N-MFP2 0000035315 XXXXXXXX 2019-01-31 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 27 73 1768049168.00 1535448528.39 1644666207.42 1584712610.61 3979741262.92 3876352413.08 4050701430.29 4188427367.99 0.2400 0.2100 0.2200 0.2100 0.5500 0.5300 0.5600 0.5700 221071.20 7299266090.85 7299616838.40 225764145.79 159758026.46 7365844028.93 7365767269.72 1.0000 0.0246 1.0000 0.9999 1.0000 1.0000 C000168450 1.00 7365844028.93 7365767269.72 1.0000 0.9999 1.0000 1.0000 16634189.54 225329650.26 2918593.19 12215271.80 8694865.56 5956301.00 5314866.29 5665509.13 37089633.63 247505480.70 0.0245 N Fannie Mae Fannie Mae, 2.43% 3135G0U50 B1V7KEBTPIMZEU4LTD58 US3135G0U508 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-04-30 2019-04-30 N N N 0.0239 20001442.40 20001442.40 0.0027 N N N N Fannie Mae Fannie Mae, 2.45% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-07-30 2020-07-30 N N N 0.0247 26991989.37 26991989.37 0.0037 N N N N Fannie Mae Fannie Mae, 2.46% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-10-30 2019-10-30 N N N 0.0242 9002388.69 9002388.69 0.0012 N N N N Fannie Mae Fannie Mae, 2.49% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-04-30 2020-04-30 N N N 0.0245 7003047.10 7003047.10 0.0010 N N N N Fannie Mae Fannie Mae, 2.51% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-07-30 2019-07-30 N N N 0.0241 9504668.21 9504668.21 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.22% 3133EHDJ9 US3133EHDJ96 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0242 1999409.92 1999409.92 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-05-06 2019-05-06 N N N 0.0241 7999895.04 7999895.04 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-12-20 2019-12-20 N N N 0.0250 999307.78 999307.78 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.44% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-09-19 2019-09-19 N N N 0.0247 2999434.20 2999434.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 313384BM0 2549001DPIFGXC1TOL40 US313384BM06 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0196 26992818.00 26992818.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0204 1999336.00 1999336.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384BP3 2549001DPIFGXC1TOL40 US313384BP37 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0209 38984478.00 38984478.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0214 14993025.00 14993025.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0222 19986720.00 19986720.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 313384BU2 2549001DPIFGXC1TOL40 US313384BU22 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0224 34974450.00 34974450.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AERB8 2549001DPIFGXC1TOL40 US3130AERB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0226 1000000.00 1000000.00 0.0001 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 313384BW8 2549001DPIFGXC1TOL40 US313384BW87 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0227 8992233.00 8992233.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0228 28973059.00 28973059.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0232 9988050.00 9988050.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 313384CC1 2549001DPIFGXC1TOL40 US313384CC15 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-02-20 2019-02-20 N N N 0.0232 26965953.00 26965953.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384CQ0 2549001DPIFGXC1TOL40 US313384CQ01 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0234 8981397.00 8981397.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0234 10976537.00 10976537.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEDF4 2549001DPIFGXC1TOL40 US3130AEDF41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0238 999971.21 999971.21 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384CJ6 2549001DPIFGXC1TOL40 US313384CJ67 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0235 30948540.00 30948540.00 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384CS6 2549001DPIFGXC1TOL40 US313384CS66 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0235 12971400.00 12971400.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384CK3 2549001DPIFGXC1TOL40 US313384CK31 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-02-27 2019-02-27 N N N 0.0236 10981014.00 10981014.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384CX5 2549001DPIFGXC1TOL40 US313384CX51 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0236 35041015.71 35041015.71 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0236 6981331.00 6981331.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384DA4 2549001DPIFGXC1TOL40 US313384DA40 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0236 20942607.00 20942607.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384DB2 2549001DPIFGXC1TOL40 US313384DB23 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0236 52851600.00 52851600.00 0.0072 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0241 23998842.00 23998842.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384DF3 2549001DPIFGXC1TOL40 US313384DF37 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0237 43067505.60 43067505.60 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0237 31899744.00 31899744.00 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0237 24920000.00 24920000.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0237 91699436.00 91699436.00 0.0124 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-03-04 2019-03-04 N N N 0.0241 21998924.64 21998924.64 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0239 5999965.68 5999965.68 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0240 14999794.20 14999794.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-03-12 2019-03-12 N N N 0.0243 31997634.56 31997634.56 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0240 14999748.00 14999748.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0240 14999748.00 14999748.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-03-15 2019-03-15 N N N 0.0242 8999293.32 8999293.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AECY4 2549001DPIFGXC1TOL40 US3130AECY49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0240 3999867.36 3999867.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AED64 2549001DPIFGXC1TOL40 US3130AED649 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0240 2999900.52 2999900.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AED49 2549001DPIFGXC1TOL40 US3130AED490 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0240 3999867.36 3999867.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-03-25 2019-03-25 N N N 0.0244 31996386.24 31996386.24 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0241 11999531.28 11999531.28 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0240 6999786.36 6999786.36 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384DN6 2549001DPIFGXC1TOL40 US313384DN60 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-03-26 2019-03-26 N N N 0.0238 28897543.00 28897543.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384DP1 2549001DPIFGXC1TOL40 US313384DP19 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0238 46830800.00 46830800.00 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384DR7 2549001DPIFGXC1TOL40 US313384DR74 U.S. Government Agency Debt Y N/A N/A 2019-03-29 2019-03-29 2019-03-29 N N N 0.0238 35865612.00 35865612.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 42998137.67 42998137.67 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0238 31999919.68 31999919.68 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-03-04 2019-03-04 N N N 0.0241 12999423.97 12999423.97 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-06-14 2019-06-14 N N N 0.0249 7996983.28 7996983.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-03-15 2019-03-15 N N N 0.0243 18998666.01 18998666.01 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0240 18449692.25 18449692.25 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0241 15999534.72 15999534.72 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0241 5999825.52 5999825.52 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 18996149.46 18996149.46 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 6498682.71 6498682.71 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 15999369.12 15999369.12 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 13999447.98 13999447.98 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-04-01 2019-04-01 N N N 0.0245 16498123.62 16498123.62 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 9999644.50 9999644.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 10999608.95 10999608.95 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-08-02 2019-08-02 N N N 0.0251 18989424.98 18989424.98 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-04-02 2019-04-02 N N N 0.0245 6499199.01 6499199.01 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0240 15999846.24 15999846.24 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-07-19 2019-07-19 N N N 0.0249 1999164.96 1999164.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-21 2019-08-21 2019-08-21 N N N 0.0249 23988359.52 23988359.52 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0249 6997919.53 6997919.53 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-07-26 2019-07-26 N N N 0.0249 8496301.23 8496301.23 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-07-26 2019-07-26 N N N 0.0249 3998259.40 3998259.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-05-24 2019-05-24 N N N 0.0247 34990706.45 34990706.45 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-07-26 2019-07-26 N N N 0.0249 6497171.53 6497171.53 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DV8 2549001DPIFGXC1TOL40 US313384DV86 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0240 13437036.00 13437036.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DW6 2549001DPIFGXC1TOL40 US313384DW69 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0240 54776315.00 54776315.00 0.0074 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DX4 2549001DPIFGXC1TOL40 US313384DX43 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0240 4979335.00 4979335.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DY2 2549001DPIFGXC1TOL40 US313384DY26 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0240 44811000.00 44811000.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EB1 2549001DPIFGXC1TOL40 US313384EB14 U.S. Government Agency Debt Y N/A N/A 2019-04-08 2019-04-08 2019-04-08 N N N 0.0240 30863600.00 30863600.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EC9 2549001DPIFGXC1TOL40 US313384EC96 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0240 21901726.00 21901726.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0240 65700822.00 65700822.00 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EE5 2549001DPIFGXC1TOL40 US313384EE52 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0240 7963200.00 7963200.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0240 24883325.00 24883325.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EZ8 2549001DPIFGXC1TOL40 US313384EZ81 U.S. Government Agency Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0240 994133.00 994133.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.41% 3130AEXU9 2549001DPIFGXC1TOL40 US3130AEXU97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0225 31004712.00 31004712.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-07-17 2019-07-17 N N N 0.0244 19997170.60 19997170.60 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 14000000.00 14000000.00 0.0019 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-05-01 2019-05-01 N N N 0.0248 10497697.04 10497697.04 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0249 6998138.14 6998138.14 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EK1 2549001DPIFGXC1TOL40 US313384EK13 U.S. Government Agency Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0241 29852010.00 29852010.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EL9 2549001DPIFGXC1TOL40 US313384EL95 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0241 48755000.00 48755000.00 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EM7 2549001DPIFGXC1TOL40 US313384EM78 U.S. Government Agency Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0241 14923995.00 14923995.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384ER6 2549001DPIFGXC1TOL40 US313384ER65 U.S. Government Agency Debt Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0241 23872008.00 23872008.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384ES4 2549001DPIFGXC1TOL40 US313384ES49 U.S. Government Agency Debt Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0241 17902800.00 17902800.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EU9 2549001DPIFGXC1TOL40 US313384EU94 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0241 8950203.00 8950203.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EV7 2549001DPIFGXC1TOL40 US313384EV77 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0241 33809600.00 33809600.00 0.0046 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 35791200.00 35791200.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FA2 2549001DPIFGXC1TOL40 US313384FA22 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0241 55666352.00 55666352.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FB0 2549001DPIFGXC1TOL40 US313384FB05 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 18885525.00 18885525.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FF1 2549001DPIFGXC1TOL40 US313384FF19 U.S. Government Agency Debt Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0241 26134494.10 26134494.10 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FH7 2549001DPIFGXC1TOL40 US313384FH74 U.S. Government Agency Debt Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0241 40736493.00 40736493.00 0.0055 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 1987012.00 1987012.00 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 25829414.00 25829414.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-01 2019-08-01 N N N 0.0251 1499331.86 1499331.86 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-07-05 2019-07-05 N N N 0.0249 15994554.88 15994554.88 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-09 2019-04-09 2019-04-09 N N N 0.0245 12998817.39 12998817.39 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-05-17 2019-05-17 N N N 0.0248 2999382.69 2999382.69 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-03-20 2019-03-20 N N N 0.0242 999970.87 999970.87 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-04-25 2019-04-25 N N N 0.0247 2999578.29 2999578.29 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-04-25 2019-04-25 N N N 0.0247 5999156.58 5999156.58 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-08-27 2019-08-27 N N N 0.0249 1999221.24 1999221.24 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FQ7 2549001DPIFGXC1TOL40 US313384FQ73 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0242 22841415.00 22841415.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FS3 2549001DPIFGXC1TOL40 US313384FS30 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0242 8936739.00 8936739.00 0.0012 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 17865036.00 17865036.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-06-21 2019-06-21 N N N 0.0246 44994372.75 44994372.75 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 12989991.17 12989991.17 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 1998369.10 1998369.10 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0238 19000040.85 19000040.85 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACDY7 2549001DPIFGXC1TOL40 US3130ACDY73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-03-06 2019-03-06 N N N 0.0242 999990.17 999990.17 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2019-07-10 2019-07-10 N N N 0.0250 20993077.77 20993077.77 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2019-07-10 2019-07-10 N N N 0.0250 6997692.59 6997692.59 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-07-11 2019-07-11 N N N 0.0250 6997678.03 6997678.03 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-07-11 2019-07-11 N N N 0.0250 6997678.03 6997678.03 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-03-13 2019-03-13 N N N 0.0243 2999926.92 2999926.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACB45 2549001DPIFGXC1TOL40 US3130ACB456 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0240 3000015.96 3000015.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-07-19 2019-07-19 N N N 0.0249 9997447.00 9997447.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-05-20 2019-05-20 N N N 0.0247 27995770.32 27995770.32 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACDA9 2549001DPIFGXC1TOL40 US3130ACDA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 999999.87 999999.87 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACD35 2549001DPIFGXC1TOL40 US3130ACD353 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 1999999.74 1999999.74 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACD27 2549001DPIFGXC1TOL40 US3130ACD270 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 2999999.61 2999999.61 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFT49 2549001DPIFGXC1TOL40 US3130AFT493 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0240 4000012.00 4000012.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-01-17 2020-01-17 N N N 0.0247 6997957.68 6997957.68 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2020-02-07 2020-02-07 N N N 0.0251 20986679.07 20986679.07 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0241 3000004.23 3000004.23 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0241 3000004.44 3000004.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0241 3000004.44 3000004.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-07-11 2019-07-11 N N N 0.0250 2999137.32 2999137.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ACA53 2549001DPIFGXC1TOL40 US3130ACA532 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0240 3000014.85 3000014.85 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC6Y5 2549001DPIFGXC1TOL40 US3130AC6Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0240 6000029.70 6000029.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-07-15 2019-07-15 N N N 0.0249 14996257.20 14996257.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-11-19 2019-11-19 N N N 0.0249 22990540.33 22990540.33 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-10-22 2019-10-22 N N N 0.0249 19992052.00 19992052.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-23 2020-01-23 2020-01-23 N N N 0.0248 999621.13 999621.13 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-23 2019-07-23 2019-07-23 N N N 0.0249 9997384.50 9997384.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-07-25 2019-07-25 N N N 0.0249 30991801.43 30991801.43 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 40996511.72 40996511.72 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 7999319.36 7999319.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-09-27 2019-09-27 N N N 0.0249 9996749.90 9996749.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-08-28 2019-08-28 N N N 0.0249 4998598.95 4998598.95 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-08-28 2019-08-28 N N N 0.0249 4998598.95 4998598.95 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2020-01-28 2020-01-28 N N N 0.0250 3997528.64 3997528.64 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-08-28 2019-08-28 N N N 0.0249 9997197.90 9997197.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-09-10 2019-09-10 N N N 0.0248 20995954.77 20995954.77 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 999999.38 999999.38 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-03 2020-01-03 2020-01-03 N N N 0.0250 19990938.00 19990938.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-12-04 2019-12-04 N N N 0.0250 4997801.70 4997801.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-12-04 2019-12-04 N N N 0.0250 18991646.46 18991646.46 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2020-02-10 2020-02-10 N N N 0.0252 5995749.54 5995749.54 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-09-12 2019-09-12 N N N 0.0250 14994972.75 14994972.75 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-08-13 2019-08-13 N N N 0.0250 4998619.90 4998619.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-08-13 2019-08-13 N N N 0.0250 4998619.90 4998619.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-08-13 2019-08-13 N N N 0.0250 9997239.80 9997239.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2019-09-16 2019-09-16 N N N 0.0250 18994075.23 18994075.23 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2019-08-16 2019-08-16 N N N 0.0250 9997163.30 9997163.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-12-17 2019-12-17 N N N 0.0250 1999156.00 1999156.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-12-17 2019-12-17 N N N 0.0250 9995780.00 9995780.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-01-17 2020-01-17 N N N 0.0250 8995619.61 8995619.61 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-01-17 2020-01-17 N N N 0.0250 18990752.51 18990752.51 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFRU3 2549001DPIFGXC1TOL40 US3130AFRU37 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0240 9000513.00 9000513.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS81 2549001DPIFGXC1TOL40 US3130AFS818 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 2000180.00 2000180.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS57 2549001DPIFGXC1TOL40 US3130AFS578 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0240 1000062.00 1000062.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-01 2019-08-01 N N N 0.0251 20995285.08 20995285.08 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-11-15 2019-11-15 N N N 0.0245 21000699.72 21000699.72 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-01 2019-08-01 N N N 0.0251 20995285.08 20995285.08 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-10-02 2019-10-02 N N N 0.0251 9996683.10 9996683.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNS2 2549001DPIFGXC1TOL40 US3130AFNS27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-03 2019-05-03 2019-05-03 N N N 0.0247 17998771.50 17998771.50 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-07-03 2019-07-03 N N N 0.0249 10998625.55 10998625.55 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-07-05 2019-07-05 N N N 0.0249 26996551.02 26996551.02 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNR4 2549001DPIFGXC1TOL40 US3130AFNR44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-05-07 2019-05-07 N N N 0.0248 17998559.64 17998559.64 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2020-01-10 2020-01-10 N N N 0.0251 14992999.65 14992999.65 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2020-01-13 2020-01-13 N N N 0.0251 4997631.30 4997631.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2020-01-14 2020-01-14 N N N 0.0251 9995233.50 9995233.50 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2020-01-14 2020-01-14 N N N 0.0251 26987130.45 26987130.45 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-01-17 2020-01-17 N N N 0.0250 3998243.44 3998243.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-18 2019-12-18 2019-12-18 N N N 0.0251 3998304.80 3998304.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-06-20 2019-06-20 N N N 0.0248 67992610.44 67992610.44 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-06-28 2019-06-28 N N N 0.0248 36995562.22 36995562.22 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFS99 2549001DPIFGXC1TOL40 US3130AFS990 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0239 9000936.00 9000936.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSF5 2549001DPIFGXC1TOL40 US3130AFSF50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0238 18002142.00 18002142.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSR9 2549001DPIFGXC1TOL40 US3130AFSR98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0241 9000801.00 9000801.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSA6 2549001DPIFGXC1TOL40 US3130AFSA63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0239 13001417.00 13001417.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSQ1 2549001DPIFGXC1TOL40 US3130AFSQ16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0239 4000368.00 4000368.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-07-24 2020-07-24 N N N 0.0250 10995124.14 10995124.14 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-07-05 2019-07-05 N N N 0.0249 19997443.80 19997443.80 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFPJ0 2549001DPIFGXC1TOL40 US3130AFPJ00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0249 12998754.73 12998754.73 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-06-24 2019-06-24 N N N 0.0250 4999427.00 4999427.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-07-25 2019-07-25 N N N 0.0250 25996198.80 25996198.80 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2020-04-16 2020-04-16 N N N 0.0251 7997135.12 7997135.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-04-17 2020-04-17 N N N 0.0251 5997846.48 5997846.48 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-03-17 2020-03-17 N N N 0.0251 1999333.90 1999333.90 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2020-01-24 2020-01-24 N N N 0.0252 6997810.26 6997810.26 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2020-01-24 2020-01-24 N N N 0.0252 2999061.54 2999061.54 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2020-01-24 2020-01-24 N N N 0.0252 64979666.70 64979666.70 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2020-07-28 2020-07-28 N N N 0.0251 4997797.90 4997797.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFHD2 2549001DPIFGXC1TOL40 US3130AFHD22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-06-06 2019-06-06 N N N 0.0247 10000154.20 10000154.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2020-02-11 2020-02-11 N N N 0.0252 11996345.64 11996345.64 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2020-04-16 2020-04-16 N N N 0.0251 1999283.78 1999283.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2020-07-28 2020-07-28 N N N 0.0252 8996035.32 8996035.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2020-08-07 2020-08-07 N N N 0.0251 6997916.94 6997916.94 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFJ57 2549001DPIFGXC1TOL40 US3130AFJ577 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-05-28 2019-05-28 N N N 0.0249 5999761.02 5999761.02 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFD46 2549001DPIFGXC1TOL40 US3130AFD463 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0237 17003332.00 17003332.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-06-10 2020-06-10 N N N 0.0253 14993775.90 14993775.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-07-17 2020-07-17 N N N 0.0253 8996125.41 8996125.41 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFDK0 2549001DPIFGXC1TOL40 US3130AFDK01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0238 5001125.00 5001125.00 0.0007 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 8998628.04 8998628.04 0.0012 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 8998628.04 8998628.04 0.0012 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 21997148.14 21997148.14 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AEWY2 2549001DPIFGXC1TOL40 US3130AEWY29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0255 20997102.00 20997102.00 0.0029 N N N N Freddie Mac Freddie Mac, 2.37% 313396DG5 S6XOOCT0IEG5ABCC6L87 US313396DG57 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0237 6978069.00 6978069.00 0.0009 N N Y N Freddie Mac Freddie Mac, 2.42% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-06-19 2019-06-19 N N N 0.0245 9998763.30 9998763.30 0.0014 N N N N Freddie Mac Freddie Mac, 2.42% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-08-08 2019-08-08 N N N 0.0250 3998482.00 3998482.00 0.0005 N N N N Freddie Mac Freddie Mac, 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 0.0237 1002027.00 1002027.00 0.0001 N N N N Freddie Mac Freddie Mac, 2.53% 3134GSXX8 S6XOOCT0IEG5ABCC6L87 US3134GSXX80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0227 3000768.00 3000768.00 0.0004 N N N N Freddie Mac Freddie Mac, 2.53% 3134GSYA7 S6XOOCT0IEG5ABCC6L87 US3134GSYA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0220 18006372.00 18006372.00 0.0024 N N N N Barclays Bank PLC Barclays Bank PLC, 2.42% G5GSEF7VJP5I7OUK5573 EAI873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 12475200.00 12367478.21 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0016 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.45% G5GSEF7VJP5I7OUK5573 EAG073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 8321400.00 8249545.75 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.37% 3Y4U8VZURTYWI1W2K376 DIA349000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2026-02-15 1.625 - 2.75 18150000.00 18551834.77 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0234 18000000.00 18000000.00 0.0024 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 DID743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 5230000.00 5178909.97 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 5000000.00 5000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 DIE047000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.125 - 2.125 9250000.00 9270928.63 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 1.125 - 1.125 5295000.00 5128976.92 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 5000000.00 5000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 8090000.00 8223278.28 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0011 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 2028-05-15 2028-05-15 2.875 - 2.875 8030000.00 8202065.49 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAG040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2026-02-15 1.625 - 2.75 7025000.00 7189376.14 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0010 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 5095000.00 5129021.17 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 5000000.00 5000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.46% 3Y4U8VZURTYWI1W2K376 EAC054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2026-02-15 1.625 - 2.25 8275000.00 8169861.01 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 8000000.00 8000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAA520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-08-15 1.133 - 3.625 16907400.00 16350916.92 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 16000000.00 16000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAB792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 1.75 - 1.75 16598000.00 16345402.70 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 16000000.00 16000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAA907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2047-08-15 1.375 - 3.125 29841700.00 29630003.56 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 29000000.00 29000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2043-05-15 2.021 - 3 28398400.00 28606347.34 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 28000000.00 28000000.00 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 2020-08-31 2046-08-15 1.375 - 8.125 16893400.00 16340215.07 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 16000000.00 16000000.00 0.0022 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 2019-07-31 2046-05-15 1.133 - 6.625 15120000.00 16345496.08 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 16000000.00 16000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAD992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2046-11-15 1.133 - 3.375 16338000.00 16372427.15 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 16000000.00 16000000.00 0.0022 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 2019-07-31 2045-02-15 1.133 - 4.625 28244500.00 28606528.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 28000000.00 28000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DJA702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2047-11-15 0 - 4.75 14499100.00 14338195.07 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 14000000.00 14000000.00 0.0019 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 2019-07-31 2047-05-15 1.133 - 4.375 11196800.00 11265669.55 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 11000000.00 11000000.00 0.0015 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 2019-02-28 2048-02-15 0 - 8.75 10322200.00 10247941.71 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 10000000.00 10000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAA055000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2046-11-15 2 - 4.25 12368700.00 12264275.17 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0243 12000000.00 12000000.00 0.0016 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 2019-07-31 2045-05-15 1.133 - 5.25 48919300.00 53401849.89 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 52000000.00 52000000.00 0.0071 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 2021-11-30 2048-05-15 1.625 - 4.25 34577500.00 33697132.88 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 33000000.00 33000000.00 0.0045 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 2019-02-28 2047-02-15 0 - 3.125 32800500.00 33699180.39 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 33000000.00 33000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 DJG750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2048-05-15 1.5 - 3.125 9325400.00 9209059.96 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0012 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 2020-07-31 2044-02-15 2.021 - 6.875 29163200.00 32662342.15 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 32000000.00 32000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 DJJ522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-04-30 2047-05-15 2 - 6.75 17838900.00 17540070.38 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0247 17000000.00 17000000.00 0.0023 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAH877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2045-02-15 0 - 8.125 12338200.00 13272782.07 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 13000000.00 13000000.00 0.0018 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 2026-01-31 2026-01-31 2.625 - 2.625 17238400.00 17344795.40 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 17000000.00 17000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAJ793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-02-15 0 - 8.75 41173100.00 41883835.17 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 41000000.00 41000000.00 0.0056 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EBA839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2046-11-15 2.5 - 2.875 7125100.00 7141469.18 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EAA454000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 1.375 - 3.75 8450800.00 8177023.46 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0011 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 2020-04-30 2046-11-15 1.375 - 3.75 15729300.00 15463891.71 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 15000000.00 15000000.00 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.44% 549300IMBXQ8SGH3HJ31 EBA061000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2026-02-15 1.625 - 2.375 18556000.00 18368722.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0244 18000000.00 18000000.00 0.0024 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.55% 549300IMBXQ8SGH3HJ31 EBC353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2026-02-15 1.625 - 2.625 18082600.00 18361350.62 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0252 18000000.00 18000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.58% 549300IMBXQ8SGH3HJ31 EBC358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2026-02-15 1.25 - 2.375 110004200.00 108127816.33 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 106000000.00 106000000.00 0.0144 N Y Y N Credit AG Credit AG, 2.40% 1VUV7VQFKUOQSJ21A208 EBA070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2020-09-30 2 - 2 8176100.00 8163895.06 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0240 8000000.00 8000000.00 0.0011 N Y Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 EAI930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2020-09-30 2 - 2 8177200.00 8164993.42 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0011 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.59% 7LTWFZYICNSX8D621K86 EBC340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2036-02-15 2 - 7.625 10265600.00 13260982.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 13000000.00 13000000.00 0.0018 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.42% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.25 - 2.25 19583500.00 19389133.76 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0242 19000000.00 19000000.00 0.0026 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.42% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.25 - 2.25 18546600.00 18362525.00 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0239 18000000.00 18000000.00 0.0024 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.48% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-31 2024-01-31 2 - 2.25 24744200.00 24481715.51 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0245 24000000.00 24000000.00 0.0033 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-08-15 2041-08-15 3.75 - 3.75 11643000.00 13391003.96 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 13000000.00 13000000.00 0.0018 N Y Y N DNB Bank ASA DNB Bank ASA, 2.42% 549300GKFG0RYRRQ1414 EBC328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 1.875 - 1.875 41255900.00 40802904.10 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0239 40000000.00 40000000.00 0.0054 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.57% 549300H47WTHXPU08X20 EBC313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2026-11-15 1.75 - 2 142382500.00 136680026.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 134000000.00 134000000.00 0.0182 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.43% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-07 2023-11-15 0 - 3.625 36535300.00 37742581.78 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0240 37000000.00 37000000.00 0.0050 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.57% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 1.375 - 1.375 24084000.00 23515726.77 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 23000000.00 23000000.00 0.0031 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.59% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2028-08-15 0 - 2.875 33569800.00 34682501.43 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 34000000.00 34000000.00 0.0046 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.59% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2028-08-15 0 - 2.875 16785000.00 17341320.93 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 17000000.00 17000000.00 0.0023 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 2026-02-15 2027-11-15 6 - 6.75 5615700.00 7193835.45 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0247 6999693.40 6999693.40 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.49% H7FNTJ4851HG0EXQ1Z70 EAI535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2019-11-30 1 - 1 12383900.00 12242454.77 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0250 11999388.00 11999388.00 0.0016 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 2026-02-15 6 - 6 13109700.00 16322288.98 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0251 15999073.60 15999073.60 0.0022 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.56% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 81360000.00 80565222.93 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 79000000.00 79000000.00 0.0107 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.60% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-15 2021-06-15 2.625 - 2.625 7100000.00 7141814.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 7000000.00 7000000.00 0.0010 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.40% 549300Y1PMK3RWXMWR72 EBA056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2026-11-15 1.125 - 3.5 15588400.00 15307230.13 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0240 15000000.00 15000000.00 0.0020 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.40% 549300Y1PMK3RWXMWR72 EBB178000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2025-07-31 1.375 - 2.875 9297700.00 9181917.02 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0237 9000000.00 9000000.00 0.0012 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EBC383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2026-11-15 1.125 - 3.5 6141500.00 6120507.76 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0240 6000000.00 6000000.00 0.0008 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.47% 549300Y1PMK3RWXMWR72 EAB735000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2026-02-15 1.375 - 2.625 8617400.00 8172910.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0247 7999793.60 7999793.60 0.0011 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 7673000.00 7140789.88 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 7000000.00 7000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB269000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 1087000.00 1020441.89 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 1000000.00 1000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBA672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-15 2020-06-15 1.5 - 1.5 6201000.00 6124839.40 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-02-15 2046-02-15 2.5 - 2.5 4532000.00 4120209.69 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAJ536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2028-08-15 2.875 - 2.875 2976000.00 3060397.34 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAI973000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2028-02-15 2.75 - 2.75 2004000.00 2040581.17 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 2000000.00 2000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBA676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2048-05-15 2048-05-15 3.125 - 3.125 6064000.00 6180108.02 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBA126000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 10975000.00 11219171.01 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 11000000.00 11000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBB274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.625 - 2.625 5044000.00 5104565.95 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 5000000.00 5000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAI444000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 20145000.00 20406734.45 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 20000000.00 20000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EAA911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2019-02-28 1.5 - 1.5 2032000.00 2043295.04 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0243 2000000.00 2000000.00 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EAC825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 3996000.00 4084902.72 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.57% U7M81AY481YLIOR75625 EBC357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 6090000.00 6136919.66 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 6000000.00 6000000.00 0.0008 N Y Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 EAJ001000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2047-02-15 0 - 7.625 7964400.00 8164971.81 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0011 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 DII033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2027-11-15 1.875 - 3 9339400.00 9220286.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EAE827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2047-08-15 0 - 6.625 42454800.00 41871281.93 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 41000000.00 41000000.00 0.0056 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 EAA153000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2047-02-15 2 - 7.625 20500900.00 20440535.48 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0243 20000000.00 20000000.00 0.0027 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 DJG282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2027-05-15 1.625 - 2.75 9244400.00 9207033.41 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0012 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.40% OXTKY6Q8X53C9ILVV871 EBA125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-11-15 0 - 8.875 133718900.00 135932543.98 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0240 133000000.00 133000000.00 0.0181 N Y Y N Norinchukin Bank Norinchukin Bank, 2.48% 5493007VSMFZCPV1NB83 DID768000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 5095000.00 5129613.48 U.S. Treasuries (including strips) Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0248 4999938.50 4999938.50 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 DIF408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9165000.00 9227263.51 U.S. Treasuries (including strips) Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0248 8999923.50 8999923.50 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.51% 5493007VSMFZCPV1NB83 DIH945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 13230000.00 13319879.57 U.S. Treasuries (including strips) Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0251 12999688.00 12999688.00 0.0018 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJA726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9160000.00 9222229.54 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0253 8999892.00 8999892.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJF193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 4070000.00 4097650.03 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0255 3999809.20 3999809.20 0.0005 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 2020-11-15 2020-11-15 2.625 - 2.625 4070000.00 4097650.03 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0255 3999871.60 3999871.60 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJG714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9145000.00 9207127.64 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0256 8999618.40 8999618.40 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 2020-11-15 2020-11-15 2.625 - 2.625 7100000.00 7148234.69 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0254 6999818.00 6999818.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAI926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 8110000.00 8165096.24 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0254 7999788.00 7999788.00 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DID108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2047-11-15 1.125 - 3 9418300.00 9266585.40 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DID539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2047-11-15 2.125 - 3 9257100.00 9306273.73 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DIC192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2045-02-15 1.25 - 2.875 9447900.00 9230998.58 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2028-08-15 1.5 - 2.875 9066600.00 9228791.41 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2025-05-15 1.75 - 2.875 8995100.00 9228784.07 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2045-02-15 1.625 - 3 18952700.00 18456373.71 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 18000000.00 18000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-05-15 2045-05-15 3 - 3 9238500.00 9318645.98 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-05-15 2045-05-15 3 - 3 9238500.00 9318645.98 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 DIF409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-15 2045-02-15 2.125 - 4.5 9398800.00 9225298.63 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 DIE293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2048-05-15 1.875 - 3.125 9228600.00 9228792.47 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 DIE292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2025-11-15 1.875 - 2.875 8994600.00 9228035.37 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DJA707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2045-05-15 1.375 - 3 18759700.00 18432353.30 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DJA320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2047-11-15 1.625 - 3 18736600.00 18471433.27 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DIJ830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2045-02-15 2 - 3 12421900.00 12288998.93 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0016 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 2019-03-31 2047-11-15 1.25 - 3 13598000.00 13311828.42 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 13000000.00 13000000.00 0.0018 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 2020-08-15 2045-02-15 2 - 3 13455700.00 13310796.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 13000000.00 13000000.00 0.0018 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EAB347000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2028-05-15 1.75 - 7.625 8249600.00 8173289.27 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EAB344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2022-02-28 1.875 - 1.875 8249700.00 8173280.75 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EAI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2022-11-15 1.75 - 7.625 4120900.00 4082872.67 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 4000000.00 4000000.00 0.0005 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.41% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2020-05-31 1.375 - 1.375 18601500.00 18363773.44 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 18000000.00 18000000.00 0.0024 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.49% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2025-04-30 1.375 - 2.875 49070400.00 49983517.92 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0246 49000000.00 49000000.00 0.0067 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.56% 6PJDTY319315T5LR2241 EBC314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2027-08-15 2.25 - 2.625 284113000.00 285356476.92 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 280000000.00 280000000.00 0.0380 N Y Y N Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAC726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-05-15 0 - 8.125 8251200.00 8193169.80 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0247 7999837.60 7999837.60 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 2019-04-04 2048-05-15 0 - 8.125 11351000.00 11249452.83 U.S. Treasuries (including strips) Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0247 10999749.20 10999749.20 0.0015 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAB965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-05-15 0 - 5.25 8510900.00 8250717.29 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0248 7999639.20 7999639.20 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 2021-04-30 2048-05-15 1.375 - 5.25 16621400.00 16349517.36 U.S. Treasuries (including strips) Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0246 15999923.20 15999923.20 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 2019-02-28 2048-05-15 0 - 7.25 16683600.00 16349051.44 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 15999006.40 15999006.40 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 2019-02-28 2048-05-15 0 - 6.25 15941200.00 16377798.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 15999628.80 15999628.80 0.0022 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 2.58%, dated 1/31/2019 due 02/01/2019 B4TYDEB6GKMZO031MB27 EBC556000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 44278427.39 14143497.30 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 13825037.39 13825037.39 0.0019 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EBA021000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-11-01 2038-11-01 4 - 4 12025712.00 12245736.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 12000000.00 12000000.00 0.0016 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 6853865.00 7131365.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2049-01-01 3.5 - 4 17613.00 17309.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-13 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0010 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2025-10-01 3.46 - 3.46 1000.00 1023.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2049-01-01 3.99 - 4.44 2731810.00 2840271.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 3.649 - 3.649 1040.00 1056.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2049-01-01 3.5 - 5 796183.00 662182.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-01-20 2049-01-20 3 - 3.5 7186173.00 4669254.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2019-02-06 2019-02-06 N/A 1016000.00 1015669.80 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.58 - 3.58 1044.00 1076.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0012 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.44 - 4.44 2192.00 2337.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-01-20 2034-01-20 3.5 - 3.5 12476.00 12818.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2049-01-01 0 - 2.5 3202423.00 3041122.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2049-01-01 3.5 - 4 4456.00 4548.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 3000000.00 3000000.00 0.0004 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-06-15 2049-01-20 5.5 - 6.05 4224963.00 4077601.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-12-01 2034-01-01 3.14 - 3.5 187459.00 179234.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 3.511 - 3.511 834656.00 849040.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-13 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 5000000.00 5000000.00 0.0007 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.44% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-06-01 2049-01-01 3.5 - 4.5 1122444.00 763723.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-01-20 2064-09-20 3.5 - 5.5 5353581.00 4496791.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-11-01 2049-01-01 0 - 4.5 1835284.00 984758.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.44 - 4.44 7640.00 8146.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2033-11-01 4.13 - 4.23 1804329.00 1912112.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 7999804.00 7999804.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAF485000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2048-10-01 4 - 4.052 574546.00 506080.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2048-11-01 3 - 5 8740484.00 8684454.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ552000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2023-03-31 1.5 - 1.875 4190300.00 4080020.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-02-01 2033-02-01 3 - 3 2000.00 1982.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ549000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2044-02-15 1.375 - 2.125 9382000.00 9173508.62 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-02-01 2033-02-01 3 - 3 11000.00 10902.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0012 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.58%, dated 1/31/2019 due 02/01/2019 R0MUWSFPU8MPRO8K5P83 EBC556000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 8.75 3869109.79 3949255.73 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-10-19 2031-01-14 2.48 - 3.34 50298.33 47708.35 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2057-06-25 2.5 - 8 9281790.63 2702110.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2049-01-20 0 - 8 4301793.04 2469634.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-02-01 2.75 - 8 1225318.56 791411.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-09-14 2029-09-14 3.5 - 3.5 3801.99 3989.24 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 9758453.22 9758453.22 0.0013 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EAC707000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-07-20 2048-10-20 3.5 - 4 3218.00 1796.62 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-08-15 0 - 3.875 32305429.38 18506790.23 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0024 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 2019-02-15 2048-05-15 0 - 2.875 21939978.79 16838456.41 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 35000.00 35476.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2023-10-15 2032-07-15 0 - 7 6015.00 3888.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2048-10-20 3 - 4.5 8496385.00 1462639.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-01 2047-11-01 3.5 - 6.625 131933.00 112482.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 18000000.00 18000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAC724000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-05-15 0 - 7.125 16189845.34 16274883.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 N/A 1000.00 647.24 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-05-01 2048-10-01 0 - 4 14955457.00 2167541.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2044-03-20 3.5 - 3.5 21314.00 7232.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 18000000.00 18000000.00 0.0024 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2048-10-20 2 - 6 8575458.00 4496563.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-10-01 3.5 - 4 9741386.00 9799973.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2048-02-01 4 - 7 1080255.00 1013974.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 15000000.00 15000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 DJJ605000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2048-12-01 4 - 4.5 12105201.00 12106376.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4 1000.00 1006.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-04-20 3 - 3 325054.00 157129.68 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2032-02-15 2032-02-15 N/A 3372.78 2332.28 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0245 12000000.00 12000000.00 0.0016 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 2029-05-15 2048-05-15 0 - 4.25 1545022.12 715983.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-15 2049-01-01 2.755 - 4.5 739944.00 772258.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-02-01 2032-09-07 1.3 - 3.2 66000.00 64841.90 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-05 2037-03-16 0.875 - 4 65000.00 67357.47 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2048-10-20 2.5 - 4 586849.00 331405.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2057-06-25 3.5 - 6.625 588565.00 97803.51 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 2000000.00 2000000.00 0.0003 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.58%, dated 1/31/2019 due 02/01/2019 VJW2DOOHGDT6PR0ZRO63 EBC556000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 33.72 23.58 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-11-15 0 - 8.125 1989791.44 1993789.18 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-03-15 2026-01-26 0.93 - 5.375 119593.32 119903.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-02-06 2031-07-11 0 - 5.375 228757.16 232370.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-26 2048-11-01 1.125 - 6.5 1287713.59 1163244.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-19 2048-11-01 0.875 - 9.5 590798.19 387362.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2049-01-20 2.5 - 7.5 513885.45 231449.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 4046352.41 4046352.41 0.0005 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.48% 2IGI19DL77OX0HC3ZE78 EAE225000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2049-01-01 3.5 - 4 10221226.00 10212648.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 10000000.00 10000000.00 0.0014 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2049-01-01 3.5 - 5 9859233.00 9188854.01 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 9000000.00 9000000.00 0.0012 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 2021-07-15 2048-02-15 0.625 - 3 12243900.00 12427153.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2048-10-01 3 - 4 773684.00 764916.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-08-01 2049-01-01 3.5 - 5 3581831.00 3187675.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 16000000.00 16000000.00 0.0022 N N Y N Citibank NA Citibank NA, 2.41% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2046-11-15 0.625 - 3.375 2686800.00 3872108.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-21 2019-08-15 1.125 - 5.125 230000.00 229747.26 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2029-10-15 2029-10-15 N/A 1000.00 713.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2037-07-15 1.5 - 5.625 4000.00 4614.39 Agency Debentures and Agency Strips Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 4000000.00 4000000.00 0.0005 N N Y N Citibank NA Citibank NA, 2.42% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4 - 4 36869.00 37567.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-01 2047-06-01 1.5 - 6.5 293527.00 212634.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-15 2028-10-18 3 - 5.125 1225000.00 1249212.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-15 2048-10-01 2.375 - 10 101731.00 71438.05 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-06-27 2047-08-15 0 - 4.25 20876200.00 20873736.10 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0239 22000000.00 22000000.00 0.0030 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.58%, dated 1/31/2019 due 02/01/2019 E57ODZWZ7FF32TWEFA76 EBC556000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 52712.58 38056.79 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-08-15 0 - 8.75 2933354.14 3045311.70 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 381737.09 381622.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-21 2036-07-15 1.125 - 5.5 12324.98 13939.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-15 2048-02-01 0 - 10 352828.23 16441.31 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 5.11 5.46 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 223718.52 207799.96 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 34734.72 34881.74 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 3.5 - 4.25 3461.21 3459.42 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-20 2048-12-01 0 - 8.5 136672.50 44900.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 3709156.37 3709156.37 0.0005 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 MBNUM2BPBDO7JBLYG310 EBC556000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2024-08-15 1.5 - 2.75 3442063.40 3440431.44 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-07-15 2037-07-15 5.625 - 5.625 3.37 4.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-14 2021-07-14 1.125 - 1.125 33.72 32.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 6.74 6.73 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 3371960.34 3371960.34 0.0005 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.58%, dated 1/31/2019 due 02/01/2019 1VUV7VQFKUOQSJ21A208 EBC556000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.125 13745228.39 13806965.29 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 13514543.91 13514543.91 0.0018 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.60% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-15 2050-03-15 3.25 - 3.25 9420912.00 9270670.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 9000000.00 9000000.00 0.0012 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 CYYGQCGNHMHPSMRL3R97 EBC556000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-01-01 3 - 5 4717481.41 3316691.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2048-09-01 3 - 4.5 1249821.80 982856.27 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2019-10-15 2026-10-15 0 - 0 10.12 9.34 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 4214950.43 4214950.43 0.0006 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.44% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-02-01 2048-12-01 3.5 - 5.5 202443397.00 44883042.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0241 44000000.00 44000000.00 0.0060 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4 1273.00 1280.67 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2040-11-15 0 - 4.25 4208400.00 5150136.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-05-01 3.5 - 3.5 1068.00 1028.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 5000000.00 5000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 4700.00 4846.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 4942693.00 5123833.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0244 4999948.00 4999948.00 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 8400.00 8661.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 8862360.00 9187148.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0249 8999652.60 8999652.60 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 2020-01-30 2040-11-15 0 - 4.25 4800.00 5675.49 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 5915256.00 6132038.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-06-01 2041-06-01 4.269 - 4.453 3915.00 133.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0247 5999966.40 5999966.40 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 3800.00 3918.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 3943688.00 4088216.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0247 3999977.20 3999977.20 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 5600.00 5774.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 5906648.00 6123115.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 5999652.00 5999652.00 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 5600.00 5774.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 5917007.00 6133853.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 5999836.80 5999836.80 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 12100.00 12477.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 12817539.00 13287277.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 12999662.00 12999662.00 0.0018 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 9300.00 9589.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 9860460.00 10221827.01 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0251 9999854.00 9999854.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 2953789.00 3062039.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 2800.00 2887.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0252 2999902.20 2999902.20 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 2800.00 2887.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 2952549.00 3060754.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0252 2999889.60 2999889.60 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 11200.00 11549.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 11807716.00 12240446.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0252 11999528.40 11999528.40 0.0016 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.58%, dated 1/31/2019 due 02/01/2019 KBVRJ5K57JZ3E2AVWX40 EBC556000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2048-11-15 0 - 5 1078014.71 1061785.33 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 1577.48 1610.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2049-01-01 3 - 4.91 367471.42 333798.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-02-01 2.5 - 5.5 1707441.25 984879.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 25439.55 26011.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 2360372.24 2360372.24 0.0003 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 ZBUT11V806EZRVTWT807 EBC556000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-25 2049-12-25 2 - 10.503 10335666.17 7812160.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2061-04-16 2.5 - 6 1320922.74 872603.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2056-08-01 0 - 8 15847984.17 11357052.74 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 19621437.22 19621437.22 0.0027 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 2068-11-20 2068-11-20 3.8 - 3.8 8938775.00 9180622.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-03-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0012 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.47% 8NAV47T0Y26Q87Y0QP81 EAA080000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-11-01 4 - 4 27283436.00 27592908.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0244 27000000.00 27000000.00 0.0037 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 8NAV47T0Y26Q87Y0QP81 EBC556000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-11-15 2048-11-15 3.375 - 3.375 472863.09 510946.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2043-10-01 4.08 - 4.08 2928.96 2971.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2049-02-01 2 - 6 5611976.01 1597763.46 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2033-10-25 2047-03-25 3.728 - 4.423 6260.29 6166.03 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2049-01-01 2 - 5.5 2631442.92 977848.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-08-01 2038-08-01 4.03 - 4.03 4874.37 4945.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 3034764.31 3034764.31 0.0004 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EBA615000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2040-08-01 3 - 4.5 2381448.00 1415634.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-09-01 2041-12-01 4 - 4.678 46057828.00 8787153.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-29 2019-03-29 2019-03-29 N N N 0.0246 9999684.00 9999684.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAF907000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2048-06-01 2.5 - 5 8306727.00 5328408.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-09-01 2048-12-01 3.66 - 5 18870805.00 4883488.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0248 9999572.00 9999572.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAF910000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-11-01 2041-07-01 4.612 - 4.733 2557141.00 122192.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-12-01 2048-02-01 2.922 - 4.079 6689570.00 4983755.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0248 4999797.00 4999797.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAH788000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2044-11-01 2.962 - 4.5 51775805.00 5050636.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-01 2048-02-01 2.5 - 6.5 88286751.00 10264060.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0248 14999425.50 14999425.50 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAH792000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2048-09-01 3 - 4.5 1425649.00 1387173.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-01 2039-02-01 4.01 - 5.611 46754240.00 11885563.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0248 12999509.90 12999509.90 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAJ502000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-03-20 2041-03-20 4 - 4 4228.00 112.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2041-05-01 3.63 - 4.85 96003176.00 2938991.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2040-08-01 2.187 - 6.5 66749388.00 2163695.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-26 2019-03-26 2019-03-26 N N N 0.0247 4999855.50 4999855.50 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAJ505000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2048-10-01 2.924 - 4.705 58706148.00 8529318.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2046-03-01 2.702 - 4.271 3535998.00 655720.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0247 8999748.90 8999748.90 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBA062000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-12-01 2049-01-01 2.5 - 4.5 55128338.00 5229405.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2048-10-01 4 - 5.823 28334818.00 7016473.01 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0247 11999698.80 11999698.80 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.48% K5HU16E3LMSVCCJJJ255 EAB275000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-02-01 2046-07-01 3 - 3.5 16761648.00 10239605.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 3 - 3 2179178.00 2020632.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0249 11999583.60 11999583.60 0.0016 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 7TK5RJIZDFROZCA6XF66 EBC556000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2060-08-16 0 - 8.5 2865643.42 1959798.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2048-04-01 2.356 - 10.183 4187091.95 1793226.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 11261722.50 3316931.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 6912518.70 6912518.70 0.0009 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.42% OXTKY6Q8X53C9ILVV871 EBA127000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-09-01 2047-04-01 2.5 - 7.5 4025226.00 1103381.29 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.83 - 3.83 1000.00 1036.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-04-01 2047-11-01 3.5 - 7.5 22827678.00 21346611.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0242 22000000.00 22000000.00 0.0030 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.58% OXTKY6Q8X53C9ILVV871 EBC312000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2023-02-28 2.625 - 2.625 387000.00 393930.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2047-03-01 3 - 4.5 28942128.00 19622224.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2059-03-15 2059-03-15 3.61 - 3.61 106054.00 105812.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-10-01 2041-02-01 4 - 4 3039343.00 2319653.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 22000000.00 22000000.00 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 FEDERAL HOME LOAN MORTGAGE CORP 2038-06-15 2038-06-15 2.699 - 2.699 359375.00 326721.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-10-20 2065-08-20 2.5 - 2.834 133252081.00 10236537.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2022-08-01 2057-11-25 2 - 4 55842243.00 39040481.47 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-07 2019-02-07 2019-03-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 48000000.00 48000000.00 0.0065 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 HOME LOAN MORTGAGE CORP 2046-07-01 2048-07-01 3.5 - 4.5 8335918.00 7380428.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-12-01 2051-06-01 3 - 5 10631270.00 3799713.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2047-08-20 4 - 4 61554.00 60020.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 11000000.00 11000000.00 0.0015 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 HOME LOAN MORTGAGE CORP 2046-07-01 2048-07-01 3.5 - 4.5 113016.00 100368.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-12-01 2051-06-01 3 - 4.586 11828738.00 5429392.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4.5 3680098.00 2634718.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 8000000.00 8000000.00 0.0011 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2047-09-20 4 - 4 9483.00 9522.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.824 - 3.824 5001064.00 5184139.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-12-01 2051-06-01 2.976 - 6 61960407.00 34674206.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.916 - 3.916 526464.00 546652.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2048-07-01 2.537 - 4.5 6755988.00 5516972.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 45000000.00 45000000.00 0.0061 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EBB171000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-05-01 2051-06-01 3 - 4.5 9613131.00 7148081.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2047-06-01 3.5 - 4 16806323.00 10957299.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2047-09-20 4 - 4 261529.00 258398.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 18000000.00 18000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EBA640000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-12-01 2047-09-01 3 - 4.5 39675139.00 17562220.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-08-20 4 - 4 43046.00 43228.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2047-04-01 4 - 4 1436368.00 923547.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.575 - 3.575 3418.00 3455.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 18000000.00 18000000.00 0.0024 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 2.58%, dated 1/31/2019 due 02/01/2019 O2RNE8IBXP4R0TD8PU41 EBC556000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-11-15 0 - 6.75 3735534.55 3897674.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-05-01 2048-05-01 3.5 - 3.5 1320627.01 1273050.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 5057940.51 5057940.51 0.0007 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.58%, dated 1/31/2019 due 02/01/2019 5U0XI89JRFVHWIBS4F54 EBC556000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-06-20 2048-09-20 3 - 5 12402769.10 6601145.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-01-01 3 - 4 3391371.71 3283217.43 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2044-08-15 0.75 - 3.125 12108984.45 11980821.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2048-02-01 3.5 - 3.5 546922.68 475579.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 21863790.85 21863790.85 0.0030 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.58%, dated 1/31/2019 due 02/01/2019 VYVVCKR63DVZZN70PB21 EBC556000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-07-15 2026-01-15 0 - 0 3904.10 3855.66 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.875 4442059.74 4587038.90 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2049-01-01 2 - 6.5 2285501.01 2097536.01 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-07-15 2025-09-15 0 - 0 27938.65 23394.86 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-01-28 1.46 - 4.3 5391.52 5351.98 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-12-15 2049-01-20 2 - 9 15830303.24 14234423.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2050-02-25 2 - 7.503 821665.73 722432.59 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2026-10-30 2026-10-30 3.35 - 3.35 13521.95 14171.07 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 21246722.10 21246722.10 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.98% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0198 2998867.83 2998867.83 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.23% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0223 28892184.38 28892184.38 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0229 11984348.28 11984348.28 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0229 44471062.75 44471062.75 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0229 37920678.42 37920678.42 0.0051 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0230 40890851.85 40890851.85 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0231 100775358.83 100775358.83 0.0137 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796UQ0 254900HROIFWPRGM1V77 US912796UQ00 U.S. Treasury Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0232 33045752.74 33045752.74 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0232 40871806.53 40871806.53 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0236 51937043.52 51937043.52 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0236 10950348.75 10950348.75 0.0015 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 44776274.85 44776274.85 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0248 19759420.00 19759420.00 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.25% to 2.37% 912828W30 254900HROIFWPRGM1V77 US912828W309 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0234 9491042.74 9491042.74 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.36% 912828SH4 254900HROIFWPRGM1V77 US912828SH49 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0234 24181641.40 24181641.40 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.36% 912828C24 254900HROIFWPRGM1V77 US912828C244 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0235 35976006.00 35976006.00 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.38% 912828KD1 254900HROIFWPRGM1V77 US912828KD17 U.S. Treasury Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0238 1000136.84 1000136.84 0.0001 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-02-01 2020-01-31 2020-01-31 N N N 0.0243 18995346.33 18995346.33 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% to 2.44% 912828C65 254900HROIFWPRGM1V77 US912828C657 U.S. Treasury Debt Y N/A N/A 2019-03-31 2019-03-31 2019-03-31 N N N 0.0241 11984602.08 11984602.08 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.44% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-02-01 2020-04-30 2020-04-30 N N N 0.0246 5998225.44 5998225.44 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-10-31 2019-10-31 N N N 0.0241 26008169.98 26008169.98 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-04-30 2019-04-30 N N N 0.0238 87016636.14 87016636.14 0.0118 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.50% 912828D23 254900HROIFWPRGM1V77 US912828D234 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0245 4989843.75 4989843.75 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.53% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0245 4007500.04 4007500.04 0.0005 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EBB701000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-02-07 2019-02-07 2019-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 8000000.00 8000000.00 0.0011 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 Salem Street Trust: Fidelity Series Government Money Market Fund 2019-02-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer