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2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 5999404.20 5999404.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 15998150.24 15998150.24 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 5999404.20 5999404.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 313385Q58 2549001DPIFGXC1TOL40 US313385Q588 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0213 5992008.00 5992008.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 4999585.10 4999585.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-05-01 2019-05-01 N N N 0.0220 8997582.78 8997582.78 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0215 3999668.08 3999668.08 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-04-01 2019-04-01 N N N 0.0219 13996742.62 13996742.62 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2019-04-02 2019-04-02 N N N 0.0219 5998601.28 5998601.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2019-08-02 2019-08-02 N N N 0.0222 8994247.02 8994247.02 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2019-08-02 2019-08-02 N N N 0.0222 5996164.68 5996164.68 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEDM9 2549001DPIFGXC1TOL40 US3130AEDM91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-04 2018-12-04 2018-12-04 N N N 0.0214 999980.49 999980.49 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130ADN65 2549001DPIFGXC1TOL40 US3130ADN657 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0215 4999962.25 4999962.25 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130ADN24 2549001DPIFGXC1TOL40 US3130ADN244 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-09 2018-11-09 2018-11-09 N N N 0.0215 4999956.50 4999956.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130ADN57 2549001DPIFGXC1TOL40 US3130ADN574 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-13 2018-11-13 2018-11-13 N N N 0.0215 4999934.25 4999934.25 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130ACNF7 2549001DPIFGXC1TOL40 US3130ACNF74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0221 2999859.09 2999859.09 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AEHF0 2549001DPIFGXC1TOL40 US3130AEHF05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-12-21 2018-12-21 N N N 0.0215 14999371.05 14999371.05 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-08-01 2019-08-01 N N N 0.0222 999510.57 999510.57 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-02-01 2019-02-01 N N N 0.0215 4999849.60 4999849.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADA36 2549001DPIFGXC1TOL40 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-03 2019-01-03 2019-01-03 N N N 0.0214 5999892.90 5999892.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-04 2019-02-04 2019-02-04 N N N 0.0217 11999300.28 11999300.28 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-04 2019-03-04 2019-03-04 N N N 0.0217 7999175.20 7999175.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-05 2019-03-04 2019-03-04 N N N 0.0217 5999481.78 5999481.78 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEF96 2549001DPIFGXC1TOL40 US3130AEF966 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-06 2018-12-06 2018-12-06 N N N 0.0215 23999492.64 23999492.64 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-06 2019-02-06 2019-02-06 N N N 0.0217 2999762.82 2999762.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-12 2019-02-12 2019-02-12 N N N 0.0217 5999470.32 5999470.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-12 2019-03-12 2019-03-12 N N N 0.0218 10998556.47 10998556.47 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-14 2019-02-14 2019-02-14 N N N 0.0217 5999459.28 5999459.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-14 2019-02-14 2019-02-14 N N N 0.0217 5999459.28 5999459.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ACT79 2549001DPIFGXC1TOL40 US3130ACT797 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0213 5000000.55 5000000.55 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ACT53 2549001DPIFGXC1TOL40 US3130ACT532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-16 2018-11-16 2018-11-16 N N N 0.0215 2999978.61 2999978.61 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADFF4 2549001DPIFGXC1TOL40 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-19 2019-01-18 2019-01-18 N N N 0.0217 5999608.50 5999608.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AECZ1 2549001DPIFGXC1TOL40 US3130AECZ14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0215 2999961.21 2999961.21 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AECU2 2549001DPIFGXC1TOL40 US3130AECU27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0215 5999922.42 5999922.42 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AECT5 2549001DPIFGXC1TOL40 US3130AECT53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0215 11999844.84 11999844.84 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEHG8 2549001DPIFGXC1TOL40 US3130AEHG87 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2018-12-24 2018-12-24 N N N 0.0216 32998532.82 32998532.82 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-03-25 2019-03-25 N N N 0.0221 11996936.52 11996936.52 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADFE7 2549001DPIFGXC1TOL40 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 7999413.92 7999413.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADFC1 2549001DPIFGXC1TOL40 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 4999633.70 4999633.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 9999267.40 9999267.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-02-25 2019-02-25 N N N 0.0218 4999361.85 4999361.85 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313385Q82 2549001DPIFGXC1TOL40 US313385Q828 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2018-11-26 2018-11-26 N N N 0.0215 1996972.00 1996972.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2018-11-27 2018-11-27 N N N 0.0215 1996852.00 1996852.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313385R24 2549001DPIFGXC1TOL40 US313385R248 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0215 5990190.00 5990190.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313385R40 2549001DPIFGXC1TOL40 US313385R404 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2018-11-30 2018-11-30 N N N 0.0215 1996488.00 1996488.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ADZF2 2549001DPIFGXC1TOL40 US3130ADZF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-14 2019-01-14 2019-01-14 N N N 0.0216 8999787.78 8999787.78 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-14 2019-06-14 2019-06-14 N N N 0.0222 2998820.58 2998820.58 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2019-03-15 2019-03-15 N N N 0.0218 7999194.96 7999194.96 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2019-03-15 2019-03-15 N N N 0.0219 2999593.50 2999593.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AD7M8 2549001DPIFGXC1TOL40 US3130AD7M82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-19 2018-12-19 2018-12-19 N N N 0.0215 5999921.04 5999921.04 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUF9 2549001DPIFGXC1TOL40 US3130ACUF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0215 3999976.12 3999976.12 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUC6 2549001DPIFGXC1TOL40 US3130ACUC60 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0215 5999964.18 5999964.18 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUA0 2549001DPIFGXC1TOL40 US3130ACUA05 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0213 6000018.90 6000018.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACU93 2549001DPIFGXC1TOL40 US3130ACU936 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2018-11-20 2018-11-20 N N N 0.0215 11999928.36 11999928.36 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUE2 2549001DPIFGXC1TOL40 US3130ACUE27 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-11-21 2018-11-21 N N N 0.0215 7999949.68 7999949.68 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ACUD4 2549001DPIFGXC1TOL40 US3130ACUD44 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-11-21 2018-11-21 N N N 0.0214 3999984.48 3999984.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AED98 2549001DPIFGXC1TOL40 US3130AED987 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2019-01-24 2019-01-24 N N N 0.0218 2999818.50 2999818.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-02-25 2019-02-25 N N N 0.0218 1999840.14 1999840.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-02-25 2019-02-25 N N N 0.0218 5999520.42 5999520.42 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2019-02-28 2019-02-28 N N N 0.0219 9998693.30 9998693.30 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ADJK9 2549001DPIFGXC1TOL40 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2019-01-28 2019-01-28 N N N 0.0218 4999562.35 4999562.35 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 999221.75 999221.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 1998443.50 1998443.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 5995330.50 5995330.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 999221.75 999221.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-02 2020-01-02 2020-01-02 N N N 0.0224 999164.10 999164.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADSP8 2549001DPIFGXC1TOL40 US3130ADSP84 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-09 2018-12-07 2018-12-07 N N N 0.0215 9000026.28 9000026.28 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-02-11 2019-02-11 N N N 0.0218 5999646.24 5999646.24 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AD3R1 2549001DPIFGXC1TOL40 US3130AD3R16 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2018-12-14 2018-12-14 N N N 0.0216 5999959.20 5999959.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AD5T5 2549001DPIFGXC1TOL40 US3130AD5T53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-18 2018-12-18 2018-12-18 N N N 0.0216 1999987.78 1999987.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AD5C2 2549001DPIFGXC1TOL40 US3130AD5C29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-18 2018-12-18 2018-12-18 N N N 0.0216 2999981.67 2999981.67 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ACNP5 2549001DPIFGXC1TOL40 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2019-01-18 2019-01-18 N N N 0.0217 5999804.04 5999804.04 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-22 2019-02-22 2019-02-22 N N N 0.0222 5988949.23 5988949.23 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADZL9 2549001DPIFGXC1TOL40 US3130ADZL97 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2019-01-24 2019-01-24 N N N 0.0218 3999804.52 3999804.52 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADRN4 2549001DPIFGXC1TOL40 US3130ADRN46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2018-12-24 2018-12-24 N N N 0.0216 14999883.75 14999883.75 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AE5Y2 2549001DPIFGXC1TOL40 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 2999921.40 2999921.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AE5U0 2549001DPIFGXC1TOL40 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-01-25 2019-01-25 N N N 0.0217 2999921.40 2999921.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-02-26 2019-02-26 N N N 0.0219 2999759.43 2999759.43 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130ADQC9 2549001DPIFGXC1TOL40 US3130ADQC99 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2018-11-26 2018-11-26 N N N 0.0216 9999925.10 9999925.10 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AE5S5 2549001DPIFGXC1TOL40 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-01-25 2019-01-25 N N N 0.0217 8999764.20 8999764.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-05-24 2019-05-24 N N N 0.0223 5998096.62 5998096.62 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AEDJ6 2549001DPIFGXC1TOL40 US3130AEDJ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-29 2019-01-29 2019-01-29 N N N 0.0218 2999805.69 2999805.69 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-03-01 2019-03-01 N N N 0.0216 1000055.06 1000055.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-05 2019-07-05 2019-07-05 N N N 0.0220 5999403.00 5999403.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AD4P4 2549001DPIFGXC1TOL40 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-01-11 2019-01-11 N N N 0.0216 3999989.44 3999989.44 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACZU1 2549001DPIFGXC1TOL40 US3130ACZU14 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2018-12-11 2018-12-11 N N N 0.0216 11000083.93 11000083.93 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACZX5 2549001DPIFGXC1TOL40 US3130ACZX52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2018-12-11 2018-12-11 N N N 0.0216 11000083.93 11000083.93 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACZV9 2549001DPIFGXC1TOL40 US3130ACZV96 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2018-12-11 2018-12-11 N N N 0.0216 6000045.78 6000045.78 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ABN69 2549001DPIFGXC1TOL40 US3130ABN693 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-12-21 2018-12-21 N N N 0.0215 2000026.96 2000026.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ABNF9 2549001DPIFGXC1TOL40 US3130ABNF91 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2018-12-21 2018-12-21 N N N 0.0217 999985.18 999985.18 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-21 2019-08-21 2019-08-21 N N N 0.0224 11994022.68 11994022.68 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACWU4 2549001DPIFGXC1TOL40 US3130ACWU41 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0215 16000038.40 16000038.40 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ACZW7 2549001DPIFGXC1TOL40 US3130ACZW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2019-01-24 2019-01-24 N N N 0.0218 999986.00 999986.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-24 2019-05-24 2019-05-24 N N N 0.0223 2999216.25 2999216.25 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-04-26 2019-04-26 N N N 0.0223 15995858.72 15995858.72 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-04-26 2019-04-26 N N N 0.0223 5998447.02 5998447.02 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADQV7 2549001DPIFGXC1TOL40 US3130ADQV70 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0216 2999987.88 2999987.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADQW5 2549001DPIFGXC1TOL40 US3130ADQW53 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0216 3999983.84 3999983.84 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADZH8 2549001DPIFGXC1TOL40 US3130ADZH85 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 8999630.55 8999630.55 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-04 2019-02-04 2019-02-04 N N N 0.0222 6999318.76 6999318.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-09 2019-04-09 2019-04-09 N N N 0.0221 4999416.80 4999416.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-10 2019-07-10 2019-07-10 N N N 0.0220 2999785.95 2999785.95 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-10 2019-07-10 2019-07-10 N N N 0.0220 7999429.20 7999429.20 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-04-25 2019-04-25 N N N 0.0222 1999724.72 1999724.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-04-25 2019-04-25 N N N 0.0222 999862.36 999862.36 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-07-26 2019-07-26 N N N 0.0225 2998574.85 2998574.85 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-07-26 2019-07-26 N N N 0.0225 5997149.70 5997149.70 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-05-24 2019-05-24 N N N 0.0224 13996345.16 13996345.16 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-07-26 2019-07-26 N N N 0.0225 6996674.65 6996674.65 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130ACX25 2549001DPIFGXC1TOL40 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2019-01-11 2019-01-11 N N N 0.0220 999952.65 999952.65 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AE7K0 2549001DPIFGXC1TOL40 US3130AE7K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 3999885.04 3999885.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AE5W6 2549001DPIFGXC1TOL40 US3130AE5W64 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 2999913.78 2999913.78 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AE7J3 2549001DPIFGXC1TOL40 US3130AE7J36 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 8999741.34 8999741.34 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AE7H7 2549001DPIFGXC1TOL40 US3130AE7H79 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-30 2019-01-30 2019-01-30 N N N 0.0219 5999827.56 5999827.56 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-08 2019-02-08 2019-02-08 N N N 0.0217 1000052.38 1000052.38 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-07-11 2019-07-11 N N N 0.0221 2999782.74 2999782.74 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-07-11 2019-07-11 N N N 0.0221 2999782.74 2999782.74 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AC4M3 2549001DPIFGXC1TOL40 US3130AC4M38 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-13 2018-11-13 2018-11-13 N N N 0.0218 10999981.63 10999981.63 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-13 2019-03-13 2019-03-13 N N N 0.0222 999879.38 999879.38 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AC6R0 2549001DPIFGXC1TOL40 US3130AC6R07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-16 2018-11-16 2018-11-16 N N N 0.0219 4999974.70 4999974.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2019-05-17 2019-05-17 N N N 0.0223 999832.84 999832.84 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-20 2019-03-20 2019-03-20 N N N 0.0219 1000025.64 1000025.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ABNL6 2549001DPIFGXC1TOL40 US3130ABNL69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2018-12-27 2018-12-27 N N N 0.0219 999983.25 999983.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 313385R73 2549001DPIFGXC1TOL40 US313385R735 U.S. Government Agency Debt Y N/A N/A 2018-12-03 2018-12-03 2018-12-03 N N N 0.0220 31138161.60 31138161.60 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-07 2020-02-07 2020-02-07 N N N 0.0226 9993172.00 9993172.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-10 2020-02-10 2020-02-10 N N N 0.0226 2997901.71 2997901.71 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-07-11 2019-07-11 N N N 0.0219 2000138.60 2000138.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-02-11 2019-02-11 N N N 0.0218 1000052.81 1000052.81 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-11 2019-02-11 2019-02-11 N N N 0.0219 1000022.74 1000022.74 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AC6Y5 2549001DPIFGXC1TOL40 US3130AC6Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2019-02-15 2019-02-15 N N N 0.0222 2999817.39 2999817.39 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ACA53 2549001DPIFGXC1TOL40 US3130ACA532 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2019-02-15 2019-02-15 N N N 0.0222 1999878.26 1999878.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130ACB45 2549001DPIFGXC1TOL40 US3130ACB456 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-19 2019-02-19 2019-02-19 N N N 0.0222 1999877.82 1999877.82 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-19 2019-07-19 2019-07-19 N N N 0.0224 5998718.64 5998718.64 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 313385R99 2549001DPIFGXC1TOL40 US313385R990 U.S. Government Agency Debt Y N/A N/A 2018-12-05 2018-12-05 2018-12-05 N N N 0.0221 28938926.00 28938926.00 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-15 2019-07-15 2019-07-15 N N N 0.0225 8998108.47 8998108.47 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2019-07-23 2019-07-23 N N N 0.0225 5998696.26 5998696.26 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-25 2019-07-25 2019-07-25 N N N 0.0225 16996274.62 16996274.62 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-04-26 2019-04-26 N N N 0.0225 4999276.75 4999276.75 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-26 2019-04-26 2019-04-26 N N N 0.0225 23996528.40 23996528.40 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2019-08-27 2019-08-27 N N N 0.0226 999650.39 999650.39 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ACD35 2549001DPIFGXC1TOL40 US3130ACD353 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2019-02-28 2019-02-28 N N N 0.0225 999887.19 999887.19 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ACD27 2549001DPIFGXC1TOL40 US3130ACD270 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-28 2019-02-28 2019-02-28 N N N 0.0220 2000084.84 2000084.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385S64 2549001DPIFGXC1TOL40 US313385S642 U.S. Government Agency Debt Y N/A N/A 2018-12-10 2018-12-10 2018-12-10 N N N 0.0222 4987920.00 4987920.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385S80 2549001DPIFGXC1TOL40 US313385S808 U.S. Government Agency Debt Y N/A N/A 2018-12-12 2018-12-12 2018-12-12 N N N 0.0222 997460.00 997460.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385S98 2549001DPIFGXC1TOL40 US313385S980 U.S. Government Agency Debt Y N/A N/A 2018-12-13 2018-12-13 2018-12-13 N N N 0.0222 3989592.00 3989592.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385T22 2549001DPIFGXC1TOL40 US313385T228 U.S. Government Agency Debt Y N/A N/A 2018-12-14 2018-12-14 2018-12-14 N N N 0.0222 4986680.00 4986680.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313385T55 2549001DPIFGXC1TOL40 US313385T558 U.S. Government Agency Debt Y N/A N/A 2018-12-17 2018-12-17 2018-12-17 N N N 0.0222 11965812.00 11965812.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-18 2019-12-18 2019-12-18 N N N 0.0226 1999329.96 1999329.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-22 2019-10-22 2019-10-22 N N N 0.0225 61982025.58 61982025.58 0.0135 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-12-01 2019-08-01 2019-08-01 N N N 0.0226 11997302.64 11997302.64 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313385T63 2549001DPIFGXC1TOL40 US313385T632 U.S. Government Agency Debt Y N/A N/A 2018-12-18 2018-12-18 2018-12-18 N N N 0.0223 13959246.00 13959246.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313385T71 2549001DPIFGXC1TOL40 US313385T715 U.S. Government Agency Debt Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0223 6979189.00 6979189.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313385T89 2549001DPIFGXC1TOL40 US313385T897 U.S. Government Agency Debt Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0223 44863425.00 44863425.00 0.0098 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313385T97 2549001DPIFGXC1TOL40 US313385T970 U.S. Government Agency Debt Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0223 54331213.50 54331213.50 0.0118 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313385U61 2549001DPIFGXC1TOL40 US313385U614 U.S. Government Agency Debt Y N/A N/A 2018-12-26 2018-12-26 2018-12-26 N N N 0.0223 63781952.00 63781952.00 0.0139 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2019-08-01 2019-08-01 N N N 0.0227 11997314.76 11997314.76 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2019-12-17 2019-12-17 N N N 0.0226 999665.76 999665.76 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2020-01-17 2020-01-17 N N N 0.0227 1999281.34 1999281.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-17 2019-12-17 2019-12-17 N N N 0.0226 5997994.68 5997994.68 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 313385U79 2549001DPIFGXC1TOL40 US313385U796 U.S. Government Agency Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0224 1993062.00 1993062.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 313385U87 2549001DPIFGXC1TOL40 US313385U879 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2018-12-28 2018-12-28 N N N 0.0224 1992938.00 1992938.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AANP9 2549001DPIFGXC1TOL40 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-23 2019-01-23 2019-01-23 N N N 0.0217 7001018.99 7001018.99 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AEWY2 2549001DPIFGXC1TOL40 US3130AEWY29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0234 10993840.00 10993840.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130ABUJ3 2549001DPIFGXC1TOL40 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0214 8002244.16 8002244.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130ABUE4 2549001DPIFGXC1TOL40 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0217 16004712.48 16004712.48 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 313384AB5 2549001DPIFGXC1TOL40 US313384AB59 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0232 13944546.00 13944546.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0232 13942754.00 13942754.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AH2 2549001DPIFGXC1TOL40 US313384AH20 U.S. Government Agency Debt Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0233 5973936.00 5973936.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AJ8 2549001DPIFGXC1TOL40 US313384AJ85 U.S. Government Agency Debt Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0233 37832496.00 37832496.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AK5 2549001DPIFGXC1TOL40 US313384AK58 U.S. Government Agency Debt Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0233 16923976.00 16923976.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0233 3981856.00 3981856.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AP4 2549001DPIFGXC1TOL40 US313384AP46 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0233 14929080.00 14929080.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384AR0 2549001DPIFGXC1TOL40 US313384AR02 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0233 3980576.00 3980576.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384AX7 2549001DPIFGXC1TOL40 US313384AX79 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0234 11937132.00 11937132.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384BD0 2549001DPIFGXC1TOL40 US313384BD07 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0234 11932536.00 11932536.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 U.S. Government Agency Debt Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0234 8948826.00 8948826.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384BG3 2549001DPIFGXC1TOL40 US313384BG38 U.S. Government Agency Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0234 5965116.00 5965116.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384CL1 2549001DPIFGXC1TOL40 US313384CL14 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0236 8930088.00 8930088.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384BM0 2549001DPIFGXC1TOL40 US313384BM06 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0239 11924796.00 11924796.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384BP3 2549001DPIFGXC1TOL40 US313384BP37 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0239 19872060.00 19872060.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0239 6954759.00 6954759.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0239 8940078.00 8940078.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384BU2 2549001DPIFGXC1TOL40 US313384BU22 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0240 9932760.00 9932760.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384BW8 2549001DPIFGXC1TOL40 US313384BW87 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0240 3972584.00 3972584.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0240 12906647.00 12906647.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384CC1 2549001DPIFGXC1TOL40 US313384CC15 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-02-20 2019-02-20 N N N 0.0240 17869572.00 17869572.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384CQ0 2549001DPIFGXC1TOL40 US313384CQ01 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0240 10910174.00 10910174.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0240 5950608.00 5950608.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.41% 3130AEXU9 2549001DPIFGXC1TOL40 US3130AEXU97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0244 15994624.00 15994624.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0241 6938659.00 6938659.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384DA4 2549001DPIFGXC1TOL40 US313384DA40 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0241 2973510.00 2973510.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384DB2 2549001DPIFGXC1TOL40 US313384DB23 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0241 17839872.00 17839872.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0241 15852352.00 15852352.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0241 9907060.00 9907060.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0241 12878307.00 12878307.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 313384EY1 2549001DPIFGXC1TOL40 US313384EY17 U.S. Government Agency Debt Y N/A N/A 2019-04-29 2019-04-29 2019-04-29 N N N 0.0248 5927208.00 5927208.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFD46 2549001DPIFGXC1TOL40 US3130AFD463 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0253 9997870.00 9997870.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AAXX1 2549001DPIFGXC1TOL40 US3130AAXX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0242 1020879.50 1020879.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.57% 313385U46 2549001DPIFGXC1TOL40 US313385U465 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2018-12-24 2018-12-24 N N N 0.0257 6973596.00 6973596.00 0.0015 N N Y N Freddie Mac Freddie Mac, 2.17% 3134GB5F5 S6XOOCT0IEG5ABCC6L87 US3134GB5F52 0001026214 U.S. Government Agency Debt Y N/A N/A 2018-11-27 2018-11-27 2018-11-27 N N N 0.0221 1999912.42 1999912.42 0.0004 N N N N Freddie Mac Freddie Mac, 2.28% 3134GSYA7 S6XOOCT0IEG5ABCC6L87 US3134GSYA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0230 9998220.00 9998220.00 0.0022 N N N N Freddie Mac Freddie Mac, 2.28% 3134GSXX8 S6XOOCT0IEG5ABCC6L87 US3134GSXX80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0230 999842.00 999842.00 0.0002 N N N N Freddie Mac Freddie Mac, 2.41% 313396DG5 S6XOOCT0IEG5ABCC6L87 US313396DG57 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0241 5944632.00 5944632.00 0.0013 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 2.19% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2020-10-31 2.875 - 2.875 4080000.00 4080000.00 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0219 4000000.00 4000000.00 0.0009 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.08% 3Y4U8VZURTYWI1W2K376 DEJ137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 4050000.00 4121645.58 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 4000000.00 4000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.08% 3Y4U8VZURTYWI1W2K376 DEJ146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2018-11-15 3.75 - 3.75 2025000.00 2060822.79 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 2000000.00 2000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.17% 3Y4U8VZURTYWI1W2K376 DGC394000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-11-15 2042-05-15 3 - 3.75 5415000.00 5202227.46 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 5000000.00 5000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.13% R0MUWSFPU8MPRO8K5P83 DFF274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2047-11-15 0 - 9 15370000.00 15359831.24 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0211 15000000.00 15000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.14% R0MUWSFPU8MPRO8K5P83 DFF774000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2048-02-15 0 - 6.75 11378400.00 11263728.65 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 11000000.00 11000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.15% R0MUWSFPU8MPRO8K5P83 DFI675000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2048-02-15 0 - 6.25 9143500.00 10234364.63 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 10000000.00 10000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.15% R0MUWSFPU8MPRO8K5P83 DFI851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2043-05-15 0 - 8 21279100.00 20468013.11 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 20000000.00 20000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.16% R0MUWSFPU8MPRO8K5P83 DGB511000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2045-05-15 0 - 4.375 15585600.00 15351676.67 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 15000000.00 15000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.16% R0MUWSFPU8MPRO8K5P83 DFJ570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2043-05-15 0 - 6.25 4886800.00 5116043.88 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 5000000.00 5000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 DGC053000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2043-02-15 0 - 8 4155200.00 5113878.58 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 5000000.00 5000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 DGA224000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2044-11-15 0 - 6.25 21244600.00 20499196.44 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 20000000.00 20000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 DGC452000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2046-08-15 0 - 8 11550100.00 11250124.02 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 11000000.00 11000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 DGC059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2048-02-15 0 - 9 4945600.00 5124103.70 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 5000000.00 5000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.20% R0MUWSFPU8MPRO8K5P83 DGG177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2047-08-15 0 - 3.875 10416500.00 10222483.31 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 10000000.00 10000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.20% R0MUWSFPU8MPRO8K5P83 DGG591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2046-08-15 0 - 8 25864000.00 25554689.06 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 25000000.00 25000000.00 0.0054 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.20% R0MUWSFPU8MPRO8K5P83 DGE806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2042-08-15 1.435 - 4.375 10589500.00 10223791.89 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 10000000.00 10000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DHE042000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2044-11-15 0 - 3.125 22685700.00 22457956.82 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 22000000.00 22000000.00 0.0048 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DHD047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2044-11-15 0 - 6.25 4988600.00 5105078.37 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 5000000.00 5000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DGJ409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2046-08-15 0 - 8 9038800.00 10307919.09 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 10000000.00 10000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DGI348000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2046-08-15 0 - 3.75 20327200.00 17539827.70 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 17000000.00 17000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DHC684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2044-11-15 0 - 6.75 10461200.00 10210719.99 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 10000000.00 10000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 DGJ256000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2047-08-15 0 - 4.75 10867500.00 10316499.08 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 10000000.00 10000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHC688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2043-05-15 0 - 8.125 16599600.00 16361794.48 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 16000000.00 16000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHB714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2043-05-15 0 - 8.125 15429700.00 15319886.66 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 15000000.00 15000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHE041000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-02-15 1.5 - 4.75 11304600.00 11229305.00 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 11000000.00 11000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHB172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2047-08-15 0 - 8 6892300.00 8171151.44 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-12-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 8000000.00 8000000.00 0.0017 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.20% 2IGI19DL77OX0HC3ZE78 DHI239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2047-05-15 1.375 - 3.625 10487300.00 10213900.52 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 10000000.00 10000000.00 0.0022 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.23% 549300IMBXQ8SGH3HJ31 DHI243000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2025-05-15 1.75 - 2.125 68193200.00 66304150.75 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 64999974.00 64999974.00 0.0142 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.23% 549300IMBXQ8SGH3HJ31 DHH775000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2025-05-15 0 - 2.125 13932100.00 13261677.74 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0230 12999795.90 12999795.90 0.0028 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.24% 549300IMBXQ8SGH3HJ31 DHG144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2046-08-15 1.25 - 2.25 13939400.00 13265868.89 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 12999997.40 12999997.40 0.0028 N Y Y N Credit AG Credit AG, 2.19% 1VUV7VQFKUOQSJ21A208 DHG754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2021-07-15 2.625 - 2.625 11223600.00 11224136.54 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0221 10999973.60 10999973.60 0.0024 N N Y N Credit AG Credit AG, 2.20% 1VUV7VQFKUOQSJ21A208 DHI272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2021-07-15 2.625 - 2.625 11220200.00 11220736.37 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 11000000.00 11000000.00 0.0024 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.22% 7LTWFZYICNSX8D621K86 DHI258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2044-02-15 2.75 - 7.125 18174000.00 21424481.00 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 21000000.00 21000000.00 0.0046 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.21% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 34652100.00 34694979.99 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 33999969.40 33999969.40 0.0074 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.21% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 17302800.00 17342196.77 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0228 16999748.40 16999748.40 0.0037 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.23% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 13234800.00 13264934.34 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0223 12999983.10 12999983.10 0.0028 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.21% 549300H47WTHXPU08X20 DHI252000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-15 2026-05-15 0.125 - 1.625 112919200.00 112200016.23 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 110000000.00 110000000.00 0.0239 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.19% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2025-05-31 1.125 - 2.875 16725000.00 16321985.70 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0222 15999868.80 15999868.80 0.0035 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.20% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2022-01-31 1.5 - 1.5 6418000.00 6162282.49 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 6000000.00 6000000.00 0.0013 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.20% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2023-03-31 0 - 2.5 8248600.00 8160505.20 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 8000000.00 8000000.00 0.0017 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.20% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 1.375 - 1.375 23210000.00 22476660.34 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0220 22000000.00 22000000.00 0.0048 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.20% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2023-08-31 0 - 2.75 3072600.00 3061683.05 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0231 2999936.40 2999936.40 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.20% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2023-07-31 0 - 2.75 3070300.00 3060187.14 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 3000000.00 3000000.00 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.21% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 4600000.00 4119937.50 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 4000000.00 4000000.00 0.0009 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.09% H7FNTJ4851HG0EXQ1Z70 DEF849000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-02-15 1 - 6 3120200.00 3076724.04 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0207 3000000.30 3000000.30 0.0007 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 2.12% H7FNTJ4851HG0EXQ1Z70 DFA646000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2026-08-15 2 - 6.75 2568900.00 3097772.57 U.S. Treasuries (including strips) Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0210 2999999.70 2999999.70 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.14% H7FNTJ4851HG0EXQ1Z70 DFD714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-08-15 2 - 6.75 8137100.00 8203333.90 U.S. Treasuries (including strips) Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0213 7999943.20 7999943.20 0.0017 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.19% H7FNTJ4851HG0EXQ1Z70 DFI340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2026-02-15 2.5 - 6 10366800.00 10250653.64 U.S. Treasuries (including strips) Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0217 10000025.00 10000025.00 0.0022 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.24% H7FNTJ4851HG0EXQ1Z70 DGC508000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-02-15 1.625 - 6 8567800.00 8213946.40 U.S. Treasuries (including strips) Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0222 8000022.40 8000022.40 0.0017 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.25% H7FNTJ4851HG0EXQ1Z70 DGE456000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2026-02-15 2 - 6 10726100.00 10218225.89 U.S. Treasuries (including strips) Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0223 10000048.00 10000048.00 0.0022 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.32% H7FNTJ4851HG0EXQ1Z70 DHA445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 6.75 - 6.75 6447700.00 8190988.12 U.S. Treasuries (including strips) Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0231 7999960.80 7999960.80 0.0017 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.37% H7FNTJ4851HG0EXQ1Z70 DHF818000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 5087000.00 6135675.63 U.S. Treasuries (including strips) Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0236 6000000.00 6000000.00 0.0013 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.21% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.875 - 1.875 52545000.00 50986884.71 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 50000000.00 50000000.00 0.0109 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.20% 549300Y1PMK3RWXMWR72 DHG187000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2028-05-15 1.125 - 2.875 6223500.00 6122623.22 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0216 6000002.40 6000002.40 0.0013 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.20% 549300Y1PMK3RWXMWR72 DHG752000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2028-05-15 1.125 - 2.875 6198700.00 6122244.38 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0217 6000003.60 6000003.60 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.20% 549300Y1PMK3RWXMWR72 DHI242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2025-07-31 1.875 - 2.875 4220400.00 4080336.38 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0218 4000000.00 4000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.21% 549300Y1PMK3RWXMWR72 DHI375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2020-03-31 2.25 - 2.25 16420400.00 16321010.75 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0221 16000000.00 16000000.00 0.0035 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.21% 549300Y1PMK3RWXMWR72 DHH342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2025-07-31 1.375 - 2.875 13434500.00 13262492.56 U.S. Treasuries (including strips) Y N/A N/A 2018-11-05 2018-11-05 2018-11-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0218 13000015.60 13000015.60 0.0028 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.15% U7M81AY481YLIOR75625 DFJ604000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2019-02-28 1.5 - 1.5 1030000.00 1029545.59 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHH962000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 7170000.00 7181373.97 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 7000000.00 7000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHG826000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 2059000.00 2042270.64 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHH468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.625 - 2.625 2047000.00 2048230.70 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DGI779000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2020-07-31 2.625 - 2.625 7131000.00 7152169.80 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 7000000.00 7000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHH471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 8186000.00 8198985.67 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 8000000.00 8000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHF473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 2070000.00 2053181.25 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHG827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 6184000.00 6121829.02 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 6000000.00 6000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHG829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 1028000.00 1020583.37 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-27 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHB157000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-03-15 2019-03-15 1 - 1 4100000.00 4084069.52 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 4000000.00 4000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DHI260000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2021-08-31 1.125 - 1.125 5360000.00 5114211.96 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 5000000.00 5000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DHE483000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2027-05-15 2.375 - 2.375 1065000.00 1020537.02 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 DHD386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2020-03-31 2.25 - 2.25 3090000.00 3072263.43 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 3000000.00 3000000.00 0.0007 N N Y N Natixis SA Natixis SA, 2.20% KX1WK48MPD4Y2NCUIZ63 DHC606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-23 2047-02-15 0 - 3.625 43301600.00 42960086.10 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 42000000.00 42000000.00 0.0091 N N Y N Natixis SA Natixis SA, 2.20% KX1WK48MPD4Y2NCUIZ63 DHG183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-11 2044-05-15 0 - 3.875 11197600.00 11224874.65 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 11000000.00 11000000.00 0.0024 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.21% OXTKY6Q8X53C9ILVV871 DHH822000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2041-05-15 0 - 8.875 77993800.00 75489443.74 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0225 73999245.20 73999245.20 0.0161 N N Y N Norinchukin Bank Norinchukin Bank, 2.19% 5493007VSMFZCPV1NB83 DFF840000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 8135000.00 8195565.86 U.S. Treasuries (including strips) Y N/A N/A 2018-11-28 2018-11-28 2018-11-28 N N N 0.0219 7999859.20 7999859.20 0.0017 N N N Y Norinchukin Bank Norinchukin Bank, 2.20% 5493007VSMFZCPV1NB83 DFJ956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 2035000.00 2050150.77 U.S. Treasuries (including strips) Y N/A N/A 2018-11-14 2018-11-14 2018-11-14 N N N 0.0219 1999987.60 1999987.60 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 2.23% 5493007VSMFZCPV1NB83 DGE388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 5075000.00 5112783.87 U.S. Treasuries (including strips) Y N/A N/A 2018-11-19 2018-11-19 2018-11-19 N N N 0.0221 5000000.00 5000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.26% 5493007VSMFZCPV1NB83 DHA425000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 5070000.00 5107746.64 U.S. Treasuries (including strips) Y N/A N/A 2018-12-04 2018-12-04 2018-12-04 N N N 0.0227 4999867.50 4999867.50 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.29% 5493007VSMFZCPV1NB83 DHB709000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 2940000.00 2961888.59 U.S. Treasuries (including strips) Y N/A N/A 2018-12-17 2018-12-17 2018-12-17 N N N 0.0227 2900000.00 2900000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.29% 5493007VSMFZCPV1NB83 DHC247000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 3045000.00 3067670.32 U.S. Treasuries (including strips) Y N/A N/A 2018-12-18 2018-12-18 2018-12-18 N N N 0.0227 3000000.00 3000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 2.30% 5493007VSMFZCPV1NB83 DHD432000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 5070000.00 5107746.64 U.S. Treasuries (including strips) Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0228 5000000.00 5000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.30% 5493007VSMFZCPV1NB83 DGI260000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 3045000.00 3067670.32 U.S. Treasuries (including strips) Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0228 3000000.00 3000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 2.39% 5493007VSMFZCPV1NB83 DHE504000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 4055000.00 4085189.87 U.S. Treasuries (including strips) Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0237 4000000.00 4000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 2.40% 5493007VSMFZCPV1NB83 DHF428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 6080000.00 6125266.19 U.S. Treasuries (including strips) Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0238 6000000.00 6000000.00 0.0013 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.19% 549300QJJX6CVVUXLE15 DHG113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2045-08-15 1.125 - 3 8396300.00 8163662.18 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0216 8000001.60 8000001.60 0.0017 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.20% 549300QJJX6CVVUXLE15 DHH344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2047-02-15 1.125 - 4.25 11378600.00 11222288.88 U.S. Treasuries (including strips) Y N/A N/A 2018-11-05 2018-11-05 2018-11-05 N N N 0.0225 10999882.30 10999882.30 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.20% 549300QJJX6CVVUXLE15 DHF027000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2044-11-15 1.25 - 3 3215700.00 3061958.55 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 3000000.00 3000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF178000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2044-11-15 1.25 - 3 3183900.00 3061836.44 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 3000000.00 3000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2025-03-31 1.25 - 2.625 5319700.00 5102962.26 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 5000000.00 5000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHD418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2046-11-15 1.125 - 3 8349600.00 8167947.21 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 8000000.00 8000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-29 2044-11-15 0 - 3 5308800.00 5103037.32 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 5000000.00 5000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHE039000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-29 2047-11-15 0 - 4.25 5125400.00 5104298.08 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 5000000.00 5000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2044-11-15 1.25 - 3 5221700.00 5103361.21 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 5000000.00 5000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.32% 549300QJJX6CVVUXLE15 DHF447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2047-11-15 1.125 - 4.375 6362300.00 6123855.17 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 6000000.00 6000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.32% 549300QJJX6CVVUXLE15 DHG312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2044-08-15 1.125 - 3.375 3203500.00 3061418.99 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2019-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 3000000.00 3000000.00 0.0007 N N Y N RBC Financial Group RBC Financial Group, 2.14% ES7IP3U3RHIGC71XBU11 DFJ936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2044-08-15 2.25 - 7.625 10696800.00 10325875.33 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0212 10000000.00 10000000.00 0.0022 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.20% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 8145000.00 8163545.36 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0215 8000006.40 8000006.40 0.0017 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 2.20% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 8144500.00 8163044.23 U.S. Treasuries (including strips) Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0217 8000000.80 8000000.80 0.0017 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.21% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 4071300.00 4080569.95 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0221 3999986.00 3999986.00 0.0009 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.21% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 8142000.00 8160538.53 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0219 8000000.00 8000000.00 0.0017 N N Y N Societe Generale Societe Generale, 2.20% O2RNE8IBXP4R0TD8PU41 DHI316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2022-04-30 1.125 - 8.5 6405500.00 6120394.21 U.S. Treasuries (including strips) Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0218 6000000.00 6000000.00 0.0013 N N Y N Societe Generale Societe Generale, 2.23% O2RNE8IBXP4R0TD8PU41 DHA528000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2046-11-15 0 - 7.875 11635200.00 11305240.37 U.S. Treasuries (including strips) Y N/A N/A 2018-11-09 2018-11-09 2018-11-09 N N N 0.0223 10999923.00 10999923.00 0.0024 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 2.21%, dated 10/31/2018 due 11/01/2018 00352 DHI485000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 230629848.34 68087297.68 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 66551263.98 66551263.98 0.0145 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.21% G5GSEF7VJP5I7OUK5573 DHH792000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4 11200282.00 11221377.89 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0224 10999903.20 10999903.20 0.0024 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.21% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2048-10-01 3.71 - 4.11 15661.00 15807.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2048-10-01 3.5 - 4 5853253.00 5865500.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2053-11-15 2053-11-15 3.85 - 3.85 7600.00 7700.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-02-01 2048-07-01 4 - 4.5 80417.00 29171.06 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0216 5800007.54 5800007.54 0.0013 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.21% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2025-08-15 0 - 2 400.00 393.75 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.11 - 4.11 1000.00 995.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-02-11 2036-07-15 2.125 - 5.5 3725000.00 4068773.06 Agency Debentures and Agency Strips FINANCE CORPORATION 2018-11-02 2018-11-02 9.65 - 9.65 10000.00 10479.14 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-06-01 2048-11-01 3.76 - 4.21 2650.00 2698.83 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-19 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 4000000.00 4000000.00 0.0009 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.21%, dated 10/31/2018 due 11/01/2018 R0MUWSFPU8MPRO8K5P83 DHI485000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2048-05-15 0 - 8.125 22451609.49 21629026.17 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2038-01-25 3.37 - 3.54 4425.05 4109.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2038-06-01 3.05 - 4.15 3659.82 3590.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2048-10-01 2.458 - 7 1038583.14 309796.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-11-20 2048-09-20 2 - 6.5 7914313.94 1995493.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-09 2048-09-01 0 - 7.5 1982499.45 786052.06 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 24121516.48 24121516.48 0.0053 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.11% R0MUWSFPU8MPRO8K5P83 DFD525000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-12-06 2048-08-15 0 - 1 22604398.01 11848334.90 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2035-05-01 3.2 - 3.37 52000.00 48226.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-09-15 2048-09-15 2.458 - 2.458 1000.00 971.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2033-07-19 3.05 - 4 3280000.00 3225635.66 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2048-05-20 2.75 - 3.5 396776.00 255147.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.156 - 3.156 1000.00 971.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2048-08-01 0 - 5.625 105000.00 100312.41 Agency Debentures and Agency Strips Y N/A N/A 2018-11-07 2018-11-07 2018-11-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0209 15000000.00 15000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.14% R0MUWSFPU8MPRO8K5P83 DFF277000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-02-15 0 - 2.021 13288781.27 7468959.02 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2032-09-07 3.2 - 3.2 23000.00 21109.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-09-15 2048-09-15 2.458 - 2.458 25286.00 24553.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-07-11 2033-07-11 3.93 - 3.93 40000.00 39309.57 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2048-04-20 3 - 4 746908.00 691901.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2042-04-01 0 - 3.911 221695.00 18931.27 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 8000000.00 8000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 DHD044000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2048-02-15 0 - 3.375 3217650.13 1953289.01 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2035-05-01 3.18 - 3.37 25000.00 23359.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-01-01 2036-01-01 3.697 - 3.697 1096341.00 11896.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-07-27 2037-03-16 3.05 - 4 585000.00 553412.63 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-02-16 2048-06-20 2.678 - 4 45089.00 27635.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2045-09-01 0 - 5.625 817516.00 512394.30 Agency Debentures and Agency Strips Y N/A N/A 2018-11-07 2018-11-07 2018-11-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 3000000.00 3000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.23% R0MUWSFPU8MPRO8K5P83 DHE040000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 0 - 3.875 235940.98 220509.48 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-09-07 2032-10-19 3.18 - 3.2 1561000.00 1440883.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2025-12-11 N/A 1664000.00 1304160.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2033-07-11 3.93 - 4 70000.00 71843.62 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-03-20 2044-03-20 3.5 - 4.5 42531.00 13143.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.156 - 3.156 1000.00 971.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-24 2047-10-01 0 - 5.625 16027.00 13093.29 Agency Debentures and Agency Strips Y N/A N/A 2018-11-07 2018-11-07 2018-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 3000000.00 3000000.00 0.0007 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.21%, dated 10/31/2018 due 11/01/2018 VJW2DOOHGDT6PR0ZRO63 DHI485000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2048-08-15 0 - 9 3582013.84 3546158.49 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2018-12-27 2027-05-12 1.133 - 5.15 3160376.97 3166059.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-11-05 2026-06-15 0 - 3.625 5341372.12 5361762.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-10-01 1.125 - 6 6706288.93 5579231.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2048-10-20 2.5 - 7.5 5135376.18 4819341.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-27 2048-11-01 1 - 8.1 2857857.55 2139840.71 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 24121516.48 24121516.48 0.0053 N Y Y N Citibank NA Citibank NA, 2.20% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2029-01-15 1.375 - 2.75 3161300.00 3060396.22 U.S. Treasuries (including strips) Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0223 2999971.50 2999971.50 0.0007 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.21%, dated 10/31/2018 due 11/01/2018 00276 DHI485000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2047-08-15 0 - 9 20470362.28 20593368.36 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2029-10-15 2029-10-15 0 - 0 279645.53 189865.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-14 2023-09-08 1.625 - 3.375 16547.53 16546.85 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 692852.17 691628.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2047-07-01 0 - 8.5 1516779.79 221982.88 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2065-09-15 2.25 - 4.25 963.33 1026.53 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 151149.67 151802.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-03-20 2067-11-20 2.5 - 7.5 2518602.67 2265685.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-25 2048-08-01 1.375 - 7 2598034.18 500195.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 24121516.48 24121516.48 0.0053 N Y Y N Citibank NA Citibank NA, 2.21% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2046-02-15 0.75 - 8.125 737500.00 712145.66 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-07-27 2021-07-27 1.533 - 1.533 7000.00 7053.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-07-13 2033-09-01 1.85 - 6.25 7437045.00 7135870.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2018-12-21 2028-09-08 0 - 3.5 3975000.00 3983791.14 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 2782000.00 2948044.29 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2039-09-15 0 - 2.25 1219000.00 529242.32 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-09 2048-01-01 0 - 5.5 6590441.00 1006020.98 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0223 15999875.20 15999875.20 0.0035 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.21%, dated 10/31/2018 due 11/01/2018 02102 DHI485000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 0 - 3.625 10963981.10 10689156.86 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 10459258.40 10459258.40 0.0023 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.23% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-15 2050-03-15 3.25 - 3.25 6441453.00 6180383.06 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0223 6000000.00 6000000.00 0.0013 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 03556 DHI485000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2023-08-31 0.875 - 2.75 5222792.76 5126135.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2048-10-01 2.5 - 6.5 38322771.86 15979477.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-06-01 2056-03-01 2.902 - 6.5 14322953.05 9651206.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 30151895.60 30151895.60 0.0066 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.21% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-01 2043-07-01 2.503 - 5 114644698.00 20345237.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-08-01 2040-12-01 5 - 6.5 151168944.00 5156328.29 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0222 24999855.00 24999855.00 0.0054 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.16% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2019-01-03 N/A 800.00 796.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4.5 - 4.5 5977428.00 6138430.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 4 - 4 1000.00 1001.73 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0214 5999998.80 5999998.80 0.0013 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.21%, dated 10/31/2018 due 11/01/2018 03735 DHI485000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2041-02-15 0 - 2.875 1488388.24 1448337.64 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2048-08-01 3 - 5 5907180.88 5530624.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-08-01 2048-11-01 2.5 - 5.5 12420501.25 9014588.01 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 15678985.71 15678985.71 0.0034 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.21% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2019-01-03 N/A 200.00 199.22 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4.5 - 4.5 3973302.00 4080323.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 4 - 4 1000.00 1001.73 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-02 2018-11-02 2018-11-02 N N N 0.0221 3999995.60 3999995.60 0.0009 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.22% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 2.125 - 2.125 700.00 943.52 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4.5 - 4.5 2987145.00 3067604.16 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-17 2018-12-17 2018-12-17 N N N 0.0224 2999866.80 2999866.80 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.23% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2019-01-03 N/A 800.00 796.90 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4.5 - 4.5 5973625.00 6134525.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 4 - 4 1000.00 1001.73 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-19 2018-12-19 2018-12-19 N N N 0.0224 5999740.80 5999740.80 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.23% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2019-01-03 N/A 400.00 398.45 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4.5 - 4.5 7964341.00 8178861.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2026-04-01 4 - 4 7160.00 1969.68 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0221 8000000.00 8000000.00 0.0017 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.26% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 2.125 - 2.125 500.00 673.95 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4.5 - 4.5 1987912.00 2041456.68 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0224 1999994.20 1999994.20 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.32% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 2.125 - 2.125 500.00 673.95 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4.5 - 4.5 1988601.00 2042164.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0231 1999976.20 1999976.20 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.33% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-02-15 2041-02-15 2.125 - 2.125 500.00 673.95 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4.5 - 4.5 1987970.00 2041516.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0232 1999961.00 1999961.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.36% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2019-01-03 N/A 200.00 199.22 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4.5 - 4.5 3974166.00 4081210.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 4 - 4 1000.00 1001.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0234 4000000.00 4000000.00 0.0009 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 00267 DHI485000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2029-04-15 2030-01-15 0 - 8.625 23952.39 32263.20 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2018-11-15 2047-11-15 0.875 - 9 23836828.98 23399593.58 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-15 2020-06-15 1.997 - 1.997 232150.82 232157.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2048-10-25 0 - 7.511 66552475.16 52702860.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-06-20 2048-10-20 3.5 - 7 18635245.27 5608059.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2057-02-01 0 - 7.5 96418838.16 71616469.50 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 150421776.79 150421776.79 0.0327 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.20% 8NAV47T0Y26Q87Y0QP81 DGJ751000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-12-20 2047-12-20 4 - 4 17586174.00 17368611.35 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-05 2018-11-05 2018-11-05 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 5 N N/A N/A N N 0.0218 17000000.00 17000000.00 0.0037 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.21% 8NAV47T0Y26Q87Y0QP81 DHH856000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-15 2047-08-15 4 - 4 5091077.00 5100626.77 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-06 2018-11-06 2018-11-06 N N N 0.0222 4999976.00 4999976.00 0.0011 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 00431 DHI485000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2046-02-15 2 - 2.75 3759806.41 3628416.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.47 - 3.47 1149151.63 1125229.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2048-07-01 3 - 4 7577619.23 6819332.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-01-01 2048-09-01 3 - 4.5 13774990.80 10576641.63 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 21709364.83 21709364.83 0.0047 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.23% K5HU16E3LMSVCCJJJ255 DGJ628000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 3.5 - 3.5 1182695.00 1122000.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4.5 - 4.5 3866212.00 3989312.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-04-01 4 - 4 1029883.00 1018924.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-07 2018-12-07 2018-12-07 N N N 0.0223 5999854.80 5999854.80 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.24% K5HU16E3LMSVCCJJJ255 DGJ625000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2038-04-01 3 - 4.5 16919506.00 6133071.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-04-01 4 - 4 1029883.00 1018924.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0223 6999932.80 6999932.80 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.25% K5HU16E3LMSVCCJJJ255 DHD064000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-06-01 2.803 - 4 8907768.00 8164456.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-04-01 4 - 4 3744.00 3704.16 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-14 2018-12-14 2018-12-14 N N N 0.0226 7999676.80 7999676.80 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.25% K5HU16E3LMSVCCJJJ255 DHE991000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2048-01-01 2.803 - 3.5 7791624.00 7141223.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-04-01 4 - 4 3274.00 3239.16 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-21 2018-12-21 2018-12-21 N N N 0.0223 7000000.00 7000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.26% K5HU16E3LMSVCCJJJ255 DHF389000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 3.5 - 3.5 1182695.00 1122000.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-06-20 2045-06-20 3 - 3 2939615.00 920804.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-04-01 4 - 4 1029883.00 1018924.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-24 2018-12-24 2018-12-24 N N N 0.0224 3000000.00 3000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.26% K5HU16E3LMSVCCJJJ255 DHF391000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 3.5 - 3.5 1182695.00 1122000.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3 - 3 8554007.00 8064839.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-04-01 4 - 4 1029883.00 1018924.04 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-26 2018-12-26 2018-12-26 N N N 0.0224 10000000.00 10000000.00 0.0022 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.27% K5HU16E3LMSVCCJJJ255 DHI245000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 3.5 - 3.5 1064749.00 1010107.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-08-01 3.485 - 4 8464623.00 8170472.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-12-31 2018-12-31 2018-12-31 N N N 0.0225 9000000.00 9000000.00 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.27% K5HU16E3LMSVCCJJJ255 DHI254000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 N/A 3072709.00 3060193.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0225 3000000.00 3000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.28% K5HU16E3LMSVCCJJJ255 DHI255000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-04-01 2038-04-01 3.5 - 3.5 8394.00 7963.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-08-01 2048-04-01 3.09 - 4 6438549.00 6112424.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0226 6000000.00 6000000.00 0.0013 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 7TK5RJIZDFROZCA6XF66 DHI485000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2054-04-15 0 - 11.761 46731717.47 21467239.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2048-05-20 3 - 8.5 12787545.44 4186463.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-25 2053-12-25 2 - 8.5 122744252.30 24996546.82 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 49449108.79 49449108.79 0.0108 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.22% OXTKY6Q8X53C9ILVV871 DHI331000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 5.5 - 5.5 610768.00 15133.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-01-15 2059-03-15 3.61 - 9 47132314.00 16305872.66 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0222 16000000.00 16000000.00 0.0035 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.22% OXTKY6Q8X53C9ILVV871 DHI317000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.69 - 3.69 127100.00 126887.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-09-01 2047-06-01 3.039 - 4.395 7036444.00 4519.11 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9739 B1V7KEBTPIMZEU4LTD58 2030-07-01 2030-07-01 3.71 - 3.71 1000.00 991.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-04-01 2049-01-01 2.85 - 5.802 17354873.00 15168545.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-07 N N N 0.0220 15000000.00 15000000.00 0.0033 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 2.22% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-06-15 2048-09-01 2.508 - 4 28209880.00 28142224.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2047-11-20 2.5 - 3.5 3371062.00 408763.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2022-12-01 2024-10-25 2.414 - 2.469 94433.00 91025.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.67 - 3.67 7030.00 7019.30 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-12-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 28000000.00 28000000.00 0.0061 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.21%, dated 10/31/2018 due 11/01/2018 549300QJJX6CVVUXLE15 DHI485000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-08 2048-05-15 0 - 7.125 97349426.01 94005621.32 U.S. Treasuries (including strips) Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 91902977.80 91902977.80 0.0200 N Y Y N RBC Financial Group RBC Financial Group, 2.20% ES7IP3U3RHIGC71XBU11 DGD179000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2048-07-01 3 - 5 8759733.00 8512081.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2048-06-20 3.5 - 4.5 2874082.00 2712806.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-07-01 2048-10-01 3 - 5.5 27575423.00 17408415.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2018-11-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0218 28000000.00 28000000.00 0.0061 N N Y N RBC Financial Group RBC Financial Group, 2.31% ES7IP3U3RHIGC71XBU11 DHD028000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2048-07-01 3 - 4.5 2982906.00 2726853.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2048-06-20 3.5 - 4.5 25251.00 25698.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2048-10-01 2.588 - 5 7967478.00 5415825.92 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2019-01-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0229 8000000.00 8000000.00 0.0017 N N Y N RBC Financial Group RBC Financial Group, 2.35% ES7IP3U3RHIGC71XBU11 DHG800000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2048-06-01 3 - 4.5 2945376.00 2662086.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2048-08-20 4 - 4.5 22363.00 19376.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2048-09-01 3 - 5.5 4998975.00 3338894.77 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2019-01-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0234 5900000.00 5900000.00 0.0013 N N Y N RBC Financial Group RBC Financial Group, 2.36% ES7IP3U3RHIGC71XBU11 DHH387000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2048-06-01 3 - 5 208092.00 177193.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2048-06-20 3.5 - 4.5 800983.00 742391.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-03-01 2048-10-01 2.5 - 5.5 13148677.00 11322020.14 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-07 2018-11-07 2019-01-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0235 12000000.00 12000000.00 0.0026 N N Y N RBC Financial Group RBC Financial Group, 2.36% ES7IP3U3RHIGC71XBU11 DHH386000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-11-01 2048-10-01 3 - 4.5 26161889.00 12350943.96 Agency Collateralized Mortgage Obligation Y N/A N/A 2018-11-07 2018-11-07 2019-01-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0235 12000000.00 12000000.00 0.0026 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.21%, dated 10/31/2018 due 11/01/2018 5U0XI89JRFVHWIBS4F54 DHI485000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-15 2047-08-15 1.125 - 2.75 15948279.88 15268590.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-07-01 3.5 - 3.5 8835055.65 7607429.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2048-04-20 3 - 4.5 37720921.87 28149882.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2047-11-01 3 - 3.5 12076894.97 10443726.21 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 60231426.66 60231426.66 0.0131 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.21%, dated 10/31/2018 due 11/01/2018 VYVVCKR63DVZZN70PB21 DHI485000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-01-18 2029-11-13 0 - 3.33 84154.57 83734.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2048-10-01 2 - 6.5 23037384.99 22651622.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-11-15 2048-10-20 2.5 - 7 10620345.21 9190497.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-01 2048-11-01 2 - 7 22861523.91 21812480.41 Agency Mortgage-Backed Securities Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0221 52681392.00 52681392.00 0.0115 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.88% 912796PD5 254900HROIFWPRGM1V77 US912796PD51 U.S. Treasury Debt Y N/A N/A 2018-11-08 2018-11-08 2018-11-08 N N N 0.0188 9995914.20 9995914.20 0.0022 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796QJ1 254900HROIFWPRGM1V77 US912796QJ13 U.S. Treasury Debt Y N/A N/A 2018-11-15 2018-11-15 2018-11-15 N N N 0.0202 15986840.00 15986840.00 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.11% 912796QK8 254900HROIFWPRGM1V77 US912796QK85 U.S. Treasury Debt Y N/A N/A 2018-11-23 2018-11-23 2018-11-23 N N N 0.0211 22969727.86 22969727.86 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.12% 912796PE3 254900HROIFWPRGM1V77 US912796PE35 U.S. Treasury Debt Y N/A N/A 2018-12-06 2018-12-06 2018-12-06 N N N 0.0212 16266106.76 16266106.76 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.14% 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y N/A N/A 2018-11-29 2018-11-29 2018-11-29 N N N 0.0214 998314.17 998314.17 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796QP7 254900HROIFWPRGM1V77 US912796QP72 U.S. Treasury Debt Y N/A N/A 2018-12-20 2018-12-20 2018-12-20 N N N 0.0216 3988212.76 3988212.76 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.21% 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y N/A N/A 2018-12-27 2018-12-27 2018-12-27 N N N 0.0221 18934756.09 18934756.09 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.28% 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0228 92553680.91 92553680.91 0.0201 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796QU6 254900HROIFWPRGM1V77 US912796QU67 U.S. Treasury Debt Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0230 14423367.50 14423367.50 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0232 36122657.12 36122657.12 0.0079 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.33% 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0233 23861073.36 23861073.36 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.33% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0233 58522210.33 58522210.33 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.33% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0233 35692104.96 35692104.96 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0234 993745.69 993745.69 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0235 8935389.99 8935389.99 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0235 49545972.00 49545972.00 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0242 24744937.50 24744937.50 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0243 83061159.72 83061159.72 0.0181 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0244 31656712.32 31656712.32 0.0069 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.07% 912828RT9 254900HROIFWPRGM1V77 US912828RT95 U.S. Treasury Debt Y N/A N/A 2018-11-30 2018-11-30 2018-11-30 N N N 0.0214 999361.23 999361.23 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.20% 912828U99 254900HROIFWPRGM1V77 US912828U998 U.S. Treasury Debt Y N/A N/A 2018-12-31 2018-12-31 2018-12-31 N N N 0.0221 5990356.20 5990356.20 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.24% to 2.27% 912828B33 254900HROIFWPRGM1V77 US912828B337 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0230 3991947.44 3991947.44 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.25% to 2.28% 912828W30 254900HROIFWPRGM1V77 US912828W309 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0238 4979296.90 4979296.90 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.35% 912828V56 254900HROIFWPRGM1V77 US912828V566 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0230 5982421.20 5982421.20 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.32% 912828SH4 254900HROIFWPRGM1V77 US912828SH49 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0236 7575359.36 7575359.36 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.32% 912828C24 254900HROIFWPRGM1V77 US912828C244 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 15952500.00 15952500.00 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.31% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2018-11-01 2020-01-31 2020-01-31 N N N 0.0231 6000483.84 6000483.84 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.35% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2018-11-01 2020-04-30 2020-04-30 N N N 0.0233 4001039.08 4001039.08 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.36% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2018-11-01 2019-10-31 2019-10-31 N N N 0.0228 13010296.78 13010296.78 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.38% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2018-11-01 2019-04-30 2019-04-30 N N N 0.0226 41025700.44 41025700.44 0.0089 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.20% U7M81AY481YLIOR75625 DHI454000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2018-11-07 2018-11-07 2018-11-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 4000000.00 4000000.00 0.0009 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. Variable Insurance Products Fund V: Government Money Market Portfolio 2018-11-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer