N-MFP2 0000035315 XXXXXXXX 2019-04-30 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. 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Mae, 2.55% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-10-30 2019-10-30 N N N 0.0251 9001609.38 9001609.38 0.0013 N N N N Fannie Mae Fannie Mae, 2.58% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-04-30 2020-04-30 N N N 0.0251 7004517.31 7004517.31 0.0010 N N N N Fannie Mae Fannie Mae, 2.60% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-07-30 2019-07-30 N N N 0.0248 9502360.94 9502360.94 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.38% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0236 7999990.56 7999990.56 0.0011 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-05-20 2019-12-20 2019-12-20 N N N 0.0249 999460.48 999460.48 0.0001 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 2019-05-19 2019-09-19 2019-09-19 N N N 0.0245 2999653.68 2999653.68 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.45% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-05-29 2020-04-29 2020-04-29 N N N 0.0248 4998645.20 4998645.20 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.46% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-04-17 2020-04-17 N N N 0.0249 5998289.16 5998289.16 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 56000000.00 56000000.00 0.0080 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 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 0.0121 18998728.14 18998728.14 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 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 0.0202 26291196.86 26291196.86 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 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 0.0212 82961105.37 82961105.37 0.0118 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 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 0.0216 37979648.72 37979648.72 0.0054 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 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 0.0218 25984335.00 25984335.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 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 0.0226 58944704.02 58944704.02 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 60934662.29 60934662.29 0.0087 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 54922679.35 54922679.35 0.0078 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 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 0.0233 53916855.12 53916855.12 0.0077 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 2994376.68 2994376.68 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-06-14 2019-06-14 N N N 0.0243 7999019.60 7999019.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 22953808.41 22953808.41 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-08-02 2019-08-02 N N N 0.0247 18994430.91 18994430.91 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0243 6999570.76 6999570.76 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384GM5 2549001DPIFGXC1TOL40 US313384GM50 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0237 27934394.32 27934394.32 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-05 2019-07-05 2019-07-05 N N N 0.0244 15997866.56 15997866.56 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEAV2 2549001DPIFGXC1TOL40 US3130AEAV28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-09 2019-05-09 2019-05-09 N N N 0.0239 31999677.12 31999677.12 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0243 2999903.73 2999903.73 0.0004 N N N 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 2019-05-19 2019-07-19 2019-07-19 N N N 0.0246 1999588.10 1999588.10 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0243 6999615.35 6999615.35 0.0010 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 2019-05-24 2019-05-24 2019-05-24 N N N 0.0244 34998084.10 34998084.10 0.0050 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 2019-05-26 2019-07-26 2019-07-26 N N N 0.0246 6498532.69 6498532.69 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 2019-05-26 2019-07-26 2019-07-26 N N N 0.0246 8498081.21 8498081.21 0.0012 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 2019-05-26 2019-07-26 2019-07-26 N N N 0.0246 3999097.04 3999097.04 0.0006 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 2019-05-28 2019-05-28 2019-05-28 N N N 0.0238 5999908.14 5999908.14 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFHD2 2549001DPIFGXC1TOL40 US3130AFHD22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0236 9999977.00 9999977.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384GP8 2549001DPIFGXC1TOL40 US313384GP81 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0238 62843952.78 62843952.78 0.0089 N N Y 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 2019-05-01 2019-05-01 2019-05-01 N N N 0.0239 3500000.00 3500000.00 0.0005 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-07-10 2019-07-10 N N N 0.0244 6999059.55 6999059.55 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-07-10 2019-07-10 N N N 0.0244 20997178.65 20997178.65 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2019-07-11 2019-07-11 N N N 0.0245 6999045.69 6999045.69 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2019-07-11 2019-07-11 N N N 0.0245 6999045.69 6999045.69 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-21 2019-08-21 2019-08-21 N N N 0.0247 23993209.20 23993209.20 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384GU7 2549001DPIFGXC1TOL40 US313384GU76 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2019-06-12 2019-06-12 N N N 0.0239 32408620.73 32408620.73 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 4985606.95 4985606.95 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 18944034.36 18944034.36 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 13942829.46 13942829.46 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384HQ5 2549001DPIFGXC1TOL40 US313384HQ55 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0239 12946042.72 12946042.72 0.0018 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 2019-05-01 2019-08-01 2019-08-01 N N N 0.0248 1499636.13 1499636.13 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2020-01-02 2020-01-02 N N N 0.0249 1998831.56 1998831.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0247 20988445.38 20988445.38 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2019-07-11 2019-07-11 N N N 0.0245 2999649.12 2999649.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-07-15 2019-07-15 N N N 0.0244 14998452.75 14998452.75 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AF6G7 2549001DPIFGXC1TOL40 US3130AF6G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-07-17 2019-07-17 N N N 0.0245 17997713.82 17997713.82 0.0026 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 2019-05-27 2019-08-27 2019-08-27 N N N 0.0246 1999525.14 1999525.14 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384HL6 2549001DPIFGXC1TOL40 US313384HL68 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0240 25899047.72 25899047.72 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 4978243.05 4978243.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384HX0 2549001DPIFGXC1TOL40 US313384HX07 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0240 9953808.30 9953808.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384HY8 2549001DPIFGXC1TOL40 US313384HY89 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0240 34835986.15 34835986.15 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384HZ5 2549001DPIFGXC1TOL40 US313384HZ54 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0240 57724322.52 57724322.52 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384JD2 2549001DPIFGXC1TOL40 US313384JD25 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0240 5472385.44 5472385.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384JF7 2549001DPIFGXC1TOL40 US313384JF72 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0240 34521131.22 34521131.22 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2020-01-02 2020-01-02 N N N 0.0250 12991808.57 12991808.57 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2020-02-10 2020-02-10 N N N 0.0248 5996640.12 5996640.12 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2019-08-13 2019-08-13 N N N 0.0245 4999190.15 4999190.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2019-08-13 2019-08-13 N N N 0.0245 9998380.30 9998380.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2019-08-13 2019-08-13 N N N 0.0245 4999190.15 4999190.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-16 2019-08-16 2019-08-16 N N N 0.0246 9998324.70 9998324.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2019-07-25 2019-07-25 N N N 0.0245 30995609.47 30995609.47 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2020-01-28 2020-01-28 N N N 0.0248 3998058.32 3998058.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JG5 2549001DPIFGXC1TOL40 US313384JG55 U.S. Government Agency Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0241 19895566.60 19895566.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JH3 2549001DPIFGXC1TOL40 US313384JH39 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0241 1989422.78 1989422.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JN0 2549001DPIFGXC1TOL40 US313384JN07 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0241 58369910.53 58369910.53 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JU4 2549001DPIFGXC1TOL40 US313384JU40 U.S. Government Agency Debt Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0241 7951800.00 7951800.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JW0 2549001DPIFGXC1TOL40 US313384JW06 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0241 3975364.44 3975364.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 18881709.23 18881709.23 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KB4 2549001DPIFGXC1TOL40 US313384KB40 U.S. Government Agency Debt Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0241 3974025.56 3974025.56 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 14901591.60 14901591.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-04 2019-12-04 2019-12-04 N N N 0.0248 18992852.58 18992852.58 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-04 2019-12-04 2019-12-04 N N N 0.0248 4998119.10 4998119.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFNR4 2549001DPIFGXC1TOL40 US3130AFNR44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0242 17999898.66 17999898.66 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-12 2019-09-12 2019-09-12 N N N 0.0247 14996727.45 14996727.45 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2020-01-13 2020-01-13 N N N 0.0247 4998100.35 4998100.35 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2020-01-14 2020-01-14 N N N 0.0247 26989699.77 26989699.77 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2020-01-14 2020-01-14 N N N 0.0247 9996185.10 9996185.10 0.0014 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 2019-05-16 2019-09-16 2019-09-16 N N N 0.0246 18996093.60 18996093.60 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-01-17 2020-01-17 N N N 0.0247 8996525.73 8996525.73 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFXC6 2549001DPIFGXC1TOL40 US3130AFXC64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-06-17 2019-06-17 N N N 0.0243 13999455.68 13999455.68 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-12-17 2019-12-17 N N N 0.0248 1999252.28 1999252.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-01-17 2020-01-17 N N N 0.0247 18992665.43 18992665.43 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-12-17 2019-12-17 N N N 0.0248 9996261.40 9996261.40 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-01-17 2020-01-17 N N N 0.0247 3998596.68 3998596.68 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-19 2019-07-19 2019-07-19 N N N 0.0246 9998696.00 9998696.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0244 27999240.08 27999240.08 0.0040 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 2019-05-22 2019-10-22 2019-10-22 N N N 0.0248 19993940.20 19993940.20 0.0028 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 2019-05-23 2019-07-23 2019-07-23 N N N 0.0246 9998620.60 9998620.60 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2020-01-23 2020-01-23 N N N 0.0245 999801.80 999801.80 0.0001 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 2019-05-27 2019-09-27 2019-09-27 N N N 0.0247 9997715.90 9997715.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-08-28 2019-08-28 N N N 0.0246 4999134.95 4999134.95 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-08-28 2019-08-28 N N N 0.0246 4999134.95 4999134.95 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-08-28 2019-08-28 N N N 0.0246 9998269.90 9998269.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0242 16886194.52 16886194.52 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384KL2 2549001DPIFGXC1TOL40 US313384KL22 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0242 3971615.56 3971615.56 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGBA2 2549001DPIFGXC1TOL40 US3130AGBA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0241 9000600.93 9000600.93 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0242 33756455.96 33756455.96 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0242 6947515.54 6947515.54 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384KU2 2549001DPIFGXC1TOL40 US313384KU21 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0242 9923683.30 9923683.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384KX6 2549001DPIFGXC1TOL40 US313384KX69 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2019-08-26 2019-08-26 N N N 0.0242 35718030.00 35718030.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384KY4 2549001DPIFGXC1TOL40 US313384KY43 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-08-27 2019-08-27 N N N 0.0242 1984201.12 1984201.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-04 2019-07-03 2019-07-03 N N N 0.0244 10999524.25 10999524.25 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-05 2019-07-05 2019-07-05 N N N 0.0244 26998792.02 26998792.02 0.0038 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 0.0238 4000024.40 4000024.40 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-07-05 2019-07-05 N N N 0.0243 19999106.60 19999106.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2020-01-10 2020-01-10 N N N 0.0248 14994367.50 14994367.50 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-12 2020-03-12 2020-03-12 N N N 0.0249 4997318.40 4997318.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-12 2020-02-12 2020-02-12 N N N 0.0248 7996381.52 7996381.52 0.0011 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 2019-05-18 2019-12-18 2019-12-18 N N N 0.0248 3998497.92 3998497.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-19 2019-11-19 2019-11-19 N N N 0.0249 22992127.56 22992127.56 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFPJ0 2549001DPIFGXC1TOL40 US3130AFPJ00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0244 12999741.56 12999741.56 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2019-07-25 2019-07-25 N N N 0.0245 25997828.22 25997828.22 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-06-28 2019-06-28 N N N 0.0244 36998531.10 36998531.10 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-08-01 2019-08-01 N N N 0.0248 20997284.70 20997284.70 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-08-01 2019-08-01 N N N 0.0248 20997284.70 20997284.70 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-10-02 2019-10-02 N N N 0.0249 9997630.10 9997630.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFNS2 2549001DPIFGXC1TOL40 US3130AFNS27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0243 17999968.68 17999968.68 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-03 2020-01-03 2020-01-03 N N N 0.0250 19992006.40 19992006.40 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2020-05-11 2020-05-11 N N N 0.0250 5996187.72 5996187.72 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2020-05-11 2020-05-11 N N N 0.0250 17988563.16 17988563.16 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-03-17 2020-03-17 N N N 0.0248 1999326.36 1999326.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-19 2019-08-19 2019-08-19 N N N 0.0247 8998837.38 8998837.38 0.0013 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 2019-05-20 2019-06-20 2019-06-20 N N N 0.0245 67997661.48 67997661.48 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-21 2019-11-21 2019-11-21 N N N 0.0249 36989262.60 36989262.60 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-06-24 2019-06-24 N N N 0.0244 4999813.85 4999813.85 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2020-02-25 2020-02-25 N N N 0.0248 8996685.93 8996685.93 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2019-11-25 2019-11-25 N N N 0.0247 21996264.40 21996264.40 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-26 2019-11-26 2019-11-26 N N N 0.0247 7998635.36 7998635.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-29 2019-11-29 2019-11-29 N N N 0.0247 12997763.22 12997763.22 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-29 2019-11-29 2019-11-29 N N N 0.0247 17996904.18 17996904.18 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-12-02 2019-12-02 N N N 0.0247 8998430.49 8998430.49 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2020-02-11 2020-02-11 N N N 0.0248 11996923.08 11996923.08 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-12 2020-08-12 2020-08-12 N N N 0.0251 35971540.56 35971540.56 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2020-04-13 2020-04-13 N N N 0.0249 17994401.28 17994401.28 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-16 2020-04-16 2020-04-16 N N N 0.0249 1999268.52 1999268.52 0.0003 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 2019-05-16 2020-04-16 2020-04-16 N N N 0.0249 7996695.68 7996695.68 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-04-17 2020-04-17 N N N 0.0249 5997790.14 5997790.14 0.0009 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 0.0238 9000225.45 9000225.45 0.0013 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 0.0238 1000027.04 1000027.04 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS81 2549001DPIFGXC1TOL40 US3130AFS818 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0237 2000065.22 2000065.22 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2020-01-24 2020-01-24 N N N 0.0248 2999234.46 2999234.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2020-01-24 2020-01-24 N N N 0.0248 6998213.74 6998213.74 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2020-01-24 2020-01-24 N N N 0.0248 64983413.30 64983413.30 0.0092 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2019-12-02 2019-12-02 N N N 0.0247 8998430.49 8998430.49 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384LB3 2549001DPIFGXC1TOL40 US313384LB31 U.S. Government Agency Debt Y N/A N/A 2019-08-30 2019-08-30 2019-08-30 N N N 0.0245 11902796.64 11902796.64 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384LF4 2549001DPIFGXC1TOL40 US313384LF45 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0245 3966666.68 3966666.68 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0245 8899800.03 8899800.03 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384NA3 2549001DPIFGXC1TOL40 US313384NA30 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2019-10-16 2019-10-16 N N N 0.0245 1977600.00 1977600.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0245 19773333.40 19773333.40 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384NG0 2549001DPIFGXC1TOL40 US313384NG00 U.S. Government Agency Debt Y N/A N/A 2019-10-22 2019-10-22 2019-10-22 N N N 0.0245 15814400.00 15814400.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-08-07 2020-08-07 N N N 0.0250 6995916.62 6995916.62 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-08-07 2020-08-07 N N N 0.0250 4997394.65 4997394.65 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-08-07 2020-08-07 N N N 0.0250 10994268.23 10994268.23 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-08 2020-08-07 2020-08-07 N N N 0.0250 1998957.86 1998957.86 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2019-12-12 2019-12-12 N N N 0.0249 27994874.32 27994874.32 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2020-07-15 2020-07-15 N N N 0.0249 3998574.24 3998574.24 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-07-17 2020-07-17 N N N 0.0250 8995873.68 8995873.68 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-20 2020-04-20 2020-04-20 N N N 0.0250 2998872.39 2998872.39 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2020-07-28 2020-07-28 N N N 0.0251 4996927.75 4996927.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2020-07-28 2020-07-28 N N N 0.0251 8995020.75 8995020.75 0.0013 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 0.0237 9000376.65 9000376.65 0.0013 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 0.0237 18000810.18 18000810.18 0.0026 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 0.0240 9000180.18 9000180.18 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSA6 2549001DPIFGXC1TOL40 US3130AFSA63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0239 13000377.65 13000377.65 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSQ1 2549001DPIFGXC1TOL40 US3130AFSQ16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0240 4000098.24 4000098.24 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFUR6 2549001DPIFGXC1TOL40 US3130AFUR60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0236 3000110.01 3000110.01 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LN7 2549001DPIFGXC1TOL40 US313384LN78 U.S. Government Agency Debt Y N/A N/A 2019-09-10 2019-09-10 2019-09-10 N N N 0.0246 4956000.00 4956000.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 U.S. Government Agency Debt Y N/A N/A 2019-09-13 2019-09-13 2019-09-13 N N N 0.0246 12883000.00 12883000.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LU1 2549001DPIFGXC1TOL40 US313384LU12 U.S. Government Agency Debt Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0246 11889600.00 11889600.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2019-09-17 2019-09-17 N N N 0.0246 2972199.99 2972199.99 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 U.S. Government Agency Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0246 2971800.00 2971800.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0246 8914799.97 8914799.97 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384MJ5 2549001DPIFGXC1TOL40 US313384MJ57 U.S. Government Agency Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0246 26724691.26 26724691.26 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVT1 2549001DPIFGXC1TOL40 US3130AFVT18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-05-13 2019-05-13 N N N 0.0248 1999969.36 1999969.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-02-28 2020-02-28 N N N 0.0251 5998245.12 5998245.12 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2020-08-24 2020-08-24 N N N 0.0250 12994959.25 12994959.25 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-26 2020-08-26 2020-08-26 N N N 0.0250 4998049.60 4998049.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2020-08-28 2020-08-28 N N N 0.0251 36978227.72 36978227.72 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFUV7 2549001DPIFGXC1TOL40 US3130AFUV72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0237 4000143.08 4000143.08 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFZZ3 2549001DPIFGXC1TOL40 US3130AFZZ32 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0241 6000760.08 6000760.08 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFZS9 2549001DPIFGXC1TOL40 US3130AFZS98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0241 14001725.50 14001725.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AG5W1 2549001DPIFGXC1TOL40 US3130AG5W10 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0242 27002519.91 27002519.91 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2019-10-11 2019-10-11 N N N 0.0250 8998806.33 8998806.33 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-10-15 2019-10-15 N N N 0.0250 12998232.26 12998232.26 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-21 2020-08-21 2020-08-21 N N N 0.0250 17995372.20 17995372.20 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-06-01 2020-06-01 N N N 0.0252 35986118.04 35986118.04 0.0051 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 0.0240 17000056.61 17000056.61 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-07-17 2019-07-17 N N N 0.0251 19998592.60 19998592.60 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFDK0 2549001DPIFGXC1TOL40 US3130AFDK01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0238 5000189.25 5000189.25 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-02-21 2020-02-21 N N N 0.0255 19994167.20 19994167.20 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-06-21 2019-06-21 N N N 0.0253 44997638.40 44997638.40 0.0064 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 0.0254 8999176.23 8999176.23 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFSG3 2549001DPIFGXC1TOL40 US3130AFSG34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-08-23 2019-08-23 N N N 0.0254 8999176.23 8999176.23 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-01-17 2020-01-17 N N N 0.0254 6999280.40 6999280.40 0.0010 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 9997714.00 9997714.00 0.0014 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 4998857.00 4998857.00 0.0007 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 0.0254 21998346.92 21998346.92 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.54% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-09-10 2019-09-10 N N N 0.0253 21000440.79 21000440.79 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.55% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-03-27 2020-03-27 N N N 0.0251 35008999.20 35008999.20 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.55% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-11-15 2019-11-15 N N N 0.0253 21001490.16 21001490.16 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-07-24 2020-07-24 N N N 0.0258 10996418.51 10996418.51 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.59% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-06-10 2020-06-10 N N N 0.0255 15005591.70 15005591.70 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.59% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-10-01 2020-10-01 N N N 0.0257 10001337.00 10001337.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.60% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2021-03-12 2021-03-12 N N N 0.0259 20001675.20 20001675.20 0.0028 N N N N Freddie Mac Freddie Mac, 2.37% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-08 2019-08-08 2019-08-08 N N N 0.0241 3999507.60 3999507.60 0.0006 N N N N Freddie Mac Freddie Mac, 2.47% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-02-06 2020-02-06 N N N 0.0247 18000000.00 18000000.00 0.0026 N N N N Freddie Mac Freddie Mac, 2.49% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0249 36000000.00 36000000.00 0.0051 N N N N Freddie Mac Freddie Mac, 2.50% 3134GSY33 S6XOOCT0IEG5ABCC6L87 US3134GSY339 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2022-02-07 N N N 0.0255 3000531.00 3000531.00 0.0004 N N Y N Freddie Mac Freddie Mac, 2.51% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-06-19 2019-06-19 N N N 0.0251 9999691.00 9999691.00 0.0014 N N N N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EEB158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2026-04-30 2.375 - 2.375 16358700.00 16340803.58 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 16000000.00 16000000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EEB566000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-31 2025-01-31 2.5 - 2.5 8049300.00 8168811.25 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BARCLAYS BANK 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 BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EEE794000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-12 2019-07-12 0 - 0 4110000.00 4097994.28 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EEB698000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 8220000.00 8230381.85 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EED273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 2.75 - 2.75 12945000.00 13317191.63 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 13000000.00 13000000.00 0.0018 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EED997000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 8415000.00 8229207.49 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEE103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2047-02-15 2047-02-15 3 - 3 5105000.00 5184166.28 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 5000000.00 5000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEH525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 16465000.00 16373782.56 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 16000000.00 16000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EED487000 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 - 2.51 18390300.00 18371182.47 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EEC137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2045-02-15 2 - 2.875 23645600.00 24503204.26 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 24000000.00 24000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EED018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 1.181 - 2.51 13005300.00 12250827.04 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EEB677000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2048-08-15 1.25 - 6.25 16307800.00 16336558.68 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 16000000.00 16000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2040-08-15 0 - 7.625 11330200.00 12250806.14 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEC143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-02-15 1.5 - 6 27156400.00 27595034.48 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 27000000.00 27000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2049-02-15 0 - 3 16226900.00 16343972.54 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 16000000.00 16000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB554000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-06 2045-11-15 0 - 3.875 32688700.00 34024900.41 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 33000000.00 33000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED486000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 1.181 - 2.625 19283000.00 19391855.91 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEH562000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2045-02-15 1.133 - 4.625 8327400.00 8161150.38 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEF854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-16 2045-02-15 0 - 2.875 16316200.00 16325585.35 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 16000000.00 16000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECE930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 1.125 - 6 11171400.00 11264362.99 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0242 11000000.00 11000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECF412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2038-02-15 0 - 4.375 10627200.00 13311527.68 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-05-15 0 - 6 11652100.00 12339793.22 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 12000000.00 12000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2022-10-31 0 - 2.349 10342200.00 10233365.39 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 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, 2.45% R0MUWSFPU8MPRO8K5P83 EEF853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-30 2045-02-15 0 - 7.625 23279200.00 25406664.72 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 24900000.00 24900000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH845000 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 - 3.625 15701800.00 17552936.48 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 17000000.00 17000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EDA435000 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 - 7.625 14920800.00 17453968.86 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 17000000.00 17000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2026-02-15 0 - 7.5 16693100.00 17395507.82 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 17000000.00 17000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-11-15 2.021 - 5.25 27637200.00 28659203.48 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 28000000.00 28000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEH567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2024-12-31 1.133 - 2.349 8136000.00 8161123.16 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-29 Y BNP PARIBAS (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, 2.46% R0MUWSFPU8MPRO8K5P83 EBF938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2046-02-15 0 - 7.625 29237400.00 29745883.07 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 29000000.00 29000000.00 0.0041 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 2019-05-23 2045-02-15 0 - 6 31508200.00 31807983.18 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 31000000.00 31000000.00 0.0044 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 2019-05-23 2045-02-15 0 - 6 17302100.00 17439572.98 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 17000000.00 17000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBG521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2047-08-15 0 - 7.625 17395000.00 17433655.13 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 17000000.00 17000000.00 0.0024 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 2019-07-31 2048-08-15 1.133 - 4.75 17794400.00 17446315.95 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0247 17000000.00 17000000.00 0.0024 N Y 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 2019-07-31 2048-02-15 0 - 6 17645900.00 17440005.90 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 17000000.00 17000000.00 0.0024 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 2019-05-23 2045-02-15 0 - 5.25 13175200.00 13337415.96 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 13000000.00 13000000.00 0.0018 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2046-02-15 2.125 - 6.25 3103100.00 3084983.24 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2040-11-15 2.125 - 4.25 8039400.00 8168874.40 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EDJ397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-08-15 2.125 - 3.125 11402800.00 11281783.14 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EED900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2025-12-31 2 - 2.875 15091500.00 15309321.02 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 15000000.00 15000000.00 0.0021 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.44% 2IGI19DL77OX0HC3ZE78 EEI026000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2045-02-15 2.125 - 4.25 7866700.00 8161017.85 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.48% 549300IMBXQ8SGH3HJ31 EEE782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2022-02-15 2.25 - 2.5 17144600.00 17348427.10 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0248 17000000.00 17000000.00 0.0024 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.48% 549300IMBXQ8SGH3HJ31 EEF235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2044-08-15 2.25 - 3.125 16897800.00 17400648.26 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0245 17000000.00 17000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.77% 549300IMBXQ8SGH3HJ31 EEI003000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2046-08-15 1.75 - 2.875 105337900.00 105068158.74 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 103000000.00 103000000.00 0.0147 N Y Y N Credit AG Credit AG, 2.44% 1VUV7VQFKUOQSJ21A208 EEF881000 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 8361900.00 8162826.66 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-28 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0011 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EEE932000 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 19862100.00 19389239.21 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0245 19000000.00 19000000.00 0.0027 N Y Y N Credit AG Credit AG, 2.48% 1VUV7VQFKUOQSJ21A208 EEH556000 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 8360200.00 8161167.13 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0245 8000000.00 8000000.00 0.0011 N N Y N Credit AG Credit AG, 2.48% 1VUV7VQFKUOQSJ21A208 EEI158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2026-08-15 1.125 - 1.5 8579800.00 8160564.01 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 8000000.00 8000000.00 0.0011 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.78% 7LTWFZYICNSX8D621K86 EEI036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2024-12-31 2.25 - 2.25 38643700.00 38763014.88 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0278 38000000.00 38000000.00 0.0054 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.47% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-11-15 2040-11-15 4.25 - 4.25 14017700.00 17518423.63 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0247 17000000.00 17000000.00 0.0024 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.47% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2019-10-03 N/A 36084500.00 35714778.21 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0244 35000000.00 35000000.00 0.0050 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.44% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2023-10-31 0 - 2.875 24012900.00 24490012.72 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 24000000.00 24000000.00 0.0034 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.76% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 2.875 - 2.875 9963000.00 10201177.47 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 10000000.00 10000000.00 0.0014 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.76% 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 1030000.00 1026222.02 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 1000000.00 1000000.00 0.0001 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.75% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2023-08-31 1.375 - 1.625 6150200.00 6120554.56 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 6000000.00 6000000.00 0.0009 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.45% H7FNTJ4851HG0EXQ1Z70 EDI784000 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 2492900.00 3077173.25 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0243 2999993.70 2999993.70 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.45% H7FNTJ4851HG0EXQ1Z70 EEE409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 3317700.00 4093988.69 U.S. Treasuries (including strips) Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0243 3999988.40 3999988.40 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EEE403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 6.75 - 6.75 6302600.00 8186790.90 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0245 7999886.40 7999886.40 0.0011 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 13307700.00 16427660.98 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0252 15999728.00 15999728.00 0.0023 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.51% H7FNTJ4851HG0EXQ1Z70 ECF366000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.875 - 1.875 12374900.00 12324201.99 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0251 11999930.40 11999930.40 0.0017 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.74% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 81110000.00 83653649.93 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 82000000.00 82000000.00 0.0117 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EDH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-07-31 2.75 - 2.75 5954000.00 6131633.74 U.S. Treasuries (including strips) Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0246 5999718.00 5999718.00 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EEF321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2023-05-31 2.375 - 2.75 9908600.00 10204218.17 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 10000000.00 10000000.00 0.0014 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.48% 549300Y1PMK3RWXMWR72 EEH598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2023-05-31 1.75 - 2.75 11887200.00 12241784.45 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0245 12000000.00 12000000.00 0.0017 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.48% 549300Y1PMK3RWXMWR72 EEI159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 7924200.00 8160618.25 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 8000000.00 8000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB583000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 11958000.00 12256908.71 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-08-15 2046-08-15 2.25 - 2.25 7100000.00 6184140.10 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 3976000.00 4085340.00 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEF335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 3130000.00 3082898.69 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EDJ272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 7978000.00 8177422.46 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEE400000 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 4282000.00 4082792.90 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEE413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-05-31 2.75 - 2.875 4911000.00 5103797.65 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 5000000.00 5000000.00 0.0007 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EEA655000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2028-05-15 0 - 6.625 16134700.00 16341996.17 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 16000000.00 16000000.00 0.0023 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EDJ161000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2028-05-15 0 - 7.625 16782600.00 19408721.14 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 19000000.00 19000000.00 0.0027 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EDG936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2028-05-15 0 - 2.875 30176700.00 30659669.56 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 30000000.00 30000000.00 0.0043 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 EEF211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2046-05-15 0 - 6.125 24521000.00 25585884.15 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 25000000.00 25000000.00 0.0036 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EED883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2028-05-15 0 - 2.875 8192200.00 8165026.59 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0011 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 EEH575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2049-02-15 0 - 6.125 8127700.00 8162338.68 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 8000000.00 8000000.00 0.0011 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.49% OXTKY6Q8X53C9ILVV871 EEH524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2028-11-15 1.375 - 5.25 133695900.00 133638544.30 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0246 131000000.00 131000000.00 0.0186 N N Y N Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEB956000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 3015000.00 3063080.88 U.S. Treasuries (including strips) Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0248 3000000.00 3000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEC390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 8690000.00 8171175.30 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0248 8000000.00 8000000.00 0.0011 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 5050000.00 5130533.47 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 4999937.00 4999937.00 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 2026-08-15 2026-08-15 1.5 - 1.5 9815000.00 9229008.69 U.S. Treasuries (including strips) Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0251 9000000.00 9000000.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECD341000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 14165000.00 13319297.82 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0253 12999760.80 12999760.80 0.0018 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECE873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 9805000.00 9219605.73 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0251 9000000.00 9000000.00 0.0013 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDA433000 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 4030000.00 4094267.31 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0253 3999933.60 3999933.60 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDB005000 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 4030000.00 4094267.31 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0253 3999940.80 3999940.80 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDC509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 8705000.00 8185279.74 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0253 7999888.00 7999888.00 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EDJ201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2049-02-15 2.25 - 4.5 8888200.00 9244502.56 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EEE361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2049-02-15 2.125 - 4.5 14342700.00 16420371.81 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 16000000.00 16000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EEE824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2048-02-15 1.125 - 4.5 12103900.00 12246400.21 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0017 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EED297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2049-02-15 1.125 - 4.5 22399100.00 22465914.74 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 22000000.00 22000000.00 0.0031 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2048-08-15 1.125 - 6.5 6992500.00 7225478.52 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB458000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2049-02-15 1.125 - 4.5 7104800.00 7168322.70 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2030-05-15 1.125 - 6.25 7925900.00 8170466.73 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2048-08-15 1.125 - 7.125 7809700.00 8168270.52 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0011 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.46% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2022-11-30 2 - 2 35737600.00 35714681.59 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0243 35000000.00 35000000.00 0.0050 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.75% 6PJDTY319315T5LR2241 EEI007000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2027-02-15 1.5 - 7.875 298618000.00 285443021.32 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 280000000.00 280000000.00 0.0398 N Y Y N Societe Generale Societe Generale, 2.44% O2RNE8IBXP4R0TD8PU41 EDH453000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2043-08-15 2.375 - 3.625 4743900.00 5143071.03 U.S. Treasuries (including strips) Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0241 5000000.00 5000000.00 0.0007 N N Y N Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECG671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2043-11-15 2 - 6.5 16435100.00 16380680.87 U.S. Treasuries (including strips) Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0250 15999792.00 15999792.00 0.0023 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2043-11-15 2.25 - 8.5 7642100.00 8238165.76 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0250 7999877.60 7999877.60 0.0011 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2045-05-15 0 - 8.125 10981100.00 11305709.82 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0249 10999798.70 10999798.70 0.0016 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 2.77%, dated 4/30/2019 due 05/01/2019 B4TYDEB6GKMZO031MB27 EEI316000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 151643048.43 47981877.80 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 46904802.88 46904802.88 0.0067 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 EEE777000 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 16265258.00 16327743.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0244 16000000.00 16000000.00 0.0023 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.77% G5GSEF7VJP5I7OUK5573 EEH982000 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 39630813.00 39783061.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 39000000.00 39000000.00 0.0055 N Y 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-04-01 2049-04-01 3.6 - 4.23 34615.00 35826.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2048-12-01 4.366 - 4.5 6835963.00 6798502.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-07-15 2063-03-20 4 - 6.05 731515.00 294966.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-04-01 2049-04-01 3 - 4.66 2984927.00 2058793.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0013 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.44% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-04-01 2049-04-01 3.6 - 4.23 106903.00 113728.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2044-02-01 3.5 - 4 4691918.00 1618244.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-20 2068-09-20 3.375 - 5.5 14327026.00 2353516.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-05-01 2049-04-01 3.5 - 4.5 4910764.00 5098865.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EEC984000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-08-15 2040-08-15 3.875 - 3.875 2100.00 2471.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-03-10 2028-03-10 3.375 - 3.375 4115000.00 4295522.99 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-08-20 2046-06-20 3.5 - 3.5 4869547.00 2916612.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-04-01 2035-08-01 4 - 4.136 12104700.00 1973488.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEC988000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-11-15 1.125 - 3.875 163400.00 164154.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-05-01 2048-09-01 2.18 - 4 1744647.00 925628.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-03-10 2028-03-10 3.375 - 3.375 5390000.00 5626456.60 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-03-15 2045-08-20 3.5 - 8 4535588.00 2250402.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2049-01-01 3 - 6.5 1028020.00 221570.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EEG047000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2046-11-15 2.25 - 3.875 26400.00 28840.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2048-06-01 4 - 4.481 997888.00 955477.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-03-10 2028-03-10 3.375 - 3.375 20000.00 20877.39 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2048-10-01 3.5 - 4.5 8826638.00 8176377.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0013 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.77%, dated 4/30/2019 due 05/01/2019 R0MUWSFPU8MPRO8K5P83 EEI316000_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 2019-08-15 2049-02-15 0 - 4.375 3473237.86 2706017.00 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2035-05-01 3.37 - 3.37 12.19 11.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-04-29 2049-03-01 0 - 4.947 423098.59 126850.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-01-20 2 - 5 3428643.23 749283.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2049-04-01 0 - 8 5574870.51 2659514.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 6095897.59 6095897.59 0.0009 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EED482000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-11-15 0 - 4.25 9973182.79 9122415.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2032-07-15 0 - 7 5957.00 1816.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2049-03-20 2 - 6 13072909.00 8227912.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-18 2048-01-01 0 - 8.5 17001.00 22776.56 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 17000000.00 17000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 ECJ939000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2048-11-15 0 - 4.25 17829859.22 11496861.07 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 35000.00 35183.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-02-01 0 - 3.5 4798617.00 4729014.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2048-12-20 3.168 - 4.5 11647630.00 2213250.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2030-11-15 0 - 6.625 32000.00 44272.37 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 18000000.00 18000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EED271000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2047-02-15 0 - 2.375 2569542.94 1546884.83 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2032-09-07 1.375 - 3.2 61000.00 60518.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2047-11-01 0 - 3.5 34647.00 31973.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2037-03-16 3.59 - 4 50000.00 52754.63 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2049-03-20 2.5 - 5 553429.00 289784.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2048-01-01 0 - 6.625 294064.00 74560.52 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-07 2019-05-07 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 2000000.00 2000000.00 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 ECI741000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2049-02-15 0 - 3.875 5428930.44 4659095.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2047-09-01 0 - 3.5 8586311.00 8743669.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2048-02-20 3 - 5 3672065.00 2749649.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-12-01 4 - 6.625 2131930.00 2313844.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 18000000.00 18000000.00 0.0026 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 - 2.875 29069038.29 16214956.41 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2021-03-01 1.375 - 2.5 1763000.00 1774535.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-06-01 2035-06-01 5.5 - 5.5 530567.00 57416.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-07-20 2049-04-20 3.188 - 5 1305736.00 1261453.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-30 2046-04-01 1.3 - 6.625 371232.00 323532.07 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-05-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 19000000.00 19000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBC948000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2048-11-15 0 - 4.25 15803974.91 10700249.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2047-06-01 3 - 4 6727.00 4069.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2049-03-20 3.5 - 6.5 6285378.00 5734414.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-07-01 4.5 - 6.625 2381248.00 2083686.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0245 18000000.00 18000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD956000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2043-11-15 0 - 2.349 145197.56 89463.83 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 1000.00 1003.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2049-03-01 2.5 - 5.5 15572972.00 12058507.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2048-11-20 3.5 - 6.5 237773.00 160856.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2037-07-15 0 - 6.625 3000.00 3477.44 Agency Debentures and Agency Strips Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0245 12000000.00 12000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD965000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 0 - 2.349 2301511.56 2021242.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2044-11-01 4 - 4.5 6278471.00 3570397.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2048-12-20 3.188 - 4.5 59382093.00 9984279.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2047-04-01 4 - 6.625 5064040.00 3932128.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 19000000.00 19000000.00 0.0027 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.77%, dated 4/30/2019 due 05/01/2019 VJW2DOOHGDT6PR0ZRO63 EEI316000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 31.81 22.92 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-05-14 2049-02-15 0 - 7.5 9748603.13 9796272.03 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-05-16 2027-11-01 0 - 5.375 2569936.63 2575971.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-17 2023-06-09 0 - 5.25 3824160.89 3806587.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-15 2049-05-01 1.375 - 10 4200151.10 2645279.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-07-20 2049-03-20 2.5 - 10 2249892.68 737834.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-25 2049-05-01 1 - 9.5 2996390.52 1533153.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 20676298.26 20676298.26 0.0029 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB674000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 2.75 - 2.75 2400.00 2457.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-11-01 4.5 - 5 6471087.00 6123771.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEB099000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 2.75 - 2.75 4200.00 4300.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-12-01 4 - 4.5 6431270.00 6116069.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2048-08-01 3.5 - 5 8111.00 7508.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEE115000 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 4.5 - 4.5 9095719.00 9182094.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-04-01 4 - 4 2982.00 2862.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEA683000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2049-04-01 3.5 - 4.5 2401425.00 2408886.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2048-12-01 3.5 - 5 1768069.00 1676621.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEB673000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2048-10-01 3 - 4 2677157.00 2562915.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2048-11-01 3.5 - 5 7706127.00 7647413.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 10000000.00 10000000.00 0.0014 N N Y N Citibank NA Citibank NA, 2.51% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2047-11-15 0 - 8.75 2557100.00 2850956.22 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-07-27 2021-07-27 1.533 - 1.533 3000.00 3018.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-30 2032-07-15 0 - 2 3000.00 2338.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-05 2019-08-15 0 - 5.125 209000.00 208810.29 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-02-05 2037-07-15 2.5 - 5.625 5000.00 5765.75 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0248 3000000.00 3000000.00 0.0004 N N Y N Citibank NA Citibank NA, 2.52% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 N/A 1000.00 721.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2046-02-15 1.375 - 6.625 7468300.00 8570759.77 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-02-25 2037-02-25 3.57 - 3.57 1704000.00 1786483.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-30 2048-10-01 1.75 - 4.5 92937.00 88656.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-15 2028-06-09 2.75 - 5.125 7930000.00 8070104.15 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2048-12-20 5 - 5 1792.00 1871.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-26 2049-04-01 1.625 - 6.25 2969239.00 2969798.62 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0249 21000000.00 21000000.00 0.0030 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.77%, dated 4/30/2019 due 05/01/2019 E57ODZWZ7FF32TWEFA76 EEI316000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 251565.50 185434.30 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2048-08-15 0 - 8.5 8684689.96 8779245.34 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.028 - 3.028 44.39 44.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 12.19 12.64 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2021-07-27 1.232 - 2.529 1808250.48 1808662.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-24 2036-07-15 0 - 5.5 152434.02 162293.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2047-07-01 0 - 10 1682626.57 81538.05 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 24.38 25.17 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2067-10-20 2.5 - 8.5 1032190.71 929138.30 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 165784.03 166428.94 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 43207.72 48435.45 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-02 2049-04-01 0 - 8.5 708439.61 276624.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 12191795.17 12191795.17 0.0017 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.79% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-15 2050-03-15 3.25 - 3.25 9295416.00 9270718.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0279 9000000.00 9000000.00 0.0013 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.77%, dated 4/30/2019 due 05/01/2019 CYYGQCGNHMHPSMRL3R97 EEI316000_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 2022-08-01 2048-06-01 4 - 5.5 1169952.15 1118086.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-11-01 2048-12-01 2.5 - 4 8313706.11 7447764.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 8397249.11 8397249.11 0.0012 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.45% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2049-03-01 4.5 - 5 29561939.00 30612495.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0242 30000000.00 30000000.00 0.0043 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.46% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2049-03-01 3.5 - 3.5 6622285.00 6122927.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0246 6000000.00 6000000.00 0.0009 N Y 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 2048-06-01 2048-06-01 4 - 4 9077354.00 9214150.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0247 8999966.70 8999966.70 0.0013 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 3410925.00 3064444.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0248 2999961.60 2999961.60 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 11735935.00 12251006.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0247 12000000.00 12000000.00 0.0017 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 3409748.00 3063387.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0247 3000000.00 3000000.00 0.0004 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 FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 5709350.00 5129396.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0253 4999924.00 4999924.00 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 9824087.00 10255250.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0252 9999761.00 9999761.00 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 FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 9086418.00 9223350.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0251 8999753.40 8999753.40 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 5677422.00 5100711.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0248 5000000.00 5000000.00 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 9070194.00 9206882.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 8999787.60 8999787.60 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2049-04-01 4 - 4 8949055.00 9206882.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 8999787.60 8999787.60 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 7126570.00 7160908.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 6999834.80 6999834.80 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 9069564.00 9206242.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0250 8999785.80 8999785.80 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 7125579.00 7159912.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0250 6999832.00 6999832.00 0.0010 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.77%, dated 4/30/2019 due 05/01/2019 KBVRJ5K57JZ3E2AVWX40 EEI316000_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 2019-05-23 2047-05-15 0 - 3 143492.04 143499.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 62433.87 64985.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.648 - 3.648 34309.19 35660.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-11-01 2049-04-01 2.311 - 4.91 1362008.37 1241256.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 71869.01 74911.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2058-05-01 2.406 - 5.5 9053173.25 5279817.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 6705498.48 6705498.48 0.0010 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.77%, dated 4/30/2019 due 05/01/2019 ZBUT11V806EZRVTWT807 EEI316000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2051-02-25 0 - 10.495 38819054.24 24497376.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-01-20 2060-07-16 0.016 - 6 4618817.50 3134411.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2059-04-25 0 - 8.5 28510980.66 18790190.45 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 45448046.33 45448046.33 0.0065 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.46% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.436 - 4.436 14100000.00 705414.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-10-01 2047-08-01 3.5 - 4.5 45105539.00 45213405.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0243 45000000.00 45000000.00 0.0064 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.52% ZBUT11V806EZRVTWT807 0001287279 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 2028-09-01 2047-04-01 3 - 6 28338338.00 14280999.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0249 14000000.00 14000000.00 0.0020 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.42% 8NAV47T0Y26Q87Y0QP81 EDH011000 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 2045-04-20 2049-02-20 3 - 4.5 48905216.00 36789115.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 3 N N/A N/A N N 0.0239 36000000.00 36000000.00 0.0051 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EDI665000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 3.11 - 3.11 12808672.00 5657922.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-04-01 2040-11-01 3.679 - 5 9140453.00 4558043.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0246 9999677.00 9999677.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EDJ131000 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 2019-07-01 2034-08-01 3.596 - 4.5 227722573.00 4086108.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-10 2019-06-10 2019-06-10 N N N 0.0242 4000000.00 4000000.00 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EDJ134000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-06-01 2046-10-01 2.5 - 4 26475047.00 15322907.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-11 2019-06-11 2019-06-11 N N N 0.0246 14999484.00 14999484.00 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EEA650000 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 2041-08-01 2048-10-01 2.65 - 4.711 31345273.00 13278048.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-12 2019-06-12 2019-06-12 N N N 0.0246 12999545.00 12999545.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EEC361000 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 2041-12-01 2041-12-01 4.711 - 4.711 13756723.00 5104879.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0243 5000000.00 5000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EEC362000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-03-01 2047-07-01 3.5 - 4 18203219.00 9188782.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0243 9000000.00 9000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EED317000 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 2040-05-01 2049-05-01 0 - 4.353 33395882.00 12250873.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0243 12000000.00 12000000.00 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EED890000 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 2045-11-01 2048-11-01 4 - 4.41 21344520.00 9185646.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-21 2019-06-21 2019-06-21 N N N 0.0245 8999805.60 8999805.60 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EEH969000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-01-01 2042-10-01 2.218 - 4.446 25486540.00 9685299.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-04-01 2047-03-01 2 - 4.477 61389531.00 2555539.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0244 12000000.00 12000000.00 0.0017 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.77%, dated 4/30/2019 due 05/01/2019 7TK5RJIZDFROZCA6XF66 EEI316000_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 2019-06-01 2049-08-25 3 - 8.495 6771899.65 2818368.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2049-04-20 0 - 8.5 17817876.07 8555191.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-25 2048-09-01 2 - 8.5 16160132.35 3518023.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 14561219.43 14561219.43 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.75% 549300Y1PMK3RWXMWR72 EEI011000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 2.75 - 2.75 600.00 615.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2039-06-15 5 - 5 50000000.00 3598446.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-08-01 2041-08-01 4.5 - 4.5 3085306.00 481295.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 4000000.00 4000000.00 0.0006 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.77%, dated 4/30/2019 due 05/01/2019 OXTKY6Q8X53C9ILVV871 EEI316000_07426 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 2049-02-15 0 - 3.625 1389455.72 1388086.63 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-03-13 2026-03-13 3.22 - 3.22 383434.00 386452.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-02-13 2024-02-13 2.5 - 2.5 253125.61 256292.29 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-09-01 2049-04-01 3 - 7.5 8995711.12 7850200.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-12-15 2054-05-15 3 - 9 6680752.27 6010692.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2052-09-01 2.875 - 8 8937638.25 8282413.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 23698218.77 23698218.77 0.0034 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.51% OXTKY6Q8X53C9ILVV871 EEH523000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2038-11-15 0 - 2.875 276001.09 258535.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2046-08-01 0 - 6.5 15328467.00 8683104.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-06-15 2048-06-20 4 - 5 3865902.00 765529.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2047-05-01 1.5 - 4.5 13104018.00 10696077.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0248 20000000.00 20000000.00 0.0028 N N Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 2.46% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-11-15 2048-08-01 2 - 4.5 16284799.00 5201550.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-02-20 2065-08-20 2.5 - 7.5 135770502.00 19942417.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2047-06-01 1.99 - 3.59 24331309.00 22133288.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 46000000.00 46000000.00 0.0065 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EED918000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-08-15 0 - 6.5 21190700.00 22154257.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 5000.00 5047.98 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2049-01-20 3.5 - 4.5 5470685.00 5512594.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 27000000.00 27000000.00 0.0038 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEE844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2048-02-15 0.5 - 6.5 11377300.00 14284232.11 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2049-01-20 3.5 - 3.5 4054017.00 4084927.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0026 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEC343000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2048-02-15 0.125 - 3 13231800.00 14277453.83 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2045-10-20 3.5 - 3.5 297863.00 154805.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 14000000.00 14000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEF287000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2046-08-15 0 - 6.5 6769500.00 7262927.85 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-01-20 3.5 - 4.5 1976899.00 1990795.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.45% 549300QJJX6CVVUXLE15 EEF838000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2049-02-15 0.125 - 6.5 16806300.00 17416125.73 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-30 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 17000000.00 17000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EED948000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3 - 3 102891.00 98973.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2047-09-01 3.5 - 3.5 58311778.00 52973381.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-06-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 52000000.00 52000000.00 0.0074 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EEB556000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-07-15 2049-03-01 3 - 6.5 8141813.00 7201155.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-03-20 4 - 6 590396.00 629030.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2051-06-01 2.945 - 4.586 6523616.00 3402172.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 11000000.00 11000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EEE829000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2048-07-01 3 - 4.5 44669.00 44771.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2048-12-20 4 - 5 2533205.00 2618205.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 3 - 4.586 12016204.00 5500894.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-06-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.45% ES7IP3U3RHIGC71XBU11 EEH561000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-12-01 3 - 3.5 114325.00 104922.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-02-20 4 - 6 15525231.00 16065143.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-02-01 2.945 - 4.536 1339574.00 1172294.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 17000000.00 17000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EEI043000 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 2049-01-01 3 - 5 13948155.00 9344542.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2048-11-20 4 - 5 359766.00 362635.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2051-06-01 3 - 4.536 8331322.00 7634005.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 17000000.00 17000000.00 0.0024 N N Y N Societe Generale In a joint trading account with Societe Generale at 2.77%, dated 4/30/2019 due 05/01/2019 O2RNE8IBXP4R0TD8PU41 EEI316000_00925 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 2020-01-01 2049-04-01 3.5 - 5.965 10854.72 5171.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-10-20 2048-09-20 3.5 - 5 6833851.96 4968212.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-12 2048-08-01 1.75 - 5 1346480.95 1244909.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 6095897.59 6095897.59 0.0009 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 2.77%, dated 4/30/2019 due 05/01/2019 O2RNE8IBXP4R0TD8PU41 EEI316000_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 2020-07-31 2048-02-15 1.375 - 7.625 17599991.39 18665103.53 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 18287692.76 18287692.76 0.0026 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.77%, dated 4/30/2019 due 05/01/2019 5U0XI89JRFVHWIBS4F54 EEI316000_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 2019-06-30 2047-11-15 1.25 - 3.75 21922476.00 21978033.79 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 3756210.45 3524836.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-02-01 3.5 - 3.5 8737772.49 8731692.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 33527444.67 33527444.67 0.0048 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.77% SUVUFHICNZMP2WKHG940 EEH992000 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 2049-04-01 2049-04-01 4 - 4 10933748.00 11220864.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 11000000.00 11000000.00 0.0016 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.77%, dated 4/30/2019 due 05/01/2019 VYVVCKR63DVZZN70PB21 EEI316000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-02 2046-11-15 0 - 2.875 30724094.19 30778184.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.995 - 6.495 411622.58 321390.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-04-20 1.5 - 6 62715295.08 64334652.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.607 - 2.607 10134.01 271.48 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 93531938.98 93531938.98 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.26% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0226 13986033.04 13986033.04 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.27% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0227 7988474.48 7988474.48 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0231 28944470.51 28944470.51 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0235 40902112.50 40902112.50 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0237 17948647.26 17948647.26 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0237 17890853.58 17890853.58 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0238 64575468.75 64575468.75 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0239 52628587.66 52628587.66 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0239 75433430.64 75433430.64 0.0107 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0242 2974943.97 2974943.97 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RF8 254900HROIFWPRGM1V77 US912796RF81 U.S. Treasury Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0242 19786475.00 19786475.00 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0242 45685444.27 45685444.27 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0243 26761061.34 26761061.34 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0243 26748843.84 26748843.84 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0243 34658623.65 34658623.65 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-05-01 2020-01-31 2020-01-31 N N N 0.0246 18993894.92 18993894.92 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% to 2.48% 912828LJ7 254900HROIFWPRGM1V77 US912828LJ77 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0246 22073906.36 22073906.36 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 912828F62 254900HROIFWPRGM1V77 US912828F627 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0243 1990859.38 1990859.38 0.0003 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 2019-05-01 2020-04-30 2020-04-30 N N N 0.0247 5998827.42 5998827.42 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-05-01 2019-10-31 2019-10-31 N N N 0.0245 26001752.66 26001752.66 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.53% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0245 4001067.04 4001067.04 0.0006 N Y Y N Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2019-05-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer