0000278001-19-000017.txt : 20190708 0000278001-19-000017.hdr.sgml : 20190708 20190708105627 ACCESSION NUMBER: 0000278001-19-000017 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190708 DATE AS OF CHANGE: 20190708 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: 19944507 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 2019-06-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 26 91 36126032837.48 37515204419.46 37694225195.03 40242031004.62 78835266889.86 80951007601.96 81403247213.92 84896647397.30 0.2500 0.2600 0.2600 0.2700 0.5500 0.5600 0.5600 0.5800 221.63 145381729201.29 145379637117.37 2953211384.47 4399558999.74 143933289723.73 143893904319.50 1.0000 0.0246 1.0003 1.0003 1.0003 1.0003 C000019553 1.00 143933289723.73 143893904319.50 1.0003 1.0003 1.0003 1.0003 12255042481.46 10962195722.82 10451688958.30 10804466097.18 10329708976.71 10017552737.95 13078815106.02 11768671799.22 46115255522.49 43552886357.17 0.0206 N Fannie Mae Fannie Mae, 2.48% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-07-30 2020-07-30 N N N 0.0250 542878324.56 542878324.56 0.0038 N N N N Fannie Mae Fannie Mae, 2.49% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-10-30 2019-10-30 N N N 0.0241 162036325.26 162036325.26 0.0011 N N N N Fannie Mae Fannie Mae, 2.51% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-10-30 2020-10-30 N N N 0.0246 336174336.96 336174336.96 0.0023 N N N N Fannie Mae Fannie Mae, 2.52% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-04-30 2020-04-30 N N N 0.0243 116088161.16 116088161.16 0.0008 N N N N Fannie Mae Fannie Mae, 2.54% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-30 2019-07-30 N N N 0.0241 266525605.32 266525605.32 0.0019 N N N N Fannie Mae Fannie Mae, 2.58% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-01-30 2020-01-30 N N N 0.0242 6325780.21 6325780.21 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2019-12-20 2019-12-20 N N N 0.0238 25989671.24 25989671.24 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.33% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-09-19 2019-09-19 N N N 0.0234 53996478.66 53996478.66 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.33% 3133EGVA0 US3133EGVA03 U.S. Government Agency Debt Y N/A N/A 2019-09-23 2019-09-23 2019-09-23 N N N 0.0221 25006493.00 25006493.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.38% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-04-17 2020-04-17 N N N 0.0241 118968249.61 118968249.61 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-07-29 2020-04-29 2020-04-29 N N N 0.0245 98957692.35 98957692.35 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.58% 3133EGRQ0 US3133EGRQ01 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-08-19 2019-08-19 N N N 0.0236 22871339.55 22871339.55 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AELC2 2549001DPIFGXC1TOL40 US3130AELC28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0209 109980990.90 109980990.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384PT0 2549001DPIFGXC1TOL40 US313384PT03 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0212 264694900.89 264694900.89 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384PU7 2549001DPIFGXC1TOL40 US313384PU75 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0212 193305124.35 193305124.35 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0212 351170948.82 351170948.82 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% to 2.40% 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0212 741188919.18 741188919.18 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NR6 2549001DPIFGXC1TOL40 US313384NR64 U.S. Government Agency Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0214 351444711.18 351444711.18 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% to 2.47% 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 0.0212 470828482.75 470828482.75 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 313384MD8 2549001DPIFGXC1TOL40 US313384MD87 U.S. Government Agency Debt Y N/A N/A 2019-09-25 2019-09-25 2019-09-25 N N N 0.0214 372169644.00 372169644.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313384LW7 2549001DPIFGXC1TOL40 US313384LW77 U.S. Government Agency Debt Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0214 312213062.00 312213062.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% to 2.42% 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0214 754316120.00 754316120.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGM28 2549001DPIFGXC1TOL40 US3130AGM280 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0221 509046873.81 509046873.81 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGMH5 2549001DPIFGXC1TOL40 US3130AGMH53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0221 356020302.68 356020302.68 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGNE1 2549001DPIFGXC1TOL40 US3130AGNE14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-01-27 2020-01-27 N N N 0.0228 176969274.57 176969274.57 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFQN0 2549001DPIFGXC1TOL40 US3130AFQN03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0227 194994116.85 194994116.85 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AEVR8 2549001DPIFGXC1TOL40 US3130AEVR86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0223 106004261.20 106004261.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AESF8 2549001DPIFGXC1TOL40 US3130AESF85 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0229 713963571.72 713963571.72 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFSC2 2549001DPIFGXC1TOL40 US3130AFSC20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 180990734.61 180990734.61 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFSG3 2549001DPIFGXC1TOL40 US3130AFSG34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 180990734.61 180990734.61 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-21 2019-08-21 2019-08-21 N N N 0.0235 359952559.20 359952559.20 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AES92 2549001DPIFGXC1TOL40 US3130AES928 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2019-08-12 2019-08-12 N N N 0.0228 576986521.28 576986521.28 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 313384LP2 2549001DPIFGXC1TOL40 US313384LP27 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0213 497840000.00 497840000.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0235 35998254.00 35998254.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0236 182987742.66 182987742.66 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0236 228484695.07 228484695.07 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0236 107992766.16 107992766.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-08-02 2019-08-02 N N N 0.0240 186981281.30 186981281.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-08-02 2019-08-02 N N N 0.0240 273972572.60 273972572.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0235 281994833.76 281994833.76 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0235 93998277.92 93998277.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0235 93998090.86 93998090.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0235 93998090.86 93998090.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0234 269994516.30 269994516.30 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AF6G7 2549001DPIFGXC1TOL40 US3130AF6G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0235 365989876.44 365989876.44 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0235 179994412.80 179994412.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-27 2019-08-27 2019-08-27 N N N 0.0238 34995933.35 34995933.35 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% to 2.34% 313384LJ6 2549001DPIFGXC1TOL40 US313384LJ66 U.S. Government Agency Debt Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0212 652366900.00 652366900.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0236 51009105.28 51009105.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2019-08-16 2019-08-16 N N N 0.0236 177987157.30 177987157.30 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2019-09-16 2019-09-16 N N N 0.0237 351959660.80 351959660.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-18 2019-12-18 2019-12-18 N N N 0.0238 71981654.40 71981654.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-11-19 2019-11-19 N N N 0.0238 447897322.88 447897322.88 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-21 2019-11-21 2019-11-21 N N N 0.0238 721859051.16 721859051.16 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-23 2019-07-23 2019-07-23 N N N 0.0236 179993223.00 179993223.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0237 539977822.20 539977822.20 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-08-01 2019-08-01 N N N 0.0240 36996937.14 36996937.14 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0235 181998402.04 181998402.04 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2020-02-10 2020-02-10 N N N 0.0242 89955210.60 89955210.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-01-17 2020-01-17 N N N 0.0240 178937029.59 178937029.59 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-12-17 2019-12-17 N N N 0.0239 35990896.68 35990896.68 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-12-17 2019-12-17 N N N 0.0239 179954483.40 179954483.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-01-17 2020-01-17 N N N 0.0240 359873355.60 359873355.60 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-01-17 2020-01-17 N N N 0.0240 71976616.56 71976616.56 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-08-19 2019-08-19 N N N 0.0236 180989621.46 180989621.46 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-22 2019-10-22 2019-10-22 N N N 0.0239 359929062.00 359929062.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-23 2020-01-23 2020-01-23 N N N 0.0241 22990387.38 22990387.38 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-27 2019-09-27 2019-09-27 N N N 0.0239 175976109.76 175976109.76 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2019-08-28 2019-08-28 N N N 0.0237 87992417.92 87992417.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2019-08-28 2019-08-28 N N N 0.0237 87992417.92 87992417.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-01-28 2020-01-28 N N N 0.0241 69969840.50 69969840.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2019-08-28 2019-08-28 N N N 0.0237 175984835.84 175984835.84 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384LM9 2549001DPIFGXC1TOL40 US313384LM95 U.S. Government Agency Debt Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0213 336580400.00 336580400.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 55972035.28 55972035.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 181909114.66 181909114.66 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 46976529.61 46976529.61 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 37981023.94 37981023.94 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 45975880.82 45975880.82 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-02-07 2020-02-07 N N N 0.0243 323841227.04 323841227.04 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AE2F6 2549001DPIFGXC1TOL40 US3130AE2F68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-10-11 2019-10-11 N N N 0.0240 35993601.72 35993601.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2019-09-12 2019-09-12 N N N 0.0239 287966085.12 287966085.12 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-08-13 2019-08-13 N N N 0.0238 177987753.60 177987753.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-08-13 2019-08-13 N N N 0.0238 88993876.80 88993876.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-08-13 2019-08-13 N N N 0.0238 88993876.80 88993876.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-14 2020-01-14 2020-01-14 N N N 0.0241 494827601.40 494827601.40 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-14 2020-01-14 2020-01-14 N N N 0.0241 179937309.60 179937309.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2020-01-10 2020-01-10 N N N 0.0242 269908405.20 269908405.20 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-02-12 2020-02-12 N N N 0.0242 143940528.00 143940528.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-03-12 2020-03-12 N N N 0.0243 89954728.20 89954728.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2020-01-13 2020-01-13 N N N 0.0242 89968815.00 89968815.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2020-04-16 2020-04-16 N N N 0.0241 163935693.96 163935693.96 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-03-17 2020-03-17 N N N 0.0241 45984223.84 45984223.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-04-20 2020-04-20 N N N 0.0240 53980604.28 53980604.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-03-20 2020-03-20 N N N 0.0240 446875631.19 446875631.19 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-03-20 2020-03-20 N N N 0.0240 446875631.19 446875631.19 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-11-25 2019-11-25 N N N 0.0240 457926999.38 457926999.38 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2020-02-25 2020-02-25 N N N 0.0242 180935797.49 180935797.49 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0237 552986484.68 552986484.68 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-11-26 2019-11-26 N N N 0.0240 183970414.64 183970414.64 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0241 181935140.66 181935140.66 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0241 90967570.33 90967570.33 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-04 2019-12-04 2019-12-04 N N N 0.0243 89976878.10 89976878.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-04 2019-12-04 2019-12-04 N N N 0.0243 359907512.40 359907512.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0236 367998822.40 367998822.40 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2020-05-11 2020-05-11 N N N 0.0243 108938358.32 108938358.32 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2020-05-11 2020-05-11 N N N 0.0243 361795281.76 361795281.76 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-10-15 2019-10-15 N N N 0.0239 270976729.23 270976729.23 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2020-04-16 2020-04-16 N N N 0.0241 35987294.16 35987294.16 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-04-17 2020-04-17 N N N 0.0241 127954658.56 127954658.56 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-05-20 2020-05-20 N N N 0.0240 358883170.63 358883170.63 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-21 2020-08-21 2020-08-21 N N N 0.0240 365890730.70 365890730.70 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-01-24 2020-01-24 N N N 0.0241 125968221.54 125968221.54 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-01-24 2020-01-24 N N N 0.0241 53986380.66 53986380.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-01-24 2020-01-24 N N N 0.0241 1265680702.14 1265680702.14 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-08-01 2019-08-01 N N N 0.0240 357984208.62 357984208.62 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-08-01 2019-08-01 N N N 0.0240 357984208.62 357984208.62 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-10-02 2019-10-02 N N N 0.0242 175974803.84 175974803.84 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2019-11-08 2019-11-08 N N N 0.0240 59993665.80 59993665.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2020-02-11 2020-02-11 N N N 0.0242 257933286.36 257933286.36 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-08-12 2020-08-12 N N N 0.0243 723640693.28 723640693.28 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2020-07-15 2020-07-15 N N N 0.0240 90980375.85 90980375.85 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-07-17 2020-07-17 N N N 0.0240 182959745.49 182959745.49 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-23 2020-03-23 2020-03-23 N N N 0.0242 178948789.89 178948789.89 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-03-24 2020-03-24 N N N 0.0242 461866722.24 461866722.24 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-27 2020-03-27 2020-03-27 N N N 0.0242 253926149.50 253926149.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-07-28 2020-07-28 N N N 0.0241 90968159.10 90968159.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% to 2.39% 313384KS7 2549001DPIFGXC1TOL40 US313384KS74 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-08-21 2019-08-21 N N N 0.0211 872260523.75 872260523.75 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0237 220999639.77 220999639.77 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-01-03 2020-01-03 N N N 0.0245 353884426.08 353884426.08 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0237 554898202.12 554898202.12 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2019-11-07 2019-11-07 N N N 0.0241 90990384.03 90990384.03 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-02-07 2020-02-07 N N N 0.0243 90979887.18 90979887.18 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2019-11-07 2019-11-07 N N N 0.0241 182980662.39 182980662.39 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2019-11-07 2019-11-07 N N N 0.0241 759919690.80 759919690.80 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2020-05-08 2020-05-08 N N N 0.0243 546810125.36 546810125.36 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2020-02-10 2020-02-10 N N N 0.0242 909794167.10 909794167.10 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-10-11 2019-10-11 N N N 0.0240 179985087.00 179985087.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-05-12 2020-05-12 N N N 0.0243 363870954.72 363870954.72 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-12-12 2019-12-12 N N N 0.0241 529940873.20 529940873.20 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2020-04-13 2020-04-13 N N N 0.0243 353889651.12 353889651.12 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2020-11-16 2020-11-16 N N N 0.0242 294882696.20 294882696.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-06-24 2020-06-24 N N N 0.0243 63978335.36 63978335.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-08-24 2020-08-24 N N N 0.0242 273916468.36 273916468.36 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2020-08-26 2020-08-26 N N N 0.0242 109965944.00 109965944.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2020-05-26 2020-05-26 N N N 0.0242 34988254.35 34988254.35 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-08-28 2020-08-28 N N N 0.0242 718773392.77 718773392.77 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-07-28 2020-07-28 N N N 0.0241 180946288.25 180946288.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-29 2019-11-29 2019-11-29 N N N 0.0242 365939697.84 365939697.84 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-29 2019-11-29 2019-11-29 N N N 0.0242 274954691.00 274954691.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384KK4 2549001DPIFGXC1TOL40 US313384KK49 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2019-08-14 2019-08-14 N N N 0.0209 698109223.00 698109223.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% to 2.48% 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 0.0209 854579926.27 854579926.27 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% to 2.44% 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 U.S. Government Agency Debt Y N/A N/A 2019-09-13 2019-09-13 2019-09-13 N N N 0.0213 564482520.00 564482520.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-12-02 2019-12-02 N N N 0.0244 182969008.95 182969008.95 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-12-02 2019-12-02 N N N 0.0244 182969008.95 182969008.95 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-08-07 2020-08-07 N N N 0.0243 145953252.26 145953252.26 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-08-24 2020-08-24 N N N 0.0242 181958802.48 181958802.48 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGBU8 2549001DPIFGXC1TOL40 US3130AGBU83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0224 521117688.69 521117688.69 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384NB1 2549001DPIFGXC1TOL40 US313384NB13 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0212 90418510.00 90418510.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384NG0 2549001DPIFGXC1TOL40 US313384NG00 U.S. Government Agency Debt Y N/A N/A 2019-10-22 2019-10-22 2019-10-22 N N N 0.0212 180783178.94 180783178.94 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384NQ8 2549001DPIFGXC1TOL40 US313384NQ81 U.S. Government Agency Debt Y N/A N/A 2019-10-30 2019-10-30 2019-10-30 N N N 0.0213 90348515.53 90348515.53 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-02-28 2020-02-28 N N N 0.0245 108967500.56 108967500.56 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-08-07 2020-08-07 N N N 0.0243 216942314.89 216942314.89 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-08-07 2020-08-07 N N N 0.0243 90975809.47 90975809.47 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2020-08-07 2020-08-07 N N N 0.0243 44988037.65 44988037.65 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2020-11-09 2020-11-09 N N N 0.0244 36986006.23 36986006.23 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2020-11-09 2020-11-09 N N N 0.0244 55978820.24 55978820.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2020-11-09 2020-11-09 N N N 0.0244 184930031.15 184930031.15 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JF7 2549001DPIFGXC1TOL40 US313384JF72 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0186 699315554.00 699315554.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-11-24 2020-11-24 N N N 0.0243 665816989.86 665816989.86 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.43% 313384JN0 2549001DPIFGXC1TOL40 US313384JN07 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0196 1218884373.46 1218884373.46 0.0085 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.42% 313384JU4 2549001DPIFGXC1TOL40 US313384JU40 U.S. Government Agency Debt Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0201 207631378.24 207631378.24 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.47% 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 0.0204 372329142.08 372329142.08 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KB4 2549001DPIFGXC1TOL40 US313384KB40 U.S. Government Agency Debt Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0206 74834250.00 74834250.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KL2 2549001DPIFGXC1TOL40 US313384KL22 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0209 74792812.50 74792812.50 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.43% 313384KX6 2549001DPIFGXC1TOL40 US313384KX69 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2019-08-26 2019-08-26 N N N 0.0212 759380411.64 759380411.64 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KY4 2549001DPIFGXC1TOL40 US313384KY43 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-08-27 2019-08-27 N N N 0.0212 49825041.50 49825041.50 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384LB3 2549001DPIFGXC1TOL40 US313384LB31 U.S. Government Agency Debt Y N/A N/A 2019-08-30 2019-08-30 2019-08-30 N N N 0.0215 250075484.17 250075484.17 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384LF4 2549001DPIFGXC1TOL40 US313384LF45 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0212 74712000.00 74712000.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-04-03 2020-04-03 N N N 0.0246 88973362.30 88973362.30 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-04-03 2020-04-03 N N N 0.0246 406878184.90 406878184.90 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-04-03 2020-04-03 N N N 0.0246 177846754.53 177846754.53 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384JG5 2549001DPIFGXC1TOL40 US313384JG55 U.S. Government Agency Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0188 389594832.90 389594832.90 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384JH3 2549001DPIFGXC1TOL40 US313384JH39 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0190 28968100.00 28968100.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGBA2 2549001DPIFGXC1TOL40 US3130AGBA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0224 182044679.18 182044679.18 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384LU1 2549001DPIFGXC1TOL40 US313384LU12 U.S. Government Agency Debt Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0214 254817280.00 254817280.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0211 179009550.00 179009550.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-12-20 2019-12-20 N N N 0.0246 371945483.40 371945483.40 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-09-01 2020-09-01 N N N 0.0246 54982177.25 54982177.25 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-06-01 2020-06-01 N N N 0.0246 727748177.52 727748177.52 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 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 0.0055 256984294.73 256984294.73 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 17993727.54 17993727.54 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 43984667.32 43984667.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 88968986.17 88968986.17 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 265907306.98 265907306.98 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-07-07 2020-07-07 N N N 0.0245 178964251.91 178964251.91 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2020-07-08 2020-07-08 N N N 0.0246 180945528.05 180945528.05 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2020-06-15 2020-06-15 N N N 0.0246 38985523.59 38985523.59 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384KU2 2549001DPIFGXC1TOL40 US313384KU21 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0211 197355785.22 197355785.22 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2019-10-09 2019-10-09 N N N 0.0211 178934999.40 178934999.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-17 2019-07-17 N N N 0.0245 402992564.65 402992564.65 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% to 2.45% 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 0.0166 913697190.00 913697190.00 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% to 2.45% 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 0.0170 589639445.10 589639445.10 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384LN7 2549001DPIFGXC1TOL40 US313384LN78 U.S. Government Agency Debt Y N/A N/A 2019-09-10 2019-09-10 2019-09-10 N N N 0.0213 101565480.00 101565480.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2019-09-17 2019-09-17 N N N 0.0214 54742600.00 54742600.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 U.S. Government Agency Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0214 54736000.00 54736000.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384MJ5 2549001DPIFGXC1TOL40 US313384MJ57 U.S. Government Agency Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0214 543018840.00 543018840.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AB3Z7 2549001DPIFGXC1TOL40 US3130AB3Z77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0217 9981472.20 9981472.20 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384NA3 2549001DPIFGXC1TOL40 US313384NA30 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2019-10-16 2019-10-16 N N N 0.0212 48689789.33 48689789.33 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0161 197903199.78 197903199.78 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0182 98915299.56 98915299.56 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0203 74857270.50 74857270.50 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 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 0.0000 271000000.00 271000000.00 0.0019 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-08-25 2020-08-25 N N N 0.0245 146015864.36 146015864.36 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-02-21 2020-02-21 N N N 0.0243 386057757.18 386057757.18 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 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 0.0126 89978000.40 89978000.40 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% to 2.47% 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 0.0207 335195558.88 335195558.88 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-01-17 2020-01-17 N N N 0.0248 145988452.86 145988452.86 0.0010 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 0.0227 79001593.43 79001593.43 0.0005 N N Y 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 0.0228 267022900.59 267022900.59 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 0.0228 125010803.75 125010803.75 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 0.0228 539051927.26 539051927.26 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 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 0.0206 281359468.02 281359468.02 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-09-10 2019-09-10 N N N 0.0246 384003521.28 384003521.28 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-03-27 2020-03-27 N N N 0.0246 713156981.21 713156981.21 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-11-15 2019-11-15 N N N 0.0247 379015827.04 379015827.04 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AGHD0 2549001DPIFGXC1TOL40 US3130AGHD05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0216 638319650.76 638319650.76 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-07-24 2020-07-24 N N N 0.0245 222092596.20 222092596.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2021-06-11 2021-06-11 N N N 0.0254 372782570.84 372782570.84 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-10-01 2020-10-01 N N N 0.0251 200024834.00 200024834.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-06-10 2020-06-10 N N N 0.0247 281156713.70 281156713.70 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.54% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2021-03-12 2021-03-12 N N N 0.0249 398298818.40 398298818.40 0.0028 N N N N Freddie Mac Freddie Mac, 2.31% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2019-08-08 2019-08-08 N N N 0.0230 72998856.09 72998856.09 0.0005 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-09-08 2020-09-08 N N N 0.0247 707726359.21 707726359.21 0.0049 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-09-09 2020-09-09 N N N 0.0247 675834014.96 675834014.96 0.0047 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-05-08 2020-05-08 N N N 0.0247 365933951.64 365933951.64 0.0025 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-02-06 2020-02-06 N N N 0.0248 365930024.46 365930024.46 0.0025 N N N N Freddie Mac Freddie Mac, 2.46% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-05-06 2020-05-06 N N N 0.0248 730868610.06 730868610.06 0.0051 N N N N Freddie Mac Freddie Mac, 2.47% 3134GATE4 S6XOOCT0IEG5ABCC6L87 US3134GATE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0206 62854283.52 62854283.52 0.0004 N N N N Freddie Mac Freddie Mac, 2.48% 3134GTRV7 S6XOOCT0IEG5ABCC6L87 US3134GTRV71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0219 360084204.02 360084204.02 0.0025 N N N N Freddie Mac Freddie Mac, 2.49% 3134GTQY2 S6XOOCT0IEG5ABCC6L87 US3134GTQY20 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0219 180998369.80 180998369.80 0.0013 N N N N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EGD440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2024-08-15 2.125 - 2.375 323565000.00 335040199.36 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 327900000.00 327900000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.50% G5GSEF7VJP5I7OUK5573 EHE875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2046-08-15 1.125 - 3.375 2520907200.00 2567792565.61 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 2514000000.00 2514000000.00 0.0175 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EGI149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-02-15 2045-02-15 2.5 - 2.5 167245000.00 168232394.88 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0238 163000000.00 163000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EGA253000 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 164095000.00 166884169.09 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 162900000.00 162900000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EGG860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2043-08-15 2.125 - 3.625 90915000.00 101266609.00 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 98000000.00 98000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EGB333000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2045-05-15 2.875 - 3 91845000.00 100823863.95 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 97000000.00 97000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EGC337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2043-08-15 3.5 - 3.625 262235000.00 266719819.34 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 260900000.00 260900000.00 0.0018 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EEB698000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2045-05-15 2.25 - 3.625 163040000.00 172696476.80 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 167000000.00 167000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEI764000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2043-05-15 2.875 - 2.875 162880000.00 174801529.39 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 167900000.00 167900000.00 0.0012 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEE103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2047-02-15 2.5 - 3 104275000.00 105304484.32 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 101000000.00 101000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EHB275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2044-11-15 0 - 4.625 346364400.00 363271081.35 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 355000000.00 355000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EHC191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-22 2048-11-15 0 - 8 311526400.00 330311243.28 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 322900000.00 322900000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.37% R0MUWSFPU8MPRO8K5P83 EGF194000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-08-15 0 - 4.625 311668600.00 336065251.11 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 327000000.00 327000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EGD501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-08-15 2.125 - 7.625 224348300.00 266987762.48 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 261000000.00 261000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGJ143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-11-15 1.25 - 8 447287900.00 498268541.82 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 486900000.00 486900000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGI909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2046-11-15 0 - 8.125 315351100.00 331630660.32 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 324000000.00 324000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EHE900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2049-02-15 1.25 - 6 91156000.00 98959881.86 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 97000000.00 97000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFG152000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2048-11-15 2.125 - 6.5 300400400.00 337725236.92 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 328000000.00 328000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFI805000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2047-08-15 0 - 7.625 321463900.00 333370823.18 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 326000000.00 326000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFI219000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2046-02-15 0 - 8 327154600.00 332365566.48 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 325000000.00 325000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFE515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2049-02-15 0 - 8.125 574437300.00 589292314.14 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 575900000.00 575900000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2049-02-15 0 - 8 559159700.00 575433272.24 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 561900000.00 561900000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2045-11-15 2.125 - 7.625 477934700.00 509837226.28 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 498000000.00 498000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFF609000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2047-11-15 0 - 8 550376800.00 571868566.39 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 558900000.00 558900000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EGJ721000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2047-11-15 0 - 8 719290400.00 746000339.44 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 730000000.00 730000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFH587000 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 - 4.5 193577100.00 199439663.67 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 195000000.00 195000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFC388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-11-15 1.25 - 7.5 324085700.00 341288215.08 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 333000000.00 333000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEI654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-02-15 1.5 - 6.625 158421400.00 172632587.00 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 167900000.00 167900000.00 0.0012 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEJ706000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-02-15 2.139 - 8 212967800.00 219167763.37 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 214000000.00 214000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB676000 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 - 8.75 320002100.00 345186324.85 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 334900000.00 334900000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB554000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-22 2047-02-15 0 - 8 670654900.00 686017206.13 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 669000000.00 669000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED486000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2047-08-15 0 - 6.125 389968800.00 398834849.43 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 389000000.00 389000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEC143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-16 2049-02-15 0 - 8 552176100.00 568010580.64 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 553900000.00 553900000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-11-15 1.625 - 8 251044000.00 258983952.26 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 252000000.00 252000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEI658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2048-02-15 2 - 6.125 164671500.00 172476470.81 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 167900000.00 167900000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2048-11-15 0 - 7.625 471272900.00 515863843.40 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 503000000.00 503000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2046-08-15 2 - 4.625 233541700.00 259318219.72 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 251900000.00 251900000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEH567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-08-15 0 - 7.5 167026000.00 171993944.35 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 167900000.00 167900000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.40% 2IGI19DL77OX0HC3ZE78 EFH505000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-02-15 1.875 - 6.25 77322400.00 84195986.85 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 81900000.00 81900000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-08-15 1.875 - 4.25 162043400.00 171999270.16 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 167000000.00 167000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-08-15 1.875 - 6.25 67234100.00 68755086.30 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 67000000.00 67000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EDJ397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-08-15 2 - 4.5 225611500.00 241113530.06 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 233900000.00 233900000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EFA476000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-08-15 1.875 - 3.625 134163000.00 137269147.19 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 134000000.00 134000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.44% 2IGI19DL77OX0HC3ZE78 EEI026000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-08-15 1.875 - 6.25 164419400.00 171270461.89 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 167000000.00 167000000.00 0.0012 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.55% 549300IMBXQ8SGH3HJ31 EHE879000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2048-08-15 1.25 - 4.75 2111821700.00 2226338398.11 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0252 2179000000.00 2179000000.00 0.0151 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHE188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2040-02-15 1.75 - 4.625 338714500.00 354710025.85 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 347600000.00 347600000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHD459000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2043-05-15 2.125 - 2.875 345844700.00 355090171.54 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 348000000.00 348000000.00 0.0024 N N Y N Credit AG Credit AG, 2.42% 1VUV7VQFKUOQSJ21A208 EFC414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2023-05-31 1.75 - 2.75 333008600.00 340870229.37 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 333000000.00 333000000.00 0.0023 N N Y N Credit AG Credit AG, 2.42% 1VUV7VQFKUOQSJ21A208 EHF110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2047-02-15 1.75 - 3 82185600.00 82663710.09 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0239 81000000.00 81000000.00 0.0006 N N N Y Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EHF086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2047-08-15 0 - 2.75 64145200.00 64479956.73 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0242 63000000.00 63000000.00 0.0004 N N Y N Credit AG Credit AG, 2.60% 1VUV7VQFKUOQSJ21A208 EHE303000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-31 2022-10-31 2 - 2 129088900.00 130597758.41 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0257 128000000.00 128000000.00 0.0009 N N Y N Credit AG Credit AG, 2.64% 1VUV7VQFKUOQSJ21A208 EHC643000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-08-15 2047-08-15 2.75 - 2.75 61598600.00 64918554.56 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0261 63000000.00 63000000.00 0.0004 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.53% 7LTWFZYICNSX8D621K86 EHE908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-05-31 2049-05-15 2 - 3 490311200.00 518705915.71 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 505000000.00 505000000.00 0.0035 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.66% 7LTWFZYICNSX8D621K86 EHD345000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-02-15 2.125 - 3 328499400.00 357388841.99 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0263 347600000.00 347600000.00 0.0024 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 2020-11-30 2021-11-15 1.625 - 8 29347400.00 31626682.08 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 31000000.00 31000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.50% 549300GKFG0RYRRQ1414 EHE906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2027-08-15 2.125 - 2.875 696205500.00 726391366.04 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 712000000.00 712000000.00 0.0049 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.50% 549300H47WTHXPU08X20 EHE855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2044-11-15 2.125 - 3.125 4525501800.00 4851120008.28 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 4756000000.00 4756000000.00 0.0330 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.50% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2025-03-31 2.625 - 2.75 388683900.00 405024464.84 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 397000000.00 397000000.00 0.0028 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.51% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 186534000.00 192447887.85 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 187000000.00 187000000.00 0.0013 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 254900HROIFWPRGM1V77 2019-08-31 2029-02-15 1.5 - 2.625 498650400.00 511166561.20 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0255 501000000.00 501000000.00 0.0035 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2025-11-15 2.125 - 2.25 381570000.00 391889169.95 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 384000000.00 384000000.00 0.0027 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-05-15 2026-05-15 1.625 - 1.625 208094000.00 205065178.26 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 201000000.00 201000000.00 0.0014 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-15 2026-02-15 1.625 - 1.625 183300800.00 181600007.58 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 178000000.00 178000000.00 0.0012 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-15 2028-08-15 1.625 - 6.75 35740700.00 38768605.86 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 38000000.00 38000000.00 0.0003 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2023-07-31 2 - 2.75 51025600.00 52031512.07 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 51000000.00 51000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 69605300.00 75496612.22 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 74000000.00 74000000.00 0.0005 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2021-01-31 2.5 - 2.5 179907000.00 183640608.98 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0262 180000000.00 180000000.00 0.0013 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.43% H7FNTJ4851HG0EXQ1Z70 EHA743000 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 248829900.00 247853871.54 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0240 243000000.00 243000000.00 0.0017 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFB431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-08-15 1 - 6.75 171306600.00 170973703.13 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0244 166999398.80 166999398.80 0.0012 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFC426000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-08-15 1 - 6.75 153992800.00 153544358.90 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0245 149998980.00 149998980.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFC385000 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 133864000.00 171117574.63 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0246 166997745.50 166997745.50 0.0012 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFF081000 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 52886400.00 67604378.31 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0243 66000000.00 66000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFH627000 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 65700000.00 83983928.86 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0248 81997285.80 81997285.80 0.0006 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.48% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2026-05-15 1.625 - 3.625 205800000.00 209071837.63 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0245 205000000.00 205000000.00 0.0014 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.50% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-09 2046-08-15 0 - 2.75 619430200.00 636612654.51 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 624000000.00 624000000.00 0.0043 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 EGA062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2026-04-30 1.375 - 3 160605700.00 166628894.58 U.S. Treasuries (including strips) Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0245 162992746.50 162992746.50 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.54% 549300Y1PMK3RWXMWR72 EHD556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2028-11-15 1.375 - 3.125 184502600.00 193868390.33 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0260 189997606.00 189997606.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.55% 549300Y1PMK3RWXMWR72 EHE301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2025-06-30 1.375 - 2.75 250852100.00 258133193.36 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0252 253000000.00 253000000.00 0.0018 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.59% 549300Y1PMK3RWXMWR72 EHC627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2027-11-15 1.125 - 2.875 123015200.00 128575489.64 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0256 126000000.00 126000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EGH008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2026-02-15 1.375 - 1.625 58756800.00 58300024.31 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 57000000.00 57000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EGE633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2026-02-15 1.625 - 1.625 33701500.00 33641373.78 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 32900000.00 32900000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGD037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2025-09-30 1.625 - 3 35676400.00 36834422.52 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 36000000.00 36000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGJ642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2027-11-15 1.625 - 2.75 64703300.00 66491913.42 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 65000000.00 65000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGH538000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-05-31 1.625 - 2.875 122405600.00 129777044.76 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 127000000.00 127000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGD542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2022-08-15 1.625 - 2.625 49837700.00 50105439.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 49000000.00 49000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EFF633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2026-05-15 1.625 - 2.25 33959600.00 33727976.57 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 32900000.00 32900000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGI292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2023-04-30 1.625 - 2.5 77360200.00 79579624.33 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 77900000.00 77900000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EHC149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2021-10-15 2.875 - 2.875 51381100.00 52980354.29 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 51900000.00 51900000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EGD036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.75 - 1.75 48993400.00 49074302.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 48000000.00 48000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EGI984000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 129194500.00 132288074.78 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0241 130000000.00 130000000.00 0.0009 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 EGI291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2028-02-15 2.625 - 2.75 139972800.00 150008397.32 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0242 147000000.00 147000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHA610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2026-03-31 1.625 - 2.875 519791800.00 541774142.71 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0243 531000000.00 531000000.00 0.0037 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EGI983000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2025-12-31 1.625 - 2.75 64394300.00 66437265.27 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0243 65000000.00 65000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHD482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-02-15 2 - 2.75 122187300.00 124311614.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 121900000.00 121900000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.47% U7M81AY481YLIOR75625 EHA723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2028-11-15 1.375 - 3.5 250559100.00 258118045.09 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0244 253000000.00 253000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.50% U7M81AY481YLIOR75625 EHE897000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2048-11-15 1.625 - 5.375 108607700.00 118460580.19 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 115900000.00 115900000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.53% U7M81AY481YLIOR75625 EHB342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2029-02-15 1.625 - 2.875 156568200.00 165248143.31 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 162000000.00 162000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 EHC148000 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 50129200.00 49089573.01 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0252 48000000.00 48000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.56% U7M81AY481YLIOR75625 EHC150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 2.875 - 2.875 78510600.00 82653786.53 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0253 80900000.00 80900000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.58% U7M81AY481YLIOR75625 EHD479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-12-31 1.625 - 2.625 154374400.00 162149787.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0255 159000000.00 159000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.60% U7M81AY481YLIOR75625 EHC145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2023-04-30 1.625 - 2.25 65375300.00 66234179.82 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0257 64900000.00 64900000.00 0.0005 N Y Y N Natixis SA Natixis SA, 2.41% KX1WK48MPD4Y2NCUIZ63 EGC886000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2046-08-15 0 - 7.625 581645700.00 596763747.74 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 584000000.00 584000000.00 0.0041 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 EEF211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2047-11-15 0 - 5.25 507936900.00 515380355.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 503000000.00 503000000.00 0.0035 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EED883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2048-02-15 0 - 7.5 163980000.00 173107735.93 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 168900000.00 168900000.00 0.0012 N N Y N Norinchukin Bank Norinchukin Bank, 2.32% 5493007VSMFZCPV1NB83 EHC044000 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 163785000.00 165283852.15 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0231 162000000.00 162000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.35% 5493007VSMFZCPV1NB83 EHA201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 81575000.00 82672069.22 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 81000000.00 81000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.35% 5493007VSMFZCPV1NB83 EGJ626000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 81580000.00 82677136.46 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 81000000.00 81000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.42% 5493007VSMFZCPV1NB83 EGD018000 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 244750000.00 250305433.99 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0240 245000000.00 245000000.00 0.0017 N N N Y Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 EFF594000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 82770000.00 83883140.29 U.S. Treasuries (including strips) Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0247 82000000.00 82000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 EFG164000 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 166215000.00 167736089.90 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0247 164000000.00 164000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEB956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 67775000.00 68686478.59 U.S. Treasuries (including strips) Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0247 67000000.00 67000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEC390000 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 169640000.00 171192433.24 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0247 167000000.00 167000000.00 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 EHA073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2045-08-15 0.875 - 3.5 163818000.00 165371670.34 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 162000000.00 162000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 EGI912000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2039-02-15 0.875 - 3.5 161700000.00 165393631.25 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 162000000.00 162000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 EFJ540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2048-02-15 0 - 6.5 320650300.00 333276696.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 326000000.00 326000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EGC399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2039-02-15 2 - 3.5 160410500.00 166571715.80 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 163000000.00 163000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2048-02-15 0.875 - 6.5 163316100.00 167769614.38 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 164000000.00 164000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EGC395000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2048-11-15 0.875 - 3.5 163781000.00 166608960.10 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 163000000.00 163000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2039-02-15 0.875 - 3.5 165474600.00 167750393.08 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 164000000.00 164000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EGC393000 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 0.875 - 3.5 163371200.00 166571665.60 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 163000000.00 163000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG168000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2046-05-15 0.875 - 3.5 111651100.00 117527556.65 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 114900000.00 114900000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG159000 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 0.875 - 6.5 160482200.00 167750410.44 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 164000000.00 164000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EHD487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2046-02-15 0 - 3.125 237428900.00 249528525.66 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 243900000.00 243900000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EGC397000 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 0.875 - 3.375 161312400.00 166576964.52 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 163000000.00 163000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.39% ES7IP3U3RHIGC71XBU11 EHB282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2045-11-15 1.25 - 6.25 82929900.00 99006419.14 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0237 97000000.00 97000000.00 0.0007 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2046-05-15 1.125 - 7.625 165923500.00 171522943.33 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 167000000.00 167000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2045-11-15 1.75 - 7.625 157488600.00 172716613.41 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 167900000.00 167900000.00 0.0012 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.63% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-08-15 1.25 - 4.5 842708900.00 888646530.71 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0260 869000000.00 869000000.00 0.0060 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.51% 6PJDTY319315T5LR2241 EHE857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-04-30 1.75 - 2.75 280248000.00 285604223.68 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 280000000.00 280000000.00 0.0019 N Y Y N Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFD433000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2048-08-15 1.625 - 8 485906300.00 503339101.36 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0246 490989099.80 490989099.80 0.0034 N N N Y Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFA473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-09 2048-11-15 0 - 8.125 314909500.00 341270429.76 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0246 330996921.70 330996921.70 0.0023 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.50% SUVUFHICNZMP2WKHG940 EHE899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-05-15 2045-02-15 2.5 - 4.375 501646800.00 578980653.31 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 562000000.00 562000000.00 0.0039 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.51%, dated 6/28/2019 due 07/01/2019 B4TYDEB6GKMZO031MB27 EHF209000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 3705510759.89 1169529793.03 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 1143158000.00 1143158000.00 0.0079 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.40% G5GSEF7VJP5I7OUK5573 EHE914000 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 2048-04-01 2048-04-01 4 - 4 96738822.00 89874794.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-05-01 2048-02-01 3 - 3.5 382565102.00 277296625.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 359900000.00 359900000.00 0.0025 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.42% G5GSEF7VJP5I7OUK5573 EHE248000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 100499427.00 99273905.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-08-01 2047-08-01 3.5 - 3.5 198576023.00 182321793.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 276000000.00 276000000.00 0.0019 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 EGF119000 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 2048-05-01 2048-05-01 4.5 - 4.5 129083134.00 124244053.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-08-01 2049-05-01 3.5 - 4 167167703.00 171873099.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 289900000.00 289900000.00 0.0020 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.51% G5GSEF7VJP5I7OUK5573 EHE878000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2049-04-01 3 - 4.5 201699579.00 190881954.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-04-01 4 - 4 131796429.00 127424610.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 312000000.00 312000000.00 0.0022 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.39% RUC0QBLBRPRCU4W1NE59 0000772028 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 2034-06-01 2034-06-01 3.5 - 3.5 920010.00 953521.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 5 14962040.00 15996635.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 806912.00 780775.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2049-07-01 2.5 - 3.31 18193485.00 11357548.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-08-28 2019-08-28 N/A 3000000.00 2989719.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2039-06-01 2039-06-01 3.5 - 3.5 2791126.00 2862309.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-06-20 2069-05-20 3 - 5.5 83998877.00 89340572.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-10-01 2049-07-01 2.5 - 6.1 59531982.00 59355486.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 180000000.00 180000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 EHB624000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2049-03-01 3.5 - 4 156873488.00 114441228.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2068-10-20 2068-10-20 4.403 - 4.403 2084853.00 2259476.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-02-01 2.5 - 4 73267040.00 66882570.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 179900000.00 179900000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 EHE367000 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 2049-03-01 2049-03-01 3.5 - 3.5 77384038.00 77889472.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-08-20 2045-08-20 3.5 - 3.5 152769134.00 75643172.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2048-11-01 2.5 - 5 37770373.00 30103922.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 180000000.00 180000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 EGG864000 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 2048-11-01 2049-02-01 4.5 - 5 89906113.00 91910160.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 90000000.00 90000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EFH118000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2026-04-30 0 - 2.375 3596300.00 3642800.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2049-03-01 2.5 - 4.5 107654199.00 94298570.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-10-29 2023-03-10 1.43 - 2.75 950000.00 980287.80 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-11-20 2068-10-20 2.5 - 4.649 4963249.00 1787176.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-05-01 2.5 - 5 92212891.00 84407681.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 181000000.00 181000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGD506000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2048-08-15 0 - 3 110484283.38 87641951.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 5.5 - 5.5 496828.00 19019.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-09-01 2044-11-01 0 - 6 20114731.00 704710.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-06-20 3 - 6.5 34441483.00 19181625.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-11-01 0 - 4.5 340955841.00 124121071.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 225900000.00 225900000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGD675000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-02-15 0 - 6.125 214172292.18 189422493.97 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2030-04-23 2030-04-23 3.1 - 3.1 1000.00 1004.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-01-01 2049-01-01 3.5 - 6.5 30313705.00 29079086.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2032-01-26 2033-01-24 3.27 - 3.44 70000.00 71506.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2049-06-20 3.5 - 5.5 45371067.00 42102129.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-07-01 2049-04-01 3.682 - 4.5 15501922.00 6804859.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 260000000.00 260000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFI209000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2048-11-15 0 - 4.625 275572481.51 203060202.60 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2038-04-05 2.5 - 3.98 2400000.00 2448291.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2048-09-01 3 - 5.5 17680282.00 16343759.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-04-15 2049-06-20 3.083 - 6.5 129812474.00 93765914.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2048-09-25 0 - 6.5 55341420.00 39187347.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 345000000.00 345000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFE975000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2048-02-15 0 - 4.625 286785320.03 261907439.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 8257.00 8984.04 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 528000.00 538624.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-01-01 3.5 - 4 4967166.00 4522347.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-07-11 2033-07-11 3.93 - 3.93 260000.00 279332.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-01-15 2049-06-20 3 - 6 160362776.00 72740875.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-04-01 2048-09-25 2.704 - 4.5 20637721.00 20549536.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 349900000.00 349900000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EGJ792000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2049-02-15 0 - 6 13139135.08 25341610.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2049-04-01 4 - 7 27373822.00 25806710.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-06-20 2.913 - 4.5 148971490.00 30242466.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-12-01 2049-02-01 2.5 - 8.5 207978263.00 102597481.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 180000000.00 180000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EFA404000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-02-15 0 - 7.625 393081010.31 270617903.44 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-09-05 2039-06-03 3 - 3.98 2504000.00 2524173.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2048-10-01 3 - 7 27481296.00 21046711.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-10-28 2038-08-17 1.425 - 4.25 26800000.00 26825981.88 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-11-20 2049-06-20 3 - 6.5 197350766.00 42690239.31 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 350000.00 442149.30 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2049-03-01 0 - 7 20802791.00 18860713.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 371900000.00 371900000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EFG883000 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 2048-08-15 0 - 4.625 196988315.24 181947142.89 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 172000.00 175286.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2048-06-01 0 - 6.5 39028792.00 36788800.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-07-20 2049-06-20 2.5 - 6 381763698.00 114189888.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-18 2048-04-01 3.5 - 8.5 24429056.00 22059627.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 346000000.00 346000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EED271000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-07-15 2048-11-15 0 - 2.5 25439562.62 17990477.39 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2022-06-02 1.875 - 2.5 2000.00 2023.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-09-15 2048-10-15 2.694 - 2.694 255136.00 224978.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-08-20 2049-06-20 2.5 - 5 33724641.00 19890305.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 37000000.00 37000000.00 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EED482000 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 2027-04-15 2049-06-20 3 - 7.5 390567087.00 108111451.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.879 - 3.879 14509482.00 12318768.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-02-01 2044-02-01 3 - 4.5 1387811.00 856430.82 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-08-15 0 - 4.25 242141527.88 201992596.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 777248.00 845685.46 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-03-01 2038-04-05 2.5 - 3.98 1044000.00 1063595.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-10-01 2049-04-01 2 - 5 41122970.00 24595589.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2032-10-19 2033-05-25 3.3 - 4.08 11065000.00 11794201.51 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-12-20 2045-12-20 3 - 3 1000.00 403.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 350900000.00 350900000.00 0.0024 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.51%, dated 6/28/2019 due 07/01/2019 VJW2DOOHGDT6PR0ZRO63 EHF209000_08066 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 2047-11-01 2047-11-01 3.5 - 3.5 72193.83 66721.69 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-07-02 2049-05-15 0 - 8.125 132875107.27 135233484.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-01-01 4.5 - 4.5 215161.12 41245.40 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-07-03 2039-05-20 1.17 - 5.15 108923570.84 109710055.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-07-12 2026-03-13 0 - 5.25 39587794.40 40330604.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-07-15 2049-06-01 0.875 - 10 67401500.45 28777409.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2047-10-01 3.5 - 4 473681.85 300708.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-08-15 2049-06-20 2.5 - 10 59521429.14 28369681.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 676559.29 512773.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2030-07-01 3 - 3 2047020.07 917632.18 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2023-05-01 2023-05-01 0 - 0 515670.19 473922.56 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-25 2049-07-01 1.125 - 9.5 160324417.62 115983484.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 84233793.17 86488142.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 536297000.00 536297000.00 0.0037 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.41% 549300HN4UKV1E2R3U73 EHA749000 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 2029-06-01 2029-06-01 3.12 - 3.12 13788000.00 14545609.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-06-01 2026-06-01 2.81 - 2.81 16030000.00 16489764.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2049-05-01 3 - 4.5 83153098.00 70876679.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.81 - 3.81 14410000.00 15607724.69 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2048-11-25 2049-03-25 4.859 - 5.035 44876281.00 43501763.73 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-05-01 2049-06-01 2.325 - 4.707 250512208.00 117643513.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0239 273000000.00 273000000.00 0.0019 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.43% 549300HN4UKV1E2R3U73 EGD482000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2049-05-01 2.5 - 4 443179270.00 305005733.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-07-01 2048-11-01 2.729 - 5 351230240.00 258920223.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0240 551900000.00 551900000.00 0.0038 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.41% 2IGI19DL77OX0HC3ZE78 EFH504000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 2.25 - 2.25 12115000.00 12424116.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 10959670.00 10335974.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-09-20 4.5 - 4.5 63733511.00 57732502.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2048-11-01 3.5 - 4.5 126676977.00 104519520.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 180900000.00 180900000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEB673000 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 2047-10-01 2049-05-01 3 - 4 57138988.00 53887387.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2049-01-01 3 - 4.5 213167750.00 165409866.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 213900000.00 213900000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEA683000 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 2046-08-01 2048-10-01 3.5 - 4 62952201.00 59616102.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2048-11-01 3.5 - 4.5 16482235.00 15251007.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 73000000.00 73000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEB099000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2022-12-31 2.125 - 2.125 127800.00 130855.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2049-05-01 3 - 4.5 74094456.00 58529154.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2049-03-20 4 - 4.5 3232810.00 3283980.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-05-01 2048-11-01 3.5 - 4.5 98919756.00 71269585.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 129900000.00 129900000.00 0.0009 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.51%, dated 6/28/2019 due 07/01/2019 E57ODZWZ7FF32TWEFA76 EHF209000_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 3582155.37 2796813.30 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2049-02-15 0 - 8.5 254657420.41 262848214.75 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-09 2029-06-05 2.246 - 2.64 26498856.91 26663847.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-12 2036-07-15 1.375 - 5.5 5900637.78 6187812.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2046-03-01 0 - 10 14067520.50 1328324.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 16008900.86 14536492.67 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.56 - 2.56 2641978.02 2647969.44 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 688569.65 804147.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2048-12-01 1.5 - 6.5 4395918.80 4561749.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 315838000.00 315838000.00 0.0022 N Y Y N Citibank NA Citibank NA, 2.60% 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 2022-07-15 2030-01-15 N/A 49000.00 38115.07 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-02-15 0 - 8.125 34287800.00 37936546.58 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-12-13 2021-12-13 2.246 - 2.246 21229000.00 21177750.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-10-29 2022-01-13 2.375 - 2.7 3582000.00 3601557.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-06-14 2030-06-14 3.375 - 3.375 1580000.00 1714803.23 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-09-15 2046-09-15 4.5 - 4.5 103394.00 73353.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-30 2043-07-01 1.5 - 6.5 8005442.00 4993177.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0257 68000000.00 68000000.00 0.0005 N N Y N Citibank NA Citibank NA, 2.61% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-11-15 0 - 8.75 318212500.00 327427837.99 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 2.871 - 2.871 1154.00 1155.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.63 - 3.63 2000.00 2177.97 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-12-28 2020-12-28 2.292 - 2.292 72828000.00 72817075.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 6.25 - 6.25 254000.00 372498.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-13 2021-07-13 2.411 - 2.411 10000.00 9991.45 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-09-15 2036-12-20 6 - 8 885659.00 25397.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 1000.00 1069.64 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 2065-09-15 4.25 - 4.25 666000.00 841346.96 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-08-17 2043-07-01 1.25 - 6.25 15253681.00 17970699.85 Agency Debentures and Agency Strips Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0258 411000000.00 411000000.00 0.0029 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.51%, dated 6/28/2019 due 07/01/2019 1VUV7VQFKUOQSJ21A208 EHF209000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-09 2049-02-15 0 - 8.75 410136769.02 425849036.25 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 416993000.00 416993000.00 0.0029 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.54% 7LTWFZYICNSX8D621K86 EHF136000 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 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 82206.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-15 2045-08-15 3.5 - 3.5 16047322.00 16586447.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.8 - 3.8 40000000.00 40696760.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-15 2043-05-15 3.5 - 3.5 33440000.00 34323183.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 89000000.00 89000000.00 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.51%, dated 6/28/2019 due 07/01/2019 CYYGQCGNHMHPSMRL3R97 EHF209000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-02 2036-02-15 0 - 8.75 534018927.92 600282224.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2033-10-01 3.69 - 4.18 1740268.88 1948688.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 3378427.55 3694217.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2044-01-01 3.9 - 4.75 2344477.25 2646953.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 386125.33 372421.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 338113.25 364342.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2049-04-01 3.5 - 4.5 156519139.26 150985615.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.81 - 3.81 676226.49 732432.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2048-09-01 3.775 - 4.02 1397422.04 1542087.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2049-04-01 3 - 6 129343162.37 96424192.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 841974000.00 841974000.00 0.0058 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.59% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-12-01 2049-05-01 3 - 6.5 627684179.00 477293314.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0256 467800000.00 467800000.00 0.0033 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.35% 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 2047-09-01 3.5 - 3.5 39945082.00 36560837.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2049-05-01 3.5 - 5 52463630.00 55269125.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0233 90000000.00 90000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.35% 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 2034-03-01 2049-04-01 3.5 - 5 72489581.00 73492734.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 72000000.00 72000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.38% 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 2049-04-01 4 - 5 73327076.00 72467877.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0236 71000000.00 71000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.45% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2047-06-01 3.5 - 4.72 91201689.00 12612510.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 3.5 - 3.5 1188.00 961.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-04-01 2058-05-01 2.905 - 5 244426376.00 79217775.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-29 2019-07-29 2019-07-29 N N N 0.0243 90000000.00 90000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.46% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2049-04-01 4 - 4.5 6448189.00 6727624.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-11-20 3.5 - 5 9419994.00 7928154.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-07-01 3 - 5 178425922.00 174816155.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0245 184999149.00 184999149.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.46% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2049-03-01 3.5 - 5 12867264.00 11266465.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-10-01 2058-05-01 2.5 - 6 437082361.00 172722460.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0244 179999442.00 179999442.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.47% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 3 - 7.5 74620871.00 42240062.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2048-04-20 3 - 4.125 185080215.00 39022820.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2058-05-01 3 - 5 21379187.00 12911917.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0246 91998169.20 91998169.20 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2049-04-01 3 - 5 103744646.00 80817888.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 3.5 - 3.5 1525504.00 1234108.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2058-05-01 2.5 - 5 154233661.00 104175468.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0246 182000000.00 182000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.49 - 3.49 1309216.00 1412614.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.41 - 3.41 870030.00 928296.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-10-01 2049-04-01 3.5 - 5 37500556.00 23823395.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2058-05-01 2.5 - 5 131963373.00 86391242.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0246 110000000.00 110000000.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2049-03-01 3 - 5 77533401.00 25442595.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2058-05-01 3.5 - 5 32475006.00 30975585.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0246 55000000.00 55000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.49 - 3.49 1059.00 1142.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2049-04-01 3 - 5 94736622.00 62333739.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 3.5 - 3.5 45339092.00 36678600.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2058-05-01 2.229 - 6 268043215.00 149446029.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0246 242000000.00 242000000.00 0.0017 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2049-03-01 3.5 - 4.5 18543212.00 15456629.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2049-05-01 3 - 5 40765464.00 41967581.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0246 56000000.00 56000000.00 0.0004 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.51%, dated 6/28/2019 due 07/01/2019 KBVRJ5K57JZ3E2AVWX40 EHF209000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2049-04-01 3.5 - 4.5 15182315.09 14689680.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-06-01 2058-05-01 3 - 5.194 88159086.80 84865884.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 97583000.00 97583000.00 0.0007 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.51%, dated 6/28/2019 due 07/01/2019 ZBUT11V806EZRVTWT807 EHF209000_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 2049-06-01 2049-06-01 3.5 - 4 2974.94 3070.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2025-12-01 3.5 - 3.5 3024427.74 377861.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 542.14 526.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-07-25 2049-04-15 1.78 - 6 56027329.72 40487883.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-12-15 2059-05-16 2 - 9 178508821.51 104086194.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2049-04-01 3 - 4.5 1784.11 1808.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-01 2058-10-25 0 - 7.5 525754659.68 400185054.00 Agency Collateralized Mortgage Obligation RESOLUTION FUNDING CORP 2030-01-15 2030-01-15 0 - 0 355.15 273.74 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-02-15 0 - 2.875 1169428827.24 1192467706.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2031-03-01 4.5 - 4.5 164258.04 27777.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 763.58 754.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2033-05-01 2.5 - 3 108448.31 96494.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 3.5 - 4.5 1538.52 1611.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-05-01 2039-05-01 4.5 - 4.5 644.07 693.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 3.5 - 3.5 712.44 732.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 1701559000.00 1701559000.00 0.0118 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.62% ZBUT11V806EZRVTWT807 0001287279 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 2048-04-01 2049-05-01 3.5 - 3.5 54135416.00 53923921.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2049-07-01 2 - 4 94017954.00 85856759.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0259 137000000.00 137000000.00 0.0010 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-07-01 2038-07-01 4 - 4 1500972.00 1370809.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-08-01 4 - 4 1141559.00 128656.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2049-03-01 3 - 6 95998440.00 52477140.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2032-06-01 4 - 4 60000.00 34421.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2025-01-01 4 - 4 397495.00 31036.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2027-05-01 4 - 4 37000.00 8446.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-08-01 2049-02-01 3 - 4 268968739.00 224532475.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0262 273000000.00 273000000.00 0.0019 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.43% K5HU16E3LMSVCCJJJ255 EFG688000 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 2047-08-01 2047-08-01 4 - 4 1140198.00 1157154.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 1051290.00 1094638.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.78 - 3.78 12500000.00 13765687.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-10-01 2032-10-01 3 - 3 1103702.00 923576.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4.5 - 4.5 10957984.00 10090032.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 2596680.00 2426649.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-09-01 2049-05-01 2.5 - 5.5 85538192.00 53949575.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5 - 5 2103252.00 1733079.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 2.5 - 2.5 185567.00 186520.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-25 2048-06-01 2.328 - 5 493741818.00 99804020.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0245 180995094.90 180995094.90 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EGD872000 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 2049-07-01 2049-07-01 3.5 - 3.5 1229662.00 1281873.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 5 - 5 1565428.00 1704881.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2048-07-01 2.5 - 5.5 278695414.00 36142347.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2049-05-01 3 - 5 1293411.00 1311543.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4 - 4 1042008.00 1093992.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-06-01 2039-06-01 3 - 3 40086400.00 40822225.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 5 - 5 1014104.00 1121351.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-07-01 2056-06-01 2 - 5.5 435719534.00 174588123.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 4.5 - 4.5 1377300.00 1452656.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0241 254000000.00 254000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EGG014000 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 3.62 - 3.62 7976992.00 8725728.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2049-05-01 3.302 - 5 199887756.00 176144534.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0241 181000000.00 181000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EGG020000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2049-01-01 2.388 - 4.915 289891025.00 69091863.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2048-11-01 2 - 4.782 390609283.00 171954445.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0241 236000000.00 236000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EHE246000 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 3.77 - 3.77 5897300.00 6495153.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3 - 3 3976784.00 3992277.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-07-01 2048-10-01 2.68 - 6.402 156623786.00 39299060.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-08-01 2048-12-01 2.56 - 5 315396253.00 189978493.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-26 2019-08-26 2019-08-26 N N N 0.0241 235000000.00 235000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EGD869000 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 2049-06-01 2049-06-01 4 - 4 2811248.00 2942319.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2048-06-01 2.5 - 6 177052732.00 53251338.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-03-01 2048-04-01 2.876 - 4.909 247538391.00 147131689.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-14 2019-08-14 2019-08-14 N N N 0.0242 199000000.00 199000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EGD871000 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 2031-05-01 2034-05-01 3.33 - 3.64 14475935.00 15365938.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.77 - 3.77 35175600.00 38741614.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2048-10-01 3.5 - 5 77231805.00 9244412.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-06-01 2049-06-01 2.58 - 4.717 467667574.00 251342543.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0242 308000000.00 308000000.00 0.0021 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.51%, dated 6/28/2019 due 07/01/2019 7TK5RJIZDFROZCA6XF66 EHF209000_08126 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 2049-02-15 0.125 - 8.125 109039972.19 129812914.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2048-10-01 3 - 8 201786578.29 52283227.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2059-07-16 2.5 - 8.5 209614293.05 137297916.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-01 2048-09-01 2 - 8.5 838625250.30 215271192.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 521825000.00 521825000.00 0.0036 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.52% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 51-100 2019-07-05 2049-07-01 0 - 10.5 2458835857.00 1398713735.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 1371000000.00 1371000000.00 0.0095 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EGF956000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-15 2048-10-20 3 - 5 796520233.00 115877171.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-10-01 2041-09-01 4 - 4.5 86477849.00 13838426.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0241 127000000.00 127000000.00 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EGF991000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4.5 - 4.5 68280531.00 7476251.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-05-15 2048-06-20 3.5 - 5 444767283.00 47678412.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0241 54000000.00 54000000.00 0.0004 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.50% 549300Y1PMK3RWXMWR72 EHF009000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-15 2042-06-20 4 - 4.5 684207862.00 140789325.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 138000000.00 138000000.00 0.0010 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.51%, dated 6/28/2019 due 07/01/2019 OXTKY6Q8X53C9ILVV871 EHF209000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2021-11-23 2032-12-28 2.7 - 3.34 976956.57 992469.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2027-01-01 3 - 3 146154.97 28874.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 5.5 - 5.5 1432159.12 1483390.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-10-02 2049-06-01 1.25 - 9 64204200.19 56440250.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-11-15 2062-12-20 3 - 6.5 22196814.19 19251815.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 4 5875947.88 5943500.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 5800969.27 5526845.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-25 2058-01-01 2 - 9.5 404448351.43 142615772.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 4.5 22249144.57 22846285.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-06-01 3.36 - 3.42 1835509.10 1963123.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.36 - 3.36 575122.90 614463.03 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-08-15 0 - 7.25 539203079.86 549318284.66 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 182.05 204.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-06-01 2023-06-01 5.5 - 5.5 1850062.93 28636.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-06-10 2022-06-10 2.125 - 2.125 6166876.44 6228252.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 43285322.52 40901680.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2022-09-01 2.5 - 2.5 1233375.29 153810.24 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2036-04-01 5.98 - 5.98 162805.54 228489.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 5.5 - 5.5 37826.76 7376.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 837634000.00 837634000.00 0.0058 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 EGI915000 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 2026-03-31 0.125 - 2.75 260295900.00 266303024.02 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2048-10-20 3 - 4 6411909.00 6298867.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2048-10-01 4 - 4.5 3231352.00 3056642.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 270000000.00 270000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFJ545000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2025-07-31 0.125 - 2.875 343997000.00 368444463.86 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2047-11-20 3 - 3 458699.00 414451.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2044-08-01 4 - 4.5 197577.00 97851.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 360900000.00 360900000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFH577000 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 2023-02-28 2.5 - 2.625 5800.00 6015.85 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-05-20 2048-10-20 3.5 - 4 655820276.00 554211942.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2041-09-01 4.5 - 4.5 1000.00 151.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 541900000.00 541900000.00 0.0038 N N Y N RBC Financial Group RBC Financial Group, 2.38% ES7IP3U3RHIGC71XBU11 EGF215000 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 3.67 - 3.79 8907408.00 9780680.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-05-01 3.44 - 3.44 4428829.00 4758719.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-10-01 2030-10-01 3.76 - 3.76 1680.00 1858.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.55 - 3.55 3189630.00 3456728.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 7868932.00 7793227.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2049-05-01 2.209 - 6.5 231430992.00 107720402.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-15 2049-05-20 2 - 5.5 50173067.00 40810158.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 21860.00 20738.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-02-01 4 - 4 2150000.00 583731.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-11-01 2049-06-01 2.31 - 7 342679282.00 194053494.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0236 361000000.00 361000000.00 0.0025 N N Y N RBC Financial Group RBC Financial Group, 2.40% ES7IP3U3RHIGC71XBU11 EHB952000 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 3.77 - 3.77 57440.00 63217.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2048-11-01 3.5 - 5 69191677.00 40315738.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2049-03-20 4 - 5 3118705.00 3196940.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 182025.00 172682.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2051-06-01 2.347 - 5 160384737.00 121466485.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0238 161900000.00 161900000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.40% ES7IP3U3RHIGC71XBU11 EHB283000 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 3.77 - 3.79 3375765.00 3718131.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 2029-04-01 3.495 - 3.495 1800429.00 1943990.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 66631.00 62500.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2049-04-01 3 - 6.5 219744185.00 199568237.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 10781.00 9748.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-05-20 2049-06-20 2 - 7 40311282.00 40701630.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 1243386.00 1259516.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-05-01 2058-08-01 2.347 - 5.5 1279954375.00 800974605.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0238 1027000000.00 1027000000.00 0.0071 N N Y N RBC Financial Group RBC Financial Group, 2.42% ES7IP3U3RHIGC71XBU11 EHF158000 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 3.77 - 3.79 4861417.00 5357725.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2049-03-01 2.169 - 6.5 197378791.00 105153595.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 493141.00 445923.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-04-20 2049-06-20 2.683 - 8 26385334.00 21658671.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 174540.00 165581.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-07-01 2051-06-01 2.5 - 5.5 553453436.00 234614369.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0239 359900000.00 359900000.00 0.0025 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EFD404000 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 3.77 - 3.79 1095630.00 1207105.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 2029-04-01 3.495 - 3.495 612945.00 661819.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.55 - 3.55 6228370.00 6749930.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 18725905.00 18545750.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2049-05-01 2.317 - 6.5 464743094.00 204819306.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-07-20 2049-06-20 3 - 6.957 121360826.00 72687274.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 4159886.00 3946379.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2049-05-01 2.5 - 6 676354363.00 408064679.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 699900000.00 699900000.00 0.0049 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EEB556000 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 3.77 - 3.77 463232.00 509822.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2049-04-01 2.209 - 6.5 103701462.00 69555758.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-15 2049-05-20 2.683 - 5.5 25228771.00 12321426.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 109573.00 103949.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2051-06-01 2.215 - 5 284255149.00 155510833.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 232000000.00 232000000.00 0.0016 N N Y N Societe Generale Societe Generale, 2.60% O2RNE8IBXP4R0TD8PU41 EHE371000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2020-06-30 1.625 - 1.625 2702300.00 2714652.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2049-04-01 3.5 - 3.5 78286242.00 78106802.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-10-15 2048-11-20 5 - 7 58320166.00 57731630.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-12-01 2049-07-01 3.5 - 7 216704263.00 212428278.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0257 344000000.00 344000000.00 0.0024 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.51%, dated 6/28/2019 due 07/01/2019 5U0XI89JRFVHWIBS4F54 EHF209000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2043-11-15 1.125 - 3.75 1308359442.81 1331939773.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 11455354.20 11794649.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-03-01 3.5 - 3.5 756141151.32 747829462.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 2049798000.00 2049798000.00 0.0142 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.52% 5493006GGLR4BTEL8O61 EGH462000 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 141199000.00 118704303.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0249 116000000.00 116000000.00 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.52% 5493006GGLR4BTEL8O61 EHA655000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 551000.00 557303.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 176245000.00 162336531.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0249 159281250.00 159281250.00 0.0011 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.52% SUVUFHICNZMP2WKHG940 EHE902000 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 2049-04-01 2049-04-01 4 - 4 43658862.00 44223116.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-02-20 2042-02-20 4 - 4 300000000.00 61085480.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-02-01 3.5 - 4.5 196244159.00 174230093.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 274000000.00 274000000.00 0.0019 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.51%, dated 6/28/2019 due 07/01/2019 VYVVCKR63DVZZN70PB21 EHF209000_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 2019-08-15 2026-05-31 2 - 3.625 819781988.93 835832942.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.931 - 6.431 9829912.57 7595760.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-08-20 2049-06-20 1.5 - 6 1565285132.64 1536651740.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.56 - 2.56 242009.19 6461.73 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 2332858000.00 2332858000.00 0.0162 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.04% to 2.05% 912796SY6 254900HROIFWPRGM1V77 US912796SY61 U.S. Treasury Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0207 1460079622.75 1460079622.75 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796SW0 254900HROIFWPRGM1V77 US912796SW06 U.S. Treasury Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0206 990699830.00 990699830.00 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.25% to 2.49% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0204 844483539.66 844483539.66 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.46% 912796VJ5 254900HROIFWPRGM1V77 US912796VJ57 U.S. Treasury Debt Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0049 224987890.50 224987890.50 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RF8 254900HROIFWPRGM1V77 US912796RF81 U.S. Treasury Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0207 123274216.84 123274216.84 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0202 780521623.70 780521623.70 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SS9 254900HROIFWPRGM1V77 US912796SS93 U.S. Treasury Debt Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0206 185553379.22 185553379.22 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796RW1 254900HROIFWPRGM1V77 US912796RW15 U.S. Treasury Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0112 73984007.86 73984007.86 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0206 696494022.00 696494022.00 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0185 376345041.67 376345041.67 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% to 2.47% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0191 1236332024.13 1236332024.13 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0195 756041039.96 756041039.96 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% to 2.49% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0198 1447650650.16 1447650650.16 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0205 524571699.94 524571699.94 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0203 93676868.42 93676868.42 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0205 61233724.94 61233724.94 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-07-01 2020-01-31 2020-01-31 N N N 0.0219 1480218713.26 1480218713.26 0.0103 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.13% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-07-01 2020-04-30 2020-04-30 N N N 0.0221 106930455.35 106930455.35 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.14% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-07-01 2019-10-31 2019-10-31 N N N 0.0216 589955797.20 589955797.20 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.16% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-07-01 2019-07-31 2019-07-31 N N N 0.0215 7999892.48 7999892.48 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% to 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 0.0234 450744264.00 450744264.00 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 912828F62 254900HROIFWPRGM1V77 US912828F627 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0210 44908593.75 44908593.75 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% 912828LA6 254900HROIFWPRGM1V77 US912828LA68 U.S. Treasury Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0282 104177999.32 104177999.32 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.39% U7M81AY481YLIOR75625 EHF170000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 485000000.00 485000000.00 0.0034 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.52% 5493006GGLR4BTEL8O61 EHE260000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0249 115663750.00 115663750.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of Corporate Obligations as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2019-07-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer