0000278001-19-000004.txt : 20190207 0000278001-19-000004.hdr.sgml : 20190207 20190207104118 ACCESSION NUMBER: 0000278001-19-000004 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190131 FILED AS OF DATE: 20190207 DATE AS OF CHANGE: 20190207 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: 19573841 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 2019-01-31 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 24 71 55380457366.42 47863639832.93 46709790594.55 42856616904.42 97097257308.72 91302836043.53 92065342797.25 91980366151.23 0.3600 0.3200 0.3100 0.2900 0.6400 0.6100 0.6300 0.6300 3788383.32 145633489554.60 145640062340.89 3308154922.14 5264518794.03 143687486852.32 143648287431.51 1.0000 0.0246 1.0002 1.0002 1.0002 1.0002 C000019553 1.00 143687486852.32 143648287431.51 1.0002 1.0002 1.0002 1.0002 13260097147.18 12331401814.09 11379033298.58 14070484002.96 10834691679.56 12438151610.45 8815709194.60 10314184324.37 48908484011.31 55190607444.75 0.0210 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 0.0239 25973012.00 25973012.00 0.0002 N N N N Fannie Mae Fannie Mae, 2.43% 3135G0U50 B1V7KEBTPIMZEU4LTD58 US3135G0U508 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-04-30 2019-04-30 N N N 0.0239 340024520.80 340024520.80 0.0024 N N N N Fannie Mae Fannie Mae, 2.45% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-07-30 2020-07-30 N N N 0.0247 542838897.33 542838897.33 0.0038 N N N N Fannie Mae Fannie Mae, 2.46% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-10-30 2019-10-30 N N N 0.0242 162042996.42 162042996.42 0.0011 N N N N Fannie Mae Fannie Mae, 2.49% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-04-30 2020-04-30 N N N 0.0245 116050494.80 116050494.80 0.0008 N N N N Fannie Mae Fannie Mae, 2.51% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-07-30 2019-07-30 N N N 0.0241 266630955.44 266630955.44 0.0019 N N N N Fannie Mae Fannie Mae, 2.55% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-01-30 2020-01-30 N N N 0.0244 6326925.01 6326925.01 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.22% 3133EHDJ9 US3133EHDJ96 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0242 35989378.56 35989378.56 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-05-06 2019-05-06 N N N 0.0241 105998609.28 105998609.28 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-12-20 2019-12-20 N N N 0.0250 25982002.28 25982002.28 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.44% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-09-19 2019-09-19 N N N 0.0247 53989815.60 53989815.60 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.69% 3133EGRQ0 US3133EGRQ01 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-08-19 2019-08-19 N N N 0.0244 22896327.11 22896327.11 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.69% 3133EGGJ8 US3133EGGJ86 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-06-20 2019-06-20 N N N 0.0245 13512060.23 13512060.23 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 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 0.0196 432884822.00 432884822.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0204 43985392.00 43985392.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 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 0.0214 251882820.00 251882820.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 324784200.00 324784200.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 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 0.0224 494638650.00 494638650.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AERB8 2549001DPIFGXC1TOL40 US3130AERB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0226 27000000.00 27000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 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 0.0227 143875728.00 143875728.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 561477902.00 561477902.00 0.0039 N N Y 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 0.0231 133999275.06 133999275.06 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 395526780.00 395526780.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 202893827.85 202893827.85 0.0014 N N Y 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 0.0234 79999380.00 79999380.00 0.0006 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 0.0234 133998961.50 133998961.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 13472095.50 13472095.50 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 859662420.50 859662420.50 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEDF4 2549001DPIFGXC1TOL40 US3130AEDF41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0238 17999481.78 17999481.78 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 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 0.0235 545093640.00 545093640.00 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384CS6 2549001DPIFGXC1TOL40 US313384CS66 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0235 339252000.00 339252000.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 258552966.00 258552966.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 131647956.00 131647956.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 75792292.00 75792292.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 974264400.00 974264400.00 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0241 291985911.00 291985911.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384DF3 2549001DPIFGXC1TOL40 US313384DF37 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0237 875307174.00 875307174.00 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 1010823138.00 1010823138.00 0.0070 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 425536910.40 425536910.40 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 1719364425.00 1719364425.00 0.0120 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-03-04 2019-03-04 N N N 0.0241 251987682.24 251987682.24 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0239 95999450.88 95999450.88 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0240 185997448.08 185997448.08 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-03-12 2019-03-12 N N N 0.0243 355973684.48 355973684.48 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0240 185996875.20 185996875.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0240 185996875.20 185996875.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-03-15 2019-03-15 N N N 0.0242 106991598.36 106991598.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AED49 2549001DPIFGXC1TOL40 US3130AED490 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0240 90996982.44 90996982.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0241 145994297.24 145994297.24 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AECY4 2549001DPIFGXC1TOL40 US3130AECY49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0240 90996982.44 90996982.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AED64 2549001DPIFGXC1TOL40 US3130AED649 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0240 53998209.36 53998209.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-03-25 2019-03-25 N N N 0.0244 362959006.41 362959006.41 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0240 92997161.64 92997161.64 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 867864400.00 867864400.00 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384DR7 2549001DPIFGXC1TOL40 US313384DR74 U.S. Government Agency Debt Y N/A N/A 2019-03-29 2019-03-29 2019-03-29 N N N 0.0238 747200250.00 747200250.00 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 554975962.95 554975962.95 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0238 363999086.36 363999086.36 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-03-04 2019-03-04 N N N 0.0241 179992024.20 179992024.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-06-14 2019-06-14 N N N 0.0249 88966438.99 88966438.99 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-03-15 2019-03-15 N N N 0.0243 269981043.30 269981043.30 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0240 275585403.16 275585403.16 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0241 72997877.16 72997877.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0241 180994736.52 180994736.52 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 182962913.22 182962913.22 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 512896035.42 512896035.42 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 178992942.03 178992942.03 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 178992942.03 178992942.03 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 152994560.85 152994560.85 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-04-01 2019-04-01 N N N 0.0245 454948257.40 454948257.40 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 107996160.60 107996160.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-08-02 2019-08-02 N N N 0.0251 186895919.54 186895919.54 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-08-02 2019-08-02 N N N 0.0251 273847497.08 273847497.08 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-04-02 2019-04-02 N N N 0.0245 181977572.14 181977572.14 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 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 182998241.37 182998241.37 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-07-19 2019-07-19 N N N 0.0249 35984969.28 35984969.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-21 2019-08-21 2019-08-21 N N N 0.0249 359825392.80 359825392.80 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0249 183945313.36 183945313.36 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-07-26 2019-07-26 N N N 0.0249 228400568.23 228400568.23 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-05-24 2019-05-24 N N N 0.0247 464876528.55 464876528.55 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-07-26 2019-07-26 N N N 0.0249 107953003.80 107953003.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-07-26 2019-07-26 N N N 0.0249 182920367.55 182920367.55 0.0013 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 0.0232 33690942.09 33690942.09 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DU0 2549001DPIFGXC1TOL40 US313384DU04 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0240 291847631.00 291847631.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DV8 2549001DPIFGXC1TOL40 US313384DV86 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0240 498000000.00 498000000.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DW6 2549001DPIFGXC1TOL40 US313384DW69 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0240 497966500.00 497966500.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DX4 2549001DPIFGXC1TOL40 US313384DX43 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0240 81661094.00 81661094.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DY2 2549001DPIFGXC1TOL40 US313384DY26 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0240 657974850.00 657974850.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EB1 2549001DPIFGXC1TOL40 US313384EB14 U.S. Government Agency Debt Y N/A N/A 2019-04-08 2019-04-08 2019-04-08 N N N 0.0240 626083060.00 626083060.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 378302540.00 378302540.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0240 899902168.00 899902168.00 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EE5 2549001DPIFGXC1TOL40 US313384EE52 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0240 143337600.00 143337600.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0240 505629164.00 505629164.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EZ8 2549001DPIFGXC1TOL40 US313384EZ81 U.S. Government Agency Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0240 513469694.50 513469694.50 0.0036 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 0.0225 546082992.00 546082992.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-07-17 2019-07-17 N N N 0.0244 402942987.59 402942987.59 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 163000000.00 163000000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-05-01 2019-05-01 N N N 0.0248 272940122.91 272940122.91 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0249 92975263.86 92975263.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EK1 2549001DPIFGXC1TOL40 US313384EK13 U.S. Government Agency Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0241 534350979.00 534350979.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EL9 2549001DPIFGXC1TOL40 US313384EL95 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0241 405960000.00 405960000.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EM7 2549001DPIFGXC1TOL40 US313384EM78 U.S. Government Agency Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0241 309424163.00 309424163.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384ER6 2549001DPIFGXC1TOL40 US313384ER65 U.S. Government Agency Debt Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0241 444616149.00 444616149.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384ES4 2549001DPIFGXC1TOL40 US313384ES49 U.S. Government Agency Debt Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0241 358056000.00 358056000.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EU9 2549001DPIFGXC1TOL40 US313384EU94 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0241 179998527.00 179998527.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EV7 2549001DPIFGXC1TOL40 US313384EV77 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0241 128277600.00 128277600.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 517978200.00 517978200.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FA2 2549001DPIFGXC1TOL40 US313384FA22 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0241 811138272.00 811138272.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FB0 2549001DPIFGXC1TOL40 US313384FB05 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 386656275.00 386656275.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FF1 2549001DPIFGXC1TOL40 US313384FF19 U.S. Government Agency Debt Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0241 391421187.30 391421187.30 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FH7 2549001DPIFGXC1TOL40 US313384FH74 U.S. Government Agency Debt Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0241 206663184.00 206663184.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FJ3 2549001DPIFGXC1TOL40 US313384FJ31 U.S. Government Agency Debt Y N/A N/A 2019-05-09 2019-05-09 2019-05-09 N N N 0.0241 36856092.08 36856092.08 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FK0 2549001DPIFGXC1TOL40 US313384FK04 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0241 515594841.00 515594841.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-01 2019-08-01 N N N 0.0251 36983519.09 36983519.09 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-07-05 2019-07-05 N N N 0.0249 181938061.76 181938061.76 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-09 2019-04-09 2019-04-09 N N N 0.0245 165984898.98 165984898.98 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-05-17 2019-05-17 N N N 0.0248 36992386.51 36992386.51 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-03-20 2019-03-20 N N N 0.0242 15999533.92 15999533.92 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-04-25 2019-04-25 N N N 0.0247 73989597.82 73989597.82 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-04-25 2019-04-25 N N N 0.0247 36994798.91 36994798.91 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ABW69 2549001DPIFGXC1TOL40 US3130ABW694 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 10178774.84 10178774.84 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-08-27 2019-08-27 N N N 0.0249 34986371.70 34986371.70 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3133782M2 2549001DPIFGXC1TOL40 US3133782M28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0236 1698356.10 1698356.10 0.0000 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FQ7 2549001DPIFGXC1TOL40 US313384FQ73 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0242 456828300.00 456828300.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FS3 2549001DPIFGXC1TOL40 US313384FS30 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0242 179727751.00 179727751.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FZ7 2549001DPIFGXC1TOL40 US313384FZ72 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0242 283855572.00 283855572.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-06-21 2019-06-21 N N N 0.0246 854893082.25 854893082.25 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 45962489.30 45962489.30 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 181859876.38 181859876.38 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 37970743.42 37970743.42 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 46963814.23 46963814.23 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 55956885.04 55956885.04 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0238 322500693.38 322500693.38 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACDY7 2549001DPIFGXC1TOL40 US3130ACDY73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-03-06 2019-03-06 N N N 0.0242 12999872.21 12999872.21 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2019-07-10 2019-07-10 N N N 0.0250 93969014.78 93969014.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2019-07-10 2019-07-10 N N N 0.0250 281907044.34 281907044.34 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-07-11 2019-07-11 N N N 0.0250 93968819.26 93968819.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-07-11 2019-07-11 N N N 0.0250 93968819.26 93968819.26 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-03-13 2019-03-13 N N N 0.0243 33999171.76 33999171.76 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-07-19 2019-07-19 N N N 0.0249 179954046.00 179954046.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACB45 2549001DPIFGXC1TOL40 US3130ACB456 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0240 48000255.36 48000255.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-05-20 2019-05-20 N N N 0.0247 537918729.72 537918729.72 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACDA9 2549001DPIFGXC1TOL40 US3130ACDA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 13999998.18 13999998.18 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACD35 2549001DPIFGXC1TOL40 US3130ACD353 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 36999995.19 36999995.19 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACD27 2549001DPIFGXC1TOL40 US3130ACD270 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 43999994.28 43999994.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFT49 2549001DPIFGXC1TOL40 US3130AFT493 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0240 91000273.00 91000273.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-01-17 2020-01-17 N N N 0.0247 145957403.04 145957403.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2020-02-07 2020-02-07 N N N 0.0251 323794477.08 323794477.08 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0241 48000067.68 48000067.68 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0241 40000059.20 40000059.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-07-11 2019-07-11 N N N 0.0250 50995331.56 50995331.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0241 38000056.24 38000056.24 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC6Y5 2549001DPIFGXC1TOL40 US3130AC6Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0240 105000519.75 105000519.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-07-15 2019-07-15 N N N 0.0249 269932629.60 269932629.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ACA53 2549001DPIFGXC1TOL40 US3130ACA532 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0240 54000267.30 54000267.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-11-19 2019-11-19 N N N 0.0249 447815742.08 447815742.08 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-10-22 2019-10-22 N N N 0.0249 359856936.00 359856936.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-23 2019-07-23 2019-07-23 N N N 0.0249 179952921.00 179952921.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-23 2020-01-23 2020-01-23 N N N 0.0248 22991285.99 22991285.99 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-07-25 2019-07-25 N N N 0.0249 539857186.20 539857186.20 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 715939082.72 715939082.72 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 142987833.56 142987833.56 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-09-27 2019-09-27 N N N 0.0249 175942798.24 175942798.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-08-28 2019-08-28 N N N 0.0249 87975341.52 87975341.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-08-28 2019-08-28 N N N 0.0249 175950683.04 175950683.04 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-08-28 2019-08-28 N N N 0.0249 87975341.52 87975341.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2020-01-28 2020-01-28 N N N 0.0250 69956751.20 69956751.20 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-09-10 2019-09-10 N N N 0.0248 383926030.08 383926030.08 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 19999987.60 19999987.60 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-03 2020-01-03 2020-01-03 N N N 0.0250 353839602.60 353839602.60 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-12-04 2019-12-04 N N N 0.0250 359841722.40 359841722.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-12-04 2019-12-04 N N N 0.0250 89960430.60 89960430.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2020-02-10 2020-02-10 N N N 0.0252 89936243.10 89936243.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-09-12 2019-09-12 N N N 0.0250 287903476.80 287903476.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-08-13 2019-08-13 N N N 0.0250 177950868.44 177950868.44 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-08-13 2019-08-13 N N N 0.0250 88975434.22 88975434.22 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-08-13 2019-08-13 N N N 0.0250 88975434.22 88975434.22 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2019-09-16 2019-09-16 N N N 0.0250 351890235.84 351890235.84 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2019-08-16 2019-08-16 N N N 0.0250 177949506.74 177949506.74 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-01-17 2020-01-17 N N N 0.0250 359824784.40 359824784.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-12-17 2019-12-17 N N N 0.0250 35984808.00 35984808.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-12-17 2019-12-17 N N N 0.0250 179924040.00 179924040.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-01-17 2020-01-17 N N N 0.0250 178912878.91 178912878.91 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFRU3 2549001DPIFGXC1TOL40 US3130AFRU37 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0240 181010317.00 181010317.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS81 2549001DPIFGXC1TOL40 US3130AFS818 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 36003240.00 36003240.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS57 2549001DPIFGXC1TOL40 US3130AFS578 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0240 16000992.00 16000992.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-11-15 2019-11-15 N N N 0.0245 379012628.28 379012628.28 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-01 2019-08-01 N N N 0.0251 357919621.84 357919621.84 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-01 2019-08-01 N N N 0.0251 357919621.84 357919621.84 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-10-02 2019-10-02 N N N 0.0251 175941622.56 175941622.56 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNS2 2549001DPIFGXC1TOL40 US3130AFNS27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-03 2019-05-03 2019-05-03 N N N 0.0247 369974747.50 369974747.50 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-07-03 2019-07-03 N N N 0.0249 220972386.05 220972386.05 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-07-05 2019-07-05 N N N 0.0249 554829117.07 554829117.07 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNR4 2549001DPIFGXC1TOL40 US3130AFNR44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-05-07 2019-05-07 N N N 0.0248 370970312.58 370970312.58 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2020-01-10 2020-01-10 N N N 0.0251 269873993.70 269873993.70 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2020-01-13 2020-01-13 N N N 0.0251 89957363.40 89957363.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2020-01-14 2020-01-14 N N N 0.0251 179914203.00 179914203.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2020-01-14 2020-01-14 N N N 0.0251 494764058.25 494764058.25 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-01-17 2020-01-17 N N N 0.0250 71968381.92 71968381.92 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-18 2019-12-18 2019-12-18 N N N 0.0251 71969486.40 71969486.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-06-20 2019-06-20 N N N 0.0248 1317856772.94 1317856772.94 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-06-28 2019-06-28 N N N 0.0248 721913403.32 721913403.32 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFS99 2549001DPIFGXC1TOL40 US3130AFS990 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0239 182018928.00 182018928.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSF5 2549001DPIFGXC1TOL40 US3130AFSF50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0238 362043078.00 362043078.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSR9 2549001DPIFGXC1TOL40 US3130AFSR98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0241 181016109.00 181016109.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSQ1 2549001DPIFGXC1TOL40 US3130AFSQ16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0239 91008372.00 91008372.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSA6 2549001DPIFGXC1TOL40 US3130AFSA63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0239 273029757.00 273029757.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-07-24 2020-07-24 N N N 0.0250 221901596.28 221901596.28 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-07-05 2019-07-05 N N N 0.0249 367952965.92 367952965.92 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFPJ0 2549001DPIFGXC1TOL40 US3130AFPJ00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0249 276973466.17 276973466.17 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-06-24 2019-06-24 N N N 0.0250 89989686.00 89989686.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-07-25 2019-07-25 N N N 0.0250 552919151.40 552919151.40 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2020-04-16 2020-04-16 N N N 0.0251 163941269.96 163941269.96 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-04-17 2020-04-17 N N N 0.0251 127954058.24 127954058.24 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-03-17 2020-03-17 N N N 0.0251 45984679.70 45984679.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2020-01-24 2020-01-24 N N N 0.0252 53983107.72 53983107.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2020-01-24 2020-01-24 N N N 0.0252 125960584.68 125960584.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2020-01-24 2020-01-24 N N N 0.0252 1265603969.88 1265603969.88 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2020-07-28 2020-07-28 N N N 0.0251 90959921.78 90959921.78 0.0006 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 0.0247 176002713.92 176002713.92 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2020-02-11 2020-02-11 N N N 0.0252 257921431.26 257921431.26 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2020-04-16 2020-04-16 N N N 0.0251 35987108.04 35987108.04 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2020-07-28 2020-07-28 N N N 0.0252 180920265.88 180920265.88 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2020-08-07 2020-08-07 N N N 0.0251 145956553.32 145956553.32 0.0010 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 2019-03-28 2019-05-28 2019-05-28 N N N 0.0249 107995698.36 107995698.36 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 0.0237 306059976.00 306059976.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-06-10 2020-06-10 N N N 0.0253 280883401.86 280883401.86 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-07-17 2020-07-17 N N N 0.0253 182921216.67 182921216.67 0.0013 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 0.0238 90020250.00 90020250.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFSG3 2549001DPIFGXC1TOL40 US3130AFSG34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-08-23 2019-08-23 N N N 0.0255 180972408.36 180972408.36 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFSC2 2549001DPIFGXC1TOL40 US3130AFSC20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-08-23 2019-08-23 N N N 0.0255 180972408.36 180972408.36 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFQN0 2549001DPIFGXC1TOL40 US3130AFQN03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-08-15 2019-08-15 N N N 0.0256 457940629.46 457940629.46 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 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 0.0255 360950182.00 360950182.00 0.0025 N N N N Freddie Mac Freddie Mac, 2.37% 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 0.0237 75761892.00 75761892.00 0.0005 N N Y N Freddie Mac Freddie Mac, 2.42% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-06-19 2019-06-19 N N N 0.0245 179977739.40 179977739.40 0.0013 N N N N Freddie Mac Freddie Mac, 2.42% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-08-08 2019-08-08 N N N 0.0250 72972296.50 72972296.50 0.0005 N N N N Freddie Mac Freddie Mac, 2.45% to 2.50% 3137EACA5 S6XOOCT0IEG5ABCC6L87 US3137EACA57 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0237 42391754.26 42391754.26 0.0003 N N N N Freddie Mac Freddie Mac, 2.53% 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 0.0220 314111156.00 314111156.00 0.0022 N N N N Freddie Mac Freddie Mac, 2.53% 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 0.0227 47012032.00 47012032.00 0.0003 N N N N Freddie Mac Freddie Mac, 2.68% 3134G9G84 S6XOOCT0IEG5ABCC6L87 US3134G9G848 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0245 9944640.00 9944640.00 0.0001 N N N N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 EBB138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2043-02-15 2.75 - 3.125 246135800.00 255208460.68 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0236 248000000.00 248000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.42% G5GSEF7VJP5I7OUK5573 EAI873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2043-02-15 1.125 - 3.125 258389300.00 255914326.08 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 250000000.00 250000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.45% G5GSEF7VJP5I7OUK5573 EAG073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2025-01-31 2.25 - 2.5 171946800.00 172477414.46 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 168900000.00 168900000.00 0.0012 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 2044-02-15 1.625 - 3.625 317515000.00 338925446.25 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0234 330000000.00 330000000.00 0.0023 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 2023-07-31 2027-05-15 2.125 - 2.75 84315000.00 83075733.27 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 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 2023-07-31 2026-02-15 1.625 - 2.75 165340000.00 166938261.40 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 162900000.00 162900000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 1.125 - 1.125 105225000.00 101925702.85 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 99900000.00 99900000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 170815000.00 173629082.77 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 170000000.00 170000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBB385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2045-02-15 1.625 - 2.5 187195000.00 170835265.41 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 165900000.00 165900000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAG040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-07-31 2024-10-31 2.125 - 2.25 138605000.00 136807864.64 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 134000000.00 134000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAJ522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 101240000.00 101916016.29 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 99900000.00 99900000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.46% 3Y4U8VZURTYWI1W2K376 EAC054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2026-02-15 1.625 - 2.25 174785000.00 172561903.87 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 169000000.00 169000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAA520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2047-05-15 0 - 6.75 359039500.00 350977963.25 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 341000000.00 341000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2048-11-15 0 - 8.75 587534400.00 590650397.45 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 577000000.00 577000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAB792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2041-11-15 0 - 8.125 350152600.00 346316885.35 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 339000000.00 339000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAA907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2046-11-15 0 - 8 620468200.00 627470676.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 612900000.00 612900000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DJA702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2045-02-15 1.133 - 6.75 264894300.00 269230414.41 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 262900000.00 262900000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAD992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2046-05-15 0 - 8.125 340885000.00 345250764.60 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 338000000.00 338000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAB803000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2046-05-15 1 - 8.75 342618800.00 346423106.73 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 339000000.00 339000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAE873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-30 2048-05-15 0 - 8.75 346039200.00 344364521.06 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 337000000.00 337000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DIJ804000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-21 2046-08-15 0 - 6.875 218781200.00 215337391.69 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 210000000.00 210000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAB337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-08-15 0 - 8.75 606743500.00 592269519.45 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 577000000.00 577000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 DJE800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2047-08-15 0 - 8.75 200905300.00 201610146.00 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 197000000.00 197000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAA055000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-11-15 0 - 8.75 256975600.00 262782000.43 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0243 256000000.00 256000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAG043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-15 2046-11-15 0.875 - 4.25 738307800.00 690944583.21 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 672000000.00 672000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAH138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-05-15 0 - 8.125 1047790100.00 1080751418.53 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 1054000000.00 1054000000.00 0.0073 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAI463000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-11-15 0 - 6.75 626780500.00 673410016.84 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 656900000.00 656900000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 DJG750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2046-11-15 0.75 - 8.75 157718200.00 170752959.70 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 166000000.00 166000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAG540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-21 2048-11-15 0 - 8.75 675550500.00 688117546.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 671000000.00 671000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 DJJ522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2046-11-15 0 - 8.75 341183000.00 347919850.53 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0247 338900000.00 338900000.00 0.0024 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAH877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-08-15 0.75 - 8.75 278414400.00 272673280.35 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 267000000.00 267000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBA158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-30 2047-11-15 0 - 8.125 316566900.00 342342571.10 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 333000000.00 333000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAJ793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-11-15 0 - 6.875 855165900.00 850376022.25 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 832000000.00 832000000.00 0.0058 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EBA839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2046-11-15 2.875 - 3.625 132431800.00 135621901.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 132900000.00 132900000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EAA454000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-02-15 1.375 - 3.75 174268100.00 174586050.56 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0240 170000000.00 170000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EAH207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 1.375 - 3.625 296770900.00 308682553.44 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 301000000.00 301000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.44% 549300IMBXQ8SGH3HJ31 EBA061000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2028-02-15 0 - 2.875 383054900.00 380446700.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0244 372810000.00 372810000.00 0.0026 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.55% 549300IMBXQ8SGH3HJ31 EBC353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-08-15 1.625 - 2.875 376392000.00 378344823.76 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0252 370900000.00 370900000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.58% 549300IMBXQ8SGH3HJ31 EBC358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-11-15 1.25 - 6 2169864500.00 2166663955.98 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 2124000000.00 2124000000.00 0.0148 N Y Y N Credit AG Credit AG, 2.40% 1VUV7VQFKUOQSJ21A208 EBA070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2022-07-31 1.5 - 1.875 171910000.00 170419504.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0240 167000000.00 167000000.00 0.0012 N Y Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 EAI930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2022-07-31 1.875 - 1.875 173635300.00 170341438.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 166900000.00 166900000.00 0.0012 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.59% 7LTWFZYICNSX8D621K86 EBC340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2025-06-30 1.125 - 3.5 275277600.00 272359646.80 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 267000000.00 267000000.00 0.0019 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.42% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-26 2025-03-31 0 - 2.625 389935200.00 386455832.92 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0242 378700000.00 378700000.00 0.0026 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.42% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-12 2024-12-31 0 - 8.75 368592900.00 377450739.64 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0239 370000000.00 370000000.00 0.0026 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.48% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2024-10-31 0 - 7.625 495408000.00 498814388.74 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0245 489000000.00 489000000.00 0.0034 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2022-01-31 0 - 8.875 267255600.00 269299438.98 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 264000000.00 264000000.00 0.0018 N Y Y N DNB Bank ASA DNB Bank ASA, 2.42% 549300GKFG0RYRRQ1414 EBC328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2024-09-30 1.875 - 2.125 821785000.00 814014795.12 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0239 798000000.00 798000000.00 0.0056 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.55% 549300H47WTHXPU08X20 EBC309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2024-09-30 2 - 2.625 1237346400.00 1224000010.05 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 1200000000.00 1200000000.00 0.0084 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.57% 549300H47WTHXPU08X20 EBC313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2025-05-31 2 - 2.875 2739590000.00 2744820046.89 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 2691000000.00 2691000000.00 0.0187 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.43% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2037-05-15 0 - 5 714551800.00 751790822.46 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0240 737000000.00 737000000.00 0.0051 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.57% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 2.875 - 2.875 462736000.00 474678648.20 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 461000000.00 461000000.00 0.0032 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.57% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2022-11-30 2 - 2 140712000.00 138640943.57 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 136000000.00 136000000.00 0.0009 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.57% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2026-08-15 1.5 - 2 59220000.00 55118974.28 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 54000000.00 54000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.59% 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 2028-08-15 2.875 - 2.875 167849000.00 173412543.94 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 170000000.00 170000000.00 0.0012 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.59% 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 2028-08-15 2.875 - 2.875 376179100.00 388647979.47 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 381000000.00 381000000.00 0.0027 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EAE860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2026-08-15 6.75 - 8 134305800.00 156177417.59 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0247 152993298.60 152993298.60 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.49% H7FNTJ4851HG0EXQ1Z70 EAI535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2019-11-30 1 - 1 259060300.00 256101390.15 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0250 250987199.00 250987199.00 0.0017 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.56% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-15 2026-11-15 1 - 2.875 1644030000.00 1614782810.39 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 1583000000.00 1583000000.00 0.0110 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.60% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2019-10-31 1.5 - 1.5 135190000.00 134606946.43 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 132000000.00 132000000.00 0.0009 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.40% 549300Y1PMK3RWXMWR72 EBA056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2026-11-15 1.125 - 2.875 311937800.00 306142879.56 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0240 300000000.00 300000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.40% 549300Y1PMK3RWXMWR72 EBB178000 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 1.125 - 2.875 191342200.00 188737751.53 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0237 185000000.00 185000000.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EBC383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2026-11-15 1.125 - 2.75 127044600.00 125468484.05 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0240 123000000.00 123000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.47% 549300Y1PMK3RWXMWR72 EAB735000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2026-11-15 1.125 - 3.375 185432400.00 175716921.34 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0247 171995562.40 171995562.40 0.0012 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 86586000.00 88719924.98 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 87000000.00 87000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBA672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2027-08-15 2 - 2.25 129717000.00 128505482.54 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 126000000.00 126000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2047-02-15 1.375 - 3 154160000.00 149360550.64 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 146000000.00 146000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB269000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2025-02-28 2.75 - 2.75 24930000.00 25494662.58 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 25000000.00 25000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAJ536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2028-08-15 2.625 - 2.875 60579000.00 61203822.83 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0239 60000000.00 60000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAI973000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2028-02-15 2.125 - 3 32738000.00 33666516.23 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 33000000.00 33000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBB274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2025-05-31 1.5 - 2.875 109260000.00 108102030.64 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 106000000.00 106000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBA676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2047-05-15 1.5 - 3 119480000.00 118497230.77 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 116000000.00 116000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBA126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 214987000.00 220285386.91 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 216000000.00 216000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAI444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2027-08-15 1.5 - 2.75 412843000.00 415271636.99 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 407000000.00 407000000.00 0.0028 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EAA911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2025-03-31 1.5 - 2.625 52281000.00 52086218.00 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0243 51000000.00 51000000.00 0.0004 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EAC825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-10-31 2025-02-28 1.5 - 2.75 80120000.00 80670136.75 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 79000000.00 79000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.57% U7M81AY481YLIOR75625 EBC357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-11-15 2028-11-15 3.125 - 3.125 110060000.00 114832850.89 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 112000000.00 112000000.00 0.0008 N Y 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 2019-11-15 2046-11-15 1.375 - 7.625 171061500.00 166261380.81 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 162000000.00 162000000.00 0.0011 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 EAJ001000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2027-08-15 1.375 - 3.625 169948900.00 170341445.13 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 166900000.00 166900000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EAE827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 0 - 7.875 852810900.00 860191475.77 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 842000000.00 842000000.00 0.0059 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 EAA153000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2048-05-15 0 - 7.625 420650100.00 418306884.80 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0243 409000000.00 409000000.00 0.0028 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 DJG282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2047-02-15 1.125 - 7.625 158679700.00 169008901.20 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 165000000.00 165000000.00 0.0011 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.40% OXTKY6Q8X53C9ILVV871 EBA125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-07 2048-02-15 0 - 8.875 2566726200.00 2749282204.34 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0240 2688000000.00 2688000000.00 0.0187 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.56% OXTKY6Q8X53C9ILVV871 EBC311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2022-01-15 2.5 - 2.5 66141300.00 66304799.47 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 65000000.00 65000000.00 0.0005 N Y Y N 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 89285000.00 83067960.65 U.S. Treasuries (including strips) Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0248 80999003.70 80999003.70 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 173060000.00 166076014.66 U.S. Treasuries (including strips) Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0248 161998623.00 161998623.00 0.0011 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 243410000.00 249991169.18 U.S. Treasuries (including strips) Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0251 243994144.00 243994144.00 0.0017 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJA726000 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 175030000.00 167966513.62 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0253 163998032.00 163998032.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJF193000 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 90190000.00 83909944.24 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0255 81996088.60 81996088.60 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJF558000 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 91280000.00 84924046.02 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0255 82997335.70 82997335.70 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJG714000 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 174945000.00 169814749.39 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0256 165992961.60 165992961.60 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAH853000 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 145950000.00 135787297.50 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0254 132996542.00 132996542.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAI926000 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 165950000.00 170436853.56 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0254 166995574.50 166995574.50 0.0012 N N N Y 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 2020-02-29 2047-11-15 1.25 - 3.625 168931100.00 168157443.57 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 164000000.00 164000000.00 0.0011 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 2045-02-15 1.125 - 3 172904500.00 168208971.50 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 164000000.00 164000000.00 0.0011 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 2019-09-30 2045-02-15 1.125 - 3 173115500.00 168164810.71 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 164000000.00 164000000.00 0.0011 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 2045-02-15 1.375 - 2.5 169653800.00 168157401.72 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 164000000.00 164000000.00 0.0011 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 2020-03-31 2045-02-15 1.125 - 3 171979300.00 168168478.19 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 164000000.00 164000000.00 0.0011 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 2045-02-15 1.375 - 2.5 169665300.00 168168561.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 164000000.00 164000000.00 0.0011 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 2019-03-31 2045-02-15 1.25 - 3 331866400.00 335289430.82 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 327000000.00 327000000.00 0.0023 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 2019-03-31 2045-02-15 1.375 - 2.875 168768900.00 168157368.44 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 164000000.00 164000000.00 0.0011 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 2022-04-30 2045-02-15 1.5 - 3 164521400.00 166055262.99 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 162000000.00 162000000.00 0.0011 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 2021-12-31 2046-05-15 1.875 - 3.625 166221400.00 167128185.74 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 163000000.00 163000000.00 0.0011 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 2022-12-31 2045-02-15 2 - 3 164932400.00 167128190.87 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 163000000.00 163000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DJA707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-08-15 1.125 - 3.625 336243100.00 336823732.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 328900000.00 328900000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DJA320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2045-02-15 1.25 - 4.625 336463500.00 335902323.30 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 328000000.00 328000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DIJ830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-08-15 1.125 - 4.5 217282600.00 218171133.19 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 213000000.00 213000000.00 0.0015 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EAB344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2042-11-15 0 - 7.625 172750100.00 173680933.41 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 170000000.00 170000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EAB347000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2024-01-31 0 - 7.625 173293500.00 173680972.18 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 170000000.00 170000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EAI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2024-01-31 2.25 - 7.625 89932100.00 89719271.07 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 87900000.00 87900000.00 0.0006 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.41% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2026-11-15 1.875 - 3 380786600.00 377475837.03 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 370000000.00 370000000.00 0.0026 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.49% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2040-11-15 1.125 - 6.625 957946000.00 998343029.92 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0246 978000000.00 978000000.00 0.0068 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.56% 6PJDTY319315T5LR2241 EBC314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2025-08-31 2.5 - 2.75 282374000.00 285329668.99 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 280000000.00 280000000.00 0.0019 N Y Y N Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAC726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2048-05-15 0 - 8 168820500.00 171113915.42 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0247 166996609.90 166996609.90 0.0012 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAD994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2047-08-15 0 - 8.125 559381800.00 552754821.57 U.S. Treasuries (including strips) Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0247 539987688.00 539987688.00 0.0038 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAB965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2047-08-15 0 - 3.625 169815500.00 170611834.11 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0248 166992468.30 166992468.30 0.0012 N N N Y Societe Generale Societe Generale, 2.48% O2RNE8IBXP4R0TD8PU41 EAA512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-11-15 0 - 8.75 329485600.00 344262123.34 U.S. Treasuries (including strips) Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0246 334998392.00 334998392.00 0.0023 N N N Y Societe Generale Societe Generale, 2.49% O2RNE8IBXP4R0TD8PU41 EAA921000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-04 2047-11-15 0 - 6.25 341610100.00 344029071.10 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 335979134.40 335979134.40 0.0023 N N N Y Societe Generale Societe Generale, 2.52% O2RNE8IBXP4R0TD8PU41 DJJ555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2045-08-15 0 - 8.75 339484800.00 341553730.31 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 333992251.20 333992251.20 0.0023 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.54% 5493006GGLR4BTEL8O61 EAH166000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2025-01-31 1.75 - 2.75 68647000.00 68523438.55 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0251 67000000.00 67000000.00 0.0005 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 2.58%, dated 1/31/2019 due 02/01/2019 B4TYDEB6GKMZO031MB27 EBC556000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 5139445288.92 1641651134.30 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 1604687146.48 1604687146.48 0.0112 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EBA021000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2048-06-01 2.5 - 4.5 163554365.00 137889142.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-12-01 2049-01-01 4 - 5 100194632.00 103964139.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 237000000.00 237000000.00 0.0016 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% 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 ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2049-01-01 3.5 - 4.26 1445489.00 1254676.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-01-20 2068-12-20 3.5 - 8 61602817.00 62874826.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-04-01 3.5 - 3.5 4980941.00 1851382.30 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-15 2020-05-15 2.55 - 2.55 14000.00 14099.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2049-01-01 3.93 - 4.44 211964.00 220889.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 64900000.00 64900000.00 0.0005 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% 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 2029-01-01 2029-01-01 4.4 - 4.4 140110.00 149396.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2049-01-01 3.86 - 4.44 1473870.00 1529322.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2049-02-01 0 - 5 18617045.00 14946437.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-04-20 2068-10-20 3.4 - 8 105327546.00 63723503.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2049-01-01 2.5 - 4.5 72945832.00 71815995.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-13 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 149000000.00 149000000.00 0.0010 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% 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 2029-01-01 2029-01-01 4.4 - 4.4 82060.00 87499.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.44 - 4.44 45570.00 48589.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-07-01 2056-10-01 0 - 6.5 53602449.00 50230037.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-05-20 2068-10-20 2.5 - 6.05 182944663.00 126072201.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-09-01 2049-01-01 3.5 - 4.5 27359594.00 13499377.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 186000000.00 186000000.00 0.0013 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.44% 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 2029-01-01 2029-01-01 4.4 - 4.4 2190.00 2335.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.82 - 3.82 227280.00 232236.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-12-01 2049-01-01 2.08 - 6.5 115007651.00 50973361.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2049-01-01 3.5 - 4.041 45886659.00 34558086.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-10-15 2066-07-20 3.5 - 5.5 29675397.00 28496305.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.58 - 3.58 6971.00 7187.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-13 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 111900000.00 111900000.00 0.0008 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.44% 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 2048-12-01 4.105 - 4.36 734306.00 782524.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2049-01-01 4.28 - 4.44 12173943.00 12670196.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2056-10-01 3.09 - 5.5 27519199.00 25469592.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2049-01-01 2.5 - 4.5 50286486.00 42544114.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-01-20 2068-10-20 2.5 - 5.5 129078608.00 88884955.38 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-12-11 2020-12-11 2.297 - 2.297 2000.00 2001.41 Agency Debentures and Agency Strips Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 166895910.95 166895910.95 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAF485000 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 - 4.63 110460297.00 82331053.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2048-12-01 2.935 - 5 67030331.00 64834181.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-08-20 3 - 3 58161966.00 42772468.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 186000000.00 186000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ552000 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 2049-01-20 2049-01-20 4.5 - 4.5 72437939.00 75413617.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 73900000.00 73900000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ549000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2049-01-01 3 - 4.5 29868703.00 28821404.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-03-10 2028-03-10 3.375 - 3.375 3375000.00 3511012.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-04-15 2049-01-20 3 - 4.5 150172619.00 92851146.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-02-01 2048-11-01 2.927 - 4 94708129.00 62585115.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 184000000.00 184000000.00 0.0013 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.58%, dated 1/31/2019 due 02/01/2019 R0MUWSFPU8MPRO8K5P83 EBC556000_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 2019-03-28 2048-05-15 0 - 8.75 449091786.53 458394412.95 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-10-19 2031-01-14 2.48 - 3.34 5838181.66 5537560.45 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2057-06-25 2.5 - 8 1077347546.76 313636924.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2049-01-20 0 - 8 499313803.01 286653170.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-02-01 2.75 - 8 142224059.81 91859982.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-09-14 2029-09-14 3.5 - 3.5 441301.67 463035.88 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 1132674293.15 1132674293.15 0.0079 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EAC707000 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 2037-12-01 2048-10-15 2.755 - 6 1210064.00 1129258.08 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-04-15 2048-05-15 0 - 3.875 472143937.59 352072693.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-06-01 2048-10-01 3 - 4.5 7162135.00 6361429.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2049-01-20 3 - 4.5 42051095.00 24491708.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 374000000.00 374000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAD993000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2048-05-15 0 - 3.125 37844642.38 36141868.84 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-01 2057-06-25 3 - 6.5 275614003.00 222073503.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2048-12-20 2.5 - 5.5 92333400.00 65488618.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2048-09-01 2.75 - 6.5 70668710.00 57975590.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 373000000.00 373000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAC724000 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 312988159.37 276325763.77 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 172000.00 174339.87 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2048-10-01 0 - 4 12466246.00 10614659.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2048-10-20 3 - 4.5 337399022.00 94388991.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-15 2048-10-01 0 - 6.5 1822776.00 1343286.61 Agency Debentures and Agency Strips Y N/A N/A 2019-02-07 2019-02-07 2019-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 374000000.00 374000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAI465000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2044-02-15 0 - 2.125 3876107.15 2562360.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2048-09-15 2 - 5 35454805.00 26700703.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-04-15 2048-10-20 3 - 7.5 563245880.00 243812261.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.562 - 3.562 14509519.00 13320517.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-01 2048-10-01 0 - 6.625 151693316.00 19474391.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 299000000.00 299000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 DJJ605000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-02-15 0 - 4.375 21810269.18 19814893.81 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-11-01 0 - 5.625 120477256.00 103382993.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-02-16 2048-10-20 2.975 - 4.5 73323767.00 46021895.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2048-12-01 0 - 4.5 97193895.00 80148800.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0245 243900000.00 243900000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.49% R0MUWSFPU8MPRO8K5P83 EAH876000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-05-15 N/A 158434.13 72338.37 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2032-11-25 2057-06-25 3.277 - 5.5 808815.00 265778.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-20 2048-10-20 2.5 - 4 51216966.00 37207152.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-15 2048-09-15 2.755 - 2.755 254234.00 236848.29 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 37000000.00 37000000.00 0.0003 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.58%, dated 1/31/2019 due 02/01/2019 VJW2DOOHGDT6PR0ZRO63 EBC556000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 3913.87 2736.60 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-11-15 0 - 8.125 230957258.99 231421281.32 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-03-15 2026-01-26 0.93 - 5.375 13881326.59 13917299.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-02-06 2031-07-11 0 - 5.375 26552092.85 26971552.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-26 2048-11-01 1.125 - 6.5 149466318.91 135019000.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-19 2048-11-01 0.875 - 9.5 68574589.36 44961565.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2049-01-20 2.5 - 7.5 59647243.54 26864647.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 469664530.68 469664530.68 0.0033 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.48% 2IGI19DL77OX0HC3ZE78 EAH738000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2029-04-15 0.125 - 3.875 1606800.00 1680503.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2049-01-01 3.5 - 5 186716833.00 165019661.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 144492.00 149787.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2048-10-01 3 - 4.5 24514367.00 22048447.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 185000000.00 185000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.48% 2IGI19DL77OX0HC3ZE78 EAE225000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-08-01 2048-10-01 3.5 - 4.5 83548.00 82131.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 207382603.00 210196290.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 205900000.00 205900000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.49% 2IGI19DL77OX0HC3ZE78 EAE428000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2029-04-15 0 - 3.875 223829200.00 240690523.97 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2049-01-01 3 - 4.5 114118734.00 86092062.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-01-20 2048-12-20 4 - 4.5 25818112.00 17338625.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-06-01 3.5 - 4 270362.00 261401.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 335900000.00 335900000.00 0.0023 N N Y N Citibank NA Citibank NA, 2.41% 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 2029-10-15 2029-10-15 N/A 1000.00 713.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-03-27 2019-03-27 3.75 - 3.75 4000.00 4058.35 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2019-03-15 2019-03-15 N/A 4000.00 3987.30 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-19 2019-02-19 1.875 - 1.875 44000.00 44353.07 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2046-02-15 1 - 7.875 71437500.00 73559189.73 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 72000000.00 72000000.00 0.0005 N N Y N Citibank NA Citibank NA, 2.42% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2048-10-01 1.875 - 5.5 5458498.00 1423879.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-15 2023-12-08 3.375 - 5.125 520000.00 540483.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-15 2049-01-01 2.5 - 6 3803766.00 3483389.58 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-08-27 2020-08-27 2.162 - 2.162 4020000.00 4016753.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2028-10-01 2.88 - 3.7 806511.00 807652.39 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-03-26 2048-02-15 0 - 7.625 423058000.00 433521009.74 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 N/A 5000.00 3496.03 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4 - 4 148150.00 150958.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0239 435000000.00 435000000.00 0.0030 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.58%, dated 1/31/2019 due 02/01/2019 E57ODZWZ7FF32TWEFA76 EBC556000_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 6118407.03 4417292.70 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-08-15 0 - 8.75 340477609.82 353472644.99 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 44308640.30 44295287.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-21 2036-07-15 1.125 - 5.5 1430573.46 1618020.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-15 2048-02-01 0 - 10 40953157.17 1908360.63 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 592.98 633.28 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 25967252.35 24119568.02 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 4031696.97 4048761.47 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 3.5 - 4.25 401746.54 401538.73 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-20 2048-12-01 0 - 8.5 15863726.04 5211635.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 430525819.79 430525819.79 0.0030 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 MBNUM2BPBDO7JBLYG310 EBC556000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2024-08-15 1.5 - 2.75 399524046.89 399334623.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-07-15 2037-07-15 5.625 - 5.625 391.39 516.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-14 2021-07-14 1.125 - 1.125 3913.87 3795.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 782.77 781.46 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 391387108.90 391387108.90 0.0027 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.58%, dated 1/31/2019 due 02/01/2019 1VUV7VQFKUOQSJ21A208 EBC556000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.125 1595423628.95 1602589497.53 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 1568647830.11 1568647830.11 0.0109 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.60% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-04-15 2045-04-15 3.5 - 3.5 138720000.00 139872578.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 53673820.00 53717349.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2054-01-16 2054-01-16 3.978 - 3.978 49987.00 64057.51 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 188000000.00 188000000.00 0.0013 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 CYYGQCGNHMHPSMRL3R97 EBC556000_03556 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 2023-06-01 2057-01-01 3 - 5 547563204.41 384972045.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2048-09-01 3 - 4.5 145068177.12 114081197.78 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2019-10-15 2026-10-15 0 - 0 1174.16 1083.88 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 489233886.12 489233886.12 0.0034 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.44% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-02-01 2048-10-01 2.5 - 6 1049333708.00 625428050.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-03-07 2049-01-01 3 - 5.5 309435067.00 276313063.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0241 884000000.00 884000000.00 0.0062 N N Y N 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-01-01 2049-02-01 3.5 - 4.5 91701555.00 86383655.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2048-12-01 3.5 - 4.5 18650551.00 18921068.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 808126.00 824985.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 104000000.00 104000000.00 0.0007 N Y Y N 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 US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2040-11-15 0 - 4.25 1678500.00 1984724.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2049-01-01 2.5 - 7.5 221027475.00 76264102.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-10-01 4 - 4 15017295.00 15109575.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0244 90999053.60 90999053.60 0.0006 N N Y N 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4 93773479.00 94338134.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0245 91999199.60 91999199.60 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.48% 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 2024-10-01 2049-01-01 2.5 - 6.5 392046037.00 191922807.50 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2040-11-15 0 - 4.25 138200.00 169087.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0249 187992743.20 187992743.20 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% 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 2048-08-01 2048-09-01 3.5 - 4 113574607.00 112525941.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0247 109999384.00 109999384.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% 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 2048-06-01 2049-01-01 4 - 4.5 75255842.00 74681456.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0247 72999583.90 72999583.90 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% 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 2047-08-01 2049-02-01 3.5 - 4.5 135690464.00 132792601.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 129992460.00 129992460.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% 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 2048-09-01 2048-09-01 3.5 - 3.5 113533168.00 111536579.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 108997035.20 108997035.20 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% 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 284433992.00 261902852.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 255993344.00 255993344.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-12-01 3 - 5 231605600.00 187234912.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0251 182997328.20 182997328.20 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2048-10-20 4.5 - 5 79766368.00 57153702.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 56500.00 58261.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0252 55998174.40 55998174.40 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% 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 2024-11-15 2024-11-15 2.25 - 2.25 611000.00 605799.11 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2049-02-01 3.5 - 3.5 39714.00 39163.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2049-01-20 3 - 4.5 190572265.00 47082970.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4.5 8987055.00 9460115.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0252 55997939.20 55997939.20 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% 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 2024-11-15 1.25 - 2.25 12730400.00 12598942.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-01 2049-01-01 2.5 - 4 195096380.00 105270617.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2049-01-01 2.5 - 5.5 165133547.00 128191343.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0252 240990528.70 240990528.70 0.0017 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.58%, dated 1/31/2019 due 02/01/2019 KBVRJ5K57JZ3E2AVWX40 EBC556000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2048-11-15 0 - 5 125126341.30 123242579.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 183100.28 186920.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2049-01-01 3 - 4.91 42652808.23 38744304.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-02-01 2.5 - 5.5 198184565.49 114316040.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 2952795.78 3019154.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 273970976.23 273970976.23 0.0019 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 ZBUT11V806EZRVTWT807 EBC556000_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 2023-02-25 2049-12-25 2 - 10.503 1199672027.89 906765934.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2061-04-16 2.5 - 6 153320941.25 101283980.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2056-08-01 0 - 8 1839492782.12 1318225479.89 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 2277481586.68 2277481586.68 0.0159 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 EBC336000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2048-02-01 2.707 - 5 187342836.00 179532168.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-03-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0242 176000000.00 176000000.00 0.0012 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.47% 8NAV47T0Y26Q87Y0QP81 EAA080000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.705 - 3.705 23416000.00 24171037.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-01-01 3.91 - 3.91 22462800.00 23434009.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2056-06-01 2.762 - 4.5 371841084.00 290743470.94 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2048-03-25 2048-11-25 4.283 - 4.859 59440731.00 55501393.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2049-01-01 3 - 5 296493196.00 184579186.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0244 566000000.00 566000000.00 0.0039 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 8NAV47T0Y26Q87Y0QP81 EBC556000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 54885733.28 59306113.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2043-10-01 4.08 - 4.08 339967.38 344898.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2049-02-01 2 - 6 651388166.69 185454144.37 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2033-10-25 2047-03-25 3.728 - 4.423 726639.24 715697.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2049-01-01 2 - 5.5 305434445.26 113499927.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-08-01 2038-08-01 4.03 - 4.03 565773.57 573997.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 352248398.01 352248398.01 0.0025 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EBA615000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-02-01 2048-08-01 2.5 - 4.705 275525022.00 94653695.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2049-01-01 2.38 - 6 222076535.00 70631470.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-29 2019-03-29 2019-03-29 N N N 0.0246 161994880.80 161994880.80 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAF907000 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 2023-11-01 2023-11-01 3.31 - 3.31 6747000.00 6859719.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-01 2049-01-01 2.26 - 5 880316681.00 162848153.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-04-01 2048-07-01 2.682 - 5 108226154.00 39636019.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0248 204991226.00 204991226.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAF910000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2048-10-01 2.5 - 6.5 167266744.00 64874956.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2049-01-01 3 - 5.5 55281142.00 30095686.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0248 92996224.20 92996224.20 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAH788000 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 2023-11-01 2048-01-01 2.28 - 4.645 496402878.00 271598145.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2048-07-01 3 - 4.5 78670141.00 50010480.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0248 314987935.50 314987935.50 0.0022 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAH792000 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 3.792 - 3.792 3777000.00 3892962.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2049-01-01 2.158 - 6.5 857761638.00 247206206.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-06-01 2048-07-01 4 - 4.586 40982426.00 13334591.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0248 258990235.70 258990235.70 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAJ502000 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 2028-12-01 2048-08-01 3.6 - 4.5 86217041.00 60988563.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2048-12-01 2.962 - 4.755 166810948.00 32902944.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-26 2019-03-26 2019-03-26 N N N 0.0247 91997341.20 91997341.20 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAJ505000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2049-01-01 2 - 4.57 179669641.00 60980657.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2048-12-01 2.5 - 4.63 257210240.00 132925716.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0247 189994699.00 189994699.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBA062000 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 3.896 - 3.896 3451532.00 3578018.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-08-01 2.5 - 4.5 71318345.00 48031092.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2048-11-01 2.32 - 4.78 365727936.00 193308461.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0247 239993976.00 239993976.00 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.48% K5HU16E3LMSVCCJJJ255 EAB275000 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 2029-01-01 2029-01-01 3.78 - 3.78 12500000.00 12966437.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-04-01 2048-12-01 2.5 - 4.752 393393634.00 120982940.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2049-01-01 2.567 - 5.5 195340135.00 115342103.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0249 243991533.20 243991533.20 0.0017 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 7TK5RJIZDFROZCA6XF66 EBC556000_08126 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 2029-01-15 2060-08-16 0 - 8.5 332618352.12 227475955.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2048-04-01 2.356 - 10.183 486000322.15 208141712.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 1307160395.03 384999802.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 802343573.24 802343573.24 0.0056 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.57% 549300Y1PMK3RWXMWR72 EBC350000 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 2040-04-01 2040-04-01 4.5 - 4.5 1000.00 95.90 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-07-15 2045-02-15 0.125 - 0.75 16552500.00 17073094.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2047-04-01 4 - 4.5 106123392.00 52418274.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2048-05-20 4 - 5 60549216.00 7179819.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0257 75000000.00 75000000.00 0.0005 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.42% OXTKY6Q8X53C9ILVV871 EBA127000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-16 2048-11-15 0 - 7.625 147227624.02 151744866.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-03-01 2048-12-01 2 - 7.5 100697024.00 44682470.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-03-15 2068-11-20 2.5 - 9 154025035.00 48058458.88 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2039-09-15 2039-09-15 5.25 - 5.25 475000.00 600773.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-09 2049-01-01 0 - 7.5 283122927.00 199113433.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0242 435000000.00 435000000.00 0.0030 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.58% OXTKY6Q8X53C9ILVV871 EBC312000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2039-09-15 0 - 5.88 15364000.00 19635102.97 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2028-08-01 2028-08-01 3.375 - 3.375 25000000.00 26044081.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-04-05 2049-01-01 1.875 - 5.5 132445240.00 127163543.41 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-08-15 0 - 2.875 55100520.00 52971303.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-10-20 2062-06-20 3 - 5 75298853.00 70681753.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-02-11 2028-11-16 0 - 3.5 51530000.00 52176013.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-20 2048-12-01 0 - 7 116613518.00 93297223.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 433000000.00 433000000.00 0.0030 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 2.46% 549300LCO2FLSSVFFR64 0000050916 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 2038-04-20 2048-11-20 2.5 - 6 77980934.00 8840655.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2022-02-28 2048-06-01 2 - 5.5 338154112.00 298649037.15 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2027-05-03 2027-05-03 3.08 - 3.08 10000.00 9875.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 2023-09-01 2.667 - 2.667 942143.00 943362.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 2023-11-01 3.5 - 3.5 290951.00 299012.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-30 2049-01-01 1.615 - 6 630527598.00 622292753.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-03-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 908900000.00 908900000.00 0.0063 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAI435000 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 2028-11-01 3.575 - 3.916 8162682.00 8452037.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 4.009 - 4.009 5000000.00 5236940.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 9418000.00 9614732.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-01 2051-06-01 2.187 - 7 1617796265.00 637988906.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-03-20 2049-01-20 3 - 6 110838518.00 55325668.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.824 - 3.824 10026774.00 10393826.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2048-12-01 2.094 - 5 291159117.00 202897557.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 911000000.00 911000000.00 0.0063 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAE881000 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 3.875 - 3.875 489545.00 506710.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2051-06-01 2.23 - 5 238012246.00 113880468.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2047-11-20 3.5 - 4.5 15459601.00 4196104.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2048-08-01 2.094 - 5 150237493.00 119445123.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 233000000.00 233000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAJ498000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-06-01 2051-06-01 2.635 - 4.634 127114851.00 78515863.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-08-20 2049-01-20 4 - 6.956 11393243.00 10810584.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.875 - 3.875 146742.00 151887.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2048-11-01 2.094 - 5 114751842.00 80124822.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 166000000.00 166000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EBB171000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-12-01 2051-06-01 2.182 - 5 465110562.00 242243205.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-04-20 2048-11-20 3.25 - 5 47674332.00 34926279.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2048-06-01 3 - 5 125130684.00 96541592.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-11-01 3.575 - 3.999 2125773.00 2169103.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 368000000.00 368000000.00 0.0026 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EBA640000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-05-01 2051-06-01 2.5 - 5.5 435222103.00 180903790.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-04-20 2048-11-20 3.5 - 8 20779221.00 16320871.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-09-01 2048-12-01 2.094 - 5 388242026.00 173133676.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-11-01 3.575 - 4.195 6168811.00 6372571.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 368900000.00 368900000.00 0.0026 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 2.58%, dated 1/31/2019 due 02/01/2019 O2RNE8IBXP4R0TD8PU41 EBC556000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-11-15 0 - 6.75 433587562.86 452407328.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-05-01 2048-05-01 3.5 - 3.5 153286614.82 147764398.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 587080663.35 587080663.35 0.0041 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.58%, dated 1/31/2019 due 02/01/2019 5U0XI89JRFVHWIBS4F54 EBC556000_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 2040-06-20 2048-09-20 3 - 5 1439602916.70 766202125.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-01-01 3 - 4 393640208.18 381086623.24 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2044-08-15 0.75 - 3.125 1405503012.24 1390626989.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2048-02-01 3.5 - 3.5 63481910.94 55200992.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 2537754014.10 2537754014.10 0.0177 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.55% 5493006GGLR4BTEL8O61 EAJ501000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-12-01 2047-12-01 3.5 - 3.5 260096000.00 241262560.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0252 236000000.00 236000000.00 0.0016 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.56% 5493006GGLR4BTEL8O61 EAG529000 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 183788000.00 171931334.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0253 168000000.00 168000000.00 0.0012 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.57% SUVUFHICNZMP2WKHG940 EBC324000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-09-01 2049-02-01 3.5 - 4.5 278810857.00 201974418.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 198000000.00 198000000.00 0.0014 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.58%, dated 1/31/2019 due 02/01/2019 VYVVCKR63DVZZN70PB21 EBC556000_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 2019-07-15 2026-01-15 0 - 0 453153.51 447530.45 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.875 515594712.03 532422601.06 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2049-01-01 2 - 6.5 265280591.53 243463288.55 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-07-15 2025-09-15 0 - 0 3242869.34 2715466.83 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-01-28 1.46 - 4.3 625799.32 621209.87 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-12-15 2049-01-20 2 - 9 1837440536.47 1652205016.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2050-02-25 2 - 7.503 95371636.68 83853537.60 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2026-10-30 2026-10-30 3.35 - 3.35 1569507.35 1644851.56 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 2466130173.17 2466130173.17 0.0172 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.98% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0198 42983772.23 42983772.23 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0229 166782180.23 166782180.23 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0229 503855643.57 503855643.57 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0230 763450953.99 763450953.99 0.0053 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 1657305653.63 1657305653.63 0.0115 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796UQ0 254900HROIFWPRGM1V77 US912796UQ00 U.S. Treasury Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0232 323868344.08 323868344.08 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0232 666908257.77 666908257.77 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0236 1488495409.91 1488495409.91 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0236 282718095.00 282718095.00 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0236 844779052.17 844779052.17 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0229 762405218.76 762405218.76 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0223 579836252.04 579836252.04 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0248 405068110.00 405068110.00 0.0028 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 0.0234 209801997.30 209801997.30 0.0015 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 0.0234 419353628.43 419353628.43 0.0029 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 0.0235 641700021.69 641700021.69 0.0045 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 15002052.60 15002052.60 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-02-01 2020-01-31 2020-01-31 N N N 0.0243 1773565494.18 1773565494.18 0.0123 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 0.0241 220117191.54 220117191.54 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.44% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-02-01 2020-04-30 2020-04-30 N N N 0.0246 106968353.68 106968353.68 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-10-31 2019-10-31 N N N 0.0241 664208648.72 664208648.72 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-07-31 2019-07-31 N N N 0.0241 555465653.39 555465653.39 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-04-30 2019-04-30 N N N 0.0238 1198229081.56 1198229081.56 0.0083 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.50% 912828D23 254900HROIFWPRGM1V77 US912828D234 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0245 88819218.75 88819218.75 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.53% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0245 81151875.81 81151875.81 0.0006 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EBB701000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-02-07 2019-02-07 2019-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 166000000.00 166000000.00 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., 2.55% 5493006GGLR4BTEL8O61 EBC420000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0252 167000000.00 167000000.00 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 Mortgage Backed Obligations as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2019-02-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer