0000278001-19-000008.txt : 20190405 0000278001-19-000008.hdr.sgml : 20190405 20190405132254 ACCESSION NUMBER: 0000278001-19-000008 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190405 DATE AS OF CHANGE: 20190405 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: 19734454 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 2019-03-31 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 27 81 36556597022.10 36723019691.43 36223667021.32 36581045482.78 41517223956.98 89886416392.59 88384674578.91 90475555395.09 89792993000.88 90016073984.13 0.2500 0.2500 0.2500 0.2500 0.2800 0.6300 0.6200 0.6300 0.6300 0.6200 516.47 143565775053.28 143571873069.37 3197486983.75 3803602832.89 142965757736.70 142928683764.66 1.0000 0.0250 1.0002 1.0002 1.0002 1.0002 1.0002 C000019553 1.00 142965757736.70 142928683764.66 1.0002 1.0002 1.0002 1.0002 1.0002 11566245114.36 11579455159.83 11124175563.36 11493588771.71 11055298407.35 10670419141.22 10655797998.59 11066164800.57 11989904614.96 11290573393.96 47747149427.92 46940111669.05 0.0213 N Fannie Mae Fannie Mae, 2.47% 3135G0U50 B1V7KEBTPIMZEU4LTD58 US3135G0U508 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-30 2019-04-30 N N N 0.0243 340005433.20 340005433.20 0.0024 N N N N Fannie Mae Fannie Mae, 2.49% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-07-30 2020-07-30 N N N 0.0251 542851896.75 542851896.75 0.0038 N N N N Fannie Mae Fannie Mae, 2.50% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-10-30 2019-10-30 N N N 0.0246 162032459.94 162032459.94 0.0011 N N N N Fannie Mae Fannie Mae, 2.53% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-04-30 2020-04-30 N N N 0.0247 116067435.44 116067435.44 0.0008 N N N N Fannie Mae Fannie Mae, 2.55% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-07-30 2019-07-30 N N N 0.0244 266586180.77 266586180.77 0.0019 N N N N Fannie Mae Fannie Mae, 2.59% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-01-30 2020-01-30 N N N 0.0248 6325455.11 6325455.11 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.39% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2019-04-06 2019-05-06 2019-05-06 N N N 0.0237 105999463.64 105999463.64 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-04-20 2019-12-20 2019-12-20 N N N 0.0249 25983917.18 25983917.18 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-04-19 2019-09-19 2019-09-19 N N N 0.0245 53992411.38 53992411.38 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.67% 3133EGRQ0 US3133EGRQ01 U.S. Government Agency Debt Y N/A N/A 2019-04-19 2019-08-19 2019-08-19 N N N 0.0246 22883706.09 22883706.09 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.68% 3133EGGJ8 US3133EGGJ86 U.S. Government Agency Debt Y N/A N/A 2019-04-20 2019-06-20 2019-06-20 N N N 0.0246 13506234.98 13506234.98 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 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 0.0061 499966390.00 499966390.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 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 0.0098 499932780.00 499932780.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 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 0.0122 81983463.06 81983463.06 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 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 0.0140 660572330.93 660572330.93 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 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 0.0171 628554088.34 628554088.34 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 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 0.0178 379795643.60 379795643.60 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 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 0.0184 903453080.00 903453080.00 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 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 0.0188 143903200.32 143903200.32 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 558586653.04 558586653.04 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 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 0.0204 253544085.85 253544085.85 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 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 0.0206 258721429.96 258721429.96 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 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 0.0208 310644595.42 310644595.42 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 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 0.0214 446368983.51 446368983.51 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 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 0.0216 359467599.60 359467599.60 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 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 0.0219 128783207.76 128783207.76 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 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 0.0221 260508740.58 260508740.58 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 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 0.0221 515493114.24 515493114.24 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 814354397.28 814354397.28 0.0057 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 388189366.79 388189366.79 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 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 0.0225 392973239.96 392973239.96 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 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 0.0226 1010480446.14 1010480446.14 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 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 0.0226 635469573.94 635469573.94 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 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 0.0227 517639353.27 517639353.27 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 1056864753.20 1056864753.20 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 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 0.0229 1576111200.18 1576111200.18 0.0110 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 313384FW4 2549001DPIFGXC1TOL40 US313384FW42 U.S. Government Agency Debt Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0230 33885722.26 33885722.26 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384FX2 2549001DPIFGXC1TOL40 US313384FX25 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0231 662720160.55 662720160.55 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 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 0.0231 984479973.36 984479973.36 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 313384GE3 2549001DPIFGXC1TOL40 US313384GE35 U.S. Government Agency Debt Y N/A N/A 2019-05-29 2019-05-29 2019-05-29 N N N 0.0232 61758268.82 61758268.82 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 313384GF0 2549001DPIFGXC1TOL40 US313384GF00 U.S. Government Agency Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0232 438254911.60 438254911.60 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384GG8 2549001DPIFGXC1TOL40 US313384GG82 U.S. Government Agency Debt Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0234 450176934.84 450176934.84 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384GP8 2549001DPIFGXC1TOL40 US313384GP81 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0235 1465370273.92 1465370273.92 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384GU7 2549001DPIFGXC1TOL40 US313384GU76 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2019-06-12 2019-06-12 N N N 0.0236 474193740.00 474193740.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384GV5 2549001DPIFGXC1TOL40 US313384GV59 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0236 381120534.74 381120534.74 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384GW3 2549001DPIFGXC1TOL40 US313384GW33 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0236 357214176.04 357214176.04 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0237 455000000.00 455000000.00 0.0032 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-05-01 2019-05-01 N N N 0.0243 272979533.19 272979533.19 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0236 181999614.16 181999614.16 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-08-02 2019-08-02 N N N 0.0247 273893329.06 273893329.06 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-08-02 2019-08-02 N N N 0.0247 186927199.03 186927199.03 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-14 2019-06-14 2019-06-14 N N N 0.0245 88981260.16 88981260.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-05-24 2019-05-24 N N N 0.0244 183974271.28 183974271.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384HP7 2549001DPIFGXC1TOL40 US313384HP72 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0237 269342233.38 269342233.38 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384HQ5 2549001DPIFGXC1TOL40 US313384HQ55 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0237 255410598.92 255410598.92 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384HT9 2549001DPIFGXC1TOL40 US313384HT94 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0237 89425250.10 89425250.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-08-01 2019-08-01 N N N 0.0247 36988180.35 36988180.35 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-19 2019-07-19 2019-07-19 N N N 0.0246 35989733.88 35989733.88 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-05-24 2019-05-24 N N N 0.0244 92988361.05 92988361.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 512969030.19 512969030.19 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 182988952.29 182988952.29 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEAV2 2549001DPIFGXC1TOL40 US3130AEAV28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-09 2019-05-09 2019-05-09 N N N 0.0243 620947016.28 620947016.28 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFJ57 2549001DPIFGXC1TOL40 US3130AFJ577 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 107997274.08 107997274.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFHD2 2549001DPIFGXC1TOL40 US3130AFHD22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0236 176000707.52 176000707.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384HL6 2549001DPIFGXC1TOL40 US313384HL68 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0238 497042220.00 497042220.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384HX0 2549001DPIFGXC1TOL40 US313384HX07 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0238 196682310.00 196682310.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384HY8 2549001DPIFGXC1TOL40 US313384HY89 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0238 908054546.48 908054546.48 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384HZ5 2549001DPIFGXC1TOL40 US313384HZ54 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0238 585994230.40 585994230.40 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384JD2 2549001DPIFGXC1TOL40 US313384JD25 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0238 98301225.33 98301225.33 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384JW0 2549001DPIFGXC1TOL40 US313384JW06 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0238 74387458.50 74387458.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-07-05 2019-07-05 N N N 0.0245 181964411.72 181964411.72 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-05-17 2019-05-17 N N N 0.0244 36996679.99 36996679.99 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-21 2019-08-21 2019-08-21 N N N 0.0247 359869518.00 359869518.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-05-24 2019-05-24 N N N 0.0245 464941851.75 464941851.75 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-07-26 2019-07-26 N N N 0.0248 182944170.36 182944170.36 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-07-26 2019-07-26 N N N 0.0248 107967051.36 107967051.36 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-07-26 2019-07-26 N N N 0.0248 228430289.22 228430289.22 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384JX8 2549001DPIFGXC1TOL40 US313384JX88 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0239 121056920.74 121056920.74 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384KC2 2549001DPIFGXC1TOL40 US313384KC23 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0239 279583573.02 279583573.02 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2019-08-09 2019-08-09 N N N 0.0239 333075865.92 333075865.92 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384KM0 2549001DPIFGXC1TOL40 US313384KM05 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0239 434973759.79 434973759.79 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 45965729.54 45965729.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 46966735.28 46966735.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 181871187.68 181871187.68 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 37973105.12 37973105.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 55960365.44 55960365.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0241 165998127.52 165998127.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-07-10 2019-07-10 N N N 0.0246 93981916.28 93981916.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-07-10 2019-07-10 N N N 0.0246 281945748.84 281945748.84 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-07-11 2019-07-11 N N N 0.0246 93981727.34 93981727.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-07-11 2019-07-11 N N N 0.0246 93981727.34 93981727.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0243 73996973.40 73996973.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0243 36998486.70 36998486.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2020-02-07 2020-02-07 N N N 0.0249 323791311.60 323791311.60 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-07-11 2019-07-11 N N N 0.0246 51001495.10 51001495.10 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-15 2019-07-15 2019-07-15 N N N 0.0245 269960936.40 269960936.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-19 2019-07-19 2019-07-19 N N N 0.0246 179967477.60 179967477.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-27 2019-08-27 2019-08-27 N N N 0.0248 34989557.40 34989557.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFVT1 2549001DPIFGXC1TOL40 US3130AFVT18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-05-13 2019-05-13 N N N 0.0243 37998321.16 37998321.16 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2020-02-10 2020-02-10 N N N 0.0250 89941531.50 89941531.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-16 2019-08-16 2019-08-16 N N N 0.0247 177961737.12 177961737.12 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-16 2019-09-16 2019-09-16 N N N 0.0247 351911704.32 351911704.32 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-19 2019-11-19 2019-11-19 N N N 0.0248 447823573.12 447823573.12 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-20 2019-05-20 2019-05-20 N N N 0.0244 537963163.14 537963163.14 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-23 2019-07-23 2019-07-23 N N N 0.0246 179966165.40 179966165.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-23 2020-01-23 2020-01-23 N N N 0.0249 22986979.24 22986979.24 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFBV8 2549001DPIFGXC1TOL40 US3130AFBV83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0243 179995906.80 179995906.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-07-25 2019-07-25 N N N 0.0246 539896347.00 539896347.00 0.0038 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 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 10179632.40 10179632.40 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-08-01 2019-08-01 N N N 0.0247 357939057.66 357939057.66 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-08-01 2019-08-01 N N N 0.0247 357939057.66 357939057.66 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-10-02 2019-10-02 N N N 0.0249 175950058.24 175950058.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-12-04 2019-12-04 N N N 0.0249 359845682.40 359845682.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-12-04 2019-12-04 N N N 0.0249 89961420.60 89961420.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFNR4 2549001DPIFGXC1TOL40 US3130AFNR44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2019-05-07 2019-05-07 N N N 0.0244 370988754.99 370988754.99 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-09-12 2019-09-12 N N N 0.0248 287923481.28 287923481.28 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-13 2019-08-13 2019-08-13 N N N 0.0248 88981210.32 88981210.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-13 2019-08-13 2019-08-13 N N N 0.0248 177962420.64 177962420.64 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-13 2019-08-13 2019-08-13 N N N 0.0248 88981210.32 88981210.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-14 2020-01-14 2020-01-14 N N N 0.0249 179915540.40 179915540.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-14 2020-01-14 2020-01-14 N N N 0.0249 494767736.10 494767736.10 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2020-01-17 2020-01-17 N N N 0.0248 71968726.08 71968726.08 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-12-17 2019-12-17 N N N 0.0248 179923865.40 179923865.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2020-01-17 2020-01-17 N N N 0.0248 359829486.00 359829486.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-12-17 2019-12-17 N N N 0.0248 35984773.08 35984773.08 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2020-01-17 2020-01-17 N N N 0.0248 178915216.65 178915216.65 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFXC6 2549001DPIFGXC1TOL40 US3130AFXC64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-06-17 2019-06-17 N N N 0.0244 269982760.50 269982760.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-18 2019-12-18 2019-12-18 N N N 0.0248 71969423.04 71969423.04 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-19 2019-08-19 2019-08-19 N N N 0.0247 180970156.72 180970156.72 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-22 2019-10-22 2019-10-22 N N N 0.0249 359871919.20 359871919.20 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 715981584.48 715981584.48 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 142996322.04 142996322.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-27 2019-09-27 2019-09-27 N N N 0.0249 175951582.40 175951582.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2020-01-28 2020-01-28 N N N 0.0250 69959579.20 69959579.20 0.0005 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 91001189.37 91001189.37 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2020-01-03 2020-01-03 N N N 0.0249 353841149.58 353841149.58 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFNS2 2549001DPIFGXC1TOL40 US3130AFNS27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2019-05-03 2019-05-03 N N N 0.0244 369991168.10 369991168.10 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-07-05 2019-07-05 N N N 0.0245 554863631.85 554863631.85 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2019-07-05 2019-07-05 N N N 0.0245 367975881.28 367975881.28 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2020-01-10 2020-01-10 N N N 0.0250 269875673.10 269875673.10 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2020-02-12 2020-02-12 N N N 0.0250 143924143.68 143924143.68 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2020-03-12 2020-03-12 N N N 0.0250 89946733.50 89946733.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-13 2020-01-13 2020-01-13 N N N 0.0250 89957950.20 89957950.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-20 2019-06-20 2019-06-20 N N N 0.0245 1317925862.50 1317925862.50 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-21 2019-11-21 2019-11-21 N N N 0.0249 721758115.56 721758115.56 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFPJ0 2549001DPIFGXC1TOL40 US3130AFPJ00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-05-24 2019-05-24 N N N 0.0244 276987695.66 276987695.66 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-06-24 2019-06-24 N N N 0.0245 89994776.40 89994776.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-07-25 2019-07-25 N N N 0.0247 552937411.46 552937411.46 0.0039 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 2019-04-28 2019-08-28 2019-08-28 N N N 0.0248 87980735.04 87980735.04 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 2019-04-28 2019-08-28 2019-08-28 N N N 0.0248 175961470.08 175961470.08 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 2019-04-28 2019-08-28 2019-08-28 N N N 0.0248 87980735.04 87980735.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-07-17 2019-07-17 N N N 0.0247 402962347.71 402962347.71 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-07-03 2019-07-03 N N N 0.0246 220985849.37 220985849.37 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2020-05-11 2020-05-11 N N N 0.0250 108931445.54 108931445.54 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2020-05-11 2020-05-11 N N N 0.0250 361772323.72 361772323.72 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-16 2020-04-16 2020-04-16 N N N 0.0249 163932120.40 163932120.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2020-03-17 2020-03-17 N N N 0.0249 45983171.36 45983171.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2020-01-24 2020-01-24 N N N 0.0249 1265585891.40 1265585891.40 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2020-01-24 2020-01-24 N N N 0.0249 53982336.60 53982336.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2020-01-24 2020-01-24 N N N 0.0249 125958785.40 125958785.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2020-02-25 2020-02-25 N N N 0.0249 180923719.36 180923719.36 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2019-06-28 2019-06-28 N N N 0.0246 721955589.78 721955589.78 0.0050 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 0.0241 181005153.07 181005153.07 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 0.0240 36001587.24 36001587.24 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 0.0241 16000495.20 16000495.20 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-02-28 2020-02-28 N N N 0.0250 108963331.31 108963331.31 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2020-02-11 2020-02-11 N N N 0.0250 257919540.12 257919540.12 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2020-08-12 2020-08-12 N N N 0.0251 723514739.00 723514739.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-16 2020-04-16 2020-04-16 N N N 0.0249 35986948.56 35986948.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2020-04-17 2020-04-17 N N N 0.0249 127953350.40 127953350.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-20 2020-04-20 2020-04-20 N N N 0.0251 53975142.72 53975142.72 0.0004 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 0.0239 362021423.16 362021423.16 0.0025 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 0.0240 182009558.64 182009558.64 0.0013 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 0.0243 181000892.33 181000892.33 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 0.0242 91001290.38 91001290.38 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 0.0242 273006238.05 273006238.05 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFUR6 2549001DPIFGXC1TOL40 US3130AFUR60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0237 67003069.94 67003069.94 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0246 177438627.27 177438627.27 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-06-01 2020-06-01 N N N 0.0250 727755675.92 727755675.92 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-06-21 2019-06-21 N N N 0.0249 854938132.20 854938132.20 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-02-21 2020-02-21 N N N 0.0250 385874812.48 385874812.48 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2020-08-07 2020-08-07 N N N 0.0250 145932038.46 145932038.46 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-13 2019-12-12 2019-12-12 N N N 0.0250 529889961.40 529889961.40 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2020-07-17 2020-07-17 N N N 0.0250 182934270.06 182934270.06 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFUV7 2549001DPIFGXC1TOL40 US3130AFUV72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0238 79001755.38 79001755.38 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFZS9 2549001DPIFGXC1TOL40 US3130AFZS98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0244 267027164.58 267027164.58 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFZZ3 2549001DPIFGXC1TOL40 US3130AFZZ32 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0244 125013317.50 125013317.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AG5W1 2549001DPIFGXC1TOL40 US3130AG5W10 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0245 539023958.55 539023958.55 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-01-17 2020-01-17 N N N 0.0249 145983640.70 145983640.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AEKZ2 2549001DPIFGXC1TOL40 US3130AEKZ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0249 125998842.06 125998842.06 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2020-08-07 2020-08-07 N N N 0.0251 216913412.66 216913412.66 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2020-08-07 2020-08-07 N N N 0.0251 90963689.18 90963689.18 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-08 2020-08-07 2020-08-07 N N N 0.0251 44982044.10 44982044.10 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-13 2020-04-13 2020-04-13 N N N 0.0251 353891283.06 353891283.06 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2020-07-28 2020-07-28 N N N 0.0251 180919597.99 180919597.99 0.0013 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 2019-04-28 2020-07-28 2020-07-28 N N N 0.0251 90953653.70 90953653.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2019-10-11 2019-10-11 N N N 0.0251 179971714.80 179971714.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-10-15 2019-10-15 N N N 0.0251 270956523.47 270956523.47 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-09-10 2019-09-10 N N N 0.0248 384011569.92 384011569.92 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2020-08-28 2020-08-28 N N N 0.0252 718700982.28 718700982.28 0.0050 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 0.0238 306025361.28 306025361.28 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-11-15 2019-11-15 N N N 0.0248 379029421.77 379029421.77 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-03-27 2020-03-27 N N N 0.0253 712787333.49 712787333.49 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-07-24 2020-07-24 N N N 0.0253 221925476.82 221925476.82 0.0016 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 0.0240 90008746.20 90008746.20 0.0006 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 180978419.37 180978419.37 0.0013 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 180978419.37 180978419.37 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0256 181953408.00 181953408.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0256 90976704.00 90976704.00 0.0006 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 0.0255 457953494.68 457953494.68 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.54% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-06-10 2020-06-10 N N N 0.0252 281059113.97 281059113.97 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.55% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2021-03-12 2021-03-12 N N N 0.0255 397959543.30 397959543.30 0.0028 N N N N Freddie Mac Freddie Mac, 2.39% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-08 2019-08-08 2019-08-08 N N N 0.0246 72981136.80 72981136.80 0.0005 N N N N Freddie Mac Freddie Mac, 2.46% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-06-19 2019-06-19 N N N 0.0245 179999002.80 179999002.80 0.0013 N N N N Freddie Mac Freddie Mac, 2.52% 3134G9J24 S6XOOCT0IEG5ABCC6L87 US3134G9J248 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0255 4998944.85 4998944.85 0.0000 N N N N Freddie Mac Freddie Mac, 2.64% 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 0.0243 9967222.20 9967222.20 0.0001 N N N N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 ECJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-15 2022-09-30 1.75 - 2.875 164077100.00 167472800.73 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 164000000.00 164000000.00 0.0011 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 ECH836000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2024-09-30 1.75 - 2.125 336613900.00 333890076.76 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 326900000.00 326900000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.60% G5GSEF7VJP5I7OUK5573 EDF361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2043-08-15 1.125 - 4.5 2136596900.00 2211566877.16 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 2162000000.00 2162000000.00 0.0151 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.62% G5GSEF7VJP5I7OUK5573 EDD059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2024-02-29 2 - 2.125 266817500.00 266355714.51 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 261000000.00 261000000.00 0.0018 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-09 2049-02-15 0 - 7.25 162385900.00 163467135.55 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 160000000.00 160000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 ECD931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2040-08-15 2.25 - 3.875 336530000.00 337062318.60 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0242 330000000.00 330000000.00 0.0023 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECI724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2020-12-15 1.875 - 1.875 168850000.00 168593709.81 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 163900000.00 163900000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECH136000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2045-05-15 2.75 - 3.875 320455000.00 332520354.15 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 325000000.00 325000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECH235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 163105000.00 167231491.45 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 162900000.00 162900000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECF473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2047-02-15 2.5 - 7.875 324615000.00 339586528.50 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 329000000.00 329000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBI601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 166320000.00 170527829.67 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 165900000.00 165900000.00 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 2021-02-15 2045-02-15 2.5 - 7.875 173740000.00 171369364.26 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 165900000.00 165900000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EDB165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-31 2047-11-15 0 - 2.875 332860000.00 336941726.02 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 329000000.00 329000000.00 0.0023 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 2020-05-15 2040-08-15 2 - 3.875 136495000.00 137319877.35 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 2020-05-15 2020-11-15 2.625 - 3.5 101285000.00 102775966.63 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 2040-08-15 2.25 - 3.875 172290000.00 173248503.45 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 169000000.00 169000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECE930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2044-08-15 0 - 4.375 213195300.00 216550521.01 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 211900000.00 211900000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EDA435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2047-02-15 0 - 7.125 326428000.00 335443818.77 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 328000000.00 328000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH845000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-02-15 1.125 - 7.875 329025800.00 335174696.56 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 326900000.00 326900000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECF412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-08-15 1.181 - 7.875 265633500.00 270095676.98 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 263000000.00 263000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2048-05-15 0 - 6.75 328219700.00 335476142.50 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 328000000.00 328000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-05-15 0 - 8.125 565017600.00 565093753.88 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 553000000.00 553000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 1.125 - 8.125 197720400.00 200164917.66 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 196000000.00 196000000.00 0.0014 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 2019-07-31 2046-02-15 1.125 - 8.125 660685100.00 674868968.19 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 656900000.00 656900000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2046-02-15 0 - 7.875 564396700.00 578549745.27 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 565000000.00 565000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF392000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2042-08-15 0 - 7.25 602639600.00 613229334.91 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 599000000.00 599000000.00 0.0042 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 2019-04-30 2047-02-15 0 - 7.25 704884600.00 691154738.13 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 2019-04-30 2045-02-15 0 - 6.75 1061513400.00 1083096211.91 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 1054000000.00 1054000000.00 0.0074 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 2019-10-31 2045-02-15 0 - 6.75 682966500.00 687932415.17 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 671000000.00 671000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBG521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2044-11-15 0 - 7.875 331552400.00 340695022.57 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 332900000.00 332900000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBE887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2046-08-15 1.125 - 7.875 349869800.00 341859269.43 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 333000000.00 333000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBC945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2045-02-15 1.125 - 4.375 329362900.00 339003509.71 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 331000000.00 331000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EDE073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2045-02-15 0 - 8.125 82867100.00 84636447.93 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 82900000.00 82900000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-02-15 1.181 - 7.125 249502600.00 256908823.29 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 250000000.00 250000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2045-02-15 0 - 8.125 340739700.00 343475183.29 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 334000000.00 334000000.00 0.0023 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 2019-04-30 2045-11-15 0 - 4.375 339414900.00 341130766.29 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 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 2019-07-18 2048-08-15 0 - 8.125 834315500.00 853500214.37 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 832000000.00 832000000.00 0.0058 N N 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 2019-04-30 2048-11-15 0 - 7.875 267304600.00 274346152.14 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 267000000.00 267000000.00 0.0019 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.45% 2IGI19DL77OX0HC3ZE78 EBI596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-11-15 1.375 - 3.375 165196200.00 170516172.69 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 165900000.00 165900000.00 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 2019-05-15 2048-11-15 1.625 - 3.625 289330200.00 310190768.03 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 301000000.00 301000000.00 0.0021 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EBB701000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-11-15 2 - 3.75 162827000.00 171324608.01 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-11-15 1.375 - 3.375 86234400.00 85057876.84 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0244 82900000.00 82900000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-11-15 2 - 3.375 164871600.00 169463308.59 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0250 164996964.00 164996964.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECF906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-11-15 1.375 - 4.5 153455200.00 169108782.15 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 164000000.00 164000000.00 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.70% 549300IMBXQ8SGH3HJ31 EDF355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2048-05-15 1.125 - 3.125 362123300.00 363357594.06 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0267 356000000.00 356000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.85% 549300IMBXQ8SGH3HJ31 EDE754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2044-08-15 1.25 - 3.625 359127300.00 363346673.08 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0281 355800000.00 355800000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.95% 549300IMBXQ8SGH3HJ31 EDF357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-05-15 1.125 - 3.625 1596301700.00 1637163599.79 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0295 1604000000.00 1604000000.00 0.0112 N Y Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EDE113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2031-02-15 0 - 5.375 175181700.00 172438700.65 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 169000000.00 169000000.00 0.0012 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.53% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2025-01-31 1.875 - 2.75 357867500.00 363196614.61 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0250 356000000.00 356000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.63% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2046-08-15 1 - 8.125 1170243800.00 1185031315.16 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 1160000000.00 1160000000.00 0.0081 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.80% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2025-01-31 1.625 - 2.5 360849400.00 362240905.56 U.S. Treasuries (including strips) Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0276 355000000.00 355000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.82% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2022-09-30 1.75 - 2.625 363715000.00 363233826.54 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0278 356000000.00 356000000.00 0.0025 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.65% 549300H47WTHXPU08X20 EDF260000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-31 2046-08-15 2.25 - 3 1830830000.00 1792140009.22 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 1757000000.00 1757000000.00 0.0123 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2022-08-31 1.625 - 1.625 340183000.00 334240197.10 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0258 327000000.00 327000000.00 0.0023 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.71% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2021-10-15 2.25 - 2.875 448500100.00 460158592.63 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0267 451000000.00 451000000.00 0.0032 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.55% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2021-02-28 1.375 - 2 36698800.00 36727811.99 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0255 36000000.00 36000000.00 0.0003 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2027-02-15 0 - 2.875 299622100.00 305046082.27 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 299000000.00 299000000.00 0.0021 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2020-08-31 2.625 - 2.625 44641700.00 44889801.34 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 44000000.00 44000000.00 0.0003 N Y Y N 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 258659300.00 257079986.03 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0252 250990537.30 250990537.30 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.51% H7FNTJ4851HG0EXQ1Z70 ECJ932000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 107744900.00 133680317.76 U.S. Treasuries (including strips) Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0250 130998362.50 130998362.50 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.51% H7FNTJ4851HG0EXQ1Z70 ECF366000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-07-31 1.875 - 2 248984100.00 248164515.59 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0251 242994386.70 242994386.70 0.0017 N N N Y Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 3.48% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-04 2046-08-15 0 - 6.25 131769400.00 131108051.91 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0348 128500000.00 128500000.00 0.0009 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.46% 549300Y1PMK3RWXMWR72 ECF335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2025-05-31 2.625 - 2.875 112866600.00 117516459.49 U.S. Treasuries (including strips) Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0249 114994284.50 114994284.50 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.65% 549300Y1PMK3RWXMWR72 EDD045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2028-08-15 2.625 - 2.875 127206500.00 132668366.58 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 7 N N/A N/A N N 0.0262 130000000.00 130000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.70% 549300Y1PMK3RWXMWR72 EDE123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2027-11-15 1.75 - 2.875 93128400.00 92854858.84 U.S. Treasuries (including strips) Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0267 91000000.00 91000000.00 0.0006 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.71% 549300Y1PMK3RWXMWR72 EDE853000 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 1.625 - 2.625 93714200.00 93868271.98 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0267 92000000.00 92000000.00 0.0006 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.72% 549300Y1PMK3RWXMWR72 EDD556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2028-05-15 2.625 - 3 126269100.00 132660170.70 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0268 130000000.00 130000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 ECG727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2026-08-15 1.375 - 3 41790000.00 41759272.66 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 40900000.00 40900000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EBJ371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2023-12-31 1.625 - 2.25 75057000.00 74632775.47 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 73000000.00 73000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECJ247000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2025-02-15 1.25 - 3.125 124188000.00 123503729.43 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 121000000.00 121000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECI765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-02-15 2045-11-15 3 - 3.125 50532000.00 53686733.25 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 52000000.00 52000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 26984000.00 25542626.20 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 25000000.00 25000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 164002000.00 168574065.43 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 165000000.00 165000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 ECD321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 204753000.00 210461126.19 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 206000000.00 206000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.58% U7M81AY481YLIOR75625 EDB633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 54248000.00 56119424.88 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0255 55000000.00 55000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.59% U7M81AY481YLIOR75625 EDF312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2027-05-15 1.625 - 2.625 325480000.00 326282689.45 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0259 318000000.00 318000000.00 0.0022 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.68% U7M81AY481YLIOR75625 EDB631000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2026-02-28 2.5 - 2.5 53268000.00 54080406.70 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0268 53000000.00 53000000.00 0.0004 N Y Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECB809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2041-11-15 1.25 - 8.75 168563900.00 168700954.39 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 165000000.00 165000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECD288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2045-05-15 0 - 8.75 164632800.00 168798158.98 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-29 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 165000000.00 165000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 EBJ990000 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 - 8.75 166497300.00 168788962.16 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 165000000.00 165000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.48% KX1WK48MPD4Y2NCUIZ63 ECJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-26 2047-08-15 0 - 8.75 475950700.00 475911092.81 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0245 466000000.00 466000000.00 0.0033 N N Y N Natixis SA Natixis SA, 2.48% KX1WK48MPD4Y2NCUIZ63 ECF851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1.375 - 6.625 400049600.00 401648764.04 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 393000000.00 393000000.00 0.0027 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.60% OXTKY6Q8X53C9ILVV871 EDF348000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-23 2048-05-15 0 - 8.125 1812175000.00 1931513728.92 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 1887000000.00 1887000000.00 0.0132 N Y Y N Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EBI606000 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 95105000.00 90035935.32 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 87997738.40 87997738.40 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECA008000 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 184490000.00 187160644.48 U.S. Treasuries (including strips) Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0252 183000000.00 183000000.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECD341000 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 231730000.00 235084482.34 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0253 229995653.00 229995653.00 0.0016 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECE873000 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 171150000.00 168600431.36 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0252 165000000.00 165000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDA433000 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 88420000.00 83707243.58 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0254 81996966.00 81996966.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDB005000 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 89490000.00 84720212.94 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0254 82996804.50 82996804.50 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDC509000 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 171970000.00 169408216.08 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0254 165992247.80 165992247.80 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 144010000.00 136334315.18 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0256 132997140.50 132997140.50 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 2026-11-15 2 - 3.625 173550000.00 171128724.79 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0256 166996559.80 166996559.80 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 ECF405000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2021-11-15 1.75 - 2.875 82539200.00 84712162.41 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 82900000.00 82900000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 ECG251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2049-02-15 1.75 - 3 167241200.00 167562309.77 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 164000000.00 164000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2039-08-15 1.75 - 4.5 151174000.00 169542960.74 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 165000000.00 165000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECD310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2047-11-15 1.75 - 2.75 339140200.00 338279694.67 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 330000000.00 330000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECA925000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2039-08-15 1.75 - 4.5 132429200.00 171429042.35 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 166000000.00 166000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-05-31 1.75 - 2.75 48708500.00 50132502.85 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 49000000.00 49000000.00 0.0003 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2039-08-15 1.75 - 4.5 132483000.00 171498662.93 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 166000000.00 166000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECG678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2049-02-15 1.75 - 3 166109400.00 166428336.58 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 162900000.00 162900000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBI507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2025-02-28 1.75 - 2.75 333162600.00 339593536.91 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 331900000.00 331900000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-06-30 1.75 - 2.625 117035500.00 119601710.93 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 116900000.00 116900000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-06-30 1.75 - 2.625 117135600.00 119704006.69 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 117000000.00 117000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECC875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2045-05-15 1.75 - 3 244446300.00 255905112.89 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 247900000.00 247900000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-06-30 1.75 - 2.875 99870700.00 102311127.80 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 100000000.00 100000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-10-31 1.75 - 2.875 127710800.00 132708764.49 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 130000000.00 130000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB458000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-10-31 1.75 - 2.875 127710800.00 132708764.49 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 130000000.00 130000000.00 0.0009 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EBG524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2048-11-15 1.5 - 6.25 168239800.00 170028308.64 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 166000000.00 166000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.45% ES7IP3U3RHIGC71XBU11 EBJ316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2048-08-15 1.125 - 4.5 164369200.00 169838599.48 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 166000000.00 166000000.00 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 2022-10-31 2048-08-15 1.375 - 4.5 90003900.00 90080809.73 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 87900000.00 87900000.00 0.0006 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.55% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2045-11-15 2.125 - 4.375 789805500.00 820647604.06 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0252 801600000.00 801600000.00 0.0056 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.65% 6PJDTY319315T5LR2241 EDF296000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2025-08-31 2.5 - 2.75 279640000.00 285700943.47 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 280000000.00 280000000.00 0.0020 N Y Y N Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECG671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2048-05-15 0 - 8.125 316345700.00 329557458.92 U.S. Treasuries (including strips) Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0248 320987994.60 320987994.60 0.0022 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-16 2047-08-15 0 - 8.125 164537900.00 164459068.13 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0248 160994075.20 160994075.20 0.0011 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-11 2048-08-15 0 - 8.125 494200900.00 498634088.62 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0248 486982955.00 486982955.00 0.0034 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 2.60% SUVUFHICNZMP2WKHG940 EDF334000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2022-03-15 1.375 - 2.75 610123700.00 611112394.78 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 599000000.00 599000000.00 0.0042 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.63%, dated 3/29/2019 due 04/01/2019 B4TYDEB6GKMZO031MB27 EDF575000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2044-09-20 3 - 5.25 7048426480.98 1241707906.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 1213601855.90 1213601855.90 0.0085 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.63%, dated 3/29/2019 due 04/01/2019 B4TYDEB6GKMZO031MB27 EDF665000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2044-09-20 3 - 5.25 24756556.43 4361315.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 4262597.18 4262597.18 0.0000 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.63%, dated 3/29/2019 due 04/01/2019 L3I9ZG2KFGXZ61BMYR72 EDF665000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2024-01-31 1 - 3.375 302365.51 303949.19 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 297924.06 297924.06 0.0000 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.63%, dated 3/29/2019 due 04/01/2019 L3I9ZG2KFGXZ61BMYR72 EDF575000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2024-01-31 1 - 3.375 137912516.61 138634848.68 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 135886717.43 135886717.43 0.0010 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.46% G5GSEF7VJP5I7OUK5573 ECJ843000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-01-01 2048-01-01 3 - 4 307289072.00 295837266.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 289700000.00 289700000.00 0.0020 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.66% G5GSEF7VJP5I7OUK5573 EDD069000 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 2026-04-20 2049-02-15 2.5 - 6.5 477711012.00 65498402.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-01-01 3 - 3 233031412.00 223310899.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0266 283000000.00 283000000.00 0.0020 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.45% 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 2049-01-01 3.93 - 4.44 211964.00 228910.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-09-01 2033-09-01 3.78 - 3.78 9000000.00 9584802.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-15 2020-05-15 2.55 - 2.55 14000.00 14177.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2049-04-01 3.5 - 5 18273922.00 18776288.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-04-15 2068-12-20 3.5 - 5.5 35204872.00 35556367.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.71 - 3.71 4837.00 5147.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2044-11-01 3.98 - 4.5 1595784.00 1256473.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 5 N N/A N/A N N 0.0242 64000000.00 64000000.00 0.0004 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.45% 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 2049-02-01 3.82 - 4.44 9994390.00 10729684.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.82 - 3.82 227280.00 238595.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.58 - 3.58 115695.00 121978.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2049-04-01 3 - 4.5 216413600.00 212080791.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-07-15 2049-03-20 3 - 6.05 117529993.00 110408968.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-07-01 2030-07-01 3.8 - 3.8 811817.00 864096.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-07-01 2049-03-01 2.841 - 6.1 52702620.00 32259217.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 6 N N/A N/A N N 0.0242 359000000.00 359000000.00 0.0025 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.45% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-27 2019-06-27 N/A 2765300.00 2749562.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 4.53 - 4.53 1000000.00 1134085.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2049-01-01 3.85 - 4.37 25178643.00 27179058.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2049-03-01 0 - 5.5 76379844.00 54035694.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-15 2058-03-20 3 - 5.5 68292973.00 67378239.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-10-01 2049-04-01 0 - 4.375 35216992.00 32267393.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 6 N N/A N/A N N 0.0242 180900000.00 180900000.00 0.0013 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.46% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2020-05-15 8.75 - 8.75 100.00 110.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2033-11-01 3.724 - 4.4 1187406.00 1281904.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2049-01-01 3.74 - 4.44 8886809.00 9467352.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.58 - 3.58 18440.00 19441.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 0 - 4.5 59658764.00 51639804.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-11-15 2068-10-20 3.4 - 8.5 93793194.00 84934997.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-30 2049-03-01 1.375 - 5.5 143922304.00 37427777.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 181000000.00 181000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.46% 3Y4U8VZURTYWI1W2K376 EDA530000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2047-02-15 0.875 - 2.75 3737400.00 3797727.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2047-12-01 2.5 - 5 12540985.00 5264469.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-08 2028-03-10 1.5 - 3.375 24985000.00 26217188.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-03-20 2049-01-20 3 - 5 112845855.00 84585980.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-11-01 2049-02-01 2.5 - 4.5 67567337.00 64909633.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 181000000.00 181000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.46% 3Y4U8VZURTYWI1W2K376 EDA527000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2024-01-15 0 - 0.625 186700.00 188304.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-09-30 2048-08-01 1.55 - 4.63 104361861.00 73828845.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 47613499.00 49501840.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2049-01-01 2.651 - 6.5 64576350.00 61240171.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 181000000.00 181000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.47% 3Y4U8VZURTYWI1W2K376 EDE935000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-02-15 1.5 - 3 185315200.00 186984676.22 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 183000000.00 183000000.00 0.0013 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.63%, dated 3/29/2019 due 04/01/2019 R0MUWSFPU8MPRO8K5P83 EDF665000_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 2019-10-31 2049-02-15 0 - 8.125 184984.72 143736.24 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2035-05-01 3.37 - 3.37 0.83 0.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-01-01 2048-10-15 2.501 - 4.947 31292.85 6079.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 2 - 4.5 281639.14 98906.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-06-25 0 - 8 418367.92 173648.80 Agency Debentures and Agency Strips Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 413198.96 413198.96 0.0000 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.63%, dated 3/29/2019 due 04/01/2019 R0MUWSFPU8MPRO8K5P83 EDF575000_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 2019-10-31 2049-02-15 0 - 8.125 68286808.54 53060000.90 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2035-05-01 3.37 - 3.37 305.06 300.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-01-01 2048-10-15 2.501 - 4.947 11551704.94 2244293.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 2 - 4.5 103966631.18 36511326.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-06-25 0 - 8 154439839.53 64102170.92 Agency Debentures and Agency Strips Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 152531724.70 152531724.70 0.0011 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 ECJ939000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-30 2048-05-15 0 - 7.125 164719268.84 134225506.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-05-30 2048-09-01 1.75 - 6 52536652.00 46288963.25 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-04-15 2048-12-20 3 - 6.5 175261429.00 116197808.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2057-06-25 2.5 - 6.625 98496809.00 75068646.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 363000000.00 363000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 ECI741000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-08-15 0 - 6 371327792.57 259691607.43 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 172000.00 176266.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2048-10-01 0 - 5 2265641.00 1733049.20 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2035-12-15 2049-01-20 3 - 6 366583721.00 103393210.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 0 - 4 7190213.00 6955096.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-05-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 361900000.00 361900000.00 0.0025 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 2019-05-23 2048-02-15 0 - 4.75 68605597.51 50455545.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-05-30 2048-09-15 1.75 - 5 40719227.00 23623398.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-04-15 2048-12-20 3 - 7.5 540559113.00 218690379.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.781 - 3.781 14509482.00 13033857.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2044-02-01 0 - 6.625 1584806.00 962013.84 Agency Debentures and Agency Strips Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 299000000.00 299000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBH446000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-08-15 0 - 4.25 285534283.94 281168046.69 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 2000.00 2002.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-30 2048-10-15 1.75 - 6.5 70160331.00 665340.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-07-11 2033-07-11 3.93 - 3.93 260000.00 269360.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2049-01-20 3 - 4.5 185293607.00 90019559.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2035-02-01 1.2 - 5.5 28329498.00 6148800.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-05-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 367900000.00 367900000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD965000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-02-15 0 - 7.875 334640339.27 342329914.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-01-01 2028-01-01 6.5 - 6.5 567874.00 35506.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2046-06-20 3.5 - 3.5 18978890.00 10392354.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-07-01 2048-10-01 4 - 4.5 25282289.00 24751417.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 368000000.00 368000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD956000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-11-15 0 - 7.625 117550086.92 110213789.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2037-08-01 0 - 4.364 19714954.00 550531.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-03-20 3 - 6.5 83339279.00 47774892.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-11-01 0 - 6.625 89029732.00 86329194.37 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 239000000.00 239000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBC948000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2048-05-15 0 - 5.375 408151118.25 307456484.15 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2032-09-07 1.875 - 3.2 26356000.00 26167476.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-01 2028-09-01 4 - 4 10000.00 11042.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2049-02-20 2.5 - 4.5 45188488.00 41331636.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-18 2044-02-01 0 - 8.5 3770576.00 2556678.13 Agency Debentures and Agency Strips Y N/A N/A 2019-04-05 2019-04-05 2019-05-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 367000000.00 367000000.00 0.0026 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 2019-05-23 2044-05-15 0 - 3.125 8322663.85 7775854.17 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 2000.00 2002.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-09-15 2048-10-15 2.788 - 2.788 255136.00 233462.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-08-20 2049-03-20 2.5 - 5 43400980.00 29862519.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-15 2057-06-25 3.5 - 6.625 63470.00 68952.50 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 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 2.63%, dated 3/29/2019 due 04/01/2019 VJW2DOOHGDT6PR0ZRO63 EDF575000_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 4392.17 3207.09 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-04-04 2049-02-15 0 - 7.5 65686046.78 66969254.43 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-04-03 2026-01-23 0 - 6.9 146479753.43 146669142.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-04-05 2024-03-08 0 - 4.75 51266727.82 51376729.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2049-03-01 1.134 - 10 186369971.69 115116803.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-06-20 2049-03-20 2.5 - 10 126961197.38 51820550.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-25 2049-03-01 1.125 - 9.5 205754439.62 150713458.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 570982121.43 570982121.43 0.0040 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 2023-08-31 2044-05-15 2.75 - 3.375 3199800.00 3342097.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2048-06-01 3 - 4.5 16715316.00 14119676.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2049-01-20 4.5 - 4.5 4687649.00 4815778.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2049-03-01 3.5 - 4.5 194089919.00 167372614.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 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 US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2024-10-31 2.25 - 2.75 97300.00 98063.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2048-10-01 3.5 - 4 136874350.00 134343112.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2049-01-01 3.5 - 5 93960135.00 76690862.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 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 2020-12-31 2048-11-15 2 - 3.375 10782800.00 11002060.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2049-01-01 3 - 5 215359205.00 206032525.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2049-03-01 3 - 5 156500022.00 127360966.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 335900000.00 335900000.00 0.0023 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.63%, dated 3/29/2019 due 04/01/2019 E57ODZWZ7FF32TWEFA76 EDF575000_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 4604221.59 3461127.58 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-02-15 0 - 8.5 156174308.20 162104807.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 223.14 234.17 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2021-07-27 0 - 2.22 32921277.73 32938811.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-17 2036-07-15 1.375 - 5.5 2684345.53 2870548.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2047-07-01 0 - 10.5 30915675.55 1523932.63 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 446.28 459.77 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 18551959.81 17137814.04 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 3034225.32 3046105.14 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 790799.71 894811.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-09-01 0 - 8.5 11816347.34 3798650.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 223137616.97 223137616.97 0.0016 N Y Y N Citibank NA In a joint trading account with Citibank NA at 2.63%, dated 3/29/2019 due 04/01/2019 E57ODZWZ7FF32TWEFA76 EDF665000_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 455366.88 342312.55 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-02-15 0 - 8.5 15445956.57 16032494.99 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 22.07 23.16 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2021-07-27 0 - 2.22 3255981.29 3257715.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-17 2036-07-15 1.375 - 5.5 265487.23 283903.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2047-07-01 0 - 10.5 3057623.16 150720.04 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 44.14 45.47 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 1834826.54 1694964.65 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 300091.05 301265.99 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 78211.70 88498.67 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-09-01 0 - 8.5 1168660.77 375694.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 22068763.94 22068763.94 0.0002 N Y Y N Citibank NA Citibank NA, 2.73% 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 2029-04-15 2029-10-15 N/A 382000.00 288968.71 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2047-02-15 0 - 7.125 60568100.00 61904623.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2030-12-01 3.02 - 10 9274658.00 9283059.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2021-11-29 1.875 - 1.875 30000.00 29850.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-10-07 2038-05-01 1.375 - 7 33662.00 2502.49 Agency Debentures and Agency Strips Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0269 70000000.00 70000000.00 0.0005 N N Y N Citibank NA Citibank NA, 2.74% 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 2030-04-15 2030-04-15 N/A 5000.00 3658.88 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2048-05-15 0 - 6.375 408683500.00 422405079.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 2.757 - 2.757 803968.00 805102.04 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-26 2020-10-09 1.233 - 2.22 35000.00 35008.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-01-17 2049-02-01 1.375 - 4.471 2742998.00 2634964.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-10 2028-06-09 0 - 5.125 4970000.00 5014873.29 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4 - 4 148266.00 150521.30 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 60000.00 71768.87 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-26 2040-10-01 0 - 4.579 1016954.00 970464.66 Agency Debentures and Agency Strips Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0270 423000000.00 423000000.00 0.0030 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.65% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2054-01-16 2054-01-16 3.978 - 3.978 49987.00 62418.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 72396586.00 72811104.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-04-15 2045-04-15 3.5 - 3.5 138720000.00 140383561.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 207000000.00 207000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 CYYGQCGNHMHPSMRL3R97 EDF575000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-12-01 2048-06-01 3.5 - 4 90270517.77 82517392.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2056-02-01 3 - 5.5 529463947.80 249877985.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 325807229.88 325807229.88 0.0023 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.74% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-05-01 4 - 4 3050828.00 2688424.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2048-12-01 3 - 5.5 576538895.00 487060631.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0270 480000000.00 480000000.00 0.0034 N N Y N 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 2033-11-01 2057-09-01 3 - 4 131489804.00 130586983.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0245 128000000.00 128000000.00 0.0009 N N Y N 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 2048-08-01 3 - 4.5 279214212.00 183903552.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0248 179994798.00 179994798.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% 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 2047-09-01 2048-06-01 3.5 - 4 100295490.00 94185383.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0253 91994756.00 91994756.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2019-11-07 N/A 72864100.00 72439361.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2048-09-01 2.5 - 5 27407813.00 22728689.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-11-20 5 - 5 70309230.00 72613072.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-02-01 4.5 - 4.5 18899744.00 19501083.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0251 182991051.30 182991051.30 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.313 - 3.313 14639727.00 15427609.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.332 - 3.332 18483376.00 19503947.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2042-10-01 2.395 - 4.63 346474765.00 152221017.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0250 182994491.70 182994491.70 0.0013 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 2047-07-01 2049-03-01 3.5 - 4.5 190055410.00 186816172.27 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 182996413.20 182996413.20 0.0013 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 2033-11-01 2058-05-01 4 - 5 123600692.00 130669236.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 127997491.20 127997491.20 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 2042-09-01 2049-03-01 3.5 - 4.5 226026761.00 186816172.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 182996413.20 182996413.20 0.0013 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 2047-01-01 2049-02-01 3.5 - 4.5 194778625.00 186803158.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0250 182996449.80 182996449.80 0.0013 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 2048-08-01 2049-02-01 4 - 4.5 145896118.00 150044541.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0250 146996824.80 146996824.80 0.0010 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 2049-01-20 2049-01-20 4.5 - 4.5 55256411.00 57447868.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0256 55998745.60 55998745.60 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2049-01-20 4.5 - 5 55439217.00 57423879.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0258 55997715.20 55997715.20 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-08-01 2057-02-01 3.5 - 5 320333671.00 247076140.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0258 240987853.60 240987853.60 0.0017 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.63%, dated 3/29/2019 due 04/01/2019 KBVRJ5K57JZ3E2AVWX40 EDF575000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.295 - 3.295 1083682.23 1140206.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2049-04-01 2.31 - 7.5 124008755.75 63610646.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.332 - 3.332 1648725.41 1739760.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2058-05-01 2.147 - 5.5 323496325.55 121479793.80 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-04-18 2048-11-15 0 - 3.5 43775843.35 44023558.83 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.313 - 3.313 1455006.16 1533311.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 228797367.44 228797367.44 0.0016 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.63%, dated 3/29/2019 due 04/01/2019 KBVRJ5K57JZ3E2AVWX40 EDF665000_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 2019-04-18 2048-11-15 0 - 3.5 118586.15 119257.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.313 - 3.313 3941.53 4153.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.295 - 3.295 2935.63 3088.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2049-04-01 2.31 - 7.5 335932.33 172317.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.332 - 3.332 4466.30 4712.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2058-05-01 2.147 - 5.5 876332.28 329081.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 619798.44 619798.44 0.0000 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.72% 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 2049-01-20 2049-01-20 5 - 5 27329301.00 28570789.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0268 28000000.00 28000000.00 0.0002 N N Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 ZBUT11V806EZRVTWT807 EDF665000_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 2021-02-01 2049-03-01 2 - 10.49 7788245.31 5555192.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-09-20 2061-03-16 2.5 - 6.5 1492708.65 1032780.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2059-04-25 0 - 8.5 12366612.08 8668945.12 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 14934702.60 14934702.60 0.0001 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 ZBUT11V806EZRVTWT807 EDF575000_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 2021-02-01 2049-03-01 2 - 10.49 1157527035.36 825639811.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-09-20 2061-03-16 2.5 - 6.5 221853646.60 153496832.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2059-04-25 0 - 8.5 1837986253.29 1288420939.14 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 2219668400.91 2219668400.91 0.0155 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.75% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-06-01 2049-03-01 2.5 - 6 379557743.00 286933550.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0271 281200000.00 281200000.00 0.0020 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 ECF422000 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 2034-02-01 2034-02-01 4.08 - 4.08 18345000.00 20119793.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2048-02-01 3 - 4 202971182.00 132612838.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-04-01 2049-02-01 2.5 - 5.5 355270667.00 280509494.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 5 N N/A N/A N N 0.0241 424000000.00 424000000.00 0.0030 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 ECE921000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-03-01 3.5 - 5 122581558.00 123988808.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-03-01 2048-09-01 3 - 4.5 53392819.00 54849944.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 5 N N/A N/A N N 0.0241 175000000.00 175000000.00 0.0012 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 8NAV47T0Y26Q87Y0QP81 EDF575000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2021-02-28 2.5 - 2.5 13815252.94 13897620.98 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2047-06-20 4 - 4 529547556.85 376572654.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 382731072.86 382731072.86 0.0027 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECF338000 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 2036-07-01 2040-04-01 4.316 - 4.924 184546944.00 6790719.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2049-03-01 2 - 5 406874529.00 234375214.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0248 235991008.40 235991008.40 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECH210000 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 2035-12-01 2049-02-01 2.085 - 4.662 40942625.00 14533294.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2048-10-01 2 - 4.955 274035427.00 187717696.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0248 197992713.60 197992713.60 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECH750000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-09-01 2043-09-01 3.383 - 3.383 43938880.00 18204205.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2048-10-01 2.376 - 4.623 173058084.00 73721764.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0248 89996292.00 89996292.00 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECH756000 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 2028-12-01 2028-12-01 3.556 - 3.556 19326000.00 20764865.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-07-01 2049-03-01 2.445 - 5 391648676.00 292804831.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0248 306987443.70 306987443.70 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECJ174000 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 2026-03-01 2026-03-01 3.29 - 3.29 206996.00 215228.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-01-01 2046-07-01 1.967 - 4.63 146233279.00 38218071.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-04-01 2048-11-01 2.4 - 6 433527198.00 219945403.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0248 252990208.90 252990208.90 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EDA964000 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 2048-10-01 2048-10-01 3.249 - 3.249 30650752.00 30109010.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-05-01 2049-04-01 3 - 4.629 157106918.00 62793779.37 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0247 90997006.10 90997006.10 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EDB494000 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 2036-07-01 2048-05-01 3.252 - 4.653 69127313.00 3948645.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-06-20 3.5 - 3.5 6423000.00 6201446.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2048-10-01 2.508 - 4.623 314537876.00 176664473.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0247 182994985.80 182994985.80 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EDB495000 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 2025-04-01 2048-12-01 2.405 - 4.675 339671216.00 241939032.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0247 236993719.50 236993719.50 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 EDD037000 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 2026-11-01 2049-01-01 2.5 - 5 403900143.00 186750737.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0249 182997438.00 182997438.00 0.0013 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 7TK5RJIZDFROZCA6XF66 EDF665000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-05-01 2049-11-25 2.37 - 10.17 3768555.18 1473759.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2066-05-20 2.785 - 8.5 2776355.49 1829618.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 7509252.53 1481598.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 4673445.87 4673445.87 0.0000 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 7TK5RJIZDFROZCA6XF66 EDF575000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-05-01 2049-11-25 2.37 - 10.17 279876887.20 109450745.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2066-05-20 2.785 - 8.5 206189824.49 135879117.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 557684874.54 110032919.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 347079827.64 347079827.64 0.0024 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.65% OXTKY6Q8X53C9ILVV871 EDF350000 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 2031-03-01 2031-03-01 3.69 - 3.69 12195000.00 12912261.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-01-01 3.63 - 3.95 19259743.00 20505186.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2049-02-01 2 - 8 255668234.00 98229443.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-03-20 2069-02-20 1.5 - 9 849442395.00 440264391.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.74 - 3.74 3596868.00 3820920.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-25 2052-09-01 2 - 9.5 533597458.00 267994078.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 827000000.00 827000000.00 0.0058 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 FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 2023-11-01 3.5 - 3.5 3110.00 3247.76 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2022-03-14 2029-03-22 2.47 - 3.27 27871000.00 28105000.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-01 2049-03-01 1 - 6 483448767.00 318865710.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-06-15 2065-08-20 2 - 7.5 415141282.00 135050271.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-01 2056-08-01 1.25 - 7 799924834.00 440756090.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-05-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 902000000.00 902000000.00 0.0063 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECI747000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2028-01-15 0.5 - 1.875 212827700.00 214891611.35 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 209000000.00 209000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.45% 549300QJJX6CVVUXLE15 ECJ225000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-01-15 2028-01-15 0.5 - 0.5 212681100.00 216565016.74 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 210000000.00 210000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.48% 549300QJJX6CVVUXLE15 EDE040000 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 2023-12-31 2.625 - 3.625 139341400.00 143869613.43 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 141000000.00 141000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.48% 549300QJJX6CVVUXLE15 EDD052000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2022-02-28 1.75 - 2.625 283019100.00 287778735.37 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 282000000.00 282000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.48% 549300QJJX6CVVUXLE15 EDD661000 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 2023-12-31 1.75 - 3.625 141626600.00 143767550.73 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 140900000.00 140900000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.48% 549300QJJX6CVVUXLE15 EDC611000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2047-05-15 0.5 - 3 211884500.00 220571175.99 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 214000000.00 214000000.00 0.0015 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.789 - 3.789 1182548.00 1296430.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-05-15 2049-03-01 3 - 6 73197507.00 61324255.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-20 2048-09-20 3.25 - 5 34944898.00 23478059.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2051-06-01 2.213 - 5 452438833.00 291045335.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 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 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 2028-11-01 3.519 - 3.855 413036.00 445276.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2049-01-01 2.236 - 5 105910719.00 70633858.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2049-02-20 3.5 - 6 40870446.00 29457334.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2051-06-01 2.077 - 5.5 277601861.00 138520791.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 233000000.00 233000000.00 0.0016 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 2028-11-01 2028-11-01 3.537 - 3.537 4677606.00 5022795.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.621 - 3.621 5000000.00 5398373.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.313 - 3.313 9418000.00 9922975.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2048-12-01 3 - 7.5 251298723.00 196197496.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-03-20 2049-02-20 3 - 6 108635441.00 64686664.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.454 - 3.454 10026774.00 10672239.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-11-01 2051-06-01 2.324 - 7 1226959813.00 641744645.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 911000000.00 911000000.00 0.0064 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.519 - 3.519 57440.00 61598.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2048-12-01 3 - 5 76671482.00 44558375.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-08-20 2049-03-20 4 - 6.954 12515730.00 12138348.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2051-06-01 2.324 - 5 157229164.00 113389127.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 166000000.00 166000000.00 0.0012 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-11-01 3.519 - 3.537 4820347.00 5177256.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-10-01 2048-12-01 2.169 - 5 221312436.00 133072783.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-04-20 2049-01-20 3.5 - 8 18453097.00 14778133.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-07-01 2051-06-01 2.324 - 5.5 397286085.00 225154983.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 368900000.00 368900000.00 0.0026 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.63%, dated 3/29/2019 due 04/01/2019 5U0XI89JRFVHWIBS4F54 EDF575000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2047-11-15 1.375 - 3.75 153237990.31 156166048.31 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 203764123.70 194199426.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-02-01 3.5 - 3.5 499112835.35 505996882.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 838923827.04 838923827.04 0.0059 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.63%, dated 3/29/2019 due 04/01/2019 5U0XI89JRFVHWIBS4F54 EDF665000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2047-11-15 1.375 - 3.75 4013360.79 4090047.73 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 5336659.29 5086156.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-02-01 3.5 - 3.5 13071953.49 13252249.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 21971731.58 21971731.58 0.0002 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.52% 5493006GGLR4BTEL8O61 ECJ205000 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 177600000.00 166527332.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0249 163000000.00 163000000.00 0.0011 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.70% 5493006GGLR4BTEL8O61 EDB577000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3 - 3 143922000.00 122519666.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0267 120000000.00 120000000.00 0.0008 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.65% SUVUFHICNZMP2WKHG940 EDF335000 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 2048-08-01 2048-08-01 4.5 - 4.5 40966725.00 41615304.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-12-20 2041-12-20 4.5 - 4.5 682910822.00 119280517.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-06-01 3.5 - 3.5 100520686.00 98241392.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 254000000.00 254000000.00 0.0018 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.63%, dated 3/29/2019 due 04/01/2019 VYVVCKR63DVZZN70PB21 EDF665000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-09 2048-11-15 0 - 8 7681697.91 8054376.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-03-14 2029-03-14 3 - 3 32200.78 32871.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2027-03-12 1.125 - 5.625 806552.57 818266.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2048-09-01 0 - 9.5 4699013.12 1453708.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-07-15 2049-03-20 1.5 - 8 23156337.01 19461758.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2053-10-01 0 - 8.5 6612246.69 2375992.44 Agency Debentures and Agency Strips Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 31548837.37 31548837.37 0.0002 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.63%, dated 3/29/2019 due 04/01/2019 VYVVCKR63DVZZN70PB21 EDF575000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-09 2048-11-15 0 - 8 359932399.13 377394559.40 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-03-14 2029-03-14 3 - 3 1508794.39 1540240.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2027-03-12 1.125 - 5.625 37791697.18 38340573.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2048-09-01 0 - 9.5 220176201.02 68114722.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-07-15 2049-03-20 1.5 - 8 1085009593.99 911896996.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2053-10-01 0 - 8.5 309822364.92 111329118.91 Agency Debentures and Agency Strips Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 1478247237.80 1478247237.80 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.60% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0060 581961605.46 581961605.46 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.19% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0119 1458932796.32 1458932796.32 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0202 265686219.52 265686219.52 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0206 848040468.69 848040468.69 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.18% 912796UZ0 254900HROIFWPRGM1V77 US912796UZ09 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0218 117773055.32 117773055.32 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0224 279169623.60 279169623.60 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.26% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0226 534929601.87 534929601.87 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0229 793547993.75 793547993.75 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0231 348319615.00 348319615.00 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RV3 254900HROIFWPRGM1V77 US912796RV32 U.S. Treasury Debt Y N/A N/A 2019-06-27 2019-06-27 2019-06-27 N N N 0.0231 696023174.00 696023174.00 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0235 373959283.88 373959283.88 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0236 1228437091.35 1228437091.35 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0236 93076547.76 93076547.76 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0237 968196311.62 968196311.62 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0237 1438257575.04 1438257575.04 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0240 60834068.87 60834068.87 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0240 526100627.39 526100627.39 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.41% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0241 691814473.00 691814473.00 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0242 521047898.63 521047898.63 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-04-01 2020-01-31 2020-01-31 N N N 0.0249 1773062937.72 1773062937.72 0.0124 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-04-01 2020-04-30 2020-04-30 N N N 0.0253 106915962.20 106915962.20 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-04-01 2019-10-31 2019-10-31 N N N 0.0246 664024820.32 664024820.32 0.0046 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.48% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-04-01 2019-07-31 2019-07-31 N N N 0.0245 563355757.67 563355757.67 0.0039 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.48% 912828LJ7 254900HROIFWPRGM1V77 US912828LJ77 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0250 402707381.81 402707381.81 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.49% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-04-01 2019-04-30 2019-04-30 N N N 0.0243 1198041091.40 1198041091.40 0.0084 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 0.0236 88940820.34 88940820.34 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 0.0249 81063414.09 81063414.09 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% to 2.55% 912828C99 254900HROIFWPRGM1V77 US912828C996 U.S. Treasury Debt Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0305 3582502437.22 3582502437.22 0.0251 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.52% 5493006GGLR4BTEL8O61 EDE800000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0249 164812500.00 164812500.00 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. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2019-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer