debt Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0233 180213736.00 180213736.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AJ8 2549001DPIFGXC1TOL40 US313384AJ85 U.S. Government Agency Debt Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0233 360628312.20 360628312.20 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0233 115394186.88 115394186.88 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 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 0.0233 476735288.00 476735288.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AR0 2549001DPIFGXC1TOL40 US313384AR02 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0233 131359008.00 131359008.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 358113960.00 358113960.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 357976080.00 357976080.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 323152050.00 323152050.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 178953480.00 178953480.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 286755048.00 286755048.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 430286389.00 430286389.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 643854744.00 643854744.00 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 250371324.00 250371324.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 322836150.00 322836150.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 322814700.00 322814700.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 143013024.00 143013024.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 393156324.00 393156324.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 538072668.00 538072668.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384CQ0 2549001DPIFGXC1TOL40 US313384CQ01 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0240 336231726.00 336231726.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0240 196370064.00 196370064.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AAXX1 2549001DPIFGXC1TOL40 US3130AAXX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0242 33599385.30 33599385.30 0.0002 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 0.0244 545816544.00 545816544.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 206177296.00 206177296.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384DA4 2549001DPIFGXC1TOL40 US313384DA40 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0241 75328920.00 75328920.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384DB2 2549001DPIFGXC1TOL40 US313384DB23 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0241 522311808.00 522311808.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 444856628.00 444856628.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0241 285323328.00 285323328.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 414087102.00 414087102.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 313384EY1 2549001DPIFGXC1TOL40 US313384EY17 U.S. Government Agency Debt Y N/A N/A 2019-04-29 2019-04-29 2019-04-29 N N N 0.0248 176828372.00 176828372.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFD46 2549001DPIFGXC1TOL40 US3130AFD463 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0253 305934822.00 305934822.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.57% 313385U46 2549001DPIFGXC1TOL40 US313385U465 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2018-12-24 2018-12-24 N N N 0.0257 200436092.46 200436092.46 0.0015 N N Y N Freddie Mac Freddie Mac, 2.17% 3134GB5F5 S6XOOCT0IEG5ABCC6L87 US3134GB5F52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2018-11-27 2018-11-27 N N N 0.0221 56997503.97 56997503.97 0.0004 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 0.0230 46992574.00 46992574.00 0.0003 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 0.0230 313944108.00 313944108.00 0.0023 N N N N Freddie Mac Freddie Mac, 2.41% 313396DG5 S6XOOCT0IEG5ABCC6L87 US313396DG57 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0241 123846500.00 123846500.00 0.0009 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 2.19% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2020-10-31 2.875 - 2.875 110160000.00 110160000.00 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0219 108000000.00 108000000.00 0.0008 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.19% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 2.75 - 2.75 13394000.00 13266338.44 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0219 13000000.00 13000000.00 0.0001 N Y 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 115855000.00 117904505.93 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 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 0.0008 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 50457083.46 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 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, 2.17% 3Y4U8VZURTYWI1W2K376 DGC394000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2040-08-15 2.875 - 3.875 161100000.00 172120582.29 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 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 0.0012 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 2018-11-08 2047-08-15 0 - 8 528518100.00 508921107.18 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0211 494000000.00 494000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.14% R0MUWSFPU8MPRO8K5P83 DFF774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2048-02-15 0 - 8.125 388621200.00 380935718.83 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 371800000.00 371800000.00 0.0027 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 2018-11-30 2048-02-15 0 - 8 348068800.00 338749317.05 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 331000000.00 331000000.00 0.0024 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 2018-12-06 2048-02-15 0 - 8.125 675487500.00 681101741.80 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 661900000.00 661900000.00 0.0049 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 2018-11-30 2047-08-15 0 - 4.75 166752300.00 168825129.78 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 165000000.00 165000000.00 0.0012 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 2018-12-06 2048-02-15 0 - 8 532131000.00 508632753.22 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 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, 2.17% R0MUWSFPU8MPRO8K5P83 DGC053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2047-02-15 0.75 - 6.75 170839600.00 170700522.49 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 166900000.00 166900000.00 0.0012 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 2018-12-06 2048-02-15 0 - 8 679314300.00 676613726.53 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 661000000.00 661000000.00 0.0049 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 2018-12-06 2045-11-15 0 - 8 377639400.00 380784420.66 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 372000000.00 372000000.00 0.0027 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 2018-11-08 2047-05-15 0 - 8 181208300.00 172227087.19 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 167000000.00 167000000.00 0.0012 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 2018-11-08 2045-05-15 0 - 9 342025200.00 336585392.75 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 329000000.00 329000000.00 0.0024 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 2018-11-15 2046-08-15 0 - 9 310764700.00 335747900.55 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 327900000.00 327900000.00 0.0024 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 2018-11-15 2048-02-15 1.125 - 9 879738100.00 836735901.10 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 817000000.00 817000000.00 0.0060 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DGJ256000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-30 2048-02-15 0 - 8.125 340054000.00 341830898.75 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 333900000.00 333900000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DHD047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 1.125 - 6.875 170353200.00 168466011.28 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 165000000.00 165000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DGJ409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2047-05-15 0 - 8 350653200.00 343282685.60 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 334000000.00 334000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DHC684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2046-02-15 0 - 6.75 370110600.00 337210871.21 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 329000000.00 329000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DGI348000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2048-02-15 0 - 8 544959200.00 543649388.31 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 532000000.00 532000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DHE042000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2048-02-15 0 - 5.25 684827000.00 673744685.33 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 659000000.00 659000000.00 0.0048 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHC688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2047-08-15 0 - 8.125 512227500.00 505155563.32 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 493000000.00 493000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHE041000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2048-02-15 0 - 8 347675900.00 337961700.10 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 330000000.00 330000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHB714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2048-02-15 1.125 - 9 525594800.00 504923910.48 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 493000000.00 493000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHB172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2046-08-15 0 - 8 273216100.00 251846964.60 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 245000000.00 245000000.00 0.0018 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.20% 2IGI19DL77OX0HC3ZE78 DHI239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-11-15 1.375 - 3.625 312240800.00 303628846.45 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 297000000.00 297000000.00 0.0022 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.23% 549300IMBXQ8SGH3HJ31 DHI243000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2048-05-15 0 - 3.125 2013653400.00 1966213686.48 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 1926999229.20 1926999229.20 0.0142 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.23% 549300IMBXQ8SGH3HJ31 DHH775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2041-08-15 0 - 3.75 404806100.00 393768788.81 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0230 385993939.80 385993939.80 0.0028 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.24% 549300IMBXQ8SGH3HJ31 DHG144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2046-08-15 0 - 3.75 408858700.00 391994319.33 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 383999923.20 383999923.20 0.0028 N Y Y N Credit AG Credit AG, 2.19% 1VUV7VQFKUOQSJ21A208 DHG754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2024-05-15 1.875 - 2.5 339713900.00 334682201.00 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0221 327999212.80 327999212.80 0.0024 N N Y N Credit AG Credit AG, 2.20% 1VUV7VQFKUOQSJ21A208 DHI272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-10-31 2024-05-15 1.625 - 2.5 358885600.00 336620617.92 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 330000000.00 330000000.00 0.0024 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.22% 7LTWFZYICNSX8D621K86 DHI258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2046-02-15 0 - 8.125 660702800.00 647123558.33 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 634000000.00 634000000.00 0.0047 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.21% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-30 2048-02-15 0 - 8.875 1012607600.00 1014275109.59 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 992999106.30 992999106.30 0.0073 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.21% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-21 2048-05-15 0 - 3.125 520146500.00 507578892.26 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0228 496692648.84 496692648.84 0.0037 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.23% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2021-08-15 2.625 - 2.875 390212800.00 390703184.16 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0223 382899502.23 382899502.23 0.0028 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.21% 549300H47WTHXPU08X20 DHI252000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2028-02-15 0.125 - 2.75 3322833900.00 3306840030.13 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 3242000000.00 3242000000.00 0.0238 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.19% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2027-05-15 1.125 - 2.875 505272200.00 496800491.81 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0222 486996006.60 486996006.60 0.0036 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.20% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2020-03-31 1.375 - 1.375 169792000.00 166649147.74 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 163000000.00 163000000.00 0.0012 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.20% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2023-11-30 1.25 - 2.875 253766400.00 251955422.11 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 247000000.00 247000000.00 0.0018 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.20% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-15 2025-08-31 2.625 - 2.75 679340000.00 679464941.71 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 655000000.00 655000000.00 0.0048 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.20% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2025-02-28 0 - 2.75 106598300.00 101035592.21 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0231 98997901.20 98997901.20 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.20% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2047-11-15 0 - 3.125 104522600.00 101003112.67 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 99000000.00 99000000.00 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.21% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-31 2026-08-15 1.5 - 1.5 139400000.00 134798622.29 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 132000000.00 132000000.00 0.0010 N Y Y N 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 70948800.00 84052211.27 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0207 82000008.20 82000008.20 0.0006 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 2.12% H7FNTJ4851HG0EXQ1Z70 DFA646000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 71335900.00 86041663.65 U.S. Treasuries (including strips) Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0210 83999991.60 83999991.60 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 2024-04-30 2026-08-15 2 - 6.75 255283800.00 253916233.60 U.S. Treasuries (including strips) Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0213 247998239.20 247998239.20 0.0018 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 346021300.00 338624183.27 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0217 331000827.50 331000827.50 0.0024 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 273247200.00 270873288.82 U.S. Treasuries (including strips) Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0222 264950741.86 264950741.86 0.0019 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 2026-02-15 1 - 6 344263900.00 339414103.97 U.S. Treasuries (including strips) Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0223 332001593.60 332001593.60 0.0024 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.32% H7FNTJ4851HG0EXQ1Z70 DHA445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2022-11-15 1.625 - 2 260589700.00 251947882.96 U.S. Treasuries (including strips) Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0231 245998794.60 245998794.60 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.37% H7FNTJ4851HG0EXQ1Z70 DHF818000 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 168723000.00 166343858.54 U.S. Treasuries (including strips) Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0236 163000000.00 163000000.00 0.0012 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.21% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2027-11-15 1.375 - 2.875 1533510000.00 1496293802.81 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 1467000000.00 1467000000.00 0.0108 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.20% 549300Y1PMK3RWXMWR72 DHG187000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2028-05-15 1.125 - 2.875 183636100.00 177555969.56 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0216 174000069.60 174000069.60 0.0013 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.20% 549300Y1PMK3RWXMWR72 DHG752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2028-05-15 1.125 - 2.875 180750000.00 176524707.63 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0217 173000103.80 173000103.80 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.20% 549300Y1PMK3RWXMWR72 DHI242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2028-05-15 1.125 - 3 129941900.00 126487781.21 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0218 124000000.00 124000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.21% 549300Y1PMK3RWXMWR72 DHI375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2027-02-15 1.375 - 3.125 474744200.00 468208776.42 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0221 459000000.00 459000000.00 0.0034 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.21% 549300Y1PMK3RWXMWR72 DHH342000 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 423647100.00 405014577.57 U.S. Treasuries (including strips) Y N/A N/A 2018-11-05 2018-11-05 2018-11-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0218 397000476.40 397000476.40 0.0029 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 33655000.00 33752515.30 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 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, 2.20% U7M81AY481YLIOR75625 DGI779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-30 2047-05-15 1.125 - 3 246750000.00 238418992.70 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 233000000.00 233000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHH471000 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 250508000.00 250905387.66 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 246000000.00 246000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHB157000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2047-02-15 1.625 - 3 139852000.00 133796493.04 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 130900000.00 130900000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHG827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2046-02-15 2.5 - 2.75 184775000.00 175868485.13 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 172000000.00 172000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHH962000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2025-08-15 2 - 2.75 211150000.00 211045980.77 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 206000000.00 206000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHG829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 42120000.00 41816120.04 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-27 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 41000000.00 41000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHF473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 76090000.00 75471768.75 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 74000000.00 74000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHG826000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 67739000.00 67188620.63 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 65900000.00 65900000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHH468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2046-02-15 1.625 - 2.625 70975000.00 67457094.48 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 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, 2.21% U7M81AY481YLIOR75625 DHI260000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2025-02-28 2.75 - 8.75 142530000.00 146792333.14 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 142600000.00 142600000.00 0.0010 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DHE483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2027-05-15 2.375 - 2.375 43655000.00 41832435.57 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 41000000.00 41000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DHD386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2026-02-15 1.625 - 2.75 90956000.00 89783309.55 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 88000000.00 88000000.00 0.0006 N N Y N Natixis SA Natixis SA, 2.20% KX1WK48MPD4Y2NCUIZ63 DHG183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-11 2039-11-15 0 - 4.375 341405800.00 334703186.15 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 328000000.00 328000000.00 0.0024 N N Y N Natixis SA Natixis SA, 2.20% KX1WK48MPD4Y2NCUIZ63 DHC606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-11 2043-08-15 0 - 6.625 1356157700.00 1343714557.11 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 1316000000.00 1316000000.00 0.0097 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.21% OXTKY6Q8X53C9ILVV871 DHH822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2048-05-15 0 - 8.875 2222865400.00 2236833824.31 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0225 2189977662.00 2189977662.00 0.0161 N N Y N 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 260475000.00 265209103.61 U.S. Treasuries (including strips) Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0219 258995441.60 258995441.60 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 94765000.00 84867604.67 U.S. Treasuries (including strips) Y N/A N/A 2018-11-14 2018-11-14 2018-11-14 N N N 0.0219 82949485.71 82949485.71 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 2020-02-15 2020-02-15 3.625 - 3.625 166610000.00 169638117.87 U.S. Treasuries (including strips) Y N/A N/A 2018-11-19 2018-11-19 2018-11-19 N N N 0.0221 165900000.00 165900000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.26% 5493007VSMFZCPV1NB83 DHA425000 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 179490000.00 167515292.18 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0227 163995654.00 163995654.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.29% 5493007VSMFZCPV1NB83 DHB709000 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 93515000.00 83748156.50 U.S. Treasuries (including strips) Y N/A N/A 2018-12-17 2018-12-17 2018-12-17 N N N 0.0227 82000000.00 82000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.29% 5493007VSMFZCPV1NB83 DHC247000 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 93510000.00 83743678.71 U.S. Treasuries (including strips) Y N/A N/A 2018-12-18 2018-12-18 2018-12-18 N N N 0.0227 82000000.00 82000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.30% 5493007VSMFZCPV1NB83 DHD432000 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 177795000.00 168453336.07 U.S. Treasuries (including strips) Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0228 165000000.00 165000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.30% 5493007VSMFZCPV1NB83 DGI260000 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 94710000.00 84818348.95 U.S. Treasuries (including strips) Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0228 83000000.00 83000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.39% 5493007VSMFZCPV1NB83 DHE504000 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 150465000.00 134750215.13 U.S. Treasuries (including strips) Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0237 132000000.00 132000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.40% 5493007VSMFZCPV1NB83 DHF428000 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 178240000.00 166348686.16 U.S. Treasuries (including strips) Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0238 163000000.00 163000000.00 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.19% 549300QJJX6CVVUXLE15 DHG113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2045-08-15 1.125 - 4.25 260769200.00 251030373.88 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0216 246000049.20 246000049.20 0.0018 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.20% 549300QJJX6CVVUXLE15 DHH344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2047-11-15 1.25 - 4.25 345872400.00 334635369.26 U.S. Treasuries (including strips) Y N/A N/A 2018-11-05 2018-11-05 2018-11-05 N N N 0.0225 327996490.40 327996490.40 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.20% 549300QJJX6CVVUXLE15 DHF027000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2044-11-15 1.25 - 3 86958900.00 83691130.79 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 82000000.00 82000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHE039000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-29 2044-11-15 0 - 3 169863600.00 168440409.64 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 165000000.00 165000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2044-11-15 1.25 - 3 176407800.00 167376618.96 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2044-11-15 1.25 - 3 172466500.00 167376687.52 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2044-11-15 1.25 - 3 170929000.00 167387386.89 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHD418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2047-11-15 1.125 - 4.25 260904400.00 253822066.30 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 248000000.00 248000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF178000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2044-11-15 1.25 - 3.625 102453500.00 101038413.11 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 99000000.00 99000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.32% 549300QJJX6CVVUXLE15 DHG312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2044-11-15 1.25 - 3 85944000.00 83575690.95 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 81900000.00 81900000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.32% 549300QJJX6CVVUXLE15 DHF447000 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 1 - 3 169847700.00 166490154.62 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 163000000.00 163000000.00 0.0012 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 2019-05-15 2044-08-15 1.875 - 7.625 340051400.00 338569154.97 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 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 0.0024 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.20% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2046-05-15 1.375 - 2.75 283973500.00 254653536.80 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0215 248000198.40 248000198.40 0.0018 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 2.20% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2024-09-30 1.375 - 2.125 261321900.00 253052849.16 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0217 248000024.80 248000024.80 0.0018 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.21% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2025-02-15 1.625 - 2 127783900.00 126495579.10 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0221 123999566.00 123999566.00 0.0009 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.21% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2024-09-30 0.75 - 2.125 260910300.00 253995678.94 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0219 249000000.00 249000000.00 0.0018 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.21% 6PJDTY319315T5LR2241 DHI244000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2022-11-30 2 - 3.625 282745000.00 285591505.48 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0225 279999524.00 279999524.00 0.0021 N Y Y N Societe Generale Societe Generale, 2.20% O2RNE8IBXP4R0TD8PU41 DHI316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-30 2048-08-15 0 - 8.5 170251300.00 166290897.45 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 163000000.00 163000000.00 0.0012 N N Y N Societe Generale Societe Generale, 2.23% O2RNE8IBXP4R0TD8PU41 DHA528000 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 - 8.875 383151100.00 374259295.06 U.S. Treasuries (including strips) Y N/A N/A 2018-11-09 2018-11-09 2018-11-09 N N N 0.0223 363997452.00 363997452.00 0.0027 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.27% 5493006GGLR4BTEL8O61 DHF034000 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 67362000.00 65858465.78 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0225 64467500.00 64467500.00 0.0005 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 2.21%, dated 10/31/2018 due 11/01/2018 00352 DHI485000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 4662278691.07 1376413154.59 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 1345361591.89 1345361591.89 0.0099 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.21% G5GSEF7VJP5I7OUK5573 DHH792000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-09-01 3.5 - 4.5 328820010.00 328480325.92 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0224 321997166.40 321997166.40 0.0024 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.21% 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 2018-11-08 2025-08-15 0 - 2 600.00 593.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2048-10-01 3.71 - 4.11 60770.00 60507.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2048-10-01 3.61 - 4 15236412.00 2097271.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-04-10 2019-04-10 N/A 4265000.00 4218468.85 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-11-15 2068-09-20 2.5 - 8.5 107546984.00 95674565.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 496980.00 486965.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-01 2048-11-01 2.465 - 5.5 97363384.00 62762512.22 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0216 162000210.60 162000210.60 0.0012 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.21% 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 2030-10-01 2048-10-01 4.105 - 4.11 70810.00 70501.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.82 - 3.82 101340.00 102287.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-23 2048-10-01 2.5 - 4.5 36326070.00 28173979.34 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-09-20 2068-06-20 3.5 - 5.5 48711512.00 46184292.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2048-11-01 2.875 - 6.5 116748391.00 37656400.37 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-19 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 109900000.00 109900000.00 0.0008 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.21%, dated 10/31/2018 due 11/01/2018 R0MUWSFPU8MPRO8K5P83 DHI485000_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 2019-02-15 2048-05-15 0 - 8.125 453868661.32 437239795.97 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2038-01-25 3.37 - 3.54 89454.25 83072.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2038-06-01 3.05 - 4.15 73984.71 72587.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-10-01 2.458 - 7 20995391.91 6262667.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-11-20 2048-09-20 2 - 6.5 159991161.21 40339741.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-09 2048-09-01 0 - 7.5 40077054.16 15890370.70 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 487626528.41 487626528.41 0.0036 N Y 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 - 8.125 430460173.00 312362464.73 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2028-04-21 2038-01-25 3.37 - 5.25 194000.00 181870.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2048-10-01 0 - 5 113304829.00 59462343.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2038-06-01 3.05 - 4.15 480000.00 470095.29 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-06-20 2048-10-20 3 - 4.5 87585461.00 43043669.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.156 - 3.156 14509519.00 14102872.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-01 2048-09-01 0 - 6.625 219633633.00 82387134.39 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 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 2019-08-15 2048-02-15 0 - 4.75 221466235.69 164354046.19 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2032-09-07 3.2 - 3.2 1000.00 917.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-01-01 2048-10-01 2.5 - 5 13509877.00 10020624.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2038-06-01 3.93 - 4.15 3390000.00 3335288.65 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-07-15 2048-09-20 3 - 7 258248443.00 97417548.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-01-01 2048-11-01 0 - 6.625 26034304.00 6838556.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 273800000.00 273800000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHD044000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2048-02-15 0 - 3.875 83853209.15 60734555.75 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2035-05-01 3.2 - 3.37 174000.00 160727.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2048-09-15 0 - 4 5503378.00 5410433.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2029-10-24 3.05 - 4 170000.00 175537.08 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2048-10-20 3 - 4.5 21064573.00 14883158.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-24 2048-07-01 0 - 6.625 52517739.00 13160944.01 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 92000000.00 92000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.23% R0MUWSFPU8MPRO8K5P83 DHE040000 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 2048-02-15 0 - 9 59799100.94 36931277.32 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2035-05-01 3.2 - 3.37 427000.00 398312.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2048-09-15 2.458 - 7.5 20551625.00 1279065.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2048-04-20 2.5 - 8 105144570.00 49039934.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-09 2047-10-01 0 - 7.5 45894602.00 5607676.67 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 91000000.00 91000000.00 0.0007 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.21%, dated 10/31/2018 due 11/01/2018 VJW2DOOHGDT6PR0ZRO63 DHI485000_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 2018-11-08 2048-08-15 0 - 9 72411905.51 71687074.67 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-12-27 2027-05-12 1.133 - 5.15 63888340.13 64003209.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-11-05 2026-06-15 0 - 3.625 107978067.95 108390267.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-10-01 1.125 - 6 135570431.15 112786500.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2048-10-20 2.5 - 7.5 103813773.97 97425009.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-27 2048-11-01 1 - 8.1 57772783.72 43257773.56 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 487626528.41 487626528.41 0.0036 N Y 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 2019-03-07 2029-01-15 0 - 2.75 97218900.00 92689608.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-01-30 2019-10-21 0 - 1.5 145000.00 143909.52 Agency Debentures and Agency Strips Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0223 90999135.50 90999135.50 0.0007 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.21%, dated 10/31/2018 due 11/01/2018 00276 DHI485000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2029-10-15 2029-10-15 0 - 0 5653151.10 3838206.94 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-03-20 2067-11-20 2.5 - 7.5 50914604.68 45801770.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-14 2023-09-08 1.625 - 3.375 334515.27 334501.48 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-25 2048-08-01 1.375 - 7 52520345.85 10111656.80 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2065-09-15 2.25 - 4.25 19474.13 20751.76 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2023-02-03 2023-02-03 1.352 - 1.352 3055553.61 3068748.94 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 14006295.91 13981553.02 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2047-08-15 0 - 9 413816921.50 416303540.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2047-07-01 0 - 8.5 30662336.93 4487476.59 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 487626528.41 487626528.41 0.0036 N Y Y N Citibank NA Citibank NA, 2.21% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2048-02-15 0 - 9 282985500.00 287545695.66 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-08-24 2020-11-12 1.21 - 2.22 10197000.00 10205441.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-19 2033-08-01 0.875 - 4 8639556.00 8568239.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-11-28 2029-06-28 0 - 3.97 112195000.00 112179699.69 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 4.22 - 6.5 1176570.00 1302128.84 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 3870000.00 3886712.50 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2039-09-15 0 - 2.25 887000.00 385406.64 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-19 2048-10-01 1.875 - 7.125 78221937.00 69263562.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0223 482996232.60 482996232.60 0.0035 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.21%, dated 10/31/2018 due 11/01/2018 02102 DHI485000_02102 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 - 3.625 221641456.35 216085769.57 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 211438276.11 211438276.11 0.0016 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.23% 9J6MBOOO7BECTDTUZW19 0000058056 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 2054-01-16 2054-01-16 3.978 - 3.978 49987.00 55743.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 61092628.00 60255231.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-04-15 2045-04-15 3.5 - 3.5 138720000.00 136431212.48 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0223 191000000.00 191000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 03556 DHI485000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2023-08-31 0.875 - 2.75 105580936.57 103626965.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2048-10-01 2.5 - 6.5 774710836.13 323031813.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-06-01 2056-03-01 2.902 - 6.5 289544477.02 195103179.07 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 609533160.52 609533160.52 0.0045 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.21% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.84 - 3.84 9940000.00 10045910.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.78 - 3.78 31100000.00 31324075.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2048-09-01 2.484 - 6.5 895920844.00 491348999.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-07-01 2048-08-01 2 - 5 291063276.00 216006975.37 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0222 733995742.80 733995742.80 0.0054 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 US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2041-02-15 0 - 2.75 1400.00 1465.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-09-01 2048-10-01 3.5 - 5 212546229.00 187274516.01 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0214 182999963.40 182999963.40 0.0013 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.21%, dated 10/31/2018 due 11/01/2018 03735 DHI485000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2041-02-15 0 - 2.875 30088389.80 29278750.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2048-08-01 3 - 5 119416128.20 111803881.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-08-01 2048-11-01 2.5 - 5.5 251085619.44 182233660.91 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 316957243.47 316957243.47 0.0023 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.21% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2041-02-15 0 - 2.125 1100.00 1166.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 4.43 - 4.43 1000.00 46.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2048-08-01 2.388 - 7 354647967.00 113260493.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0221 110999877.90 110999877.90 0.0008 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 US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2041-02-15 0 - 2.125 300.00 369.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2044-04-01 4 - 4 272783.00 136667.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-01-01 2048-09-01 3.5 - 4.5 163756899.00 113397151.27 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-17 2018-12-17 2018-12-17 N N N 0.0224 110995071.60 110995071.60 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 US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2023-05-31 0 - 2.875 13131900.00 13156445.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2048-10-01 2.5 - 5 319077056.00 153780558.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-10-01 2048-08-01 4 - 4.5 20184305.00 20220244.45 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0224 182992094.40 182992094.40 0.0013 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 US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2023-07-31 0 - 2.75 1000.00 996.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-04-01 2044-04-01 4 - 4 492180.00 246588.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-05-01 2048-11-01 3.5 - 4.5 439597024.00 261551762.27 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0221 256000000.00 256000000.00 0.0019 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.26% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2019-08-15 0 - 1.5 636400.00 637390.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2048-06-01 3 - 6 130747523.00 68200972.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-07-01 4 - 4 5730081.00 5696427.85 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0224 72999788.30 72999788.30 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.32% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2041-02-15 0 - 2.125 700.00 732.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4 - 4 72667.00 48438.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-01-20 2045-01-20 4 - 4 156708258.00 55105371.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0231 53999357.40 53999357.40 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.33% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2019-01-03 N/A 500.00 498.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-01-20 2048-10-20 4 - 5 63100938.00 56132852.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-11-01 3 - 3 25791.00 24744.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0232 54998927.50 54998927.50 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.36% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2041-02-15 0 - 2.75 268300.00 265918.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.55 - 3.55 27000000.00 26650575.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 3653150.00 3660231.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2047-07-01 2.405 - 4.503 53825872.00 7805491.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2048-08-01 2.397 - 4.97 317291099.00 91234218.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0234 127000000.00 127000000.00 0.0009 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 00267 DHI485000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2029-04-15 2030-01-15 0 - 8.625 484207.47 652214.01 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2047-11-15 0.875 - 9 481871451.72 473032555.58 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-15 2020-06-15 1.997 - 1.997 4693025.82 4693170.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2048-10-25 0 - 7.511 1345386076.45 1065410323.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-06-20 2048-10-20 3.5 - 7 376719264.81 113369274.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2057-02-01 0 - 7.5 1949147076.25 1447756836.63 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 3040839031.19 3040839031.19 0.0223 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.20% 8NAV47T0Y26Q87Y0QP81 DGJ751000 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 2030-10-01 2030-10-01 3.74 - 3.74 32939900.00 32554195.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2048-10-01 2.5 - 4.5 187571807.00 182888715.89 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2048-03-25 2048-03-25 4.283 - 4.283 31738910.00 29472852.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-01-01 2048-10-01 2.201 - 5 524751813.00 320074935.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-05 2018-11-05 2018-11-05 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 5 N N/A N/A N N 0.0218 553000000.00 553000000.00 0.0041 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.21% 8NAV47T0Y26Q87Y0QP81 DHH856000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2047-04-20 4 - 4 198578462.00 144880055.65 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2048-07-25 2048-07-25 4.607 - 4.607 22055407.00 19360107.61 Agency Debentures and Agency Strips Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0222 160999227.20 160999227.20 0.0012 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 00431 DHI485000_00431 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 2046-02-15 2 - 2.75 76006056.66 73349947.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.47 - 3.47 23230580.07 22746981.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2048-07-01 3 - 4 153184737.01 137855646.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-01-01 2048-09-01 3 - 4.5 278467191.30 213811227.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 438863875.57 438863875.57 0.0032 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.23% K5HU16E3LMSVCCJJJ255 DGJ628000 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 2038-01-01 2048-07-01 3 - 4.5 119556276.00 81179739.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2048-10-01 3 - 4.5 208843839.00 106814156.31 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0223 183995547.20 183995547.20 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.24% K5HU16E3LMSVCCJJJ255 DGJ625000 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 2027-01-01 2048-06-01 3 - 4.5 152521569.00 91903729.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-01-01 2048-10-01 3 - 4.5 195916189.00 153307535.58 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0223 239997696.00 239997696.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.25% K5HU16E3LMSVCCJJJ255 DHD064000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2043-06-01 4.135 - 4.135 68237239.00 46105074.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 3.5 - 3.5 118878.00 116587.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2047-04-01 2.426 - 4.115 551570968.00 195760078.42 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-14 2018-12-14 2018-12-14 N N N 0.0226 236990425.20 236990425.20 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.25% K5HU16E3LMSVCCJJJ255 DHE991000 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 2028-11-01 2048-06-01 2.338 - 4.16 76220607.00 62997583.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2048-06-20 3 - 4.5 11480215.00 3389997.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-11-01 2048-10-01 2.834 - 4.281 273696026.00 137739918.68 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0223 200000000.00 200000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.26% K5HU16E3LMSVCCJJJ255 DHF389000 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 2047-08-01 2.284 - 4.601 120803674.00 11391024.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-10-20 2048-05-20 3.5 - 3.5 74536435.00 75505509.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2047-09-01 2.057 - 4.645 216078028.00 5975909.50 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-24 2018-12-24 2018-12-24 N N N 0.0224 91000000.00 91000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.26% K5HU16E3LMSVCCJJJ255 DHF391000 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 2042-11-01 2048-10-01 0 - 4 94068613.00 95937215.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2048-04-20 3.5 - 4.5 318802178.00 129342516.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-11-01 0 - 4 88950421.00 90078344.62 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-26 2018-12-26 2018-12-26 N N N 0.0224 309000000.00 309000000.00 0.0023 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.27% K5HU16E3LMSVCCJJJ255 DHI245000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2048-07-01 2 - 4.5 23528594.00 4950736.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2048-10-01 2.5 - 5 335850628.00 255165663.81 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-31 2018-12-31 2018-12-31 N N N 0.0225 255000000.00 255000000.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.27% K5HU16E3LMSVCCJJJ255 DHI254000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2048-06-01 2.96 - 5 54999153.00 37970565.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-07-20 2048-02-20 2.5 - 3 251609.00 158935.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-10-01 2048-05-01 2.624 - 4 116367579.00 54696352.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0225 91000000.00 91000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.28% K5HU16E3LMSVCCJJJ255 DHI255000 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 2048-10-01 0 - 6.5 219743229.00 84988806.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 4 - 4 1000.00 983.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2048-10-01 2.761 - 6 190990529.00 100662915.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0226 182000000.00 182000000.00 0.0013 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 7TK5RJIZDFROZCA6XF66 DHI485000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2054-04-15 0 - 11.761 944701182.90 433969214.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2048-05-20 3 - 8.5 258505570.98 84631101.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-25 2053-12-25 2 - 8.5 2481326316.16 505315632.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 999634383.25 999634383.25 0.0073 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.22% OXTKY6Q8X53C9ILVV871 DHI331000 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 2019-11-15 0 - 3.375 153400.00 156781.96 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-03-22 2020-02-25 0 - 2.235 78480000.00 78483016.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-04-01 2048-10-01 2 - 7.5 446414381.00 187509883.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-02-15 2068-08-20 2.5 - 7.5 278193662.00 190139886.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-01 2055-06-01 2 - 7 41114080.00 15999571.27 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 463000000.00 463000000.00 0.0034 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.22% OXTKY6Q8X53C9ILVV871 DHI317000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2028-02-15 1.5 - 2.75 2318500.00 2260493.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-07-01 2044-01-01 2.377 - 4.405 4070533.00 2216629.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4 - 4 6166744.00 6227932.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-07-01 2048-07-01 3.71 - 4.13 5954.00 5937.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-01 2048-11-01 2.5 - 6.5 690452622.00 443216997.53 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0220 445000000.00 445000000.00 0.0033 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 819763.42 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2022-09-13 2024-10-16 2.8 - 3.64 2163000.00 2157747.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-07-15 2048-09-01 2 - 4.5 389609534.00 350038678.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-12-11 2029-06-08 3.125 - 3.375 385000.00 388049.21 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-06-20 2048-08-20 1.75 - 8 108446459.00 47169101.99 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2020-09-18 2021-08-17 2.75 - 2.79 175000.00 174853.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-01 2048-10-01 1.615 - 5.71 588443896.00 532266398.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.67 - 3.67 366280.00 365722.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-12-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 911800000.00 911800000.00 0.0067 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 549300QJJX6CVVUXLE15 DHI485000_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 2018-11-08 2048-05-15 0 - 7.125 1967959298.28 1900362890.13 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 1857857073.26 1857857073.26 0.0137 N Y 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 FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2048-10-01 2.097 - 6.5 459844097.00 255616358.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2048-10-20 3.5 - 6 81608540.00 71075648.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2056-04-01 2.169 - 7 1313111325.00 609133982.74 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 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 0.0067 N N Y N RBC Financial Group RBC Financial Group, 2.31% ES7IP3U3RHIGC71XBU11 DHD028000 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 2026-04-01 2048-10-01 2.097 - 5 76255482.00 42839212.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-02-20 2048-09-20 3.5 - 5 28379704.00 6846889.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2048-10-01 2.228 - 5 315940249.00 183193899.63 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2019-01-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0229 228000000.00 228000000.00 0.0017 N N Y N RBC Financial Group RBC Financial Group, 2.35% ES7IP3U3RHIGC71XBU11 DHG800000 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 2026-04-01 2048-09-01 1.5 - 5 154578614.00 89636451.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-08-20 2048-06-20 3.5 - 4.5 766613.00 595482.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-06-01 2048-10-01 2.48 - 5.5 174515633.00 75084530.62 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2019-01-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0234 162000000.00 162000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.36% ES7IP3U3RHIGC71XBU11 DHH386000 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 2026-03-01 2048-09-01 1.114 - 6.5 425266612.00 173176271.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-07-20 2048-08-20 3.5 - 6.957 19808346.00 14869129.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2048-10-01 2.48 - 5.5 530750229.00 182549137.06 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2019-01-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0235 362900000.00 362900000.00 0.0027 N N Y N RBC Financial Group RBC Financial Group, 2.36% ES7IP3U3RHIGC71XBU11 DHH387000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-08-01 2048-10-01 3 - 4.5 29740273.00 17461174.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-04-20 2048-10-20 3 - 5.5 53862404.00 40391563.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-04-01 2048-09-01 2.181 - 6 561162311.00 312455807.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2019-01-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0235 363000000.00 363000000.00 0.0027 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.21%, dated 10/31/2018 due 11/01/2018 5U0XI89JRFVHWIBS4F54 DHI485000_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 2019-01-15 2047-08-15 1.125 - 2.75 322401137.56 308660931.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-07-01 3.5 - 3.5 178604339.41 153787371.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2048-04-20 3 - 4.5 762544187.16 569061636.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2047-11-01 3 - 3.5 244139474.98 211124286.54 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 1217603441.45 1217603441.45 0.0089 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.27% 5493006GGLR4BTEL8O61 DHD469000 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 2047-08-01 2047-08-01 3.5 - 3.5 259654000.00 233078615.18 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 2 N N/A N/A N N 0.0224 228000000.00 228000000.00 0.0017 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.28% 5493006GGLR4BTEL8O61 DHE512000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-12-01 2047-07-01 3 - 3.5 286048000.00 238653422.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0226 233565000.00 233565000.00 0.0017 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.28% 5493006GGLR4BTEL8O61 DHF445000 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 2047-10-01 2048-06-01 3.5 - 4 242322000.00 236494069.60 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-08 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0226 231393750.00 231393750.00 0.0017 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.28% 5493006GGLR4BTEL8O61 DHF861000 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 257469000.00 237057466.69 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0226 232000000.00 232000000.00 0.0017 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.28% 5493006GGLR4BTEL8O61 DHG824000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 252615000.00 233969054.90 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0226 229006250.00 229006250.00 0.0017 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.21%, dated 10/31/2018 due 11/01/2018 VYVVCKR63DVZZN70PB21 DHI485000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-01-18 2029-11-13 0 - 3.33 1701219.71 1692733.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2048-10-01 2 - 6.5 465710357.48 457912012.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-11-15 2048-10-20 2.5 - 7 214694713.34 185789754.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-01 2048-11-01 2 - 7 462155252.37 440948400.08 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 1064976338.06 1064976338.06 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.88% 912796PD5 254900HROIFWPRGM1V77 US912796PD51 U.S. Treasury Debt Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0188 155936261.52 155936261.52 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796QJ1 254900HROIFWPRGM1V77 US912796QJ13 U.S. Treasury Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0202 400670177.50 400670177.50 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.11% 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0211 352535388.46 352535388.46 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.12% 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0212 479301293.00 479301293.00 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.14% 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y N/A N/A 2018-11-29 2018-11-29 2018-11-29 N N N 0.0214 12978084.21 12978084.21 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796QP7 254900HROIFWPRGM1V77 US912796QP72 U.S. Treasury Debt Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0216 240289818.79 240289818.79 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.21% 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0221 420251928.59 420251928.59 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.22% 912796UF4 254900HROIFWPRGM1V77 US912796UF45 U.S. Treasury Debt Y N/A N/A 2018-12-26 2018-12-26 2018-12-26 N N N 0.0222 316921448.94 316921448.94 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.28% 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0228 472222812.82 472222812.82 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796QU6 254900HROIFWPRGM1V77 US912796QU67 U.S. Treasury Debt Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0230 438171957.50 438171957.50 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0232 857615392.30 857615392.30 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.33% 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0233 732733794.43 732733794.43 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.33% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0233 1810220912.75 1810220912.75 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.33% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0233 1207076056.59 1207076056.59 0.0089 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0234 42731064.67 42731064.67 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0235 246219635.28 246219635.28 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0235 1598353056.72 1598353056.72 0.0117 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0242 113826712.50 113826712.50 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0243 1325023262.20 1325023262.20 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0244 1430487687.96 1430487687.96 0.0105 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 0.0214 10991895.86 10991895.86 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 0.0214 35977004.28 35977004.28 0.0003 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 0.0221 201675325.40 201675325.40 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.24% to 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 148700042.14 148700042.14 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.25% to 2.29% 912828W30 254900HROIFWPRGM1V77 US912828W309 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0238 164316797.70 164316797.70 0.0012 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 0.0236 226064671.31 226064671.31 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.35% 912828V56 254900HROIFWPRGM1V77 US912828V566 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0230 194428689.00 194428689.00 0.0014 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 0.0240 548367187.50 548367187.50 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.31% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-11-01 2020-01-31 2020-01-31 N N N 0.0231 1693136523.52 1693136523.52 0.0124 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.35% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2018-11-01 2020-04-30 2020-04-30 N N N 0.0233 107027795.39 107027795.39 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.36% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-11-01 2019-10-31 2019-10-31 N N N 0.0228 664525927.84 664525927.84 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.37% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-11-01 2019-07-31 2019-07-31 N N N 0.0227 555714249.02 555714249.02 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.38% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-11-01 2019-04-30 2019-04-30 N N N 0.0226 1198750954.32 1198750954.32 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-11-01 2019-01-31 2019-01-31 N N N 0.0223 304161496.96 304161496.96 0.0022 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHI454000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-11-07 2018-11-07 2018-11-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 115000000.00 115000000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.29% 5493006GGLR4BTEL8O61 DHH910000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-11-07 2018-11-07 2018-11-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0227 231793750.00 231793750.00 0.0017 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 2018-11-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer