N-MFP2 0000035315 XXXXXXXX 2019-02-28 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 28 79 1891223614.74 1674205363.36 1767874534.43 1675212524.31 4380498498.08 4432221015.18 4449215754.37 4440992136.44 0.2500 0.2200 0.2300 0.2200 0.5800 0.5900 0.6000 0.6000 269072.20 7465428440.02 7465719011.75 24105422.34 120019168.72 7370074337.57 7369997541.85 1.0000 0.0247 1.0000 1.0000 1.0000 1.0000 C000168450 1.00 7370074337.57 7369997541.85 1.0000 1.0000 1.0000 1.0000 222643241.48 7018667.11 8277930.48 11158853.25 8151523.48 15852483.30 6937600.47 5299414.34 248186838.08 39623724.18 0.0247 N Fannie Mae Fannie Mae, 2.41% 3135G0U50 B1V7KEBTPIMZEU4LTD58 US3135G0U508 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-04-30 2019-04-30 N N N 0.0237 20000834.60 20000834.60 0.0027 N N N N Fannie Mae Fannie Mae, 2.43% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-07-30 2020-07-30 N N N 0.0245 26992186.47 26992186.47 0.0037 N N N N Fannie Mae Fannie Mae, 2.44% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-10-30 2019-10-30 N N N 0.0240 9002076.84 9002076.84 0.0012 N N N N Fannie Mae Fannie Mae, 2.47% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-04-30 2020-04-30 N N N 0.0241 7005030.76 7005030.76 0.0010 N N N N Fannie Mae Fannie Mae, 2.49% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-30 2019-07-30 N N N 0.0239 9503883.32 9503883.32 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 0.0241 1999743.64 1999743.64 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-12-20 2019-12-20 N N N 0.0248 999372.22 999372.22 0.0001 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 2019-03-06 2019-05-06 2019-05-06 N N N 0.0240 7999927.84 7999927.84 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-09-19 2019-09-19 N N N 0.0244 2999508.00 2999508.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 313384CS6 2549001DPIFGXC1TOL40 US313384CS66 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0200 12995697.00 12995697.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 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 0.0218 35106779.07 35106779.07 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0221 6994449.00 6994449.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 313384DA4 2549001DPIFGXC1TOL40 US313384DA40 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0222 20981961.00 20981961.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 313384DB2 2549001DPIFGXC1TOL40 US313384DB23 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0224 28973146.00 28973146.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 313384DF3 2549001DPIFGXC1TOL40 US313384DF37 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0227 43148592.00 43148592.00 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0228 31959808.00 31959808.00 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0228 24966950.00 24966950.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0229 91872304.00 91872304.00 0.0125 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 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 0.0231 28952063.00 28952063.00 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 313384DP1 2549001DPIFGXC1TOL40 US313384DP19 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0231 46919207.00 46919207.00 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 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 0.0231 35933364.00 35933364.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0239 8999759.70 8999759.70 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVT1 2549001DPIFGXC1TOL40 US3130AFVT18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-05-13 2019-05-13 N N N 0.0238 1999868.92 1999868.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0241 31998384.32 31998384.32 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0241 31999341.44 31999341.44 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-06-14 2019-06-14 N N N 0.0246 7997661.68 7997661.68 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0240 18999561.86 18999561.86 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 18997506.82 18997506.82 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 6499147.07 6499147.07 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 13462102.28 13462102.28 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 54878505.00 54878505.00 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 4988620.00 4988620.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 44894565.00 44894565.00 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 16000000.00 16000000.00 0.0022 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 14000000.00 14000000.00 0.0019 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 43000000.00 43000000.00 0.0058 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-07-19 2019-07-19 N N N 0.0245 1999350.58 1999350.58 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-08-21 2019-08-21 N N N 0.0246 23990977.20 23990977.20 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-05-24 2019-05-24 N N N 0.0245 6998472.46 6998472.46 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0246 3998636.76 3998636.76 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0246 6497784.74 6497784.74 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0246 8497103.12 8497103.12 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-05-24 2019-05-24 N N N 0.0245 34993169.75 34993169.75 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFJ57 2549001DPIFGXC1TOL40 US3130AFJ577 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-05-28 2019-05-28 N N N 0.0238 5999836.62 5999836.62 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 30921136.00 30921136.00 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 21942558.00 21942558.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 65823252.00 65823252.00 0.0089 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 10000000.00 10000000.00 0.0014 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 11000000.00 11000000.00 0.0015 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-04-01 2019-04-01 N N N 0.0243 16498995.15 16498995.15 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-05-01 2019-05-01 N N N 0.0246 10498400.43 10498400.43 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-17 2019-07-17 N N N 0.0242 19997506.20 19997506.20 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-08-02 2019-08-02 N N N 0.0249 18991618.72 18991618.72 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-04-02 2019-04-02 N N N 0.0244 6499586.15 6499586.15 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0241 12999943.45 12999943.45 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0240 21999895.06 21999895.06 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-05-17 2019-05-17 N N N 0.0244 2999557.65 2999557.65 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-05-24 2019-05-24 N N N 0.0245 6998633.18 6998633.18 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EE5 2549001DPIFGXC1TOL40 US313384EE52 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0239 23934120.00 23934120.00 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0239 27921264.00 27921264.00 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EK1 2549001DPIFGXC1TOL40 US313384EK13 U.S. Government Agency Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0239 29907630.00 29907630.00 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EL9 2549001DPIFGXC1TOL40 US313384EL95 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0239 48845846.00 48845846.00 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384EM7 2549001DPIFGXC1TOL40 US313384EM78 U.S. Government Agency Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0239 14951805.00 14951805.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 995983.00 995983.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-01 2019-08-01 N N N 0.0248 1499467.73 1499467.73 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0240 999988.07 999988.07 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-04-25 2019-04-25 N N N 0.0244 2999729.13 2999729.13 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-04-25 2019-04-25 N N N 0.0244 5999458.26 5999458.26 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-08-27 2019-08-27 N N N 0.0246 1999416.52 1999416.52 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384ER6 2549001DPIFGXC1TOL40 US313384ER65 U.S. Government Agency Debt Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0240 23916456.00 23916456.00 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384ES4 2549001DPIFGXC1TOL40 US313384ES49 U.S. Government Agency Debt Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0240 17936136.00 17936136.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EU9 2549001DPIFGXC1TOL40 US313384EU94 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0240 8966862.00 8966862.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 33872534.00 33872534.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 55770344.00 55770344.00 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 18920808.00 18920808.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.41% 3130AEXU9 2549001DPIFGXC1TOL40 US3130AEXU97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0244 31002604.00 31002604.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-06-21 2019-06-21 N N N 0.0243 44995520.25 44995520.25 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-02-21 2020-02-21 N N N 0.0240 19999952.00 19999952.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0241 2999976.93 2999976.93 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-07-19 2019-07-19 N N N 0.0245 9998086.80 9998086.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-05-20 2019-05-20 N N N 0.0244 27996930.64 27996930.64 0.0038 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 35857800.00 35857800.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FF1 2549001DPIFGXC1TOL40 US313384FF19 U.S. Government Agency Debt Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0241 26183306.90 26183306.90 0.0036 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 82620607.00 82620607.00 0.0112 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 37823756.00 37823756.00 0.0051 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 25877644.00 25877644.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FQ7 2549001DPIFGXC1TOL40 US313384FQ73 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0241 58702522.00 58702522.00 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FS3 2549001DPIFGXC1TOL40 US313384FS30 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0241 60684264.00 60684264.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-01-17 2020-01-17 N N N 0.0245 6998072.27 6998072.27 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 1998682.90 1998682.90 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 12991977.96 12991977.96 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-07-05 2019-07-05 N N N 0.0248 15995879.20 15995879.20 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-07-15 2019-07-15 N N N 0.0246 14997211.95 14997211.95 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2019-09-16 2019-09-16 N N N 0.0246 18995882.13 18995882.13 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2019-08-16 2019-08-16 N N N 0.0246 9997932.00 9997932.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-11-19 2019-11-19 N N N 0.0246 22993460.64 22993460.64 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-10-22 2019-10-22 N N N 0.0246 19994265.80 19994265.80 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-23 2019-07-23 2019-07-23 N N N 0.0246 9998035.20 9998035.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-07-25 2019-07-25 N N N 0.0246 30993819.84 30993819.84 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 7999559.60 7999559.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 40997742.95 40997742.95 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-09-27 2019-09-27 N N N 0.0246 9997725.60 9997725.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FX2 2549001DPIFGXC1TOL40 US313384FX25 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0242 54696840.00 54696840.00 0.0074 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 53695062.00 53695062.00 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0243 1000000.00 1000000.00 0.0001 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-09-10 2019-09-10 N N N 0.0246 20996577.42 20996577.42 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACDY7 2549001DPIFGXC1TOL40 US3130ACDY73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0241 999998.61 999998.61 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-04-09 2019-04-09 N N N 0.0245 12999330.89 12999330.89 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-10 2019-07-10 2019-07-10 N N N 0.0249 20994746.64 20994746.64 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-10 2019-07-10 2019-07-10 N N N 0.0249 6998248.88 6998248.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-07-11 2019-07-11 N N N 0.0249 6998234.88 6998234.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-07-11 2019-07-11 N N N 0.0249 6998234.88 6998234.88 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-08-13 2019-08-13 N N N 0.0248 9997979.70 9997979.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-08-13 2019-08-13 N N N 0.0248 4998989.85 4998989.85 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-08-13 2019-08-13 N N N 0.0248 4998989.85 4998989.85 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-01-17 2020-01-17 N N N 0.0247 3998747.56 3998747.56 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-01-17 2020-01-17 N N N 0.0247 18993224.22 18993224.22 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFXC6 2549001DPIFGXC1TOL40 US3130AFXC64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-06-17 2019-06-17 N N N 0.0245 13998752.60 13998752.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-01-17 2020-01-17 N N N 0.0247 8996790.42 8996790.42 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-12-17 2019-12-17 N N N 0.0246 9997033.20 9997033.20 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-12-17 2019-12-17 N N N 0.0246 1999406.64 1999406.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-12-18 2019-12-18 N N N 0.0246 3998805.60 3998805.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-08-19 2019-08-19 N N N 0.0246 8998743.42 8998743.42 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-11-21 2019-11-21 N N N 0.0246 36992047.59 36992047.59 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-23 2020-01-23 2020-01-23 N N N 0.0248 999542.76 999542.76 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-08-28 2019-08-28 N N N 0.0247 4999021.55 4999021.55 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-08-28 2019-08-28 N N N 0.0247 9998043.10 9998043.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-08-28 2019-08-28 N N N 0.0247 4999021.55 4999021.55 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-01-28 2020-01-28 N N N 0.0248 3998124.40 3998124.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFT49 2549001DPIFGXC1TOL40 US3130AFT493 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0248 4000124.00 4000124.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384GE3 2549001DPIFGXC1TOL40 US313384GE35 U.S. Government Agency Debt Y N/A N/A 2019-05-29 2019-05-29 2019-05-29 N N N 0.0243 2981999.76 2981999.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-11-15 2019-11-15 N N N 0.0239 21005858.79 21005858.79 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2020-02-07 2020-02-07 N N N 0.0250 20988741.27 20988741.27 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-07-11 2019-07-11 N N N 0.0249 2999351.28 2999351.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-09-12 2019-09-12 N N N 0.0248 14996433.60 14996433.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2020-01-13 2020-01-13 N N N 0.0248 4998262.00 4998262.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2020-01-14 2020-01-14 N N N 0.0248 26990085.87 26990085.87 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2020-01-14 2020-01-14 N N N 0.0248 9996504.00 9996504.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0245 67994834.72 67994834.72 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFPJ0 2549001DPIFGXC1TOL40 US3130AFPJ00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-05-24 2019-05-24 N N N 0.0245 12999103.78 12999103.78 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384GG8 2549001DPIFGXC1TOL40 US313384GG82 U.S. Government Agency Debt Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0244 22859309.00 22859309.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-25 2019-07-25 N N N 0.0246 25997401.30 25997401.30 0.0035 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-07-24 2020-07-24 N N N 0.0248 10995298.60 10995298.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-01 2019-08-01 N N N 0.0248 20996487.54 20996487.54 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-01 2019-08-01 N N N 0.0248 20996487.54 20996487.54 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-10-02 2019-10-02 N N N 0.0249 9997670.80 9997670.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-12-04 2019-12-04 N N N 0.0249 18994097.65 18994097.65 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-12-04 2019-12-04 N N N 0.0249 4998446.75 4998446.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-10 2020-02-10 2020-02-10 N N N 0.0250 5996727.36 5996727.36 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2020-03-12 2020-03-12 N N N 0.0248 4998472.65 4998472.65 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2020-02-12 2020-02-12 N N N 0.0249 7996730.40 7996730.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2020-04-16 2020-04-16 N N N 0.0246 7998873.68 7998873.68 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-03-17 2020-03-17 N N N 0.0246 1999823.34 1999823.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-06-24 2019-06-24 N N N 0.0246 4999603.90 4999603.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2020-02-25 2020-02-25 N N N 0.0248 8997377.67 8997377.67 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-06-28 2019-06-28 N N N 0.0246 36996998.19 36996998.19 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFRU3 2549001DPIFGXC1TOL40 US3130AFRU37 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0252 8999496.00 8999496.00 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 0.0251 1999918.00 1999918.00 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 0.0252 999938.00 999938.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-02-28 2020-02-28 N N N 0.0246 6000000.00 6000000.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNS2 2549001DPIFGXC1TOL40 US3130AFNS27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-03 2019-05-03 2019-05-03 N N N 0.0247 17999171.28 17999171.28 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-03 2020-01-03 2020-01-03 N N N 0.0250 19993424.00 19993424.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNR4 2549001DPIFGXC1TOL40 US3130AFNR44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2019-05-07 2019-05-07 N N N 0.0247 17999008.20 17999008.20 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 2019-03-10 2020-01-10 2020-01-10 N N N 0.0250 14994859.05 14994859.05 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2020-04-16 2020-04-16 N N N 0.0246 1999829.52 1999829.52 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-04-17 2020-04-17 N N N 0.0246 5999480.64 5999480.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2020-01-24 2020-01-24 N N N 0.0248 2999421.33 2999421.33 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2020-01-24 2020-01-24 N N N 0.0248 6998649.77 6998649.77 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2020-01-24 2020-01-24 N N N 0.0248 64987462.15 64987462.15 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSF5 2549001DPIFGXC1TOL40 US3130AFSF50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0252 17998686.00 17998686.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFS99 2549001DPIFGXC1TOL40 US3130AFS990 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0252 8999244.00 8999244.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSR9 2549001DPIFGXC1TOL40 US3130AFSR98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0253 8999163.00 8999163.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSQ1 2549001DPIFGXC1TOL40 US3130AFSQ16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0252 3999660.00 3999660.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSA6 2549001DPIFGXC1TOL40 US3130AFSA63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0252 12999064.00 12999064.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384GV5 2549001DPIFGXC1TOL40 US313384GV59 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0246 4964755.00 4964755.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384GW3 2549001DPIFGXC1TOL40 US313384GW33 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0246 18864777.00 18864777.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-07-03 2019-07-03 N N N 0.0248 10999067.86 10999067.86 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-07-05 2019-07-05 N N N 0.0248 26997671.79 26997671.79 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2019-07-05 2019-07-05 N N N 0.0248 19998276.40 19998276.40 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2020-05-11 2020-05-11 N N N 0.0250 17993641.86 17993641.86 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2020-05-11 2020-05-11 N N N 0.0250 5997880.62 5997880.62 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2020-08-12 2020-08-12 N N N 0.0250 35984645.28 35984645.28 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-07-17 2020-07-17 N N N 0.0248 8999289.81 8999289.81 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-07-28 2020-07-28 N N N 0.0249 4998781.55 4998781.55 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-06-01 2020-06-01 N N N 0.0247 36000000.00 36000000.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-06-10 2020-06-10 N N N 0.0251 14994216.90 14994216.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFHD2 2549001DPIFGXC1TOL40 US3130AFHD22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-06-06 2019-06-06 N N N 0.0246 10000153.30 10000153.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-08-28 2020-08-28 N N N 0.0251 36983762.92 36983762.92 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-07-28 2020-07-28 N N N 0.0249 8998430.13 8998430.13 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 313384HP7 2549001DPIFGXC1TOL40 US313384HP72 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 13882806.00 13882806.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2020-08-07 2020-08-07 N N N 0.0250 6998597.55 6998597.55 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2020-02-11 2020-02-11 N N N 0.0250 11997919.08 11997919.08 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFD46 2549001DPIFGXC1TOL40 US3130AFD463 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0244 17003247.00 17003247.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 313384HT9 2549001DPIFGXC1TOL40 US313384HT94 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0249 4956775.00 4956775.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFDK0 2549001DPIFGXC1TOL40 US3130AFDK01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0248 5000675.00 5000675.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 313384JX8 2549001DPIFGXC1TOL40 US313384JX88 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0251 2968044.00 2968044.00 0.0004 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 8998705.89 8998705.89 0.0012 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 8998705.89 8998705.89 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 313384KC2 2549001DPIFGXC1TOL40 US313384KC23 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0252 14835030.00 14835030.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2019-08-09 2019-08-09 N N N 0.0252 3955456.00 3955456.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 313384KM0 2549001DPIFGXC1TOL40 US313384KM05 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0252 12848940.00 12848940.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 313384KS7 2549001DPIFGXC1TOL40 US313384KS74 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-08-21 2019-08-21 N N N 0.0252 6916238.00 6916238.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0256 4998599.60 4998599.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0256 9997199.20 9997199.20 0.0014 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 21997254.40 21997254.40 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 0.0254 20998950.00 20998950.00 0.0028 N N N N Freddie Mac Freddie Mac, 2.28% 313396DG5 S6XOOCT0IEG5ABCC6L87 US313396DG57 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0228 6991208.00 6991208.00 0.0009 N N Y N Freddie Mac Freddie Mac, 2.40% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-06-19 2019-06-19 N N N 0.0238 10000406.20 10000406.20 0.0014 N N N N Freddie Mac Freddie Mac, 2.41% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-08-08 2019-08-08 N N N 0.0248 3998724.28 3998724.28 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 0.0266 1000996.00 1000996.00 0.0001 N N N N Freddie Mac Freddie Mac, 2.53% 3134GSYA7 S6XOOCT0IEG5ABCC6L87 US3134GSYA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0248 18002718.00 18002718.00 0.0024 N N N N Freddie Mac Freddie Mac, 2.53% 3134GSXX8 S6XOOCT0IEG5ABCC6L87 US3134GSXX80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0236 3000660.00 3000660.00 0.0004 N N N N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 EBJ277000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 9453400.00 9188726.00 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 ECB780000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 17844300.00 17344699.63 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-25 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 17000000.00 17000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EBF441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 3.125 - 3.125 17045000.00 17425877.80 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 17000000.00 17000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EBG478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 17275000.00 17428124.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 17000000.00 17000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EBD893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2023-07-31 2.75 - 3.5 17150000.00 17366148.95 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0240 17000000.00 17000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 1.125 - 1.125 5295000.00 5142659.65 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 5000000.00 5000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBI601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2027-05-15 2.375 - 2.375 9320000.00 9203628.73 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBB385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-05-15 2028-05-15 2.875 - 2.875 8030000.00 8221177.34 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 2020-05-15 2026-02-15 1.625 - 3.5 7080000.00 7165891.92 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAJ522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 5095000.00 5140161.83 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 2020-11-15 2026-02-15 1.625 - 2.625 8285000.00 8199177.98 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 8000000.00 8000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 ECB819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2044-05-15 0 - 6.875 4082900.00 4081204.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0005 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 2019-05-15 2043-05-15 1 - 6.875 11692100.00 11286996.15 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DJA702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2040-05-15 0 - 6.875 14291700.00 14364299.71 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0241 14000000.00 14000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAB337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2048-11-15 0 - 6.875 27499400.00 28852719.67 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2019-07-11 2045-08-15 0 - 3.125 16852700.00 16370927.31 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2019-03-21 2048-11-15 0 - 6.875 16352200.00 16385484.69 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2019-03-21 2048-11-15 0 - 6.875 16353300.00 16441710.77 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 16000000.00 16000000.00 0.0022 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 2019-10-31 2046-02-15 1.181 - 7.5 10229500.00 10253669.63 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 10000000.00 10000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAG043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 6.875 33441300.00 33763586.50 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 33000000.00 33000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF392000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 4.75 31206800.00 31677117.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 31000000.00 31000000.00 0.0042 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 2019-05-23 2045-02-15 0 - 8.125 48771500.00 53574551.64 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 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 2019-07-31 2044-05-15 1.133 - 7.125 32948700.00 33949009.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 33000000.00 33000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBG521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2046-08-15 0 - 6.875 18005700.00 17361391.71 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 17000000.00 17000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBE887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2046-08-15 0 - 6.875 18324200.00 17367356.92 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 17000000.00 17000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2046-02-15 0 - 6.875 29466600.00 29622541.32 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 29000000.00 29000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAI463000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-08-15 0 - 4.375 34024400.00 32988571.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 32000000.00 32000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-05 2039-05-15 0 - 8.75 13329800.00 13281886.37 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 13000000.00 13000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAJ793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2045-02-15 0 - 6.875 40174500.00 41929439.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 41000000.00 41000000.00 0.0056 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBC945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 6.875 17736000.00 17373554.85 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 17000000.00 17000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAH877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-02-15 0 - 6.875 11780000.00 13385718.62 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 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 2020-07-31 2045-02-15 1.5 - 6.875 17358300.00 17378130.91 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 17000000.00 17000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-05 2023-03-31 0 - 2.021 17504900.00 17367459.70 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 17000000.00 17000000.00 0.0023 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EBF445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-11-15 1.875 - 3.375 9287200.00 9206111.38 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.45% 2IGI19DL77OX0HC3ZE78 EBI596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2047-02-15 2.375 - 3.625 9393800.00 9251312.35 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EAH207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2048-05-15 1.625 - 3.625 15635800.00 15405211.98 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 15000000.00 15000000.00 0.0020 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EBB701000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-02-15 1.625 - 4.25 8484400.00 8175175.21 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 8000000.00 8000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2047-02-15 2.75 - 3 4176500.00 4120232.62 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 4000000.00 4000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-02-15 2.125 - 3 9271000.00 9189089.00 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0248 8999669.70 8999669.70 0.0012 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.44% 549300IMBXQ8SGH3HJ31 ECB354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2048-02-15 1.625 - 3 25334700.00 25512100.76 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0244 25000000.00 25000000.00 0.0034 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.51% 549300IMBXQ8SGH3HJ31 ECD281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2048-02-15 1.625 - 3 19781900.00 19381442.67 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0248 19000000.00 19000000.00 0.0026 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.59% 549300IMBXQ8SGH3HJ31 ECD284000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2027-08-15 1.875 - 2.875 104835800.00 105067562.70 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 103000000.00 103000000.00 0.0140 N Y Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 ECB823000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-08-15 2047-08-15 2.75 - 2.75 9907100.00 9272555.88 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-27 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0012 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.60% 7LTWFZYICNSX8D621K86 ECD306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2025-02-15 2.125 - 7.625 17520900.00 19381412.56 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 19000000.00 19000000.00 0.0026 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.41% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2021-03-15 2.375 - 2.375 25313100.00 25511956.78 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 25000000.00 25000000.00 0.0034 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 2021-03-15 2021-08-31 1.125 - 2.375 20015800.00 19382658.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0239 19000000.00 19000000.00 0.0026 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 2021-08-31 2021-08-31 1.125 - 1.125 20057600.00 19381358.02 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0245 19000000.00 19000000.00 0.0026 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.60% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 19002000.00 18361347.57 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 18000000.00 18000000.00 0.0024 N Y Y N DNB Bank ASA DNB Bank ASA, 2.46% 549300GKFG0RYRRQ1414 ECD271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-03-31 2025-08-15 2 - 2.625 42325200.00 40803276.54 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0243 40000000.00 40000000.00 0.0054 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.45% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2030-05-15 0 - 6.25 22882400.00 24481667.79 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0242 24000000.00 24000000.00 0.0033 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2020-02-29 1.375 - 1.375 22710000.00 22447415.63 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 22000000.00 22000000.00 0.0030 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.56% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-15 2020-01-15 1.375 - 1.375 2100000.00 2082509.67 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 2000000.00 2000000.00 0.0003 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2023-09-30 0 - 1.75 3065200.00 3060312.25 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0265 3000000.00 3000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2020-08-15 0 - 2.625 2037100.00 2040229.38 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0265 2000000.00 2000000.00 0.0003 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2020-08-15 0 - 2.625 6111100.00 6120489.81 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0265 6000000.00 6000000.00 0.0008 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 - 6.125 5593700.00 7182201.11 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0244 6999989.50 6999989.50 0.0009 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 12380900.00 12268357.96 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0249 11999632.80 11999632.80 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 2026-08-15 6 - 6.75 13423700.00 16356173.46 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0250 15999297.60 15999297.60 0.0022 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.57% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 89575000.00 89743417.09 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 88000000.00 88000000.00 0.0119 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.41% 549300Y1PMK3RWXMWR72 ECB311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2026-11-15 1.125 - 2.625 23727900.00 23471011.09 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0241 23000000.00 23000000.00 0.0031 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 ECC467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2026-08-15 1.125 - 2.875 9487400.00 9181910.11 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0239 9000000.00 9000000.00 0.0012 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 ECC817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2026-11-15 1.125 - 2.875 7073100.00 7140974.34 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0239 7000000.00 7000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.46% 549300Y1PMK3RWXMWR72 EBE697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2026-08-15 1.125 - 2.875 9045100.00 9194473.43 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0245 8999839.80 8999839.80 0.0012 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.57% 549300Y1PMK3RWXMWR72 ECD295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2026-11-15 1.125 - 3 60463200.00 60184299.22 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0257 59000000.00 59000000.00 0.0080 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 ECC525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2022-10-31 2 - 2 4150000.00 4106185.69 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 ECC931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 2.125 - 2.125 8240000.00 8188713.40 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 ECC523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 6310000.00 6121854.80 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBI045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 4130000.00 4124637.85 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBI612000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2028-08-15 2.875 - 2.875 7040000.00 7153968.16 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 7000000.00 7000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBH509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 3030000.00 3074353.88 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EBD000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 1.625 - 1.625 2110000.00 2048834.77 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0240 2000000.00 2000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EBJ371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2028-08-15 2.75 - 2.875 4020000.00 4085022.77 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 1090000.00 1023192.33 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 1000000.00 1000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.60% U7M81AY481YLIOR75625 ECD273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2028-08-15 2.875 - 2.875 7030000.00 7143806.27 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 7000000.00 7000000.00 0.0009 N Y Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EBD889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2042-05-15 0 - 3.875 18463900.00 18391227.68 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0024 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EAE827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2042-05-15 0 - 7.625 37196300.00 41950482.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 41000000.00 41000000.00 0.0056 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECB809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2042-05-15 0 - 3.875 9034600.00 9182527.61 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECD288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2023-08-15 0 - 2.5 9176500.00 9180680.79 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-29 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 EBJ990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2045-05-15 0 - 6.625 9183500.00 9186397.07 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 9000000.00 9000000.00 0.0012 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.40% OXTKY6Q8X53C9ILVV871 ECB382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2046-05-15 0 - 7.625 140459300.00 140833980.56 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 138000000.00 138000000.00 0.0187 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.57% OXTKY6Q8X53C9ILVV871 ECD298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-31 2019-05-31 1.125 - 1.125 3062200.00 3060254.26 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 3000000.00 3000000.00 0.0004 N Y Y N Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJA726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9155000.00 9236149.24 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0254 8999968.50 8999968.50 0.0012 N N Y N Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJF193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 4065000.00 4101031.86 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0256 3999892.80 3999892.80 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EBI606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 5065000.00 5109895.78 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 4999777.00 4999777.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECA008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9110000.00 9190750.37 U.S. Treasuries (including strips) Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0252 9000000.00 9000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECD341000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 13145000.00 13261516.31 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0252 13000000.00 13000000.00 0.0018 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJF558000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 4065000.00 4101031.86 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0256 3999923.60 3999923.60 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 9226060.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0257 8999754.30 8999754.30 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 7162933.87 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0254 6999903.40 6999903.40 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAI926000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 8110000.00 8181886.44 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0254 7999886.40 7999886.40 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-01 2042-11-15 0 - 2.75 6481500.00 6184983.23 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2047-11-15 0 - 3 3112100.00 3092511.22 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 3000000.00 3000000.00 0.0004 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2048-05-15 0 - 4.25 9390200.00 9189131.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2048-05-15 1.375 - 6.125 9248000.00 9186291.47 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2048-05-15 0 - 3.75 6260000.00 6126170.38 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-05-15 1.125 - 3.75 5058900.00 5105068.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 5000000.00 5000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECD310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2044-08-15 0 - 3.125 17364900.00 17507621.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 17000000.00 17000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECC875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2040-11-15 0 - 4.25 13343100.00 13271833.39 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECA925000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-04 2048-11-15 0 - 4.25 9168500.00 9186268.57 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBI507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2047-11-15 0 - 6.125 15696500.00 17357878.57 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 17000000.00 17000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJC371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2048-05-15 0 - 3.75 13489800.00 13336388.51 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 13000000.00 13000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJC372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2048-05-15 0 - 3.75 13370400.00 13337423.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 13000000.00 13000000.00 0.0018 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EBG524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-04-30 2039-08-15 2 - 4.75 9497100.00 9191239.82 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.45% ES7IP3U3RHIGC71XBU11 EBJ316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2045-02-15 1.75 - 7.625 8996500.00 9188839.53 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EAI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2039-08-15 2.25 - 4.5 4205000.00 4090629.80 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 4000000.00 4000000.00 0.0005 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.42% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-05-15 2028-05-15 2.875 - 2.875 18976200.00 19383962.26 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 19000000.00 19000000.00 0.0026 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.48% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2028-05-15 2.75 - 2.875 38073900.00 38762670.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0245 38000000.00 38000000.00 0.0052 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.59% 6PJDTY319315T5LR2241 ECD276000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2024-02-15 2.75 - 3.625 280025000.00 285408433.03 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 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 2019-03-28 2048-05-15 0 - 7.25 8336400.00 8194204.35 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0247 7999918.40 7999918.40 0.0011 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAD994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 8.125 11304700.00 11313622.90 U.S. Treasuries (including strips) Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0247 10999881.20 10999881.20 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 2019-04-25 2047-05-15 0 - 7.625 8044200.00 8188480.20 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0247 7999872.80 7999872.80 0.0011 N N N Y Societe Generale Societe Generale, 2.48% O2RNE8IBXP4R0TD8PU41 EAA512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 7.25 16793400.00 16391069.31 U.S. Treasuries (including strips) Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0248 15999897.60 15999897.60 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 2019-05-30 2047-05-15 0 - 7.25 16770200.00 16426635.27 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0253 15999380.80 15999380.80 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 2019-04-25 2045-11-15 0 - 7.5 16260200.00 16385371.89 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0253 15999640.00 15999640.00 0.0022 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 2.6%, dated 2/28/2019 due 03/01/2019 B4TYDEB6GKMZO031MB27 ECD466000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-20 2045-07-20 3 - 4 51343586.69 21881257.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 21450670.23 21450670.23 0.0029 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 ECB330000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 15098500.00 15307198.39 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 15000000.00 15000000.00 0.0020 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 2049-03-01 2049-03-01 4.5 - 4.5 28640.00 29982.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2049-02-01 3 - 3.432 19127629.00 19348693.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-07-15 2025-07-15 3.95 - 3.95 51564.00 23562.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0026 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 HOME LOAN MORTGAGE CORP 2048-03-01 2049-03-01 3.5 - 4.5 9990729.00 10126304.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-02-01 2049-03-01 3 - 4 82168.00 82917.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 1741.00 1794.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-20 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 10000000.00 10000000.00 0.0014 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 2028-05-01 2028-05-01 3.41 - 3.41 1000.00 1009.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2068-10-20 2068-10-20 4.403 - 4.403 8433240.00 9188324.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-25 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0012 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.45% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.44 - 4.44 2192.00 2349.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-02-01 2049-03-01 3.5 - 4 16000.00 16317.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 3.5 - 3.5 17057.00 17287.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2049-03-01 2.5 - 4.5 3210764.00 3024254.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-03 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 3000000.00 3000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECA838000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2028-11-15 0 - 3.125 10500.00 10923.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 2616180.00 2651468.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4 - 4 6384592.00 6513612.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2034-03-01 4 - 4 8704.00 8996.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBI147000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2049-02-15 0 - 3.125 17600.00 18323.39 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2048-11-01 3 - 6.5 751457.00 115045.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2049-02-01 3 - 4.5 9911745.00 9055969.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2.6%, dated 2/28/2019 due 03/01/2019 R0MUWSFPU8MPRO8K5P83 ECD466000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2049-02-15 0 - 7.5 4069556.57 3841007.51 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-06-25 0 - 8 3085812.92 1346550.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 2 - 4.5 2301985.76 978737.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2048-10-15 0 - 6.25 310320.43 129031.10 Agency Debentures and Agency Strips Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 6158496.93 6158496.93 0.0008 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAC724000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-05-15 0 - 6.875 22116225.11 18114684.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4 1000.00 999.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-08-15 2048-02-20 3.5 - 5.5 386813.00 303727.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2047-09-01 0 - 3.5 101208.00 96879.64 Agency Debentures and Agency Strips Y N/A N/A 2019-03-07 2019-03-07 2019-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 2019-10-31 2048-05-15 0 - 7.875 21215370.00 16089946.37 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2048-10-20 4 - 4.5 11618709.00 2258986.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2032-07-15 0 - 3.08 75000.00 72841.61 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2032-12-07 2038-04-05 3.28 - 3.98 72000.00 71953.52 Agency Debentures and Agency Strips Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-08-15 0 - 6.875 9021313.80 6515726.87 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2031-01-14 2031-01-14 3.34 - 3.34 3447000.00 3370711.76 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-02-01 2048-01-01 0 - 5 5907.00 2274.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2048-10-20 2 - 6 8575458.00 4465322.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2048-02-01 3.08 - 7 1114137.00 1048379.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 15000000.00 15000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBH446000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-11-15 0 - 6.875 27605136.54 14488689.92 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2032-12-07 1.375 - 3.28 1856000.00 1869121.62 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-30 2048-12-01 1.3 - 6 119750.00 117395.43 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-07-20 2048-10-20 3.5 - 4.5 2757702.00 2766108.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2044-01-01 3.08 - 6.5 1073331.00 293450.67 Agency Debentures and Agency Strips Y N/A N/A 2019-03-07 2019-03-07 2019-05-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 19000000.00 19000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBC948000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2044-08-15 0 - 7.875 15369069.73 10534274.16 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-12-07 2032-12-07 3.28 - 3.28 35000.00 34412.42 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-07-01 4.5 - 6.625 1962800.00 1989130.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 4 - 4 6199858.00 5826372.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2031-09-15 3.08 - 6.5 63342.00 63051.83 Agency Debentures and Agency Strips Y N/A N/A 2019-03-07 2019-03-07 2019-05-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 18000000.00 18000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD965000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 6.875 5079295.40 4708433.69 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-04-01 2042-04-01 4 - 4 1669000.00 738045.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2041-07-20 4.5 - 4.5 59382272.00 10194525.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2044-11-01 3.08 - 4.5 6466085.00 3771125.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 19000000.00 19000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD956000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2043-11-15 0 - 6.875 12880.97 11734.11 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2048-02-20 3 - 6.5 323877.00 156788.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2048-12-01 3.08 - 4.5 12107201.00 12091134.35 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-06-12 2031-01-14 1.375 - 3.34 3000.00 2954.66 Agency Debentures and Agency Strips Y N/A N/A 2019-03-07 2019-03-07 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 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 2020-05-15 2048-05-15 0 - 6.875 2726801.42 1507320.05 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2032-09-07 1.375 - 3.2 66000.00 64579.69 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-01-25 2057-06-25 3.5 - 5 583221.00 90753.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2037-03-16 3.59 - 4 50000.00 52243.06 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2048-10-20 2.5 - 4 592186.00 331851.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2048-10-15 2.808 - 3.08 14000.00 13943.65 Agency Debentures and Agency Strips Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 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 2.6%, dated 2/28/2019 due 03/01/2019 VJW2DOOHGDT6PR0ZRO63 ECD466000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2049-02-15 0 - 8.5 3580826.88 3567948.60 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-04-04 2026-12-21 1.187 - 5.375 267715.93 268182.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-15 2049-02-01 1.05 - 10 2535080.15 1401249.40 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 72.57 51.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-03-06 2026-06-15 0 - 4.75 808546.82 813703.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-03-25 2049-02-01 0.875 - 9.5 3909343.85 2944020.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-06-20 2049-02-20 2.5 - 10 1839006.29 630091.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 9433771.92 9433771.92 0.0013 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 US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2021-09-15 2.75 - 2.75 18600.00 18939.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2048-11-01 3.5 - 5 37046.00 28656.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2049-01-20 4.5 - 5 6548.00 6795.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-02-01 3 - 4 10993882.00 10177983.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 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 US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2025-01-15 2.125 - 2.75 115900.00 116015.06 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2049-03-01 3.5 - 5 9792316.00 9062670.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-11-20 4.5 - 5 12467.00 12839.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3 - 3 16306.00 15113.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 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 2021-09-15 2022-12-31 2.125 - 2.75 21900.00 22276.59 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-02-01 2049-03-01 3.5 - 4.5 19997213.00 15338881.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4.5 - 4.5 580879.00 596744.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2048-06-01 3 - 4 428821.00 411794.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 16000000.00 16000000.00 0.0022 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 36998.00 37548.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-15 2028-10-18 3 - 5.125 1200000.00 1230034.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2048-10-01 3 - 4.5 11124.00 6290.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.751 - 3.751 1000.00 1031.73 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2047-02-15 0.875 - 5.25 21756700.00 21043751.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2047-12-01 1.5 - 6.25 132988.00 126068.27 Agency Debentures and Agency Strips Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 22000000.00 22000000.00 0.0030 N N Y N Citibank NA Citibank NA, 2.42% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2046-08-15 0.125 - 7.5 3349300.00 3397647.39 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2029-10-15 2029-10-15 N/A 1000.00 718.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-15 2028-10-18 3 - 5.125 25000.00 25078.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2023-11-28 2023-11-28 3.02 - 3.02 657000.00 656183.35 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-29 2037-07-15 0 - 5.625 7000.00 7649.63 Agency Debentures and Agency Strips Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 4000000.00 4000000.00 0.0005 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.6%, dated 2/28/2019 due 03/01/2019 E57ODZWZ7FF32TWEFA76 ECD466000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-17 2036-07-15 1.375 - 5.5 24383.23 27675.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2048-02-01 0 - 10 784855.46 87181.86 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 10.59 11.34 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 464115.79 430922.42 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 72000.70 72275.53 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 783890.54 784232.49 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 5.29 5.49 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-08-15 0 - 8.75 7230091.57 7451972.73 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 109266.54 79435.35 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 3.5 - 4.25 7174.65 7124.08 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-12-01 0 - 8.5 297305.48 107302.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 8862339.33 8862339.33 0.0012 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.6%, dated 2/28/2019 due 03/01/2019 1VUV7VQFKUOQSJ21A208 ECD466000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2049-02-15 0 - 8.125 17867151.80 17750683.71 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 17372298.24 17372298.24 0.0024 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.41% ANGGYXNX0JLX3X63JN86 ECB296000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-03-25 2034-02-01 3.5 - 7.5 61429715.00 55075.03 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2020-12-31 2.5 - 2.5 2940700.00 2949859.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2049-01-01 3.5 - 5.5 5829749.00 5324426.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-08-20 2067-01-20 3.5 - 5 15660586.00 11091949.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 19000000.00 19000000.00 0.0026 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.46% ANGGYXNX0JLX3X63JN86 ECD277000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-02-15 2047-08-15 N/A 27212.51 20188.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2049-02-01 3 - 8 6961892.00 3465896.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-03-20 2065-11-20 3 - 4.634 13215932.00 11815156.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0243 15000000.00 15000000.00 0.0020 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.61% 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 2056-01-15 2056-01-15 3 - 3 13631066.00 13390971.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 13000000.00 13000000.00 0.0018 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 CYYGQCGNHMHPSMRL3R97 ECD466000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2049-02-01 2.5 - 6 6661679.51 5181807.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-12-01 2057-01-01 2.943 - 5 1768777.47 1641640.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 6689175.63 6689175.63 0.0009 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.47% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2046-03-01 3 - 3 9598457.00 6886912.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-10-01 2042-11-01 3.5 - 3.5 43269340.00 21675047.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0244 28000000.00 28000000.00 0.0038 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2028-11-15 0 - 3.125 7600.00 7894.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1000.00 1002.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2049-01-20 3.5 - 5 6827946.00 7134069.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 2315.00 482.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 7000000.00 7000000.00 0.0009 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.43% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2025-10-31 0 - 3 1700.00 1667.21 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-12-01 2047-08-01 2.5 - 5.5 7171151.00 1018477.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0240 1000000.00 1000000.00 0.0001 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 2048-04-01 2048-04-01 4 - 4 1000.00 1002.08 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2028-11-15 1.375 - 3.125 10000.00 10180.45 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2048-10-20 3.5 - 5 8884520.00 9201763.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 3140.00 654.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0248 8999938.80 8999938.80 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2027-11-15 0 - 2.25 7800.00 7636.66 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 2059.00 429.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 5869528.00 6132734.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0249 5999898.60 5999898.60 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2021-10-31 0 - 1.25 6500.00 6323.16 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 1721.00 358.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 4882196.00 5101127.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0250 4999805.50 4999805.50 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2027-11-15 0 - 2.25 12700.00 12349.41 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 3543.00 738.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 5 - 5 9847278.00 10198980.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0250 9999634.00 9999634.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2028-11-15 1.375 - 3.125 9800.00 10156.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 3189.00 664.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 5 - 5 8856402.00 9172715.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1000.00 1002.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0250 8999721.00 8999721.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2027-11-15 0 - 2.25 7800.00 7636.66 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2049-01-20 3.5 - 5 5879936.00 6143557.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 2065.00 430.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 5999898.60 5999898.60 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2028-11-15 0 - 3.125 15600.00 16103.23 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2048-10-20 3.5 - 5 12849792.00 13308621.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 4591.00 956.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 12999786.80 12999786.80 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 US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2028-11-15 0 - 3.125 12000.00 12395.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2048-10-20 3.5 - 5 9885333.00 10238309.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 3546.00 738.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0251 9999868.00 9999868.00 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 US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2028-11-15 0 - 3.125 2700.00 2778.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1012.00 1014.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 2935288.00 3066914.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 1043.00 217.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0251 2999949.00 2999949.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2020-01-02 N/A 3900.00 3854.79 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 1040.00 216.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 2934060.00 3065631.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0253 2999889.30 2999889.30 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2022-11-30 0 - 2 15100.00 14897.53 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 4255.00 886.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2048-10-20 3.5 - 5 11837610.00 12260296.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0253 11999504.40 11999504.40 0.0016 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.6%, dated 2/28/2019 due 03/01/2019 KBVRJ5K57JZ3E2AVWX40 ECD466000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2048-05-15 0 - 3.125 544276.03 543466.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 593.17 609.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2049-01-01 3.5 - 4.91 179424.74 167025.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 9566.29 9844.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-02-01 2.5 - 5.5 777721.18 449596.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 1147509.50 1147509.50 0.0002 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 ZBUT11V806EZRVTWT807 ECD466000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2028-08-15 0.75 - 8.75 19233107.62 19112542.38 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2058-10-25 0 - 7.5 29554339.18 20420885.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2061-04-16 2 - 6.951 1692216.15 1177930.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2021-06-25 2049-02-01 2 - 10.514 17712287.28 12693171.47 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 52309104.20 52309104.20 0.0071 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 2048-06-20 2048-06-20 4 - 5 8873827.00 9198043.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0012 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 EBD942000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-04-15 2049-01-20 4 - 4 32740915.00 24521480.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 6 N N/A N/A N N 0.0241 24000000.00 24000000.00 0.0033 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 8NAV47T0Y26Q87Y0QP81 ECD466000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2039-08-15 1.181 - 4.5 1934640.06 1999584.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.75 - 3.75 119775.59 124487.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2049-02-01 2.5 - 4.5 1401337.21 1182138.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-07-01 2049-03-01 2.5 - 5 1990416.18 1610133.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 4816201.81 4816201.81 0.0007 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBE282000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 12222111.00 12260155.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0245 11999974.80 11999974.80 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBH391000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2027-09-01 3 - 4 10616984.00 3606575.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2049-02-01 2.369 - 4.375 24409557.00 7626511.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0246 10999870.20 10999870.20 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBH392000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-09-01 2049-02-01 4.449 - 4.5 9564542.00 3145542.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-06-01 2.5 - 3 2542284.00 1960406.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0246 4999911.50 4999911.50 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBH943000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-07-01 2046-01-01 2.751 - 4.436 31125663.00 6161869.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2042-10-01 2.215 - 4.106 66932555.00 10176045.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0246 15999672.00 15999672.00 0.0022 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBI514000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-01-01 2048-01-01 3 - 4.75 22603837.00 9935780.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2041-07-01 2.5 - 4.612 7861471.00 3337866.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0248 12999437.10 12999437.10 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECA236000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-12-01 2048-02-01 3 - 4.752 5176212.00 3263926.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2048-07-01 3.289 - 4.394 38500313.00 1839222.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0244 5000000.00 5000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECA914000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2033-10-01 3.5 - 4.78 19750861.00 4501869.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-06-01 3 - 4.5 9455008.00 4683168.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0247 8999685.90 8999685.90 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECB372000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-02-01 2044-02-01 3.452 - 3.452 235161068.00 12245878.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0247 11999558.40 11999558.40 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECB869000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2045-09-01 2.15 - 4.5 51717712.00 7411633.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-11-01 3.714 - 4 2131908.00 1770886.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 9000000.00 9000000.00 0.0012 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 7TK5RJIZDFROZCA6XF66 ECD466000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2048-04-01 2.369 - 10.194 6216385.42 2601864.74 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2022-01-03 2022-01-03 0 - 0 14449.36 14452.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2063-08-20 0.506 - 8.5 5733578.82 4167590.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 13063111.41 3323818.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 9873726.76 9873726.76 0.0013 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.41% OXTKY6Q8X53C9ILVV871 ECB376000 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 2020-04-01 2049-01-01 3 - 7.5 127056016.00 20509203.82 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 3.5 - 3.5 24040.00 23734.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-08-01 2048-12-01 1.25 - 7.5 222987897.00 9060203.37 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2022-11-15 0 - 7.625 700.00 817.77 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 29000000.00 29000000.00 0.0039 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.59% OXTKY6Q8X53C9ILVV871 ECD299000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.805 - 3.805 17500000.00 18313325.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-07-01 2049-01-01 3.62 - 4.5 4010933.00 4128289.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 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 US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2045-11-15 3 - 8.125 74500.00 95222.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-19 2038-06-15 0.875 - 2.95 448375.00 408895.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-02-20 2065-08-20 2.5 - 7.5 153891037.00 13462132.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION 2026-12-25 2026-12-25 3.144 - 3.144 4073.00 4095.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-08-01 2057-11-25 2.5 - 3.59 53190302.00 35696379.69 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-07 2019-03-07 2019-03-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 48000000.00 48000000.00 0.0065 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 549300QJJX6CVVUXLE15 ECD466000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-19 2048-11-15 0 - 6.125 20538.86 20604.79 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 20173.76 20173.76 0.0000 N Y 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 2048-12-01 3.5 - 5 8353260.00 7382668.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2051-06-01 2.945 - 5 9894806.00 3823979.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2047-08-20 3.5 - 4 54839.00 54055.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 11000000.00 11000000.00 0.0015 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-08-20 4 - 4 43046.00 43170.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2048-12-01 4 - 4.5 1889228.00 1340777.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-01-01 2.945 - 4.5 39283009.00 17180228.27 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-07 2019-03-07 2019-04-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 18000000.00 18000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAI435000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.916 - 3.916 526464.00 550159.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2048-07-01 3.5 - 4.5 5055599.00 4474351.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2051-06-01 2.945 - 6 63288732.00 35775145.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.824 - 3.824 5001064.00 5211025.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2047-09-20 4 - 4 9483.00 8989.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 45000000.00 45000000.00 0.0061 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 2048-12-01 3.5 - 4.5 153624.00 142046.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 3 - 4.586 11897555.00 5447936.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-01-20 4 - 5 2483469.00 2590172.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 8000000.00 8000000.00 0.0011 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 HOME LOAN MORTGAGE CORP 2042-09-01 2048-12-01 3.5 - 5 16971102.00 11163340.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4 248600.00 248499.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2051-06-01 3 - 4.5 7632318.00 6987210.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 18000000.00 18000000.00 0.0024 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 2.6%, dated 2/28/2019 due 03/01/2019 O2RNE8IBXP4R0TD8PU41 ECD466000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 0 - 8.5 8023797.63 8195126.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 8022153.08 8022153.08 0.0011 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.6%, dated 2/28/2019 due 03/01/2019 5U0XI89JRFVHWIBS4F54 ECD466000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2047-11-15 0 - 3.625 14581334.92 14290142.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 2820441.39 2677907.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-03-01 3.5 - 3.5 6732755.10 6766035.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 23245365.52 23245365.52 0.0032 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.58% SUVUFHICNZMP2WKHG940 ECD291000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-10-01 2045-10-01 4 - 4 13666603.00 9180658.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 9000000.00 9000000.00 0.0012 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.6%, dated 2/28/2019 due 03/01/2019 VYVVCKR63DVZZN70PB21 ECD466000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-07-15 2030-01-15 0 - 0 18177.74 17468.74 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-24 2049-03-01 0 - 6.625 7486129.01 6816192.69 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-11-01 2025-11-01 0 - 2.875 122870.21 103116.84 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-02-01 1.46 - 4.3 11939.94 11862.25 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 8 4044181.18 4073755.06 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-05-03 2032-07-19 1.1 - 5.22 568393.17 566322.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-12-11 2049-02-01 0 - 6.75 1732886.35 1580714.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-07-05 2033-03-11 2.375 - 3.5 256108.74 259516.18 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 0 - 0 1956.79 1940.13 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-04-20 2049-02-20 2 - 8.5 18100001.16 16951784.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 29778013.10 29778013.10 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796XJ3 254900HROIFWPRGM1V77 US912796XJ30 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0000 3000000.00 3000000.00 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.87% 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0187 20994584.31 20994584.31 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0200 53754199.29 53754199.29 0.0073 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0220 40965188.54 40965188.54 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.23% 912796UZ0 254900HROIFWPRGM1V77 US912796UZ09 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0223 1992486.66 1992486.66 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.25% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0225 40946614.72 40946614.72 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0231 52033455.03 52033455.03 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0234 28938648.76 28938648.76 0.0039 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 44857485.00 44857485.00 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0237 21932814.42 21932814.42 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0238 13929534.64 13929534.64 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 7955940.80 7955940.80 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0239 28826725.00 28826725.00 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0243 19795362.40 19795362.40 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0244 62323100.28 62323100.28 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.45% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0245 52403786.57 52403786.57 0.0071 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0246 75108298.08 75108298.08 0.0102 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-03-01 2020-01-31 2020-01-31 N N N 0.0244 18995621.64 18995621.64 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 0.0239 11991990.96 11991990.96 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-03-01 2020-04-30 2020-04-30 N N N 0.0248 5997719.76 5997719.76 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-10-31 2019-10-31 N N N 0.0243 26006016.40 26006016.40 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.49% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-04-30 2019-04-30 N N N 0.0241 87008646.93 87008646.93 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 0.0244 4993080.80 4993080.80 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 0.0247 4005297.48 4005297.48 0.0005 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECD316000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-03-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 3000000.00 3000000.00 0.0004 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC936000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0012 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 ECD321000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 11000000.00 11000000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2019-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer