0000356173-19-000039.txt : 20190307 0000356173-19-000039.hdr.sgml : 20190307 20190307130234 ACCESSION NUMBER: 0000356173-19-000039 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190228 FILED AS OF DATE: 20190307 DATE AS OF CHANGE: 20190307 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Fidelity Colchester Street Trust CENTRAL INDEX KEY: 0000356173 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-03320 FILM NUMBER: 19665155 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: COLCHESTER STREET TRUST DATE OF NAME CHANGE: 19980324 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY INSTITUTIONAL CASH PORTFOLIOS DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: CASH INVESTMENT FUND DATE OF NAME CHANGE: 19850414 0000356173 S000004820 Government Portfolio C000013039 Class I FIGXX C000013080 Class II FCVXX C000013081 Class III FCGXX C000013082 Select Class FGEXX C000141704 Institutional Class FRGXX N-MFP2 1 primary_doc.xml N-MFP2 0000356173 XXXXXXXX 2019-02-28 0000356173 549300FQDFZGLUOCWN51 S000004820 5 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. 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3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-07-30 2020-07-30 N N N 0.0245 424877009.25 424877009.25 0.0038 N N N N Fannie Mae Fannie Mae, 2.44% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-10-30 2019-10-30 N N N 0.0240 134030921.84 134030921.84 0.0012 N N N N Fannie Mae Fannie Mae, 2.47% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-04-30 2020-04-30 N N N 0.0241 99071149.32 99071149.32 0.0009 N N N N Fannie Mae Fannie Mae, 2.49% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-30 2019-07-30 N N N 0.0239 2971214.05 2971214.05 0.0000 N N N N Fannie Mae Fannie Mae, 2.51% 3135G0JE4 B1V7KEBTPIMZEU4LTD58 US3135G0JE40 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0272 72996058.73 72996058.73 0.0006 N N N N Fannie Mae Fannie Mae, 2.53% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-01-30 2020-01-30 N N N 0.0241 22524413.63 22524413.63 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.22% 3133EHDJ9 US3133EHDJ96 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0241 27996410.96 27996410.96 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.28% 313312DH0 US313312DH08 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0228 76898206.00 76898206.00 0.0007 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.35% 3133EJSH3 US3133EJSH32 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-06-18 2019-06-18 N N N 0.0238 238968007.46 238968007.46 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.38% 3133EJRB7 US3133EJRB70 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-06-04 2019-06-04 N N N 0.0241 332964875.16 332964875.16 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.39% 3133EJYB9 US3133EJYB97 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-29 2019-08-29 N N N 0.0244 243940415.20 243940415.20 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.39% 3133EHPJ6 US3133EHPJ68 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-06-26 2019-06-26 N N N 0.0239 374995642.50 374995642.50 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EHLR2 US3133EHLR21 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 110000000.00 110000000.00 0.0010 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EHL27 US3133EHL278 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-08-30 2019-08-30 N N N 0.0244 47989848.00 47989848.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EJNE5 US3133EJNE55 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2019-05-07 2019-05-07 N N N 0.0248 94982095.35 94982095.35 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-12-20 2019-12-20 N N N 0.0248 20986816.62 20986816.62 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.41% 3133EHMC4 US3133EHMC43 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-06-12 2019-06-12 N N N 0.0240 92498177.75 92498177.75 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-09-19 2019-09-19 N N N 0.0244 194968020.00 194968020.00 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJU80 US3133EJU804 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-11-21 2019-11-21 N N N 0.0245 334917586.65 334917586.65 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJH93 US3133EJH934 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-11-22 2019-11-22 N N N 0.0245 238932109.66 238932109.66 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJ3R8 US3133EJ3R84 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-07-24 2019-07-24 N N N 0.0244 285966117.58 285966117.58 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.44% 3133EJF38 US3133EJF383 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-08-09 2019-08-09 N N N 0.0245 100992846.17 100992846.17 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.44% 3133EJV71 US3133EJV711 U.S. Government Agency Debt Y N/A N/A 2019-03-23 2019-12-23 2019-12-23 N N N 0.0247 285931174.10 285931174.10 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.45% 3133EJQ36 US3133EJQ364 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2019-11-07 2019-11-07 N N N 0.0245 335999909.28 335999909.28 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.45% 3133EJT33 US3133EJT335 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-05-09 2019-05-09 N N N 0.0246 95994554.88 95994554.88 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.64% 3133EGUP8 US3133EGUP80 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0236 19001966.50 19001966.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.67% 3133EGRQ0 US3133EGRQ01 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-08-19 2019-08-19 N N N 0.0244 45748296.67 45748296.67 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.67% 3133EGNW1 US3133EGNW15 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0244 38035632.60 38035632.60 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.68% 3133EGLV5 US3133EGLV59 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-07-15 2019-07-15 N N N 0.0244 9648209.81 9648209.81 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.70% 3133EGED3 US3133EGED35 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-08-09 2019-08-09 N N N 0.0246 22047955.12 22047955.12 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 313384CS6 2549001DPIFGXC1TOL40 US313384CS66 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0200 284905665.00 284905665.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 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 0.0221 112910391.00 112910391.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 62945883.00 62945883.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 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 0.0224 467566632.00 467566632.00 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 313384DF3 2549001DPIFGXC1TOL40 US313384DF37 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0227 181783420.00 181783420.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 291633248.00 291633248.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 363518792.00 363518792.00 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 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 0.0229 884770232.00 884770232.00 0.0079 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384DP1 2549001DPIFGXC1TOL40 US313384DP19 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0231 619932501.00 619932501.00 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0239 90997570.30 90997570.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVT1 2549001DPIFGXC1TOL40 US3130AFVT18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-05-13 2019-05-13 N N N 0.0238 30997968.26 30997968.26 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0241 286985509.37 286985509.37 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0241 300993805.42 300993805.42 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-06-14 2019-06-14 N N N 0.0246 74978078.25 74978078.25 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0240 224994811.50 224994811.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130ACU77 2549001DPIFGXC1TOL40 US3130ACU779 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2019-05-16 2019-05-16 N N N 0.0244 41492240.75 41492240.75 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0226 19972507.50 19972507.50 0.0002 N N N N Federal 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0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 425000000.00 425000000.00 0.0038 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 148000000.00 148000000.00 0.0013 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 149000000.00 149000000.00 0.0013 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-07-19 2019-07-19 N N N 0.0245 29990258.70 29990258.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-08-21 2019-08-21 N N N 0.0246 299887215.00 299887215.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-05-24 2019-05-24 N N N 0.0245 147967703.44 147967703.44 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0246 88969667.91 88969667.91 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-05-24 2019-05-24 N N N 0.0245 348931892.65 348931892.65 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0246 149449048.91 149449048.91 0.0013 N N N N 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2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 88000000.00 88000000.00 0.0008 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-17 2019-07-17 N N N 0.0242 305961844.86 305961844.86 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 128000000.00 128000000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-04-01 2019-04-01 N N N 0.0243 381476766.65 381476766.65 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-08-02 2019-08-02 N N N 0.0249 217903835.84 217903835.84 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-08-02 2019-08-02 N N N 0.0249 148934273.12 148934273.12 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-04-02 2019-04-02 N N N 0.0244 152490290.33 152490290.33 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0240 205999017.38 205999017.38 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0241 149999347.50 149999347.50 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-05-17 2019-05-17 N N N 0.0244 27995871.40 27995871.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-05-24 2019-05-24 N N N 0.0245 69986331.80 69986331.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EE5 2549001DPIFGXC1TOL40 US313384EE52 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0239 117676090.00 117676090.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0239 87752544.00 87752544.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EK1 2549001DPIFGXC1TOL40 US313384EK13 U.S. Government Agency Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0239 509426631.00 509426631.00 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EL9 2549001DPIFGXC1TOL40 US313384EL95 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0239 237251252.00 237251252.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EM7 2549001DPIFGXC1TOL40 US313384EM78 U.S. Government Agency Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0239 219293140.00 219293140.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-01 2019-08-01 N N N 0.0248 29989354.50 29989354.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ACG81 2549001DPIFGXC1TOL40 US3130ACG810 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0240 24999725.50 24999725.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0240 12999844.91 12999844.91 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-04-25 2019-04-25 N N N 0.0244 55994943.76 55994943.76 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-04-25 2019-04-25 N N N 0.0244 27997471.88 27997471.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-08-27 2019-08-27 N N N 0.0246 28991539.54 28991539.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384ER6 2549001DPIFGXC1TOL40 US313384ER65 U.S. Government Agency Debt Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0240 377381745.30 377381745.30 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384ES4 2549001DPIFGXC1TOL40 US313384ES49 U.S. Government Agency Debt Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0240 298935600.00 298935600.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EU9 2549001DPIFGXC1TOL40 US313384EU94 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0240 141477156.00 141477156.00 0.0013 N N Y 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 415034860.00 415034860.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-02-21 2020-02-21 N N N 0.0240 304499269.20 304499269.20 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-06-21 2019-06-21 N N N 0.0243 707929518.60 707929518.60 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0241 26999792.37 26999792.37 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-07-19 2019-07-19 N N N 0.0245 150971110.68 150971110.68 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-05-20 2019-05-20 N N N 0.0244 449950671.00 449950671.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EY1 2549001DPIFGXC1TOL40 US313384EY17 U.S. Government Agency Debt Y N/A N/A 2019-04-29 2019-04-29 2019-04-29 N N N 0.0241 519938100.00 519938100.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FF1 2549001DPIFGXC1TOL40 US313384FF19 U.S. Government Agency Debt Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0241 122454249.00 122454249.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FJ3 2549001DPIFGXC1TOL40 US313384FJ31 U.S. Government Agency Debt Y N/A N/A 2019-05-09 2019-05-09 2019-05-09 N N N 0.0241 28865498.00 28865498.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FK0 2549001DPIFGXC1TOL40 US313384FK04 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0241 70665874.00 70665874.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FQ7 2549001DPIFGXC1TOL40 US313384FQ73 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0241 35818488.00 35818488.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FS3 2549001DPIFGXC1TOL40 US313384FS30 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0241 140270184.00 140270184.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-01-17 2020-01-17 N N N 0.0245 110969431.71 110969431.71 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 29981487.60 29981487.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 36975633.65 36975633.65 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 36977168.04 36977168.04 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 44972231.40 44972231.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 144910523.40 144910523.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-07-05 2019-07-05 N N N 0.0248 143962912.80 143962912.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-07-15 2019-07-15 N N N 0.0246 225957993.38 225957993.38 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2019-09-16 2019-09-16 N N N 0.0246 311932380.24 311932380.24 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2019-08-16 2019-08-16 N N N 0.0246 152968359.60 152968359.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-11-19 2019-11-19 N N N 0.0246 376892811.36 376892811.36 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-10-22 2019-10-22 N N N 0.0246 301913413.58 301913413.58 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-23 2019-07-23 2019-07-23 N N N 0.0246 149970528.00 149970528.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-07-25 2019-07-25 N N N 0.0246 451909889.28 451909889.28 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 121993283.90 121993283.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 609966419.50 609966419.50 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-09-27 2019-09-27 N N N 0.0246 155964519.36 155964519.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FW4 2549001DPIFGXC1TOL40 US313384FW42 U.S. Government Agency Debt Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0242 31229027.00 31229027.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FX2 2549001DPIFGXC1TOL40 US313384FX25 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0242 203472244.80 203472244.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FZ7 2549001DPIFGXC1TOL40 US313384FZ72 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0242 759685692.00 759685692.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0243 17000000.00 17000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-09-10 2019-09-10 N N N 0.0246 308849655.48 308849655.48 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACDY7 2549001DPIFGXC1TOL40 US3130ACDY73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0241 10999984.71 10999984.71 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-04-09 2019-04-09 N N N 0.0245 125993514.78 125993514.78 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-10 2019-07-10 2019-07-10 N N N 0.0249 207947966.72 207947966.72 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-10 2019-07-10 2019-07-10 N N N 0.0249 68982738.96 68982738.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-07-11 2019-07-11 N N N 0.0249 68982600.96 68982600.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-07-11 2019-07-11 N N N 0.0249 68982600.96 68982600.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-08-13 2019-08-13 N N N 0.0248 75984645.72 75984645.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-08-13 2019-08-13 N N N 0.0248 75984645.72 75984645.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-08-13 2019-08-13 N N N 0.0248 151969291.44 151969291.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFXC6 2549001DPIFGXC1TOL40 US3130AFXC64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-06-17 2019-06-17 N N N 0.0245 211981110.80 211981110.80 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-01-17 2020-01-17 N N N 0.0247 59981213.40 59981213.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-12-17 2019-12-17 N N N 0.0246 29991099.60 29991099.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-01-17 2020-01-17 N N N 0.0247 297893727.24 297893727.24 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-12-17 2019-12-17 N N N 0.0246 149955498.00 149955498.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-01-17 2020-01-17 N N N 0.0247 150946150.38 150946150.38 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-12-18 2019-12-18 N N N 0.0246 59982084.00 59982084.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-08-19 2019-08-19 N N N 0.0246 140980313.58 140980313.58 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-11-21 2019-11-21 N N N 0.0246 564878564.55 564878564.55 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-23 2020-01-23 2020-01-23 N N N 0.0248 17891815.40 17891815.40 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-08-28 2019-08-28 N N N 0.0247 77984736.18 77984736.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-08-28 2019-08-28 N N N 0.0247 155969472.36 155969472.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-08-28 2019-08-28 N N N 0.0247 77984736.18 77984736.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-01-28 2020-01-28 N N N 0.0248 58022780.36 58022780.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFT49 2549001DPIFGXC1TOL40 US3130AFT493 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0248 71002201.00 71002201.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-11-15 2019-11-15 N N N 0.0239 325090671.75 325090671.75 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2020-02-07 2020-02-07 N N N 0.0250 271854172.64 271854172.64 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-07-11 2019-07-11 N N N 0.0249 42990701.68 42990701.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-09-12 2019-09-12 N N N 0.0248 237943413.12 237943413.12 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2020-01-13 2020-01-13 N N N 0.0248 73974277.60 73974277.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2020-01-14 2020-01-14 N N N 0.0248 148947909.60 148947909.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2020-01-14 2020-01-14 N N N 0.0248 408849819.29 408849819.29 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0245 1083817666.96 1083817666.96 0.0096 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFPJ0 2549001DPIFGXC1TOL40 US3130AFPJ00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-05-24 2019-05-24 N N N 0.0245 205985798.36 205985798.36 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-01 2019-08-01 N N N 0.0248 302949320.22 302949320.22 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-01 2019-08-01 N N N 0.0248 304948985.70 304948985.70 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-25 2019-07-25 N N N 0.0246 411958820.60 411958820.60 0.0037 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-07-24 2020-07-24 N N N 0.0248 170926914.60 170926914.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-10-02 2019-10-02 N N N 0.0249 155963664.48 155963664.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-12-04 2019-12-04 N N N 0.0249 297907426.30 297907426.30 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-12-04 2019-12-04 N N N 0.0249 73977011.90 73977011.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-10 2020-02-10 2020-02-10 N N N 0.0250 74959092.00 74959092.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2020-03-12 2020-03-12 N N N 0.0248 70978311.63 70978311.63 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2020-02-12 2020-02-12 N N N 0.0249 111954225.60 111954225.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2020-04-16 2020-04-16 N N N 0.0246 125982260.46 125982260.46 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-03-17 2020-03-17 N N N 0.0246 34996908.45 34996908.45 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-06-24 2019-06-24 N N N 0.0246 73994137.72 73994137.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2020-02-25 2020-02-25 N N N 0.0248 141958625.46 141958625.46 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-06-28 2019-06-28 N N N 0.0246 593951808.78 593951808.78 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFRU3 2549001DPIFGXC1TOL40 US3130AFRU37 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0252 139992160.00 139992160.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS57 2549001DPIFGXC1TOL40 US3130AFS578 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0252 11999256.00 11999256.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS81 2549001DPIFGXC1TOL40 US3130AFS818 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0251 27998852.00 27998852.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-02-28 2020-02-28 N N N 0.0246 87000000.00 87000000.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNS2 2549001DPIFGXC1TOL40 US3130AFNS27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-03 2019-05-03 2019-05-03 N N N 0.0247 275987292.96 275987292.96 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-03 2020-01-03 2020-01-03 N N N 0.0250 307898729.60 307898729.60 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNR4 2549001DPIFGXC1TOL40 US3130AFNR44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2019-05-07 2019-05-07 N N N 0.0247 276984737.30 276984737.30 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-10 2020-01-10 2020-01-10 N N N 0.0250 220924256.67 220924256.67 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2020-04-16 2020-04-16 N N N 0.0246 27997613.28 27997613.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-04-17 2020-04-17 N N N 0.0246 96991603.68 96991603.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2020-01-24 2020-01-24 N N N 0.0248 1037799780.18 1037799780.18 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2020-01-24 2020-01-24 N N N 0.0248 44891339.24 44891339.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2020-01-24 2020-01-24 N N N 0.0248 103979939.44 103979939.44 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSF5 2549001DPIFGXC1TOL40 US3130AFSF50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0252 281979414.00 281979414.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFS99 2549001DPIFGXC1TOL40 US3130AFS990 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0252 139988240.00 139988240.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSR9 2549001DPIFGXC1TOL40 US3130AFSR98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0253 140986887.00 140986887.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSQ1 2549001DPIFGXC1TOL40 US3130AFSQ16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0252 70993965.00 70993965.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSA6 2549001DPIFGXC1TOL40 US3130AFSA63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0252 210984808.00 210984808.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384GV5 2549001DPIFGXC1TOL40 US313384GV59 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0246 70499521.00 70499521.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384GW3 2549001DPIFGXC1TOL40 US313384GW33 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0246 281978772.00 281978772.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-07-03 2019-07-03 N N N 0.0248 168985678.94 168985678.94 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-07-05 2019-07-05 N N N 0.0248 419963783.40 419963783.40 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2019-07-05 2019-07-05 N N N 0.0248 278975955.78 278975955.78 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2020-05-11 2020-05-11 N N N 0.0250 83970328.68 83970328.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2020-05-11 2020-05-11 N N N 0.0250 281900389.14 281900389.14 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2020-08-12 2020-08-12 N N N 0.0250 559761148.80 559761148.80 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-07-17 2020-07-17 N N N 0.0248 138989031.51 138989031.51 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-07-28 2020-07-28 N N N 0.0249 70982698.01 70982698.01 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-06-10 2020-06-10 N N N 0.0251 224913253.50 224913253.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-06-01 2020-06-01 N N N 0.0247 580000000.00 580000000.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFHD2 2549001DPIFGXC1TOL40 US3130AFHD22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-06-06 2019-06-06 N N N 0.0246 156002391.48 156002391.48 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-07-28 2020-07-28 N N N 0.0249 141975230.94 141975230.94 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-08-28 2020-08-28 N N N 0.0251 567750738.88 567750738.88 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 313384HP7 2549001DPIFGXC1TOL40 US313384HP72 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 210225348.00 210225348.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2020-08-07 2020-08-07 N N N 0.0250 112977360.45 112977360.45 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2020-02-11 2020-02-11 N N N 0.0250 193966358.46 193966358.46 0.0017 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 0.0244 258049278.00 258049278.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 313384HT9 2549001DPIFGXC1TOL40 US313384HT94 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0249 70386205.00 70386205.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFDK0 2549001DPIFGXC1TOL40 US3130AFDK01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0248 76010260.00 76010260.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFSC2 2549001DPIFGXC1TOL40 US3130AFSC20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-08-23 2019-08-23 N N N 0.0255 140979725.61 140979725.61 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFSG3 2549001DPIFGXC1TOL40 US3130AFSG34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-08-23 2019-08-23 N N N 0.0255 140979725.61 140979725.61 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0256 139960788.80 139960788.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0256 69980394.40 69980394.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFQN0 2549001DPIFGXC1TOL40 US3130AFQN03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-08-15 2019-08-15 N N N 0.0256 346956694.40 346956694.40 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% to 2.54% 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 0.0254 341982900.00 341982900.00 0.0030 N N N N Freddie Mac Freddie Mac, 2.28% 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 0.0228 120848024.00 120848024.00 0.0011 N N Y N Freddie Mac Freddie Mac, 2.37% 3134GSR23 S6XOOCT0IEG5ABCC6L87 US3134GSR234 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-04-10 2019-04-10 N N N 0.0239 541977246.84 541977246.84 0.0048 N N N N Freddie Mac Freddie Mac, 2.37% to 2.45% 3137EACA5 S6XOOCT0IEG5ABCC6L87 US3137EACA57 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0266 43023809.08 43023809.08 0.0004 N N N N Freddie Mac Freddie Mac, 2.39% 313396EL3 S6XOOCT0IEG5ABCC6L87 US313396EL34 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0239 296065638.00 296065638.00 0.0026 N N Y N Freddie Mac Freddie Mac, 2.40% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-06-19 2019-06-19 N N N 0.0238 149006052.38 149006052.38 0.0013 N N N N Freddie Mac Freddie Mac, 2.41% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-08-08 2019-08-08 N N N 0.0248 557922005.17 557922005.17 0.0050 N N N N Freddie Mac Freddie Mac, 2.41% 313396FS7 S6XOOCT0IEG5ABCC6L87 US313396FS77 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0241 994824000.00 994824000.00 0.0088 N N N N Freddie Mac Freddie Mac, 2.46% 313396GL1 S6XOOCT0IEG5ABCC6L87 US313396GL16 U.S. Government Agency Debt Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0246 469954353.00 469954353.00 0.0042 N N N N Freddie Mac Freddie Mac, 2.46% 313396GM9 S6XOOCT0IEG5ABCC6L87 US313396GM98 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0246 469922189.00 469922189.00 0.0042 N N N N Freddie Mac Freddie Mac, 2.46% 313396HB2 S6XOOCT0IEG5ABCC6L87 US313396HB25 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0246 496272000.00 496272000.00 0.0044 N N N N Freddie Mac Freddie Mac, 2.53% 3134GSYA7 S6XOOCT0IEG5ABCC6L87 US3134GSYA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0248 262039562.00 262039562.00 0.0023 N N N N Freddie Mac Freddie Mac, 2.53% 3134GSXX8 S6XOOCT0IEG5ABCC6L87 US3134GSXX80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0236 39008580.00 39008580.00 0.0003 N N N N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 EBJ277000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2025-02-15 2 - 2 137171000.00 132725319.72 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 130000000.00 130000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 ECB780000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-03-31 2026-11-15 2 - 2.625 267239100.00 269352742.98 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-25 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 264000000.00 264000000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.55% G5GSEF7VJP5I7OUK5573 ECD401000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2023-01-31 1.75 - 2.25 569503500.00 561039776.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 550000000.00 550000000.00 0.0049 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EBG478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2027-05-15 2.375 - 2.625 266820000.00 263847544.69 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 258000000.00 258000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EBF441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2023-11-15 2.75 - 3.125 260155000.00 265110422.66 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 258900000.00 258900000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EBD893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2023-07-31 2.75 - 3.5 262635000.00 265946360.48 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0240 260000000.00 260000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2021-11-30 1.75 - 1.75 81390000.00 80152523.90 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 78000000.00 78000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBB385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2021-11-15 2 - 3.5 134915000.00 134012571.53 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 131000000.00 131000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBI601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2027-05-15 2.125 - 3.5 134875000.00 132664589.95 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 130000000.00 130000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAJ522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 79460000.00 80164329.49 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 78000000.00 78000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAG040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2026-02-15 1.625 - 3.5 103680000.00 104389086.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 102000000.00 102000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.46% 3Y4U8VZURTYWI1W2K376 EAC054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2024-02-29 2.125 - 3.5 133170000.00 130834400.52 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 127900000.00 127900000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 ECB819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2048-11-15 0 - 7.5 66771800.00 67444023.89 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 66000000.00 66000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DIJ804000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-08-15 0 - 8.125 189152000.00 183296529.31 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 178000000.00 178000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DJA702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-26 2047-02-15 0 - 7.5 230324000.00 227261600.77 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0241 221000000.00 221000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAD992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-02-15 0 - 7.125 263582000.00 262418137.86 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 256000000.00 256000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAB803000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2047-11-15 0 - 6.875 267837200.00 263499978.40 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 255000000.00 255000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAB337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-11-15 0 - 7.875 433103000.00 441600755.48 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 429000000.00 429000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAE873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 7.125 269952100.00 260916652.24 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 255000000.00 255000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 DJE800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2048-05-15 0 - 6.875 169247800.00 170228650.73 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 166000000.00 166000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 6.875 445771600.00 449341941.16 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 439900000.00 439900000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAG043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2048-05-15 0 - 6 529861800.00 524781943.63 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 512000000.00 512000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAI463000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2048-11-15 0 - 7.5 521014100.00 517470692.18 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 506000000.00 506000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAG540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2048-11-15 0.875 - 7.5 528010300.00 529010115.00 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 515000000.00 515000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBE887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2046-02-15 0 - 6.875 261905800.00 263575570.76 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 258000000.00 258000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBG521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-16 2047-08-15 0 - 7.625 256974200.00 264019030.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 258000000.00 258000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF392000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-05-15 0 - 8.125 471572800.00 476317929.29 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 466000000.00 466000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAH138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 6.875 814617300.00 827601714.24 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 808900000.00 808900000.00 0.0072 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAH877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 7.875 214516600.00 210962714.19 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 206000000.00 206000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-05-15 0 - 8.125 194607000.00 198072080.51 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 192900000.00 192900000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBA158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 6.875 269175100.00 264780681.42 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 258900000.00 258900000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBC945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2048-02-15 1.375 - 6.875 267998700.00 269314717.22 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 263000000.00 263000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2048-11-15 0 - 8.125 243208900.00 263627964.84 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 257000000.00 257000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAJ793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-08-15 1.125 - 8.75 645730300.00 665309853.63 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 650000000.00 650000000.00 0.0058 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EBF445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2047-02-15 2.125 - 3.125 131188000.00 131773470.49 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 129000000.00 129000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.45% 2IGI19DL77OX0HC3ZE78 EBI596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-02-15 2.5 - 3.125 134947100.00 133400861.47 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 130000000.00 130000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EBB701000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-05-15 1.625 - 3.625 137852800.00 134397734.44 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 131000000.00 131000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EAH207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2048-05-15 1.625 - 3.625 231760300.00 237303016.44 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 231000000.00 231000000.00 0.0021 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2044-11-15 1.75 - 3 132162200.00 132978261.81 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0248 129995229.00 129995229.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2024-05-31 2 - 2.875 65847400.00 67333916.67 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 66000000.00 66000000.00 0.0006 N N Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 ECB823000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2020-02-27 N/A 141139700.00 137635201.25 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-27 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 134900000.00 134900000.00 0.0012 N N Y N DNB Bank ASA DNB Bank ASA, 2.46% 549300GKFG0RYRRQ1414 ECD271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-15 2024-03-31 2.125 - 2.5 627043500.00 621222948.16 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0243 609000000.00 609000000.00 0.0054 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.55% 549300H47WTHXPU08X20 ECD421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2045-11-15 0.125 - 3.75 4054270700.00 4182000006.52 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 4100000000.00 4100000000.00 0.0365 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.45% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2025-11-30 0 - 3 369887500.00 366204922.53 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0242 359000000.00 359000000.00 0.0032 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-28 2023-02-28 2.625 - 2.625 331980000.00 333588044.72 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 327000000.00 327000000.00 0.0029 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.56% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-15 2020-01-15 1.375 - 1.375 26800000.00 26576790.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 26000000.00 26000000.00 0.0002 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EAE860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-11-15 2027-11-15 6.125 - 6.125 35837600.00 46021645.49 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0244 44999932.50 44999932.50 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.49% H7FNTJ4851HG0EXQ1Z70 EAI535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 3 - 3 190191800.00 197313542.40 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0249 192994094.20 192994094.20 0.0017 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.50% H7FNTJ4851HG0EXQ1Z70 EAJ057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 241619400.00 294402080.40 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0250 287987356.80 287987356.80 0.0026 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.57% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-15 2025-06-30 1.875 - 3.375 1361965000.00 1360567224.62 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 1334000000.00 1334000000.00 0.0119 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.58% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2028-11-15 0 - 3.125 425337300.00 424350464.17 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 416000000.00 416000000.00 0.0037 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 ECC525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2023-06-30 1.375 - 2.25 65400000.00 64142438.36 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 62900000.00 62900000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 ECC931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-15 2021-12-31 1.5 - 2.125 121455000.00 120332517.95 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 118000000.00 118000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 ECC523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2027-08-15 2.125 - 2.25 101380000.00 99929005.26 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 98000000.00 98000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBI612000 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 107370000.00 110227762.29 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 108000000.00 108000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBI045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2045-05-15 1.625 - 3 62468000.00 61545262.33 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 60000000.00 60000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBH509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-06-30 1.625 - 2.75 50177000.00 50017727.02 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 49000000.00 49000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EBD000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-04-30 1.625 - 2.75 32607000.00 31662057.82 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0240 31000000.00 31000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EBJ371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2028-08-15 1.625 - 2.875 57650000.00 58157197.42 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 57000000.00 57000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2026-02-15 1.625 - 2.75 21615000.00 20294141.01 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19900000.00 19900000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.60% U7M81AY481YLIOR75625 ECD273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2028-08-15 2.875 - 2.875 109440000.00 111211686.80 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 109000000.00 109000000.00 0.0010 N Y Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EBD889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-15 2046-05-15 0 - 6.125 277858100.00 275866713.51 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0241 270000000.00 270000000.00 0.0024 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EAE827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2048-02-15 0 - 8.75 658718800.00 652672527.48 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 637800000.00 637800000.00 0.0057 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECD288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2026-01-31 1.25 - 3.125 132606200.00 133629146.13 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-29 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 131000000.00 131000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECB809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2047-05-15 0 - 3.875 135116200.00 134676747.33 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 132000000.00 132000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 EBJ990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2047-02-15 0 - 8.75 134816800.00 133711360.14 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 131000000.00 131000000.00 0.0012 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.57% OXTKY6Q8X53C9ILVV871 ECD298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2037-02-15 4.75 - 7.625 33113100.00 41823018.56 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 41000000.00 41000000.00 0.0004 N Y Y N Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJA726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 147145000.00 141618393.71 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0254 137999517.00 137999517.00 0.0012 N N Y N Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJF193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 76455000.00 70744476.99 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0256 68998150.80 68998150.80 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EBI606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 76140000.00 70453004.75 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 68996922.60 68996922.60 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECA008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 153770000.00 147994565.91 U.S. Treasuries (including strips) Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0252 145000000.00 145000000.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECD341000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 3.625 - 3.625 205750000.00 208083577.45 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0252 204000000.00 204000000.00 0.0018 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJF558000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 75345000.00 69717384.33 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0256 67998701.20 67998701.20 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJG714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-11-15 1.5 - 2 148260000.00 139402329.09 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0257 135996287.20 135996287.20 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAH853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 113875000.00 105369528.71 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0254 102998578.60 102998578.60 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAI926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 143670000.00 132939101.56 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0254 129998154.00 129998154.00 0.0012 N N N Y Prudential Insurance Co. of America Prudential Insurance Co. of America, 2.57% X574KRZ6V5A7UBU45C31 ECD262000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-31 2031-02-15 1 - 8.75 518900000.00 533917872.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 523724875.00 523724875.00 0.0047 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-05-15 0 - 6.125 135902600.00 133711894.01 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 131000000.00 131000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECA925000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-04 2048-11-15 0 - 3.75 133700600.00 132764061.22 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 130000000.00 130000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-04 2048-05-15 0 - 3.75 40076200.00 39818655.59 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 39000000.00 39000000.00 0.0003 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2047-05-15 1.375 - 3.75 80201200.00 79664074.67 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 78000000.00 78000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2046-05-15 0 - 4.25 132171500.00 132736693.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 130000000.00 130000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBI507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-16 2048-11-15 0 - 3.75 268028100.00 266627288.59 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 261000000.00 261000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECD310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 0 - 4.25 270619100.00 267768746.36 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 262000000.00 262000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-11-15 0 - 6.125 93368800.00 92910091.77 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 91000000.00 91000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECC875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2047-11-15 0 - 3 205934300.00 201394049.46 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 197000000.00 197000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2044-11-15 0 - 6.125 93920700.00 92912598.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 91000000.00 91000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJC371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-02-15 0 - 3.75 211352000.00 208254523.52 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 203000000.00 203000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJC372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-16 2047-11-15 0 - 4.25 209502400.00 208155674.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 202900000.00 202900000.00 0.0018 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EBG524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-04-30 2039-08-15 2.5 - 4.5 131091800.00 131740626.28 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 129000000.00 129000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.45% ES7IP3U3RHIGC71XBU11 EBJ316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2039-08-15 2.25 - 4.75 130707600.00 132726351.22 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 130000000.00 130000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EAI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2039-08-15 2.25 - 4.75 67957300.00 68517486.63 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 67000000.00 67000000.00 0.0006 N N Y N Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAC726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2048-05-15 0 - 6.125 129347500.00 129348257.61 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0247 125998714.80 125998714.80 0.0011 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAD994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2048-02-15 0 - 6.875 306614600.00 307320849.65 U.S. Treasuries (including strips) Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0247 299996760.00 299996760.00 0.0027 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAB965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2048-05-15 0 - 8 131987400.00 129502536.51 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0247 125997996.60 125997996.60 0.0011 N N N Y Societe Generale Societe Generale, 2.48% O2RNE8IBXP4R0TD8PU41 EAA512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2047-02-15 0 - 7.5 256991900.00 257475970.67 U.S. Treasuries (including strips) Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0248 249998400.00 249998400.00 0.0022 N N N Y Societe Generale Societe Generale, 2.49% O2RNE8IBXP4R0TD8PU41 EAA921000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2046-11-15 0 - 7.625 251037800.00 254055815.00 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0253 247990402.40 247990402.40 0.0022 N N N Y Societe Generale Societe Generale, 2.52% O2RNE8IBXP4R0TD8PU41 DJJ555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2048-02-15 0 - 7.25 261979400.00 260732932.22 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0253 253994285.00 253994285.00 0.0023 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 2.56% SUVUFHICNZMP2WKHG940 ECD290000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2023-08-31 2.5 - 2.75 922782800.00 925205850.71 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 907000000.00 907000000.00 0.0081 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.56%, dated 2/28/2019 due 03/01/2019 B4TYDEB6GKMZO031MB27 ECD528000_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 2041-11-20 2045-07-20 3 - 4 158049219.72 67356332.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 66030869.90 66030869.90 0.0006 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.59%, dated 2/28/2019 due 03/01/2019 B4TYDEB6GKMZO031MB27 ECD467000_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 2041-11-20 2045-07-20 3 - 4 2504933435.81 1067535357.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 1046528000.00 1046528000.00 0.0093 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.56%, dated 2/28/2019 due 03/01/2019 L3I9ZG2KFGXZ61BMYR72 ECD528000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2028-08-15 1.625 - 2.875 408507636.91 403677549.03 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 395734207.31 395734207.31 0.0035 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 ECB330000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4 - 4 232061367.00 236750892.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 232000000.00 232000000.00 0.0021 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2049-03-01 3.5 - 4.5 256604512.00 246419813.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-07-15 2049-02-20 3.95 - 6 17326352.00 17365797.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-03-01 2048-02-01 2.5 - 3.5 34871084.00 28167020.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 285900000.00 285900000.00 0.0025 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 4.135 - 4.135 5950.00 6383.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2049-01-01 3.81 - 4.44 2335677.00 2462101.06 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-09-17 2021-09-17 2.159 - 2.159 393000.00 393300.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2049-03-01 3 - 5 116933939.00 114749986.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-05 2022-12-09 0.875 - 2.5 680000.00 679098.92 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-09-20 2049-02-20 3.5 - 6.05 46900192.00 25551627.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-02-01 2049-03-01 3 - 4.5 2132085.00 2175032.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-20 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 143000000.00 143000000.00 0.0013 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.44% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 N/A 3000.00 2894.90 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2049-01-01 3.99 - 4.44 4042950.00 4211510.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2049-03-01 3 - 4.5 50734964.00 50676704.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2069-01-20 3.5 - 5.5 64526656.00 68973359.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2049-03-01 3 - 4.5 23767918.00 23164859.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-25 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 144000000.00 144000000.00 0.0013 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.45% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2049-01-01 3.93 - 4.44 4080992.00 4259083.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2049-03-01 2.5 - 4.5 15190135.00 14524495.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-07-15 2068-10-20 3.5 - 5.5 26789256.00 27782592.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-08-01 2049-02-01 2.37 - 4.5 5478787.00 5355361.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-03 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 50900000.00 50900000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECA838000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2047-02-15 0.125 - 3 24737900.00 24875457.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2049-02-01 3 - 4.5 22939461.00 18067938.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-03-10 2028-03-10 3.375 - 3.375 5550000.00 5764862.70 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-08-20 2048-11-20 3 - 4 99252973.00 74222166.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2045-10-01 4 - 4.319 52574884.00 24054630.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 143900000.00 143900000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBI147000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2049-02-15 0 - 3.125 171400.00 178696.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2049-02-01 3 - 5 96519871.00 88789470.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-08-01 2049-02-01 3 - 6.5 125243308.00 58061213.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 144000000.00 144000000.00 0.0013 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.56%, dated 2/28/2019 due 03/01/2019 R0MUWSFPU8MPRO8K5P83 ECD528000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2049-02-15 0 - 7.5 4692705.05 4429159.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2048-10-15 0 - 6.25 357838.06 148788.92 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 2 - 4.5 2654475.99 1128605.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-06-25 0 - 8 3558326.23 1552739.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 7101513.18 7101513.18 0.0001 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.59%, dated 2/28/2019 due 03/01/2019 R0MUWSFPU8MPRO8K5P83 ECD467000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2049-02-15 0 - 7.5 185362001.08 174951945.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2048-10-15 0 - 6.25 14134614.99 5877166.97 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 2 - 4.5 104851887.19 44579962.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-06-25 0 - 8 140554000.96 61333272.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 280510000.00 280510000.00 0.0025 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAC724000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-05-15 0 - 7.125 213478356.39 169177661.85 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2038-04-05 1.375 - 3.98 94000.00 94742.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2049-01-01 2.808 - 5 21435085.00 15556649.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2031-04-28 2032-07-14 2.97 - 3.2 6850000.00 6671779.30 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2049-01-20 2.5 - 6 256888612.00 80130671.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2051-06-01 0 - 5 22895437.00 16613677.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 281000000.00 281000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAD993000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-05-15 0 - 3.875 313005597.19 187032124.28 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 2000.00 1997.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2043-12-01 3.08 - 6.25 2059513.00 1910294.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-06-01 2033-06-01 4.2 - 4.2 210000.00 213656.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-03-20 2048-11-20 3 - 4.5 109246067.00 63974776.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-11-01 0 - 4.5 35972350.00 36649829.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 282000000.00 282000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAI465000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2045-08-15 0 - 6.875 43335298.83 31352782.96 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2031-01-14 1.375 - 3.34 6123000.00 5936857.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2048-09-15 0 - 6.5 52332350.00 33711941.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-01-15 2049-01-20 2.5 - 7.5 167220951.00 101604891.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2048-10-25 0 - 5 64019333.00 63019627.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 230000000.00 230000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBH446000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2048-11-15 0 - 8.125 262524567.73 217263436.85 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2038-04-05 2.5 - 3.98 6376000.00 6443282.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-09-01 2049-02-01 0 - 6.5 34183250.00 28244943.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-07-11 2033-07-11 3.93 - 3.93 235000.00 237491.43 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-03-15 2049-01-20 3.183 - 5.5 28413734.00 26044459.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-30 2048-08-01 0 - 8.5 16979156.00 15918603.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-05-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 286000000.00 286000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBC948000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2044-11-15 0 - 6.875 132758763.20 127533069.92 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 1000.00 998.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2047-12-01 3.08 - 3.5 575000.00 555742.94 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-12-20 2048-10-20 4 - 4 184311771.00 170201867.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-02-01 2025-02-01 5 - 5 2217.00 332.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-05-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 291900000.00 291900000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD956000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-08-15 0 - 7.875 28993697.34 17571048.69 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 3000.00 3049.26 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2047-09-01 3 - 4.5 2433363.00 1793024.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-02-20 2049-01-20 3 - 6 234835357.00 171861534.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-02-01 2047-12-01 4.5 - 6.625 5000.00 4168.91 Agency Debentures and Agency Strips Y N/A N/A 2019-03-07 2019-03-07 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 187000000.00 187000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD965000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 8.125 363895898.82 246466822.15 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 14000.00 13984.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2047-10-01 3.08 - 6 16241263.00 7907685.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-06-20 2048-06-20 3.5 - 4.5 40425699.00 12075784.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2047-11-01 1.625 - 7.5 104411280.00 29591236.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 288000000.00 288000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.49% R0MUWSFPU8MPRO8K5P83 EAH876000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2037-05-15 0 - 6.875 302023.97 212189.45 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2021-03-01 1.375 - 2.5 6158000.00 6222959.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2048-10-15 0 - 4 8540933.00 7704624.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2031-04-28 2031-04-28 2.97 - 2.97 40000.00 38717.04 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-01-15 2048-10-20 2.5 - 5.5 36562028.00 13501726.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2048-06-01 0 - 6.25 8973605.00 1953001.69 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 28900000.00 28900000.00 0.0003 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.48% 2IGI19DL77OX0HC3ZE78 EAH738000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2025-01-15 0.125 - 2.375 211200.00 208193.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2048-02-01 3 - 4 106282524.00 51342885.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-11-20 4.5 - 5 165053.00 170231.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-03-01 2049-03-01 3.5 - 5 113887283.00 93537763.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 142000000.00 142000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.48% 2IGI19DL77OX0HC3ZE78 EAE225000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2021-09-15 2.75 - 2.75 307800.00 313424.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2048-02-01 3 - 3.5 163718656.00 157821020.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-11-20 4.5 - 5 43386.00 44843.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2049-03-01 3.5 - 5 492415.00 421796.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 155000000.00 155000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.49% 2IGI19DL77OX0HC3ZE78 EAE428000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2044-11-15 2.75 - 3 195400.00 198605.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2048-10-01 3 - 4 232984840.00 223532053.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4.5 - 4.5 316924.00 325580.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2048-11-01 4 - 5 33635954.00 35812438.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 254000000.00 254000000.00 0.0023 N N Y N Citibank NA Citibank NA, 2.42% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-11-15 0.125 - 7.625 285740000.00 294085679.72 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.041 - 3.041 1015.00 1016.20 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-02-25 2037-02-25 3.57 - 3.57 5000000.00 5052587.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2048-10-01 1.125 - 10 1886301.00 1011864.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2049-01-20 2 - 6.5 77463021.00 37432757.93 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2035-06-15 N/A 1000.00 549.48 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-13 2049-01-01 1.875 - 6.625 6606451.00 6594112.70 Agency Debentures and Agency Strips Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 337000000.00 337000000.00 0.0030 N N Y N Citibank NA Citibank NA, 2.42% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2029-04-15 2029-10-15 N/A 5000.00 3626.34 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2046-08-15 0.125 - 8.75 21492900.00 38275264.44 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-03-27 2023-11-28 1.25 - 3.75 8491000.00 8480540.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-03-29 2029-06-08 0 - 3.375 10270000.00 10316238.89 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2060-09-15 2060-09-15 4.625 - 4.625 129000.00 157577.62 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-01-19 2037-07-15 1.875 - 6.25 276000.00 263272.59 Agency Debentures and Agency Strips Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 56000000.00 56000000.00 0.0005 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.56%, dated 2/28/2019 due 03/01/2019 E57ODZWZ7FF32TWEFA76 ECD528000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 537531.30 390778.23 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-08-15 0 - 8.75 35568074.94 36659608.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 26.05 27.01 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 3856310.40 3857992.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-17 2036-07-15 1.375 - 5.5 119952.11 136148.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2048-02-01 0 - 10 3861057.30 428886.82 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 52.10 55.77 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 2283194.49 2119901.34 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 354203.85 355555.87 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 3.5 - 4.25 35295.35 35046.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-12-01 0 - 8.5 1462579.48 527866.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 43597836.40 43597836.40 0.0004 N Y Y N Citibank NA In a joint trading account with Citibank NA at 2.59%, dated 2/28/2019 due 03/01/2019 E57ODZWZ7FF32TWEFA76 ECD467000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 4678603.79 3401283.78 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-08-15 0 - 8.75 309579981.73 319080548.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 226.72 235.10 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 33564833.23 33579475.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-17 2036-07-15 1.375 - 5.5 1044047.80 1185021.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2048-02-01 0 - 10 33606149.64 3732976.08 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 453.44 485.39 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 19872633.29 18451350.53 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 3082945.07 3094712.85 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 3.5 - 4.25 307206.25 305040.62 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-12-01 0 - 8.5 12730105.02 4594486.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 379470000.00 379470000.00 0.0034 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.56%, dated 2/28/2019 due 03/01/2019 MBNUM2BPBDO7JBLYG310 ECD528000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2022-05-15 0 - 3.625 436902547.15 435885113.14 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0256 427307945.46 427307945.46 0.0038 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.56%, dated 2/28/2019 due 03/01/2019 1VUV7VQFKUOQSJ21A208 ECD528000_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 2019-03-07 2049-02-15 0 - 8.125 261415427.18 259711375.18 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 254175193.47 254175193.47 0.0023 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.59%, dated 2/28/2019 due 03/01/2019 1VUV7VQFKUOQSJ21A208 ECD467000_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 2019-03-07 2049-02-15 0 - 8.125 865604007.15 859961515.96 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 841630000.00 841630000.00 0.0075 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.41% ANGGYXNX0JLX3X63JN86 ECB296000 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 2042-11-20 2048-11-20 3.5 - 4.5 560073570.00 289573302.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-25 2041-07-25 5.5 - 5.5 4310000.00 5397235.02 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 289000000.00 289000000.00 0.0026 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.46% ANGGYXNX0JLX3X63JN86 ECD277000 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 2034-05-20 2060-05-15 3 - 5.5 283566930.00 229515682.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0243 225000000.00 225000000.00 0.0020 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.59%, dated 2/28/2019 due 03/01/2019 CYYGQCGNHMHPSMRL3R97 ECD467000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2049-02-01 2.5 - 6 326863867.86 254252034.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-12-01 2057-01-01 2.943 - 5 86787340.22 80549217.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 328213000.00 328213000.00 0.0029 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.47% 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 2048-07-01 2048-07-01 4 - 4 212307000.00 210819059.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-06-01 2049-02-01 2.5 - 5 256015664.00 223730753.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0244 426000000.00 426000000.00 0.0038 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2027-11-15 1.25 - 2.25 167600.00 165252.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2048-12-01 3.5 - 4.5 150752642.00 102903064.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 101000000.00 101000000.00 0.0009 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.43% 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 2019-04-25 2023-06-30 0 - 2 24400.00 24065.90 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-04-01 2048-10-01 3 - 4.5 73306695.00 22418997.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0240 22000000.00 22000000.00 0.0002 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2020-01-02 0 - 1.625 282000.00 281910.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-09-01 3.5 - 4 145143796.00 142015781.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0248 138999054.80 138999054.80 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2027-11-15 1.25 - 2.25 136700.00 134782.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-11-01 3.5 - 4 101422265.00 101187541.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0249 98998326.90 98998326.90 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2028-11-15 0 - 3.125 81800.00 85280.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-11-01 4 - 4.5 38558334.00 40452576.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2048-11-20 3 - 4.125 144441411.00 33014355.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0250 71997199.20 71997199.20 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-10-31 2025-10-31 3 - 3 174600.00 180360.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1000.00 1002.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-06-01 2048-12-01 3.5 - 4.5 143693491.00 145850843.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0250 142994766.20 142994766.20 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2027-11-15 0 - 2.25 95600.00 92894.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-11-01 2048-12-01 4 - 4.5 144235351.00 147879011.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0250 144995505.00 144995505.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2027-11-15 0 - 2.25 144400.00 142765.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2048-06-01 3.5 - 4 98241071.00 93156134.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 90998462.10 90998462.10 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2044-08-15 0 - 3.125 23255800.00 23122734.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2049-02-01 3 - 5.5 113844438.00 109445495.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2045-03-20 3.5 - 3.5 1000.00 993.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-07-01 2049-02-01 3.5 - 4.5 113397846.00 84741259.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 211996523.20 211996523.20 0.0019 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2021-05-31 0 - 1.375 217800.00 213115.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1000.00 1002.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-08-01 2049-02-01 3.5 - 4.5 158407707.00 154582205.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0251 150998006.80 150998006.80 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2021-05-31 0 - 1.375 53100.00 51970.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 2500.00 1118.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 5 - 5 41457186.00 42937860.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-01 2046-03-01 3.023 - 6.5 9139.00 2061.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0251 41999286.00 41999286.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-09-30 2027-11-15 2.25 - 3 19500.00 20158.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1000.00 1002.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-11-20 4.5 - 5 41588938.00 42953804.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0253 41998450.20 41998450.20 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2027-11-15 0 - 2.25 244100.00 241339.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2048-11-01 3 - 5 293793968.00 189013444.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0253 184992359.50 184992359.50 0.0016 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.59%, dated 2/28/2019 due 03/01/2019 KBVRJ5K57JZ3E2AVWX40 ECD467000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-05-15 0 - 3.125 354256489.88 353729843.08 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 386082.98 396716.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2049-01-01 3.5 - 4.91 116783350.25 108713144.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 6226473.64 6407811.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-02-01 2.5 - 5.5 506200460.15 292631872.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 746887000.00 746887000.00 0.0066 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.56%, dated 2/28/2019 due 03/01/2019 ZBUT11V806EZRVTWT807 ECD528000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2028-08-15 0.75 - 8.75 39578553.44 39330450.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-06-25 2049-02-01 2 - 10.514 36448956.78 26120446.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2061-04-16 2 - 6.951 3482300.87 2423986.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2058-10-25 0 - 7.5 60817940.37 42022802.92 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 107643482.10 107643482.10 0.0010 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.59%, dated 2/28/2019 due 03/01/2019 ZBUT11V806EZRVTWT807 ECD467000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2028-08-15 0.75 - 8.75 824572483.81 819403543.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-06-25 2049-02-01 2 - 10.514 759371028.49 544188704.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2061-04-16 2 - 6.951 72549631.75 50500898.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2058-10-25 0 - 7.5 1267070061.96 875495539.21 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 2242625000.00 2242625000.00 0.0199 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 EBC336000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-11-20 2046-11-20 3 - 3 175767401.00 141036671.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0241 138000000.00 138000000.00 0.0012 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 EBD942000 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 2033-12-01 2033-12-01 4.1 - 4.1 7015000.00 7399379.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-01-01 2049-01-01 2.5 - 5 229595931.00 117875118.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2049-02-01 1.789 - 5 631968234.00 251743256.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 6 N N/A N/A N N 0.0241 369000000.00 369000000.00 0.0033 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.56%, dated 2/28/2019 due 03/01/2019 8NAV47T0Y26Q87Y0QP81 ECD528000_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 2019-10-31 2039-08-15 1.181 - 4.5 39704639.83 41037489.15 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.75 - 3.75 2458155.74 2554865.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2049-02-01 2.5 - 4.5 28759659.41 24261046.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-07-01 2049-03-01 2.5 - 5 40849333.65 33044795.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 98842963.93 98842963.93 0.0009 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.59%, dated 2/28/2019 due 03/01/2019 8NAV47T0Y26Q87Y0QP81 ECD467000_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 2019-10-31 2039-08-15 1.181 - 4.5 94925950.05 98112529.47 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.75 - 3.75 5876964.76 6108179.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2049-02-01 2.5 - 4.5 68758664.09 58003369.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-07-01 2049-03-01 2.5 - 5 97662686.84 79003578.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 236314000.00 236314000.00 0.0021 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBE282000 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 2034-11-01 2048-01-01 2.538 - 4.381 165635197.00 54992305.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-06-01 2056-06-01 3.168 - 5 280861012.00 134018420.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0245 184999611.50 184999611.50 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBH391000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2049-01-01 3.728 - 4.63 154542888.00 74618986.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2049-03-01 2.5 - 5.725 324696362.00 85707799.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0246 156998147.40 156998147.40 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBH392000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2050-03-01 2.896 - 4.77 365136496.00 73525659.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0246 71998725.60 71998725.60 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBH943000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.916 - 3.916 1800912.00 1885220.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2049-02-01 3.249 - 4.85 190143178.00 133634321.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-01 2049-02-01 2.425 - 5 353661509.00 114654793.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0246 244994977.50 244994977.50 0.0022 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBI514000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-08-01 2045-02-01 2.686 - 4.864 197597566.00 54584494.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-06-01 2049-02-01 2.405 - 5 279955181.00 151667555.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0248 201991253.40 201991253.40 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECA236000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 3.5 - 3.5 54847000.00 45546394.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-11-01 2049-01-01 3.177 - 4.5 141766277.00 27938954.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0244 72000000.00 72000000.00 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECA914000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2049-02-01 4.5 - 5.5 34878688.00 33660546.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-11-01 2048-12-01 2.83 - 6.5 209914077.00 113300074.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0247 143994974.40 143994974.40 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECB372000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2049-01-01 2.424 - 4.206 55205952.00 21242234.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-01 2049-02-01 2.158 - 6.5 878985923.00 173671333.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0247 190992971.20 190992971.20 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECB869000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-02-01 2029-02-01 3.54 - 3.54 27756000.00 28417203.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2049-02-01 2 - 5 168435148.00 120543666.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 146000000.00 146000000.00 0.0013 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.59%, dated 2/28/2019 due 03/01/2019 7TK5RJIZDFROZCA6XF66 ECD467000_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 2048-04-01 2.369 - 10.194 434021355.05 181659402.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2063-08-20 0.506 - 8.5 400312316.75 290976669.40 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2022-01-03 2022-01-03 0 - 0 1008838.54 1009080.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 912052412.21 232065459.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 689373000.00 689373000.00 0.0061 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.59% OXTKY6Q8X53C9ILVV871 ECD299000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2048-02-15 0.875 - 7.625 38634100.00 41764888.81 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.85 - 3.85 12193000.00 12797839.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2031-01-01 3.71 - 3.89 87753262.00 91422736.55 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2027-09-20 2027-09-29 2.2 - 2.92 4335000.00 4253204.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 3.5 - 3.5 78192641.00 73513165.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2049-01-01 2.5 - 5.5 153479346.00 119220907.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 336000000.00 336000000.00 0.0030 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 2.46% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2048-08-15 0 - 8.75 8329600.20 8986234.23 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2026-01-01 3.41 - 3.41 43153802.00 44385692.01 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2022-02-14 2041-12-23 2.53 - 3.81 251000.00 253193.69 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-02-01 2025-02-01 2.923 - 2.923 10175000.00 10272601.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-02-28 2048-02-01 2.5 - 4.426 126557626.00 87734377.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-26 2024-07-25 2 - 2.74 600000.00 594408.36 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2047-10-20 2.6 - 5.5 254657274.00 41032634.10 Agency Mortgage-Backed Securities MNAR XX.XXX HXAN9736 B1V7KEBTPIMZEU4LTD58 2025-07-01 2025-07-01 3.34 - 3.34 11004000.00 11259953.04 Agency Mortgage-Backed Securities MNRA CL010A1 R18M010 2028-07-25 2028-07-25 3.385 - 3.385 27233374.00 27442498.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-01 2049-02-01 1.46 - 6.5 636103840.00 553247590.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 764000000.00 764000000.00 0.0068 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.56%, dated 2/28/2019 due 03/01/2019 549300QJJX6CVVUXLE15 ECD528000_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 2019-03-19 2048-11-15 0 - 6.125 272502434.10 273377139.20 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 267658335.13 267658335.13 0.0024 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.59%, dated 2/28/2019 due 03/01/2019 549300QJJX6CVVUXLE15 ECD467000_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 2019-03-19 2048-11-15 0 - 6.125 720826667.98 723140448.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 708013000.00 708013000.00 0.0063 N Y Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EBA640000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.875 - 3.875 243161.00 253316.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2048-12-01 2.317 - 7.5 182680030.00 155803773.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2048-11-20 4 - 5 2103610.00 2129793.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2051-06-01 2.432 - 5 190544418.00 136789996.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 288000000.00 288000000.00 0.0026 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAI435000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2030-09-01 3.71 - 4.268 36676652.00 37871256.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.71 - 3.71 1406000.00 1449307.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2058-10-15 2.858 - 7.5 221230786.00 197415035.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-11-20 2049-02-20 3.5 - 6 50907013.00 41294217.30 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9726 B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 2180301.00 2243544.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2056-04-01 2.5 - 6.5 773699686.00 436481487.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.792 - 3.792 1318292.00 1365976.27 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 702000000.00 702000000.00 0.0062 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAJ498000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-11-01 3.875 - 3.916 5185809.00 5418535.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-01-15 2048-12-01 2.869 - 5 56519266.00 47761140.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-04-20 2049-01-20 3 - 7 2133068.00 2266234.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2055-07-01 2.571 - 5 103474803.00 77572175.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 129900000.00 129900000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EBB171000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.875 - 3.875 1391000.00 1449096.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.71 - 3.71 1769000.00 1823489.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2058-10-15 2.858 - 4.5 38943767.00 34421300.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-15 2049-02-20 3.5 - 6 14121265.00 13937859.71 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9726 B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 1681699.00 1730479.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2055-07-01 2.571 - 6 305253690.00 243070280.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 290000000.00 290000000.00 0.0026 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAE881000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.875 - 3.875 99302.00 103449.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2048-12-01 3 - 4.5 185219432.00 85147370.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-08-20 2049-02-20 3.403 - 5.5 9664829.00 6446556.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2051-06-01 2.945 - 5 128901482.00 89346944.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 176900000.00 176900000.00 0.0016 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 2.59%, dated 2/28/2019 due 03/01/2019 O2RNE8IBXP4R0TD8PU41 ECD467000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 0 - 8.5 394605877.62 403031739.73 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 394525000.00 394525000.00 0.0035 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.56%, dated 2/28/2019 due 03/01/2019 5U0XI89JRFVHWIBS4F54 ECD528000_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 2019-05-09 2047-11-15 0 - 3.625 201475211.88 197451701.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 38970987.88 37001551.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-03-01 3.5 - 3.5 93028743.14 93488584.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 321189038.46 321189038.46 0.0029 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.59%, dated 2/28/2019 due 03/01/2019 5U0XI89JRFVHWIBS4F54 ECD467000_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 2019-05-09 2047-11-15 0 - 3.625 674429925.03 660961390.20 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 130453767.43 123861162.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-03-01 3.5 - 3.5 311409863.67 312949162.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 1075167000.00 1075167000.00 0.0096 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.51% 5493006GGLR4BTEL8O61 ECA932000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 171000.00 169742.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-02-01 2047-02-01 3.5 - 3.5 116770000.00 95891149.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0248 94000000.00 94000000.00 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.52% 5493006GGLR4BTEL8O61 EBI007000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 3.5 - 3.5 142728000.00 132702824.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 5 N N/A N/A N N 0.0249 130000000.00 130000000.00 0.0012 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.58% SUVUFHICNZMP2WKHG940 ECD291000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-09-01 2046-08-01 3.5 - 4 221390117.00 136689795.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 134000000.00 134000000.00 0.0012 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.56%, dated 2/28/2019 due 03/01/2019 VYVVCKR63DVZZN70PB21 ECD528000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-07-15 2030-01-15 0 - 0 112869.23 108466.90 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 8 25111126.49 25294756.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-07-05 2033-03-11 2.375 - 3.5 1590230.17 1611387.66 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 0 - 0 12150.07 12046.65 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-04-20 2049-02-20 2 - 8.5 112386512.45 105257006.22 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-02-01 1.46 - 4.3 74137.44 73655.07 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-11-01 2025-11-01 0 - 2.875 762925.64 640272.98 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-24 2049-03-01 0 - 6.625 46482866.18 42323098.11 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-05-03 2032-07-19 1.1 - 5.22 3529266.39 3516409.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-12-11 2049-02-01 0 - 6.75 10759836.52 9814971.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 184897614.66 184897614.66 0.0016 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.59%, dated 2/28/2019 due 03/01/2019 VYVVCKR63DVZZN70PB21 ECD467000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-07-15 2030-01-15 0 - 0 1434379.51 1378433.24 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 8 319120495.20 321454127.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-05-03 2032-07-19 1.1 - 5.22 44851083.85 44687698.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-12-11 2049-02-01 0 - 6.75 136739558.92 124731907.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-07-05 2033-03-11 2.375 - 3.5 20209170.57 20478046.99 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 0 - 0 154407.15 153092.83 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-04-20 2049-02-20 2 - 8.5 1428244946.56 1337640824.94 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-02-01 1.46 - 4.3 942163.06 936032.96 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-11-01 2025-11-01 0 - 2.875 9695511.15 8136800.69 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-24 2049-03-01 0 - 6.625 590719627.06 537855919.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 2349740000.00 2349740000.00 0.0209 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796XJ3 254900HROIFWPRGM1V77 US912796XJ30 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0000 36000000.00 36000000.00 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.87% 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0187 337912833.18 337912833.18 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0200 151041553.01 151041553.01 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796US6 254900HROIFWPRGM1V77 US912796US65 U.S. Treasury Debt Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0216 74446596.17 74446596.17 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.23% 912796UZ0 254900HROIFWPRGM1V77 US912796UZ09 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0223 27894813.24 27894813.24 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796UT4 254900HROIFWPRGM1V77 US912796UT49 U.S. Treasury Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0224 513195812.30 513195812.30 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796UU1 254900HROIFWPRGM1V77 US912796UU12 U.S. Treasury Debt Y N/A N/A 2019-03-26 2019-03-26 2019-03-26 N N N 0.0230 108820150.00 108820150.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0231 602581912.57 602581912.57 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0234 1455913397.96 1455913397.96 0.0129 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0236 1171278775.00 1171278775.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0237 230294551.41 230294551.41 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796UY3 254900HROIFWPRGM1V77 US912796UY34 U.S. Treasury Debt Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0237 747372082.50 747372082.50 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QC6 254900HROIFWPRGM1V77 US912796QC69 U.S. Treasury Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0237 339959359.27 339959359.27 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0238 275243950.44 275243950.44 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0238 214912820.16 214912820.16 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 114366649.00 114366649.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0239 425442700.00 425442700.00 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0243 317715566.52 317715566.52 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0244 919018415.24 919018415.24 0.0082 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.45% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0245 756394277.85 756394277.85 0.0067 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0246 1132554073.68 1132554073.68 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0248 75067648.72 75067648.72 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-03-01 2020-01-31 2020-01-31 N N N 0.0244 1634623230.60 1634623230.60 0.0145 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% to 2.50% 912828D23 254900HROIFWPRGM1V77 US912828D234 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0244 300583464.16 300583464.16 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% to 2.44% 912828C65 254900HROIFWPRGM1V77 US912828C657 U.S. Treasury Debt Y N/A N/A 2019-03-31 2019-03-31 2019-03-31 N N N 0.0239 191871855.36 191871855.36 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-03-01 2020-04-30 2020-04-30 N N N 0.0248 90965416.36 90965416.36 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-10-31 2019-10-31 N N N 0.0243 532123104.80 532123104.80 0.0047 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.48% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-07-31 2019-07-31 N N N 0.0243 1015203253.75 1015203253.75 0.0090 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.49% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-04-30 2019-04-30 N N N 0.0241 1070106347.30 1070106347.30 0.0095 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.53% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0247 67989924.72 67989924.72 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECD316000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-03-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 39000000.00 39000000.00 0.0003 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC936000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 131000000.00 131000000.00 0.0012 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 ECD321000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 163900000.00 163900000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.52% 5493006GGLR4BTEL8O61 ECD359000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-03-19 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0249 130000000.00 130000000.00 0.0012 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Fidelity Colchester Street Trust: Government Portfolio 2019-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer