0000278001-18-000027.txt : 20181207 0000278001-18-000027.hdr.sgml : 20181207 20181207103534 ACCESSION NUMBER: 0000278001-18-000027 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20181130 FILED AS OF DATE: 20181207 DATE AS OF CHANGE: 20181207 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: 181222406 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 2018-11-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 30 64 40050694596.80 43421089333.38 38846033399.70 43180989917.48 43135912637.45 84108915934.42 87748851414.11 90791176566.17 91025647762.64 92267904179.66 0.2900 0.3100 0.2800 0.3100 0.3000 0.6100 0.6400 0.6600 0.6600 0.6500 1968312.61 140265843420.92 140267906297.98 2580641077.90 5061397493.05 137789118195.44 137750178055.14 1.0000 0.0229 1.0002 1.0002 1.0002 1.0002 1.0002 C000019553 1.00 137789118195.44 137750178055.14 1.0002 1.0002 1.0002 1.0002 1.0002 14315275707.67 11852929215.48 10153670718.77 11545182804.11 10043488014.54 10457718350.78 9269477229.08 7775328088.63 10923863694.19 8818297109.32 46706145008.29 43366543805.28 0.0190 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 0.0239 220635350.00 220635350.00 0.0016 N N N N Fannie Mae Fannie Mae, 2.28% 3135G0U50 B1V7KEBTPIMZEU4LTD58 US3135G0U508 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2019-04-30 2019-04-30 N N N 0.0233 339921558.60 339921558.60 0.0025 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 0.0234 25916878.00 25916878.00 0.0002 N N N N Fannie Mae Fannie Mae, 2.31% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2019-10-30 2019-10-30 N N N 0.0236 161919315.90 161919315.90 0.0012 N N N N Fannie Mae Fannie Mae, 2.32% 3136G4TF0 B1V7KEBTPIMZEU4LTD58 US3136G4TF09 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2019-01-30 2019-01-30 N N N 0.0235 521962295.94 521962295.94 0.0038 N N N N Fannie Mae Fannie Mae, 2.34% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2020-04-30 2020-04-30 N N N 0.0233 116013606.80 116013606.80 0.0008 N N N N Fannie Mae Fannie Mae, 2.36% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2019-07-30 2019-07-30 N N N 0.0234 266535388.54 266535388.54 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.73% 313313S82 US313313S826 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2018-12-12 2018-12-12 N N N 0.0173 9994320.00 9994320.00 0.0001 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.22% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2018-12-06 2019-05-06 2019-05-06 N N N 0.0222 105997795.20 105997795.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 35000000.00 35000000.00 0.0003 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.92% 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 0.0092 649918100.00 649918100.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 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 0.0178 117925542.00 117925542.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 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 0.0182 183872304.00 183872304.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 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 0.0190 404642385.00 404642385.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 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 0.0193 725313204.00 725313204.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 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 0.0195 183814344.00 183814344.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 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 0.0196 1390707561.60 1390707561.60 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 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 0.0198 1813739067.00 1813739067.00 0.0132 N N Y 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 0.0213 179987331.60 179987331.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 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 0.0202 200928617.82 200928617.82 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 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 0.0204 1926202950.00 1926202950.00 0.0140 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 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 0.0205 474281325.00 474281325.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 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 0.0206 986442912.00 986442912.00 0.0072 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AEK66 2549001DPIFGXC1TOL40 US3130AEK669 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2018-12-28 2018-12-28 N N N 0.0216 369963950.90 369963950.90 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 0.0218 180978859.20 180978859.20 0.0013 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 0.0218 183978508.80 183978508.80 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 0.0218 184978392.00 184978392.00 0.0013 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 0.0218 184977683.45 184977683.45 0.0013 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 0.0218 186479097.08 186479097.08 0.0014 N N N 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 0.0218 372461438.80 372461438.80 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AEHF0 2549001DPIFGXC1TOL40 US3130AEHF05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0217 453992822.26 453992822.26 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-03-01 2019-03-01 N N N 0.0219 554951565.15 554951565.15 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-03-01 2019-03-01 N N N 0.0219 178986582.16 178986582.16 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-03-01 2019-03-01 N N N 0.0219 178986582.16 178986582.16 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-17 2019-03-15 2019-03-15 N N N 0.0220 106989020.73 106989020.73 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADFF4 2549001DPIFGXC1TOL40 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-19 2019-01-18 2019-01-18 N N N 0.0218 187992730.04 187992730.04 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-03-01 2019-03-01 N N N 0.0219 152990416.08 152990416.08 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-04-01 2019-04-01 N N N 0.0223 454916543.90 454916543.90 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-03-01 2019-03-01 N N N 0.0219 107993234.88 107993234.88 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-02 2019-08-02 2019-08-02 N N N 0.0228 273827963.62 273827963.62 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-02 2019-08-02 2019-08-02 N N N 0.0228 186882588.31 186882588.31 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2019-05-01 2019-05-01 N N N 0.0223 272939271.15 272939271.15 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEDM9 2549001DPIFGXC1TOL40 US3130AEDM91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0216 35999975.16 35999975.16 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEF96 2549001DPIFGXC1TOL40 US3130AEF966 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0217 719998480.80 719998480.80 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-14 2019-02-14 2019-02-14 N N N 0.0220 185988414.06 185988414.06 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-14 2019-02-14 2019-02-14 N N N 0.0220 185988414.06 185988414.06 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AD7M8 2549001DPIFGXC1TOL40 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0217 188999036.10 188999036.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEHG8 2549001DPIFGXC1TOL40 US3130AEHG87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2018-12-24 2018-12-24 N N N 0.0218 1000981941.96 1000981941.96 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-02-25 2019-02-25 N N N 0.0221 145986537.34 145986537.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-02-01 2019-02-01 N N N 0.0218 162996834.54 162996834.54 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-02 2019-04-02 2019-04-02 N N N 0.0223 181966260.84 181966260.84 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2019-08-01 2019-08-01 N N N 0.0227 36981737.54 36981737.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADA36 2549001DPIFGXC1TOL40 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2019-01-03 2019-01-03 N N N 0.0218 188998355.70 188998355.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-04 2019-03-04 2019-03-04 N N N 0.0221 251980444.80 251980444.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-04 2019-02-04 2019-02-04 N N N 0.0220 363986248.08 363986248.08 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-04 2019-03-04 2019-03-04 N N N 0.0221 179988298.20 179988298.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-06 2019-02-06 2019-02-06 N N N 0.0220 95994960.00 95994960.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2019-03-12 2019-03-12 N N N 0.0221 355964093.84 355964093.84 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2019-02-12 2019-02-12 N N N 0.0220 185988882.78 185988882.78 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADZF2 2549001DPIFGXC1TOL40 US3130ADZF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-14 2019-01-14 2019-01-14 N N N 0.0219 276996279.89 276996279.89 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-14 2019-06-14 2019-06-14 N N N 0.0226 88970000.77 88970000.77 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-15 2019-03-15 2019-03-15 N N N 0.0220 269979706.80 269979706.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AD5C2 2549001DPIFGXC1TOL40 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-18 2018-12-18 2018-12-18 N N N 0.0217 118999689.41 118999689.41 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AD5T5 2549001DPIFGXC1TOL40 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-18 2018-12-18 2018-12-18 N N N 0.0217 74999804.25 74999804.25 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ACNP5 2549001DPIFGXC1TOL40 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-20 2019-01-18 2019-01-18 N N N 0.0218 189996296.90 189996296.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AED98 2549001DPIFGXC1TOL40 US3130AED987 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2019-01-24 2019-01-24 N N N 0.0220 89996697.90 89996697.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADFE7 2549001DPIFGXC1TOL40 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-01-25 2019-01-25 N N N 0.0220 280987138.63 280987138.63 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADFC1 2549001DPIFGXC1TOL40 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-01-25 2019-01-25 N N N 0.0220 187991395.24 187991395.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-03-25 2019-03-25 N N N 0.0224 362928165.93 362928165.93 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-01-25 2019-01-25 N N N 0.0220 375982790.48 375982790.48 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ACKZ6 2549001DPIFGXC1TOL40 US3130ACKZ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-04 2019-01-04 2019-01-04 N N N 0.0223 5999738.28 5999738.28 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2019-02-11 2019-02-11 N N N 0.0220 182992738.56 182992738.56 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AD3R1 2549001DPIFGXC1TOL40 US3130AD3R16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-14 2018-12-14 2018-12-14 N N N 0.0218 182999690.73 182999690.73 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ABNF9 2549001DPIFGXC1TOL40 US3130ABNF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0219 42999739.85 42999739.85 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ABN69 2549001DPIFGXC1TOL40 US3130ABN693 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0217 72000299.52 72000299.52 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-21 2019-08-21 2019-08-21 N N N 0.0227 359820907.20 359820907.20 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-22 2019-02-22 2019-02-22 N N N 0.0224 184566841.34 184566841.34 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2019-05-24 2019-05-24 N N N 0.0226 183950813.12 183950813.12 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADZL9 2549001DPIFGXC1TOL40 US3130ADZL97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2019-01-24 2019-01-24 N N N 0.0220 109996740.70 109996740.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADRN4 2549001DPIFGXC1TOL40 US3130ADRN46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2018-12-24 2018-12-24 N N N 0.0218 458998402.68 458998402.68 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-02-25 2019-02-25 N N N 0.0221 72995784.25 72995784.25 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-02-25 2019-02-25 N N N 0.0221 180989547.25 180989547.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-04-26 2019-04-26 N N N 0.0225 182961253.41 182961253.41 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-04-26 2019-04-26 N N N 0.0225 512891382.51 512891382.51 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-02-26 2019-02-26 N N N 0.0221 92994605.07 92994605.07 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2019-02-28 2019-02-28 N N N 0.0223 291972216.20 291972216.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADJK9 2549001DPIFGXC1TOL40 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2019-01-28 2019-01-28 N N N 0.0222 185989485.42 185989485.42 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 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 0.0220 1217600260.00 1217600260.00 0.0088 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 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 0.0220 997968000.00 997968000.00 0.0072 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-02 2020-01-02 2020-01-02 N N N 0.0230 45958339.64 45958339.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ADSP8 2549001DPIFGXC1TOL40 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0218 273999994.52 273999994.52 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ACZV9 2549001DPIFGXC1TOL40 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2018-12-11 2018-12-11 N N N 0.0219 190000190.00 190000190.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AD4P4 2549001DPIFGXC1TOL40 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2019-01-11 2019-01-11 N N N 0.0219 149999785.50 149999785.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ACZU1 2549001DPIFGXC1TOL40 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2018-12-11 2018-12-11 N N N 0.0219 382000382.00 382000382.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ACZX5 2549001DPIFGXC1TOL40 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2018-12-11 2018-12-11 N N N 0.0219 382000382.00 382000382.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-17 2019-05-17 2019-05-17 N N N 0.0224 36994824.07 36994824.07 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2019-05-24 2019-05-24 N N N 0.0226 92979528.84 92979528.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ACZW7 2549001DPIFGXC1TOL40 US3130ACZW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2019-01-24 2019-01-24 N N N 0.0220 30999738.67 30999738.67 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AE5U0 2549001DPIFGXC1TOL40 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-01-25 2019-01-25 N N N 0.0220 90998507.60 90998507.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AE5Y2 2549001DPIFGXC1TOL40 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-01-25 2019-01-25 N N N 0.0220 90998507.60 90998507.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-07-26 2019-07-26 N N N 0.0228 228389940.69 228389940.69 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AE5S5 2549001DPIFGXC1TOL40 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-01-25 2019-01-25 N N N 0.0220 273995506.40 273995506.40 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-05-24 2019-05-24 N N N 0.0226 464897644.20 464897644.20 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-07-26 2019-07-26 N N N 0.0228 107947980.72 107947980.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-07-26 2019-07-26 N N N 0.0228 182911856.22 182911856.22 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 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 0.0221 1099688004.00 1099688004.00 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-03-01 2019-03-01 N N N 0.0220 20000831.20 20000831.20 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-02 2020-01-02 2020-01-02 N N N 0.0229 37971400.06 37971400.06 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-02 2020-01-02 2020-01-02 N N N 0.0229 55957852.72 55957852.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-02 2020-01-02 2020-01-02 N N N 0.0229 181863021.34 181863021.34 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-02 2020-01-02 2020-01-02 N N N 0.0229 46964626.39 46964626.39 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-05 2019-07-05 2019-07-05 N N N 0.0223 181984266.10 181984266.10 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-20 2019-03-20 2019-03-20 N N N 0.0220 16000313.12 16000313.12 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ABNL6 2549001DPIFGXC1TOL40 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0221 48999622.21 48999622.21 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ACX25 2549001DPIFGXC1TOL40 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-27 2019-01-11 2019-01-11 N N N 0.0222 25999322.70 25999322.70 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AEDJ6 2549001DPIFGXC1TOL40 US3130AEDJ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-29 2019-01-29 2019-01-29 N N N 0.0223 89996209.20 89996209.20 0.0007 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 357929334.38 357929334.38 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-04 2019-02-04 2019-02-04 N N N 0.0223 195496422.35 195496422.35 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-09 2019-04-09 2019-04-09 N N N 0.0224 165984414.26 165984414.26 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-10 2019-07-10 2019-07-10 N N N 0.0224 93994163.54 93994163.54 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-10 2019-07-10 2019-07-10 N N N 0.0224 281982490.62 281982490.62 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2019-07-11 2019-07-11 N N N 0.0224 93994068.60 93994068.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2019-07-11 2019-07-11 N N N 0.0224 93994068.60 93994068.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-13 2019-03-13 2019-03-13 N N N 0.0225 33996886.28 33996886.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ACB45 2549001DPIFGXC1TOL40 US3130ACB456 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-19 2019-02-19 2019-02-19 N N N 0.0224 47997929.28 47997929.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-19 2019-07-19 2019-07-19 N N N 0.0226 179966295.00 179966295.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-04-25 2019-04-25 N N N 0.0225 73991672.04 73991672.04 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-04-25 2019-04-25 N N N 0.0225 36995836.02 36995836.02 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ADZH8 2549001DPIFGXC1TOL40 US3130ADZH85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-30 2019-01-30 2019-01-30 N N N 0.0223 276992532.08 276992532.08 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 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 0.0223 180572840.00 180572840.00 0.0013 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 2018-12-01 2019-08-01 2019-08-01 N N N 0.0227 357929334.38 357929334.38 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130ACDY7 2549001DPIFGXC1TOL40 US3130ACDY73 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-06 2019-03-06 2019-03-06 N N N 0.0226 12998864.32 12998864.32 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-08 2019-02-08 2019-02-08 N N N 0.0220 48001707.36 48001707.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2019-07-11 2019-07-11 N N N 0.0223 51013090.70 51013090.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2019-02-11 2019-02-11 N N N 0.0221 38001354.32 38001354.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-11 2019-02-11 2019-02-11 N N N 0.0222 40000614.80 40000614.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AC6Y5 2549001DPIFGXC1TOL40 US3130AC6Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-15 2019-02-15 2019-02-15 N N N 0.0224 104995492.35 104995492.35 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130ACA53 2549001DPIFGXC1TOL40 US3130ACA532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-15 2019-02-15 2019-02-15 N N N 0.0224 53997681.78 53997681.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-15 2019-07-15 2019-07-15 N N N 0.0227 269950328.10 269950328.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-22 2019-10-22 2019-10-22 N N N 0.0227 359889465.60 359889465.60 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-23 2019-07-23 2019-07-23 N N N 0.0226 179965711.80 179965711.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-27 2019-08-27 2019-08-27 N N N 0.0229 34987277.15 34987277.15 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AE5W6 2549001DPIFGXC1TOL40 US3130AE5W64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-30 2019-01-30 2019-01-30 N N N 0.0223 90998277.37 90998277.37 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AE7H7 2549001DPIFGXC1TOL40 US3130AE7H79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-30 2019-01-30 2019-01-30 N N N 0.0223 181996554.74 181996554.74 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AE7J3 2549001DPIFGXC1TOL40 US3130AE7J36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-30 2019-01-30 2019-01-30 N N N 0.0223 272994832.11 272994832.11 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AE7K0 2549001DPIFGXC1TOL40 US3130AE7K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-31 2019-01-30 2019-01-30 N N N 0.0223 109997917.70 109997917.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 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 0.0224 361346242.15 361346242.15 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-07 2020-02-07 2020-02-07 N N N 0.0230 323787575.88 323787575.88 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-10 2020-02-10 2020-02-10 N N N 0.0230 89940049.20 89940049.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-13 2019-08-13 2019-08-13 N N N 0.0229 88978525.19 88978525.19 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-13 2019-08-13 2019-08-13 N N N 0.0229 177957050.38 177957050.38 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-13 2019-08-13 2019-08-13 N N N 0.0229 88978525.19 88978525.19 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-16 2019-08-16 2019-08-16 N N N 0.0228 177956350.84 177956350.84 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-17 2019-12-17 2019-12-17 N N N 0.0228 35987904.36 35987904.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-17 2019-12-17 2019-12-17 N N N 0.0228 179939521.80 179939521.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-17 2020-01-17 2020-01-17 N N N 0.0229 71973728.64 71973728.64 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-18 2019-12-18 2019-12-18 N N N 0.0228 71975616.48 71975616.48 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-25 2019-07-25 2019-07-25 N N N 0.0227 539896325.40 539896325.40 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-04-26 2019-04-26 N N N 0.0227 715914917.72 715914917.72 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2019-04-26 2019-04-26 N N N 0.0227 142983007.31 142983007.31 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 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 0.0225 115623592.56 115623592.56 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130ACD27 2549001DPIFGXC1TOL40 US3130ACD270 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2019-02-28 2019-02-28 N N N 0.0224 44001351.24 44001351.24 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130ACD35 2549001DPIFGXC1TOL40 US3130ACD353 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2019-02-28 2019-02-28 N N N 0.0228 36996959.71 36996959.71 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130ACDA9 2549001DPIFGXC1TOL40 US3130ACDA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2019-02-28 2019-02-28 N N N 0.0224 14000480.34 14000480.34 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 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 0.0226 477681313.00 477681313.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 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 0.0226 131619312.00 131619312.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AANP9 2549001DPIFGXC1TOL40 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-23 2019-01-23 2019-01-23 N N N 0.0219 220019892.40 220019892.40 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 0.0232 43789837.80 43789837.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-16 2019-09-16 2019-09-16 N N N 0.0230 351917589.76 351917589.76 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-27 2019-09-27 2019-09-27 N N N 0.0231 175957291.84 175957291.84 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2019-08-28 2019-08-28 N N N 0.0230 175961454.24 175961454.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2019-08-28 2019-08-28 N N N 0.0230 87980727.12 87980727.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2019-08-28 2019-08-28 N N N 0.0230 87980727.12 87980727.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 358819920.00 358819920.00 0.0026 N N Y 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 0.0231 360912277.00 360912277.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2020-01-03 2020-01-03 N N N 0.0232 353886181.92 353886181.92 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-10-02 2019-10-02 N N N 0.0232 175956376.64 175956376.64 0.0013 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 0.0224 268011893.84 268011893.84 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 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 0.0230 358678440.00 358678440.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 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 0.0230 323785475.00 323785475.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 313384BF5 2549001DPIFGXC1TOL40 US313384BF54 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0230 53794692.00 53794692.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 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 0.0230 179303760.00 179303760.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2019-11-15 2019-11-15 N N N 0.0238 378745876.71 378745876.71 0.0027 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 0.0226 535026001.00 535026001.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEQT0 2549001DPIFGXC1TOL40 US3130AEQT08 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0238 133978025.34 133978025.34 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 431160183.00 431160183.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AEQW3 2549001DPIFGXC1TOL40 US3130AEQW37 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0240 133977182.48 133977182.48 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AER28 2549001DPIFGXC1TOL40 US3130AER284 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0240 79986377.60 79986377.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 287330736.00 287330736.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 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 0.0235 645160464.00 645160464.00 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 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 0.0235 250879104.00 250879104.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 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 0.0235 323489725.00 323489725.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 323467950.00 323467950.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 143302176.00 143302176.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0236 696560900.00 696560900.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 393949512.00 393949512.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 1045487505.00 1045487505.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384CJ6 2549001DPIFGXC1TOL40 US313384CJ67 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0237 542918922.00 542918922.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384CK3 2549001DPIFGXC1TOL40 US313384CK31 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-02-27 2019-02-27 N N N 0.0237 461351024.00 461351024.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 336917523.00 336917523.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 1001740320.00 1001740320.00 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 206596000.00 206596000.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 75481832.00 75481832.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 523371605.00 523371605.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 445756873.00 445756873.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 460617440.00 460617440.00 0.0033 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 0.0237 33633862.47 33633862.47 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 414924356.00 414924356.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DP1 2549001DPIFGXC1TOL40 US313384DP19 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0240 439591115.00 439591115.00 0.0032 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 0.0242 545876604.00 545876604.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384EC9 2549001DPIFGXC1TOL40 US313384EC96 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0245 246839178.00 246839178.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 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 0.0246 177201945.00 177201945.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFHD2 2549001DPIFGXC1TOL40 US3130AFHD22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-06-06 2019-06-06 N N N 0.0251 175972896.00 175972896.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFJ57 2549001DPIFGXC1TOL40 US3130AFJ577 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2019-05-28 2019-05-28 N N N 0.0252 107984070.00 107984070.00 0.0008 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 0.0248 306003366.00 306003366.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFDK0 2549001DPIFGXC1TOL40 US3130AFDK01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0251 89995860.00 89995860.00 0.0007 N N N N Freddie Mac Freddie Mac, 2.28% 3134GSXX8 S6XOOCT0IEG5ABCC6L87 US3134GSXX80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0229 46995723.00 46995723.00 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 0.0229 313982102.00 313982102.00 0.0023 N N N N Freddie Mac Freddie Mac, 2.39% 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 0.0239 124097125.00 124097125.00 0.0009 N N N N BMO Harris Bank NA BMO Harris Bank NA, 2.22% 3Y4U8VZURTYWI1W2K376 DHI900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-30 2043-08-15 1.625 - 3.625 162065000.00 169961209.66 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0222 165000000.00 165000000.00 0.0012 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.22% 3Y4U8VZURTYWI1W2K376 DHJ652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-31 2019-09-30 1 - 1.625 171370000.00 170361744.61 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0220 166000000.00 166000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.22% 3Y4U8VZURTYWI1W2K376 DIA889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2024-01-31 2.25 - 2.25 172515000.00 168545505.62 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 164000000.00 164000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.34% 3Y4U8VZURTYWI1W2K376 DID829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-30 2020-09-30 2 - 2 152625000.00 150894865.65 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 147000000.00 147000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.34% 3Y4U8VZURTYWI1W2K376 DID095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2023-01-31 2.375 - 3.625 169625000.00 168343637.50 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 164000000.00 164000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.34% 3Y4U8VZURTYWI1W2K376 DID094000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-20 2019-02-20 2.75 - 2.75 166650000.00 168061230.53 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 164000000.00 164000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.36% 3Y4U8VZURTYWI1W2K376 DIE045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 2.25 - 2.25 168985000.00 167460575.57 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 163000000.00 163000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.36% 3Y4U8VZURTYWI1W2K376 DHJ806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2023-12-31 2.125 - 2.75 344100000.00 340997992.48 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 333000000.00 333000000.00 0.0024 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.37% 3Y4U8VZURTYWI1W2K376 DIA349000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2019-08-15 3.625 - 3.625 331900000.00 337628222.80 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 330000000.00 330000000.00 0.0024 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 DID743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2027-05-15 2.125 - 2.375 87170000.00 83245571.16 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 81000000.00 81000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 DIE047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-20 2019-02-20 2.75 - 2.75 165530000.00 166931746.11 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 162900000.00 162900000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.15% R0MUWSFPU8MPRO8K5P83 DFI675000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2047-08-15 1.625 - 8 348720300.00 339394417.86 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 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 2018-12-31 2046-11-15 0 - 7.5 686947000.00 679889292.10 U.S. Treasuries (including strips) Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0213 661900000.00 661900000.00 0.0048 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.16% R0MUWSFPU8MPRO8K5P83 DFJ570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-08-15 2 - 2.875 185649200.00 170350591.87 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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, 2.17% 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 2047-08-15 0 - 7.5 691056700.00 678618170.99 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 661000000.00 661000000.00 0.0048 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 2018-12-06 2045-02-15 0 - 7.875 174288800.00 171137988.86 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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, 2.19% R0MUWSFPU8MPRO8K5P83 DGC452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2045-02-15 0 - 8 384005600.00 381194356.89 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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, 2.21% R0MUWSFPU8MPRO8K5P83 DGI348000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-02-15 1.125 - 8 565377400.00 544794259.91 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0221 532000000.00 532000000.00 0.0039 N Y 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 2019-04-04 2045-11-15 0 - 8.125 348982600.00 342251312.83 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0219 333900000.00 333900000.00 0.0024 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 2019-05-23 2047-08-15 0 - 7.5 351285900.00 342336496.79 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0219 334000000.00 334000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DID538000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2045-02-15 1.375 - 4.625 139127400.00 133776656.57 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 131000000.00 131000000.00 0.0010 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 2019-01-03 2043-05-15 0 - 7.5 335410000.00 338061420.75 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 DIF426000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-14 2047-08-15 0 - 6 288854600.00 283804866.78 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 278000000.00 278000000.00 0.0020 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 2019-01-03 2047-08-15 0 - 8.125 508905700.00 507045830.15 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 DIE407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2045-02-15 0 - 8 133840700.00 133764951.63 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 131000000.00 131000000.00 0.0010 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 2019-04-04 2047-08-15 0 - 7.5 511475300.00 504542283.50 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 DID101000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2046-05-15 1.25 - 6.75 199787300.00 200167240.35 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 196000000.00 196000000.00 0.0014 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 2019-01-03 2047-02-15 0 - 6.75 258033800.00 251333583.11 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 BNP Paribas, SA BNP Paribas, SA, 2.37% R0MUWSFPU8MPRO8K5P83 DIG368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2047-08-15 1.5 - 4.75 132481500.00 132780250.12 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 130000000.00 130000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.38% R0MUWSFPU8MPRO8K5P83 DIG776000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2048-02-15 0 - 7.5 341205600.00 331013285.59 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 324000000.00 324000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 DIH070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2047-02-15 0 - 8.125 482804900.00 477700533.98 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 468000000.00 468000000.00 0.0034 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.31% 2IGI19DL77OX0HC3ZE78 DIB095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-15 2048-02-15 1.75 - 3.625 173204000.00 168292351.88 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 164000000.00 164000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.36% 2IGI19DL77OX0HC3ZE78 DIG033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-02-15 1.375 - 3.625 298010400.00 298945724.35 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 291000000.00 291000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.24% 549300IMBXQ8SGH3HJ31 DIH370000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2044-11-15 1.125 - 3.75 393362100.00 390814182.04 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0231 382996016.80 382996016.80 0.0028 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.26% 549300IMBXQ8SGH3HJ31 DIH839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2046-02-15 1.25 - 3 403998700.00 390676944.77 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0233 382795253.28 382795253.28 0.0028 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.31% 549300IMBXQ8SGH3HJ31 DII924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2046-05-15 1 - 3.625 2098391200.00 2028214160.94 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0231 1986000000.00 1986000000.00 0.0144 N Y Y N Credit AG Credit AG, 2.22% 1VUV7VQFKUOQSJ21A208 DIH827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2024-03-31 2.125 - 2.375 282978800.00 277525584.84 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0221 271999347.20 271999347.20 0.0020 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.30% 7LTWFZYICNSX8D621K86 DII931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-08-15 0.75 - 8.875 715078600.00 687573528.73 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 672000000.00 672000000.00 0.0049 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.24% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2041-08-15 1.625 - 3.75 387654500.00 389230967.31 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0229 380696764.05 380696764.05 0.0028 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.24% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-26 2048-11-15 0 - 8.75 1008602200.00 1011069398.68 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0230 989988021.00 989988021.00 0.0072 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.28% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2024-12-31 0 - 2.375 515119000.00 506016214.60 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0226 496000000.00 496000000.00 0.0036 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.29% 549300H47WTHXPU08X20 DII922000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2025-01-31 0.125 - 3.625 2936202000.00 2956980042.94 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 2899000000.00 2899000000.00 0.0210 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.30% 549300H47WTHXPU08X20 DII873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2023-04-30 1.5 - 3.625 1650962400.00 1659540086.92 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 1627000000.00 1627000000.00 0.0118 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.23% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-05-15 1.125 - 3.625 101530700.00 99288204.88 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0230 96998981.50 96998981.50 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.29% 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 125300000.00 117302841.18 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 115000000.00 115000000.00 0.0008 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.28% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-11-15 2.875 - 3.125 430475100.00 430521861.11 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0228 422000000.00 422000000.00 0.0031 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.28% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-28 2026-08-15 1.5 - 2.75 83553300.00 79575153.47 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0228 78000000.00 78000000.00 0.0006 N Y Y N 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 2020-11-15 2026-02-15 1.875 - 8 348735300.00 339182747.84 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0220 330997947.80 330997947.80 0.0024 N N Y N 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 2020-11-15 2026-02-15 2 - 6 272938200.00 271455657.16 U.S. Treasuries (including strips) Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0221 264950397.43 264950397.43 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 345814500.00 339907225.54 U.S. Treasuries (including strips) Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0223 332000033.20 332000033.20 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 2026-02-15 1.625 - 6 260946700.00 251814868.76 U.S. Treasuries (including strips) Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0235 245985313.80 245985313.80 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 2020-11-15 1 - 2.625 169492000.00 166589906.03 U.S. Treasuries (including strips) Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0235 163000000.00 163000000.00 0.0012 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.39% H7FNTJ4851HG0EXQ1Z70 DID268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2020-09-15 1.375 - 1.375 84617400.00 82759450.70 U.S. Treasuries (including strips) Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0240 80996622.30 80996622.30 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.40% H7FNTJ4851HG0EXQ1Z70 DIG309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2020-11-15 1.375 - 2.625 185711700.00 181634285.07 U.S. Treasuries (including strips) Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0239 177997970.80 177997970.80 0.0013 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.29% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-05-15 2026-08-15 0.875 - 3.375 2203655000.00 2147845134.93 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 2106000000.00 2106000000.00 0.0153 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.23% 549300Y1PMK3RWXMWR72 DIG980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2024-12-31 1.25 - 2.5 384590500.00 378584111.02 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0221 370999888.70 370999888.70 0.0027 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.23% 549300Y1PMK3RWXMWR72 DIH900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2023-06-30 1.25 - 2.625 151867400.00 152027164.04 U.S. Treasuries (including strips) Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 6 N N/A N/A Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0221 149000000.00 149000000.00 0.0011 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.24% 549300Y1PMK3RWXMWR72 DIH898000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2026-08-15 1.125 - 2.625 160623200.00 152027328.34 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0222 148999970.20 148999970.20 0.0011 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.25% 549300Y1PMK3RWXMWR72 DII386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2025-03-31 1.25 - 2.625 255850300.00 253023250.36 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 7 N N/A N/A Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0223 248000000.00 248000000.00 0.0018 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.26% 549300Y1PMK3RWXMWR72 DII960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2028-02-15 1.25 - 2.875 177645000.00 177514013.71 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-10 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 7 N N/A N/A Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0224 174000000.00 174000000.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.29% 549300Y1PMK3RWXMWR72 DII961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.125 - 3 472974700.00 465208761.79 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0229 456000000.00 456000000.00 0.0033 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DIG284000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2046-08-15 1.75 - 3.125 238265000.00 230713004.99 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0219 226000000.00 226000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DIH065000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2023-02-15 2 - 3.125 125862000.00 125442924.67 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0219 123000000.00 123000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DIE286000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2025-09-30 1.75 - 3 105662000.00 105102540.92 U.S. Treasuries (including strips) Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0219 103000000.00 103000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DIG282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-31 2025-06-30 1.625 - 2.75 58875000.00 58108063.43 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 56900000.00 56900000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DIG769000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2027-05-15 1.625 - 2.625 137890000.00 131635446.10 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 129000000.00 129000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DIH457000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2025-06-30 1.75 - 2.875 86250000.00 85665328.07 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 84000000.00 84000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DIF860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2026-02-15 1.125 - 2.625 181242000.00 174499561.19 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0220 171000000.00 171000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DIE841000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2020-08-31 1.5 - 2.625 74483000.00 74408356.12 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0220 72900000.00 72900000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DIH454000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2022-07-31 1.125 - 2.625 87240000.00 85604676.71 U.S. Treasuries (including strips) Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0220 83900000.00 83900000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DIF446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2024-03-31 1.375 - 2.5 90826000.00 87752622.16 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 86000000.00 86000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DIH958000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2026-11-15 1.125 - 2 104870000.00 99968096.42 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 98000000.00 98000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DIC218000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2027-08-15 1.625 - 2.625 97180000.00 91870988.99 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 90000000.00 90000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DIH961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-15 2028-02-15 1.5 - 3 100945000.00 99852642.54 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 97900000.00 97900000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DIC220000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2047-02-15 1.5 - 3 121504000.00 119718261.39 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 117000000.00 117000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DIE287000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2028-02-15 1.375 - 2.75 52415000.00 49898382.19 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 48900000.00 48900000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.22% U7M81AY481YLIOR75625 DID166000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2027-08-15 1.375 - 2.25 86710000.00 82682328.48 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 81000000.00 81000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.23% U7M81AY481YLIOR75625 DIF447000 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 328120000.00 329547739.64 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0221 323000000.00 323000000.00 0.0023 N N Y N Natixis SA Natixis SA, 2.22% KX1WK48MPD4Y2NCUIZ63 DHI745000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2047-11-15 0 - 6.625 344567000.00 336413668.85 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0222 329000000.00 329000000.00 0.0024 N Y Y N Natixis SA Natixis SA, 2.22% KX1WK48MPD4Y2NCUIZ63 DID791000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2046-05-15 0 - 6.625 1354580500.00 1330756559.50 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 1303000000.00 1303000000.00 0.0095 N N Y N Natixis SA Natixis SA, 2.26% KX1WK48MPD4Y2NCUIZ63 DIH045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2048-02-15 0 - 6.625 331448900.00 329604873.44 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-26 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 323000000.00 323000000.00 0.0023 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 DII033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2046-05-15 1.625 - 7.875 168126400.00 165297379.77 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-28 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 162000000.00 162000000.00 0.0012 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.21% OXTKY6Q8X53C9ILVV871 DIH339000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2048-11-15 0 - 8.125 2392232300.00 2467828323.21 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0229 2416971962.80 2416971962.80 0.0175 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.22% OXTKY6Q8X53C9ILVV871 DIH884000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2044-11-15 0 - 7.625 87699200.00 85919272.46 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0229 83998908.00 83998908.00 0.0006 N N Y N 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 2020-02-15 2026-11-15 2 - 3.625 177660000.00 167830321.82 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0224 163999868.80 163999868.80 0.0012 N N Y N 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 92925000.00 83906760.64 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 92920000.00 83902245.89 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 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 94115000.00 84981272.83 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, 2.30% 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 2020-02-15 3.625 - 3.625 165415000.00 168774585.98 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, 2.39% 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 149530000.00 135018325.74 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 179095000.00 166685275.77 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 Norinchukin Bank Norinchukin Bank, 2.48% 5493007VSMFZCPV1NB83 DID768000 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 91605000.00 82714864.77 U.S. Treasuries (including strips) Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0247 80999165.70 80999165.70 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 DIF408000 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 177680000.00 165368322.95 U.S. Treasuries (including strips) Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0248 161998396.20 161998396.20 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.51% 5493007VSMFZCPV1NB83 DIH945000 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 243960000.00 248914838.40 U.S. Treasuries (including strips) Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0249 243999682.80 243999682.80 0.0018 N N N Y 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 2020-02-15 2046-08-15 1.25 - 3.625 103730700.00 101245830.59 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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, 2.31% 549300QJJX6CVVUXLE15 DHF177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2046-08-15 1.25 - 3 172675400.00 167720470.81 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 DHF175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2047-11-15 1.375 - 2.75 175541600.00 167720139.72 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 DHE039000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2047-11-15 0 - 3 170271200.00 168795760.96 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 DHF131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-11-15 1.25 - 3.625 169924700.00 167731078.63 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 2019-01-03 2047-11-15 0 - 4.25 257700400.00 254351796.91 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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, 2.32% 549300QJJX6CVVUXLE15 DHG312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2047-11-15 1.25 - 3 85595500.00 83749155.85 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 2020-09-30 2046-08-15 1.5 - 3 168560600.00 166701787.77 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 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 Dominion Securities RBC Dominion Securities, 2.33% 549300QJJX6CVVUXLE15 DIC194000 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 - 4.25 170627200.00 167540244.80 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0231 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.36% 549300QJJX6CVVUXLE15 DIC193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2046-11-15 1.875 - 2.875 173624900.00 167543616.89 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.37% 549300QJJX6CVVUXLE15 DIG278000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 1.25 - 2.875 85885400.00 82685487.21 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 81000000.00 81000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DIC192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2047-11-15 1.25 - 5 171462900.00 167545959.78 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DID108000 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 - 4.25 171793000.00 167514885.95 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DID539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-11-15 1.25 - 2.875 173386200.00 167490425.02 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2047-11-15 1.625 - 2.875 172831000.00 167502602.09 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DIH067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2044-11-15 0 - 3 333834700.00 329591305.37 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 323000000.00 323000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID540000 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 339049300.00 333978988.26 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 327000000.00 327000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2047-11-15 1.25 - 3 172181200.00 167491040.91 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-20 2047-11-15 0 - 3.875 164112400.00 168130914.54 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2047-11-15 1.375 - 3 171888900.00 167502832.86 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 164000000.00 164000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 DIF409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2047-11-15 2 - 3.375 166144000.00 165394662.03 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 162000000.00 162000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 DII379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-18 2026-08-15 0 - 3.125 252894800.00 251888454.46 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 246900000.00 246900000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 DIE292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2046-08-15 1.5 - 3 171809000.00 166460655.53 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 163000000.00 163000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 DIE293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2047-11-15 1.25 - 4.625 166906500.00 166460902.28 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 163000000.00 163000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.31% ES7IP3U3RHIGC71XBU11 DIB909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-08-15 0.75 - 7.625 341023700.00 335117988.76 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2019-01-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0229 328000000.00 328000000.00 0.0024 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.22% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-11-15 2044-11-15 3 - 3 104536200.00 98916657.31 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0220 95999932.80 95999932.80 0.0007 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.23% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-11 2030-05-15 0 - 6.25 626533300.00 631575645.91 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0220 619000247.60 619000247.60 0.0045 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.29% 6PJDTY319315T5LR2241 DII904000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2025-07-31 2.625 - 2.875 283952000.00 285524857.27 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 280000000.00 280000000.00 0.0020 N Y Y N Societe Generale Societe Generale, 2.22% O2RNE8IBXP4R0TD8PU41 DIH822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-20 2047-08-15 0 - 8.875 206547900.00 204093972.80 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0222 199999240.00 199999240.00 0.0015 N N Y N Societe Generale Societe Generale, 2.24% O2RNE8IBXP4R0TD8PU41 DHI684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2047-11-15 0 - 8.125 401799900.00 391848640.94 U.S. Treasuries (including strips) Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0224 382000000.00 382000000.00 0.0028 N Y Y N Societe Generale Societe Generale, 2.26% O2RNE8IBXP4R0TD8PU41 DII932000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-13 2046-08-15 0 - 8.125 335320600.00 330549351.59 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0224 324000000.00 324000000.00 0.0024 N N Y N Societe Generale Societe Generale, 2.26% O2RNE8IBXP4R0TD8PU41 DII928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2046-08-15 0 - 8.875 342602600.00 337085065.15 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0224 330000000.00 330000000.00 0.0024 N N Y N Societe Generale Societe Generale, 2.33% O2RNE8IBXP4R0TD8PU41 DHJ686000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2046-08-15 0 - 8.125 183344800.00 182786401.24 U.S. Treasuries (including strips) Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0231 178000000.00 178000000.00 0.0013 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.29% 5493006GGLR4BTEL8O61 DIE813000 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 66290000.00 65084896.61 U.S. Treasuries (including strips) Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0226 63647500.00 63647500.00 0.0005 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.07% 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0107 480215395.16 480215395.16 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796UD9 254900HROIFWPRGM1V77 US912796UD96 U.S. Treasury Debt Y N/A N/A 2018-12-11 2018-12-11 2018-12-11 N N N 0.0159 22989036.59 22989036.59 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.84% 912796UE7 254900HROIFWPRGM1V77 US912796UE79 U.S. Treasury Debt Y N/A N/A 2018-12-18 2018-12-18 2018-12-18 N N N 0.0184 1258460452.48 1258460452.48 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0200 410095930.12 410095930.12 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796UF4 254900HROIFWPRGM1V77 US912796UF45 U.S. Treasury Debt Y N/A N/A 2018-12-26 2018-12-26 2018-12-26 N N N 0.0205 1366012747.44 1366012747.44 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.13% 912796UH0 254900HROIFWPRGM1V77 US912796UH01 U.S. Treasury Debt Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0213 1346965875.00 1346965875.00 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.19% 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0219 152065850.80 152065850.80 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796QU6 254900HROIFWPRGM1V77 US912796QU67 U.S. Treasury Debt Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0220 242664829.42 242664829.42 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.21% 912796UK3 254900HROIFWPRGM1V77 US912796UK30 U.S. Treasury Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0221 72768326.47 72768326.47 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0224 660509009.55 660509009.55 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.26% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0226 42818683.19 42818683.19 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.26% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0226 859372993.62 859372993.62 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0229 1209547217.96 1209547217.96 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0230 246720734.16 246720734.16 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0231 1813790156.50 1813790156.50 0.0132 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0231 1601676740.00 1601676740.00 0.0116 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0238 114066615.15 114066615.15 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.41% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0241 1186609285.89 1186609285.89 0.0086 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 828309727.96 828309727.96 0.0060 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.20% to 2.30% 912828U99 254900HROIFWPRGM1V77 US912828U998 U.S. Treasury Debt Y N/A N/A 2018-12-31 2018-12-31 2018-12-31 N N N 0.0213 516610512.88 516610512.88 0.0037 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 0.0228 148802026.68 148802026.68 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.25% to 2.36% 912828SH4 254900HROIFWPRGM1V77 US912828SH49 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0237 418635515.08 418635515.08 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.25% to 2.37% 912828W30 254900HROIFWPRGM1V77 US912828W309 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0236 244249464.55 244249464.55 0.0018 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 0.0226 194625022.80 194625022.80 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.36% 912828C24 254900HROIFWPRGM1V77 US912828C244 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0237 731534971.51 731534971.51 0.0053 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.29% to 2.30% 912828RY8 254900HROIFWPRGM1V77 US912828RY80 U.S. Treasury Debt Y N/A N/A 2018-12-31 2018-12-31 2018-12-31 N N N 0.0215 247836491.12 247836491.12 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.29% to 2.30% 912828A75 254900HROIFWPRGM1V77 US912828A750 U.S. Treasury Debt Y N/A N/A 2018-12-31 2018-12-31 2018-12-31 N N N 0.0216 300829856.74 300829856.74 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.38% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-12-03 2020-01-31 2020-01-31 N N N 0.0236 1693521020.75 1693521020.75 0.0123 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.38% 912828KD1 254900HROIFWPRGM1V77 US912828KD17 U.S. Treasury Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0238 79057000.08 79057000.08 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2018-12-03 2020-04-30 2020-04-30 N N N 0.0239 107039950.59 107039950.59 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-12-03 2019-10-31 2019-10-31 N N N 0.0236 664413492.72 664413492.72 0.0048 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% to 2.44% 912828C65 254900HROIFWPRGM1V77 US912828C657 U.S. Treasury Debt Y N/A N/A 2019-03-31 2019-03-31 2019-03-31 N N N 0.0252 219745687.50 219745687.50 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.44% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2018-12-03 2019-07-31 2019-07-31 N N N 0.0232 555753381.72 555753381.72 0.0040 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-12-03 2019-04-30 2019-04-30 N N N 0.0231 1198671011.78 1198671011.78 0.0087 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.52% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y N/A N/A 2018-12-03 2019-01-31 2019-01-31 N N N 0.0229 304108719.52 304108719.52 0.0022 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.3%, dated 11/30/2018 due 12/03/2018 B4TYDEB6GKMZO031MB27 DIJ106000_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 2044-09-20 3 - 5.25 10533404427.56 1892832264.24 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 1849959155.16 1849959155.16 0.0134 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.23% 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 2048-11-01 4.105 - 4.33 8451073.00 8732352.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.82 - 3.82 101340.00 102919.02 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-12-11 2020-12-11 2.297 - 2.297 2000.00 2002.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-23 2048-12-01 2.5 - 5 41658404.00 28846783.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-15 2068-10-20 3.5 - 5.5 89333634.00 46344759.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2048-12-01 0 - 6.5 102150757.00 25205831.78 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-20 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 107000000.00 107000000.00 0.0008 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.23% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2048-11-01 3.82 - 4.41 1349817.00 1394552.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2048-12-01 3 - 5 3882020.00 3148876.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-08-15 2068-10-20 2.5 - 7.5 218036794.00 172235712.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-07-01 2056-10-01 0 - 6.5 7953699.00 7025572.17 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-17 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 180000000.00 180000000.00 0.0013 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.30% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.58 - 3.58 1000.00 1006.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2048-12-01 3 - 4.5 98557015.00 74917454.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-04-15 2060-01-15 3.38 - 5.25 114555921.00 116076812.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 1013.00 1003.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-07-01 2044-03-01 4.261 - 4.5 3986014.00 2840868.05 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 190000000.00 190000000.00 0.0014 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.23% 3Y4U8VZURTYWI1W2K376 DIE040000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2020-09-30 2048-11-01 1.55 - 5 78292123.00 51679695.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-07-20 2048-11-20 3 - 4.93 54902204.00 40679110.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2048-12-01 2.935 - 4.5 93209452.00 91445907.79 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 180000000.00 180000000.00 0.0013 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.3%, dated 11/30/2018 due 12/03/2018 R0MUWSFPU8MPRO8K5P83 DIJ106000_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 2019-08-15 2048-02-15 0 - 3.875 22720243.19 13303713.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2037-03-16 2037-03-16 3.59 - 3.59 22560.48 21255.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-13 2048-09-15 0 - 7 84707652.51 34857125.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-03-15 2048-09-20 2 - 7 460474303.41 130768624.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-01 2048-10-25 0 - 7.5 122218912.43 51493520.00 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 225604775.02 225604775.02 0.0016 N Y 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 2019-08-15 2048-02-15 0 - 4.75 50180426.56 38070218.29 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2035-05-01 3.04 - 3.37 432000.00 400252.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2048-09-15 0 - 7.5 19360681.00 938576.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2048-04-20 2.5 - 8 106518277.00 48698970.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-09 2047-10-01 0 - 7.5 45872934.00 5350007.92 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 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 BNP Paribas, SA BNP Paribas, SA, 2.24% R0MUWSFPU8MPRO8K5P83 DIF428000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-02-15 0 - 2.349 76196110.80 44483809.16 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2028-04-21 2038-01-25 3.04 - 5.25 401000.00 371754.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2048-09-15 0 - 6.5 101532358.00 48345135.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2037-03-16 3.05 - 3.93 385000.00 380067.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-06-20 2048-11-20 2 - 5 89840583.00 43808220.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.563 - 3.563 14509519.00 13819266.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-01 2048-09-01 0 - 6.625 185403016.00 47315287.43 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0222 194000000.00 194000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.24% R0MUWSFPU8MPRO8K5P83 DIE406000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-02-15 0 - 2.349 11140415.34 6282045.28 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2035-05-01 3.04 - 3.37 175000.00 162330.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2048-09-15 0 - 4 5503378.00 5405724.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2029-10-24 3.05 - 4 170000.00 177242.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2048-10-20 3 - 4.5 21113527.00 14565919.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-07-01 0 - 6.625 28333655.00 10229349.59 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0222 36000000.00 36000000.00 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 DIG778000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2047-02-15 0 - 3.875 7982245.26 4345020.75 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2035-05-01 3.04 - 3.37 26000.00 24070.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-01-01 2048-11-01 0 - 5 10588735.00 6654181.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2033-07-11 3.74 - 4 3280000.00 3263191.87 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-07-15 2048-09-20 3 - 7 248683629.00 88404214.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-20 2048-08-01 1.625 - 6 12883062.00 6542195.81 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2019-01-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 107000000.00 107000000.00 0.0008 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.3%, dated 11/30/2018 due 12/03/2018 VJW2DOOHGDT6PR0ZRO63 DIJ106000_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 2018-12-06 2048-11-15 0 - 4.5 137316782.85 136655971.84 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-12-27 2037-06-22 0 - 5.375 53697546.13 53723606.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-12-14 2031-07-11 0 - 3.625 58856224.92 59428769.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-11-01 1.125 - 6 178600660.86 158940432.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2048-11-20 2.5 - 7.5 21493170.64 14218568.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-12-14 2048-11-01 1 - 8.1 52947539.30 37431678.53 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 451209550.04 451209550.04 0.0033 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.37% 2IGI19DL77OX0HC3ZE78 DIF460000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2047-10-01 3 - 4.5 15636154.00 13391521.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-10-20 2048-11-20 4 - 5 198563613.00 109909027.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2048-12-01 3.5 - 4.5 60886851.00 59447728.55 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2019-01-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 179000000.00 179000000.00 0.0013 N N Y N Citibank NA Citibank NA, 2.22% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.625 7799000.00 6246753.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2044-05-15 0 - 7.5 44035200.00 44390357.11 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-08-05 2020-08-05 2.282 - 2.282 5639000.00 5643413.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-12-13 2029-06-08 0 - 3.375 13965000.00 13959242.78 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2039-09-15 2039-09-15 5.25 - 5.25 1699000.00 2049419.60 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-13 2029-05-15 2.5 - 6.25 1236000.00 1510969.97 Agency Debentures and Agency Strips Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0225 71999589.60 71999589.60 0.0005 N N Y N Citibank NA Citibank NA, 2.22% 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 2019-08-31 2047-11-15 0.625 - 8.125 228819900.00 231537691.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-08-24 2020-11-12 1.21 - 2.22 9709000.00 9708981.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-08-01 2047-10-01 1.25 - 4 9809505.00 9505255.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-12-21 2029-06-28 0 - 3.97 118017000.00 118176492.97 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 4.704 - 6.5 1176574.00 1303215.21 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-04-05 2019-04-05 9.7 - 9.7 15000.00 15587.92 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 3870000.00 3886274.01 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2060-09-15 0 - 4.625 11514000.00 12524507.68 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-01 2048-12-01 1.875 - 7.125 63011480.00 53443435.70 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0225 430997543.30 430997543.30 0.0031 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.3%, dated 11/30/2018 due 12/03/2018 E57ODZWZ7FF32TWEFA76 DIJ106000_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 2020-07-15 2030-04-15 0 - 8.875 8525604.45 5987816.71 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-12-31 2048-08-15 0 - 8.75 340047760.45 345794832.28 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 8841902.34 8814068.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-14 2021-06-11 1.625 - 2.375 394808.36 394057.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2047-07-01 0 - 8.5 44030540.80 6423766.47 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-12-06 2018-12-06 0 - 0 208.01 207.92 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-03-20 2067-11-20 2.5 - 7.5 80219925.04 73869385.16 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 4389366.50 4407824.54 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2065-09-15 0 - 4.25 1453797.17 1362097.95 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-01 2048-08-01 1.375 - 7 72130434.92 13681442.47 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 451209550.04 451209550.04 0.0033 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.31% 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 58383.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 59190553.00 58467530.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-04-15 2045-04-15 3.5 - 3.5 138720000.00 137211759.09 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0231 190000000.00 190000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.3%, dated 11/30/2018 due 12/03/2018 CYYGQCGNHMHPSMRL3R97 DIJ106000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2048-11-01 2.806 - 6 800841892.93 320386765.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-08-01 2057-01-01 3.5 - 5 315135037.33 255015195.54 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 564011937.55 564011937.55 0.0041 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.22% 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 2028-11-01 2028-11-01 3.92 - 3.92 11169000.00 11425035.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-03-07 2048-11-01 3 - 4.5 334812910.00 313174293.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-11-01 2056-02-01 2.532 - 5 431990700.00 323300378.69 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0225 634994920.00 634994920.00 0.0046 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-10-01 4 - 4.5 112505083.00 113757606.41 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-17 2018-12-17 2018-12-17 N N N 0.0224 110998046.40 110998046.40 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 2019-09-30 2021-05-31 1.25 - 2.625 50173700.00 49494416.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2048-08-01 4 - 4.5 147116930.00 138032780.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0224 182996815.80 182996815.80 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-01-01 2057-02-01 4 - 4.5 310612653.00 262316945.10 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 2021-04-30 2021-06-15 1.375 - 2.625 76928700.00 74684393.72 U.S. Treasuries (including strips) Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0224 72999861.30 72999861.30 0.0005 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.3%, dated 11/30/2018 due 12/03/2018 KBVRJ5K57JZ3E2AVWX40 DIJ106000_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 2024-09-30 2024-09-30 2.125 - 2.125 812.18 781.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2047-07-01 3 - 3.5 44319009.89 29405874.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-08-01 2048-09-01 3 - 5.5 224566293.68 154722153.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 180483820.02 180483820.02 0.0013 N Y Y N 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 2025-08-31 2025-08-31 2.75 - 2.75 55508900.00 55268156.98 U.S. Treasuries (including strips) Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0232 53998941.60 53998941.60 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 2025-08-31 2025-11-15 2.25 - 2.75 56874500.00 56274362.15 U.S. Treasuries (including strips) Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0233 54998680.00 54998680.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.34% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2048-09-01 3.5 - 4.5 303434987.00 188009378.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0232 184000000.00 184000000.00 0.0013 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-01-01 2048-09-01 3 - 4.5 251686680.00 129888174.95 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 ING Financial Markets LLC ING Financial Markets LLC, 2.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2047-09-01 3.5 - 4 123681275.00 92969130.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0240 90997988.90 90997988.90 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.45% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-07-01 2048-10-01 3.5 - 5 243523155.00 93954954.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0243 92000404.80 92000404.80 0.0007 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.3%, dated 11/30/2018 due 12/03/2018 ZBUT11V806EZRVTWT807 DIJ106000_00267 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 2024-08-25 2048-11-01 2.215 - 7.557 116558580.37 56764527.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-09-16 2059-05-16 1.293 - 6.74 65128341.20 40394173.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-08-01 2057-03-01 2 - 7 730192674.10 494431457.64 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 579353062.25 579353062.25 0.0042 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.22% 8NAV47T0Y26Q87Y0QP81 DIH369000 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 2033-10-01 2033-10-01 3 - 3 75440692.00 73156699.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-11-01 4.5 - 4.5 71482349.00 73777647.23 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0218 144000216.00 144000216.00 0.0010 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.25% 8NAV47T0Y26Q87Y0QP81 DIA261000 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 2048-11-01 2.5 - 4 315431802.00 239801318.98 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2048-03-25 2048-03-25 4.283 - 4.283 31738910.00 28328665.51 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2048-12-01 0 - 5 334190207.00 288742840.72 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 5 N N/A N/A N N 0.0223 545000000.00 545000000.00 0.0040 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.3%, dated 11/30/2018 due 12/03/2018 8NAV47T0Y26Q87Y0QP81 DIJ106000_00431 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 2033-09-01 2033-09-01 3.18 - 3.18 4915513.18 4695402.17 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-02-14 2025-08-15 0 - 2 58425425.55 56771775.33 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-10-01 2030-10-01 3.76 - 3.76 4568966.38 4579168.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2048-11-01 2.5 - 5 193970042.53 137030488.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-04-01 2051-09-01 2.984 - 5 390432787.20 211212544.07 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 406088595.04 406088595.04 0.0029 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.29% K5HU16E3LMSVCCJJJ255 DHJ612000 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 2042-07-01 2048-11-01 3.124 - 4.5 142949007.00 106155937.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2048-11-01 2.5 - 4.5 165970935.00 81894157.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0229 184000000.00 184000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.31% K5HU16E3LMSVCCJJJ255 DID061000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-07-01 3 - 4.5 136655795.00 95922850.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-02-15 2048-09-20 3.5 - 5.5 10906730.00 11486896.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2048-05-01 2.377 - 4.19 414167520.00 132597868.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0233 234987498.00 234987498.00 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.33% K5HU16E3LMSVCCJJJ255 DIF407000 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 2033-02-01 2048-09-01 2.338 - 4.242 79806855.00 63850874.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-11-01 2048-10-01 2.5 - 4.357 276744298.00 137271199.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0234 196992750.40 196992750.40 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.33% K5HU16E3LMSVCCJJJ255 DIF867000 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 2048-11-01 2.115 - 4.601 204245728.00 41662373.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-11-20 2048-08-20 3 - 5 12711265.00 11444050.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2048-11-01 2.082 - 4.722 256533623.00 38770816.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0234 89995689.00 89995689.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.34% K5HU16E3LMSVCCJJJ255 DIG620000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2047-06-01 1.991 - 6.5 305374843.00 109200198.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-01-20 2048-11-20 3.5 - 6 34429709.00 30776014.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2048-11-01 2.5 - 4.5 244706321.00 170305339.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0234 303989390.40 303989390.40 0.0022 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.36% K5HU16E3LMSVCCJJJ255 DIH418000 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 2048-12-01 2.5 - 4.5 6848206.00 5320525.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2048-11-01 2.5 - 5 324733055.00 249779774.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0235 249997825.00 249997825.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.37% K5HU16E3LMSVCCJJJ255 DII892000 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 2043-02-01 2048-10-01 2.959 - 4.5 53155613.00 37648997.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-09-01 2048-08-01 2.5 - 4.5 116201422.00 55189334.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0235 91000000.00 91000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.38% K5HU16E3LMSVCCJJJ255 DII897000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-11-01 2.5 - 5 117856368.00 64816413.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-11-20 4.5 - 4.5 59722171.00 61621415.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2048-11-01 2.5 - 6 114236877.00 59238989.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0236 182000000.00 182000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.38% K5HU16E3LMSVCCJJJ255 DII903000 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 2028-11-01 2030-11-01 3.85 - 4.03 48482800.00 49558110.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2048-11-01 2.682 - 4.5 119248602.00 54578934.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-11-20 4 - 4.5 50211953.00 51681069.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-09-01 2048-12-01 2.5 - 4 112269686.00 84949628.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0236 236000000.00 236000000.00 0.0017 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.3%, dated 11/30/2018 due 12/03/2018 7TK5RJIZDFROZCA6XF66 DIJ106000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2020-09-25 2052-11-25 2.376 - 12.296 326820921.42 128796293.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2058-08-16 0 - 8.5 451676996.34 297947940.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2048-04-01 2 - 8.5 599888790.46 178054460.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 591084510.55 591084510.55 0.0043 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.24% OXTKY6Q8X53C9ILVV871 DIH885000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2040-02-15 0.125 - 6 306406900.00 322414137.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-01-01 2048-09-01 3 - 5.5 104210045.00 55629113.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2048-10-20 3.5 - 7 75931160.00 9544512.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-01 2048-10-01 2 - 6 251983819.00 65488412.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0229 442995481.40 442995481.40 0.0032 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.30% OXTKY6Q8X53C9ILVV871 DII902000 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 2025-11-01 2025-11-01 3.62 - 3.62 25410000.00 25847817.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-12-01 2047-01-01 2.5 - 3 113729391.00 94939594.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-05-20 2053-08-15 3.5 - 5 137482030.00 130067238.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2047-08-01 3 - 5.5 270829330.00 216394889.55 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 458000000.00 458000000.00 0.0033 N Y 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 2.581 - 2.581 942143.00 943875.73 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-11-15 2023-09-19 3.05 - 3.44 6178000.00 6191403.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-07-15 2048-11-01 2 - 5.5 569157398.00 522457538.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2020-06-12 3.375 - 3.375 1950000.00 1996000.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-15 2065-08-20 1.75 - 8 223855827.00 106060970.64 Agency Collateralized Mortgage Obligation TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2023-05-01 2023-05-01 N/A 5000.00 4339.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-01 2048-09-01 1.615 - 6.5 319965646.00 298470462.39 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 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 0.0066 N N Y N RBC Financial Group RBC Financial Group, 2.24% ES7IP3U3RHIGC71XBU11 DIE403000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2048-11-01 2.094 - 6.5 596848107.00 327327811.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2048-11-20 3.5 - 6 54875135.00 44706519.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-05-01 2048-11-01 2.187 - 7 1160821386.00 547937204.31 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-20 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0222 900900000.00 900900000.00 0.0065 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.59 - 3.59 140820.00 140538.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2048-10-01 2.094 - 5 102659925.00 71238015.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2048-09-20 3.5 - 5 15357279.00 4379253.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-01 2048-10-01 2.229 - 6.5 345343410.00 157613361.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 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 2027-11-01 2048-07-01 1.5 - 5 178131494.00 99656560.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2048-06-20 3.5 - 4.5 211679.00 205913.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-06-01 2051-06-01 2.563 - 5 116510055.00 65798075.90 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2019-01-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0233 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.79 - 3.79 4081375.00 4140420.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.59 - 3.59 180980.00 180618.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2048-11-01 0.281 - 6.5 354754418.00 184886373.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-07-20 2048-08-20 3.5 - 6.958 19801824.00 14855912.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-09-01 2051-06-01 2.5 - 5.5 570593806.00 167275734.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2019-01-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0234 362900000.00 362900000.00 0.0026 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 2025-09-01 2048-10-01 3 - 5.5 77191523.00 59059366.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-04-20 2048-11-20 3.25 - 5 46656994.00 33507568.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-01 2051-06-01 2.181 - 6 1033971284.00 278597778.19 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2019-01-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0234 363000000.00 363000000.00 0.0026 N N Y N Societe Generale Societe Generale, 2.29% O2RNE8IBXP4R0TD8PU41 DII921000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2024-09-30 1.375 - 2.125 382242000.00 369643892.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-05-01 2048-05-01 3.5 - 3.5 93854426.00 89443735.55 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 450000000.00 450000000.00 0.0033 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.3%, dated 11/30/2018 due 12/03/2018 5U0XI89JRFVHWIBS4F54 DIJ106000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-03-20 2048-02-20 3.5 - 3.5 903812859.77 737859429.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2048-11-01 3.5 - 4 139322934.40 131664852.19 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2024-11-15 1.25 - 2.75 610134548.29 591250536.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-07-01 3.5 - 3.5 320560246.23 275554802.10 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 1701597394.22 1701597394.22 0.0123 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.29% 5493006GGLR4BTEL8O61 DIE297000 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 2047-07-01 2047-09-01 3.5 - 3.5 176490000.00 158623796.78 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0226 155000000.00 155000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.30% 5493006GGLR4BTEL8O61 DIH364000 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 258029000.00 231246882.02 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0228 226000000.00 226000000.00 0.0016 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.30% 5493006GGLR4BTEL8O61 DIF931000 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 253909000.00 234850845.21 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-11 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0228 229703750.00 229703750.00 0.0017 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.30% 5493006GGLR4BTEL8O61 DIF406000 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 2048-03-01 2048-06-01 3.5 - 4 238900000.00 233155662.13 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0228 228000000.00 228000000.00 0.0017 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.30% 5493006GGLR4BTEL8O61 DIG274000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3 - 3 18971000.00 15826759.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-12-01 2047-12-01 3.5 - 3.5 236461000.00 217282592.46 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0228 228000000.00 228000000.00 0.0017 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.3%, dated 11/30/2018 due 12/03/2018 VYVVCKR63DVZZN70PB21 DIJ106000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 200.01 187.89 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-12-13 2047-11-15 0 - 8.875 192607534.18 192957947.35 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-12-24 2026-03-02 1.5 - 3.6 2600.14 2589.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-11-13 2029-11-13 3.33 - 3.33 53002.85 52077.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-10-09 2048-11-01 0 - 6.75 442976990.71 429474840.26 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2048-11-20 2.5 - 8 261332647.70 248317445.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2048-12-01 0 - 7 551616411.31 510797091.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 1353628650.12 1353628650.12 0.0098 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.29% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-07-01 2048-07-01 3 - 4.5 180910536.00 129564720.65 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0227 127000000.00 127000000.00 0.0009 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.40% RUC0QBLBRPRCU4W1NE59 0000772028 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-12-07 2018-12-07 2019-01-25 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 182000000.00 182000000.00 0.0013 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.23% U7M81AY481YLIOR75625 DII963000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-12-07 2018-12-07 2018-12-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 70000000.00 70000000.00 0.0005 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.23% U7M81AY481YLIOR75625 DIJ007000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-12-07 2018-12-07 2018-12-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 164000000.00 164000000.00 0.0012 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.29% 5493006GGLR4BTEL8O61 DII962000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-12-07 2018-12-07 2018-12-19 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0227 64258750.00 64258750.00 0.0005 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 DIH940000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-12-07 2018-12-07 2018-12-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0227 82000000.00 82000000.00 0.0006 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., 2.30% 5493006GGLR4BTEL8O61 DII417000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-12-07 2018-12-07 2018-12-18 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0228 158000000.00 158000000.00 0.0011 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2018-12-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer