N-MFP2 0000035315 XXXXXXXX 2019-05-31 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. 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2019-10-30 N N N 0.0243 9001318.77 9001318.77 0.0012 N N N N Fannie Mae Fannie Mae, 2.48% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2020-10-30 2020-10-30 N N N 0.0244 16007683.20 16007683.20 0.0021 N N N N Fannie Mae Fannie Mae, 2.50% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-04-30 2020-04-30 N N N 0.0242 7005013.54 7005013.54 0.0009 N N N N Fannie Mae Fannie Mae, 2.52% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-07-30 2019-07-30 N N N 0.0237 9501967.55 9501967.55 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.36% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2019-12-20 2019-12-20 N N N 0.0244 999537.38 999537.38 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.38% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-09-19 2019-09-19 N N N 0.0239 2999734.83 2999734.83 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-06-29 2020-04-29 2020-04-29 N N N 0.0243 4998462.95 4998462.95 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-04-17 2020-04-17 N N N 0.0243 5999017.44 5999017.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFQN0 2549001DPIFGXC1TOL40 US3130AFQN03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0227 9999445.30 9999445.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFSG3 2549001DPIFGXC1TOL40 US3130AFSG34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 8999409.78 8999409.78 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFSC2 2549001DPIFGXC1TOL40 US3130AFSC20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 8999409.78 8999409.78 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AES92 2549001DPIFGXC1TOL40 US3130AES928 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2019-08-12 2019-08-12 N N N 0.0238 28993361.90 28993361.90 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEJD3 2549001DPIFGXC1TOL40 US3130AEJD39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0231 17999924.04 17999924.04 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEG87 2549001DPIFGXC1TOL40 US3130AEG873 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0238 24999265.00 24999265.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0239 7999742.08 7999742.08 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEJC5 2549001DPIFGXC1TOL40 US3130AEJC55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0240 12999365.08 12999365.08 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2019-07-26 2019-07-26 N N N 0.0240 8498801.67 8498801.67 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2019-07-26 2019-07-26 N N N 0.0240 6499083.63 6499083.63 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2019-07-26 2019-07-26 N N N 0.0240 3999436.08 3999436.08 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-07-19 2019-07-19 N N N 0.0241 1999756.12 1999756.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-21 2019-08-21 2019-08-21 N N N 0.0242 23995172.16 23995172.16 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-27 2019-08-27 2019-08-27 N N N 0.0241 1999658.12 1999658.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2019-08-02 2019-08-02 N N N 0.0245 18996386.96 18996386.96 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2019-07-10 2019-07-10 N N N 0.0240 6999494.04 6999494.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2019-07-10 2019-07-10 N N N 0.0240 20998482.12 20998482.12 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2019-07-11 2019-07-11 N N N 0.0241 6999480.74 6999480.74 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2019-07-11 2019-07-11 N N N 0.0241 6999480.74 6999480.74 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AF6G7 2549001DPIFGXC1TOL40 US3130AF6G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2019-07-17 2019-07-17 N N N 0.0240 17998670.34 17998670.34 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-23 2019-07-23 2019-07-23 N N N 0.0240 9999155.00 9999155.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-25 2019-07-25 2019-07-25 N N N 0.0240 30997280.06 30997280.06 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 9997938.70 9997938.70 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 4998969.35 4998969.35 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-07-05 2019-07-05 N N N 0.0242 15998932.00 15998932.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2019-07-11 2019-07-11 N N N 0.0241 2999809.05 2999809.05 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-15 2019-07-15 2019-07-15 N N N 0.0240 14999116.95 14999116.95 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2019-08-16 2019-08-16 N N N 0.0241 9998815.40 9998815.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-07-19 2019-07-19 N N N 0.0241 9999226.60 9999226.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-22 2019-10-22 2019-10-22 N N N 0.0243 19995063.80 19995063.80 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-23 2020-01-23 2020-01-23 N N N 0.0243 999553.62 999553.62 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-27 2019-09-27 2019-09-27 N N N 0.0242 9998223.80 9998223.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-08-28 2019-08-28 N N N 0.0241 9998738.20 9998738.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-08-28 2019-08-28 N N N 0.0241 4999369.10 4999369.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2020-01-28 2020-01-28 N N N 0.0243 3998174.84 3998174.84 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-08-28 2019-08-28 N N N 0.0241 4999369.10 4999369.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-08-01 2019-08-01 N N N 0.0245 1499768.07 1499768.07 0.0002 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 9999994.60 9999994.60 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2020-02-10 2020-02-10 N N N 0.0245 5996872.14 5996872.14 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2019-09-16 2019-09-16 N N N 0.0242 18996982.99 18996982.99 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2019-12-17 2019-12-17 N N N 0.0243 9996951.40 9996951.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2019-12-17 2019-12-17 N N N 0.0243 1999390.28 1999390.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-01-17 2020-01-17 N N N 0.0243 3998651.16 3998651.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-01-17 2020-01-17 N N N 0.0243 8996687.55 8996687.55 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFXC6 2549001DPIFGXC1TOL40 US3130AFXC64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0238 13999821.50 13999821.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-01-17 2020-01-17 N N N 0.0243 18993007.05 18993007.05 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-11-19 2019-11-19 N N N 0.0244 22993667.18 22993667.18 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% to 2.49% 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 0.0229 53323588.02 53323588.02 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2020-01-02 2020-01-02 N N N 0.0248 1998868.20 1998868.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2020-01-02 2020-01-02 N N N 0.0248 12993017.57 12993017.57 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2019-09-12 2019-09-12 N N N 0.0243 14997542.55 14997542.55 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-08-13 2019-08-13 N N N 0.0243 9998884.90 9998884.90 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-08-13 2019-08-13 N N N 0.0243 4999442.45 4999442.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-08-13 2019-08-13 N N N 0.0243 4999442.45 4999442.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2020-01-14 2020-01-14 N N N 0.0245 9996384.60 9996384.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2020-01-14 2020-01-14 N N N 0.0245 26990238.42 26990238.42 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-18 2019-12-18 2019-12-18 N N N 0.0244 3998772.96 3998772.96 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-08-19 2019-08-19 N N N 0.0242 8999185.86 8999185.86 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-21 2019-11-21 2019-11-21 N N N 0.0244 36991403.42 36991403.42 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0239 4999922.20 4999922.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-25 2019-11-25 2019-11-25 N N N 0.0243 21995819.78 21995819.78 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-25 2019-07-25 2019-07-25 N N N 0.0240 25998655.02 25998655.02 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-25 2020-02-25 2020-02-25 N N N 0.0244 8996889.60 8996889.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2019-11-26 2019-11-26 N N N 0.0243 7998467.36 7998467.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0238 36999331.41 36999331.41 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-29 2019-11-29 2019-11-29 N N N 0.0243 17996467.50 17996467.50 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-29 2019-11-29 2019-11-29 N N N 0.0243 12997448.75 12997448.75 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384KK4 2549001DPIFGXC1TOL40 US313384KK49 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2019-08-14 2019-08-14 N N N 0.0228 34735970.00 34735970.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% to 2.48% 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 0.0228 46772963.68 46772963.68 0.0062 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 2019-06-07 2020-02-07 2020-02-07 N N N 0.0247 20989223.64 20989223.64 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2020-01-10 2020-01-10 N N N 0.0245 14994706.95 14994706.95 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2020-02-12 2020-02-12 N N N 0.0246 7996608.56 7996608.56 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2020-03-12 2020-03-12 N N N 0.0246 4997531.75 4997531.75 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2020-01-13 2020-01-13 N N N 0.0245 4998203.10 4998203.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-03-17 2020-03-17 N N N 0.0244 1999378.46 1999378.46 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0239 67999122.80 67999122.80 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-01-24 2020-01-24 N N N 0.0244 64983358.05 64983358.05 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-01-24 2020-01-24 N N N 0.0244 2999231.91 2999231.91 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-01-24 2020-01-24 N N N 0.0244 6998207.79 6998207.79 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGBU8 2549001DPIFGXC1TOL40 US3130AGBU83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0238 25999835.94 25999835.94 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384NB1 2549001DPIFGXC1TOL40 US313384NB13 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0235 4955800.00 4955800.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.43% 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 0.0235 28741755.00 28741755.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.43% 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 0.0235 24770875.00 24770875.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384NQ8 2549001DPIFGXC1TOL40 US313384NQ81 U.S. Government Agency Debt Y N/A N/A 2019-10-30 2019-10-30 2019-10-30 N N N 0.0235 4951575.00 4951575.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-04 2019-12-04 2019-12-04 N N N 0.0247 18994234.26 18994234.26 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-04 2019-12-04 2019-12-04 N N N 0.0247 4998482.70 4998482.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2020-05-11 2020-05-11 N N N 0.0247 5996696.64 5996696.64 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2020-05-11 2020-05-11 N N N 0.0247 17990089.92 17990089.92 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2020-04-16 2020-04-16 N N N 0.0245 1999351.92 1999351.92 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2020-04-16 2020-04-16 N N N 0.0245 7997062.88 7997062.88 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-04-17 2020-04-17 N N N 0.0244 5998052.34 5998052.34 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-27 2020-03-27 2020-03-27 N N N 0.0244 12996845.42 12996845.42 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2020-07-28 2020-07-28 N N N 0.0244 4998129.80 4998129.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0221 34600758.00 34600758.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.43% 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 0.0223 58505409.50 58505409.50 0.0078 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.42% 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 0.0224 7970360.00 7970360.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.47% 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 0.0226 18925583.27 18925583.27 0.0025 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 0.0227 3983288.88 3983288.88 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0228 3980938.88 3980938.88 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.43% 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 0.0229 35802600.12 35802600.12 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0230 1988902.78 1988902.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0232 11931066.72 11931066.72 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0234 3975977.76 3975977.76 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2019-10-02 2019-10-02 N N N 0.0247 9998131.20 9998131.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-07-17 2019-07-17 N N N 0.0243 19999094.20 19999094.20 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-04-03 2020-04-03 N N N 0.0245 19995055.40 19995055.40 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-03 2020-06-03 N N N 0.0246 3998815.76 3998815.76 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-04-03 2020-04-03 N N N 0.0245 3999011.08 3999011.08 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-03 2020-06-03 N N N 0.0246 1999407.88 1999407.88 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-04-03 2020-04-03 N N N 0.0242 8000000.00 8000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-03 2020-06-03 N N N 0.0246 12996151.22 12996151.22 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-04 2019-07-03 2019-07-03 N N N 0.0242 10999770.32 10999770.32 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-07-05 2019-07-05 N N N 0.0242 26999395.20 26999395.20 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-07-05 2019-07-05 N N N 0.0242 19999552.00 19999552.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2020-02-11 2020-02-11 N N N 0.0246 11996988.12 11996988.12 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2020-08-12 2020-08-12 N N N 0.0247 35980910.64 35980910.64 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-15 2019-10-15 2019-10-15 N N N 0.0244 12998583.26 12998583.26 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-07-17 2020-07-17 N N N 0.0244 8997874.83 8997874.83 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2020-04-20 2020-04-20 N N N 0.0245 2999011.26 2999011.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2020-03-20 2020-03-20 N N N 0.0245 21994783.36 21994783.36 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2020-03-20 2020-03-20 N N N 0.0245 21994783.36 21994783.36 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-23 2020-03-23 2020-03-23 N N N 0.0245 8997849.63 8997849.63 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-03-24 2020-03-24 N N N 0.0244 23994225.60 23994225.60 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2020-05-26 2020-05-26 N N N 0.0245 1999520.50 1999520.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2020-08-26 2020-08-26 N N N 0.0245 4998349.60 4998349.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2020-08-28 2020-08-28 N N N 0.0245 36987594.27 36987594.27 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2020-07-28 2020-07-28 N N N 0.0244 8997144.66 8997144.66 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0221 19941500.00 19941500.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0222 1994020.00 1994020.00 0.0003 N N Y 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 0.0237 9000450.27 9000450.27 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0235 11917749.96 11917749.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0235 8935962.48 8935962.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0234 159237667.50 159237667.50 0.0212 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2019-08-01 2019-08-01 N N N 0.0245 20998270.86 20998270.86 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2019-08-01 2019-08-01 N N N 0.0245 20998270.86 20998270.86 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-01-03 2020-01-03 N N N 0.0248 19993246.00 19993246.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-03 2020-06-03 N N N 0.0246 999703.94 999703.94 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 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 0.0135 62983620.00 62983620.00 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2019-10-11 2019-10-11 N N N 0.0245 8999048.25 8999048.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-12-12 2019-12-12 N N N 0.0245 27996126.20 27996126.20 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2020-04-13 2020-04-13 N N N 0.0246 17995042.80 17995042.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-15 2020-07-15 2020-07-15 N N N 0.0245 3999073.16 3999073.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2020-05-20 2020-05-20 N N N 0.0244 16997743.08 16997743.08 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-21 2020-08-21 2020-08-21 N N N 0.0246 17994278.88 17994278.88 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-06-24 2020-06-24 N N N 0.0246 2999059.32 2999059.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-08-24 2020-08-24 N N N 0.0245 12995771.10 12995771.10 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 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 0.0212 25957750.00 25957750.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 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 0.0214 12975495.00 12975495.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-07-07 2020-07-07 N N N 0.0245 8998052.85 8998052.85 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2020-07-08 2020-07-08 N N N 0.0246 8997074.64 8997074.64 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2020-06-15 2020-06-15 N N N 0.0245 1999388.00 1999388.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 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 0.0229 9947125.00 9947125.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2019-10-09 2019-10-09 N N N 0.0234 159164640.00 159164640.00 0.0211 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-02-21 2020-02-21 N N N 0.0247 19994812.20 19994812.20 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-08-25 2020-08-25 N N N 0.0247 6997428.55 6997428.55 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-21 2019-06-21 N N N 0.0245 44999090.10 44999090.10 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0095 27996360.00 27996360.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-11-07 2019-11-07 N N N 0.0246 8998849.89 8998849.89 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-11-07 2019-11-07 N N N 0.0246 39994888.40 39994888.40 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-11-07 2019-11-07 N N N 0.0246 4999361.05 4999361.05 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2020-02-07 2020-02-07 N N N 0.0247 4998945.20 4998945.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-08 2019-11-08 2019-11-08 N N N 0.0246 2999611.26 2999611.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2020-02-10 2020-02-10 N N N 0.0247 48989441.48 48989441.48 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0178 32480987.50 32480987.50 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2020-05-12 2020-05-12 N N N 0.0248 19993588.20 19993588.20 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-11-24 2020-11-24 N N N 0.0246 33990143.74 33990143.74 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-08-24 2020-08-24 N N N 0.0246 7998067.36 7998067.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% to 2.45% 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 0.0218 34915825.00 34915825.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% to 2.45% 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 0.0219 57856740.00 57856740.00 0.0077 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 4967687.50 4967687.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 12913441.71 12913441.71 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 2979241.68 2979241.68 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 2978850.00 2978850.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 26790262.38 26790262.38 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 1982450.00 1982450.00 0.0003 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 0.0249 8998196.31 8998196.31 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-01-17 2020-01-17 N N N 0.0246 6999348.72 6999348.72 0.0009 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 2019-06-03 2019-12-02 2019-12-02 N N N 0.0249 8998196.31 8998196.31 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2020-08-07 2020-08-07 N N N 0.0248 6997609.99 6997609.99 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-08 2020-05-08 2020-05-08 N N N 0.0248 28990896.32 28990896.32 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0182 4996750.00 4996750.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0186 18986415.00 18986415.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2020-11-16 2020-11-16 N N N 0.0248 15993268.16 15993268.16 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0218 9976600.00 9976600.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0220 5484985.00 5484985.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0226 3984594.44 3984594.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2020-02-28 2020-02-28 N N N 0.0249 5998331.88 5998331.88 0.0008 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 0.0161 4000000.00 4000000.00 0.0005 N Y Y 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 0.0161 13000000.00 13000000.00 0.0017 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-09-10 2019-09-10 N N N 0.0244 21000429.45 21000429.45 0.0028 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 2019-06-07 2020-08-07 2020-08-07 N N N 0.0248 10996882.27 10996882.27 0.0015 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 2019-06-07 2020-08-07 2020-08-07 N N N 0.0248 4998582.85 4998582.85 0.0007 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 2019-06-08 2020-08-07 2020-08-07 N N N 0.0248 1999433.14 1999433.14 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-09 2020-11-09 2020-11-09 N N N 0.0249 1999199.50 1999199.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-09 2020-11-09 2020-11-09 N N N 0.0249 2998799.25 2998799.25 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-09 2020-11-09 2020-11-09 N N N 0.0249 8996397.75 8996397.75 0.0012 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 0.0228 3000035.46 3000035.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 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 0.0213 13974520.00 13974520.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 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 0.0216 4989600.00 4989600.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% to 2.47% 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 0.0227 16925648.63 16925648.63 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2020-06-01 2020-06-01 N N N 0.0250 35989864.56 35989864.56 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-11-15 2019-11-15 N N N 0.0245 21001204.98 21001204.98 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-03-27 2020-03-27 N N N 0.0243 35008247.40 35008247.40 0.0047 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 0.0230 4000049.60 4000049.60 0.0005 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 0.0236 14000875.70 14000875.70 0.0019 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 0.0236 6000387.06 6000387.06 0.0008 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 0.0237 27001257.93 27001257.93 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 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 0.0227 14936354.10 14936354.10 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 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 0.0235 8921610.00 8921610.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2020-09-01 2020-09-01 N N N 0.0250 2998967.25 2998967.25 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-07-24 2020-07-24 N N N 0.0250 10996596.27 10996596.27 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AGHD0 2549001DPIFGXC1TOL40 US3130AGHD05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0235 32008197.76 32008197.76 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-10-01 2020-10-01 N N N 0.0249 10001232.00 10001232.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-10 2020-06-10 N N N 0.0245 15009116.55 15009116.55 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2021-03-12 2021-03-12 N N N 0.0251 20001708.00 20001708.00 0.0027 N N N N Freddie Mac Freddie Mac, 2.37% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-08 2019-08-08 2019-08-08 N N N 0.0240 3999636.28 3999636.28 0.0005 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2020-02-06 2020-02-06 N N N 0.0245 17996154.66 17996154.66 0.0024 N N N N Freddie Mac Freddie Mac, 2.43% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-19 2019-06-19 N N N 0.0243 9999861.40 9999861.40 0.0013 N N N N Freddie Mac Freddie Mac, 2.43% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-05-08 2020-05-08 N N N 0.0245 17996507.28 17996507.28 0.0024 N N N N Freddie Mac Freddie Mac, 2.43% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-06 2020-09-08 2020-09-08 N N N 0.0243 35000000.00 35000000.00 0.0047 N N N N Freddie Mac Freddie Mac, 2.44% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-05-06 2020-05-06 N N N 0.0246 35992999.08 35992999.08 0.0048 N N N N Freddie Mac Freddie Mac, 2.48% 3134GTRV7 S6XOOCT0IEG5ABCC6L87 US3134GTRV71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0240 18002615.58 18002615.58 0.0024 N N N N Freddie Mac Freddie Mac, 2.49% 3134GTQY2 S6XOOCT0IEG5ABCC6L87 US3134GTQY20 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0240 9001606.32 9001606.32 0.0012 N N N N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EFE421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2021-08-15 2.75 - 2.75 24929500.00 25532457.83 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-14 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 25000000.00 25000000.00 0.0033 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.48% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 2.125 - 2.125 8140000.00 8161621.88 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 8000000.00 8000000.00 0.0011 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EGA253000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 8090000.00 8190795.24 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 8000000.00 8000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EFG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2021-02-15 7.875 - 7.875 7310000.00 8173708.30 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-14 Y BMO CHICAGO BRH IL (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 2040-08-15 2040-08-15 3.875 - 3.875 3385000.00 4174093.07 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0005 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 2046-11-15 2.75 - 2.875 12940000.00 13295422.52 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0240 13000000.00 13000000.00 0.0017 N Y 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 8095000.00 8194580.24 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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, 2.44% 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 4840000.00 5223941.03 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 EEI764000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-05-15 2043-05-15 2.875 - 2.875 7965000.00 8337115.24 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFI805000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2045-02-15 1.25 - 3 15601400.00 16382384.76 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 16000000.00 16000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2045-02-15 0 - 4.375 24042000.00 25535896.20 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 25000000.00 25000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2045-08-15 0 - 8.125 17236100.00 17368336.43 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 17000000.00 17000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFI219000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2045-02-15 2.5 - 3.875 16127800.00 16332167.07 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 16000000.00 16000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFG152000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2049-05-15 1.375 - 3.125 16093900.00 16335341.85 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 16000000.00 16000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFE515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2045-08-15 0 - 6 26334300.00 29618025.92 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 29000000.00 29000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2045-02-15 2 - 3 28302700.00 28598333.78 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 28000000.00 28000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFF609000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-01 2046-02-15 0 - 3.75 28132100.00 28592670.19 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 28000000.00 28000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFA981000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-08-15 2043-05-15 2.875 - 3.75 10991800.00 13415305.51 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 13000000.00 13000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFH587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-18 2042-08-15 0 - 3 10287400.00 10208327.72 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 10000000.00 10000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFC388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2025-06-30 2.25 - 2.875 17283300.00 17369184.81 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 17000000.00 17000000.00 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 2023-07-31 2046-11-15 2.25 - 2.875 17707100.00 18412154.44 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 18000000.00 18000000.00 0.0024 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 2019-10-10 2046-11-15 0 - 2.875 24523900.00 24557729.07 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 24000000.00 24000000.00 0.0032 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 2046-08-15 2046-08-15 2.25 - 2.25 17643300.00 16533399.57 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 16000000.00 16000000.00 0.0021 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 2019-07-18 2046-11-15 0 - 4.375 12122800.00 12278024.01 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0016 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 2020-07-31 2046-11-15 2 - 3.875 33098500.00 33803024.11 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 33000000.00 33000000.00 0.0044 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 2020-04-23 2046-11-15 0 - 3.75 19276600.00 19435280.60 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0025 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 2019-06-11 2045-02-15 0 - 4.375 16179500.00 16362097.89 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 16000000.00 16000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEI654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-10-31 2045-08-15 2.25 - 3 7864200.00 8178254.19 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-01 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 EEB676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-02-15 2046-11-15 2.75 - 4.375 15475900.00 16373216.61 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 16000000.00 16000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEJ706000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2045-11-15 0 - 4.375 11228800.00 11244377.97 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 11000000.00 11000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEH562000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2045-08-15 1.625 - 4.375 8337500.00 8179531.67 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 EEC143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-25 2046-11-15 0 - 4.375 27718700.00 27627813.16 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 27000000.00 27000000.00 0.0036 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 2021-01-31 2049-05-15 1.375 - 3.875 12311200.00 12278276.22 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0016 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 2019-09-12 2042-11-15 0 - 3.75 8111500.00 8179549.26 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 8000000.00 8000000.00 0.0011 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 2019-07-16 2045-08-15 0 - 5.5 12016700.00 12272568.66 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 12000000.00 12000000.00 0.0016 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 2020-05-31 2045-11-15 1.5 - 4.375 24492200.00 25463759.23 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 24900000.00 24900000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEI658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-08-15 0 - 6.875 8191800.00 8178941.98 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 8000000.00 8000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.40% 2IGI19DL77OX0HC3ZE78 EFH505000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-05-15 1.625 - 3.625 4018000.00 4083825.25 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 4000000.00 4000000.00 0.0005 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 2020-10-31 2048-08-15 2.5 - 6.25 2957100.00 3093305.96 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 2020-10-31 2048-08-15 1.625 - 4.25 8072900.00 8189710.17 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 EFA476000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-08-15 1.625 - 3 7200800.00 7153625.81 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 7000000.00 7000000.00 0.0009 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 2019-11-07 2048-08-15 0 - 3.125 11070300.00 11310268.40 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 0.0015 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 2020-10-31 2048-05-15 1.625 - 4.25 7803100.00 8230855.19 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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, 2.50% 549300IMBXQ8SGH3HJ31 EFJ975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2025-02-28 2.625 - 2.75 16680400.00 17346039.40 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0247 17000000.00 17000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.52% 549300IMBXQ8SGH3HJ31 EGA687000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2026-05-31 2.125 - 2.375 17243100.00 17344886.33 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0249 17000000.00 17000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.57% 549300IMBXQ8SGH3HJ31 EGB102000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2024-07-31 1.875 - 2.5 106678400.00 107122990.15 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0254 105000000.00 105000000.00 0.0140 N Y Y N Credit AG Credit AG, 2.40% 1VUV7VQFKUOQSJ21A208 EFJ552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 6783300.00 8243354.01 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-27 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0011 N N Y N Credit AG Credit AG, 2.42% 1VUV7VQFKUOQSJ21A208 EFC414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 14432900.00 17539472.54 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-09 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 17000000.00 17000000.00 0.0023 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EFJ547000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 5087500.00 6182545.89 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 6000000.00 6000000.00 0.0008 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EGB193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 5086500.00 6181330.64 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0242 6000000.00 6000000.00 0.0008 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.51% 7LTWFZYICNSX8D621K86 EGB155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 2.25 - 2.25 50365000.00 51010692.44 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 50000000.00 50000000.00 0.0066 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.54% 7LTWFZYICNSX8D621K86 EGA071000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 2.25 - 2.25 17126600.00 17346167.48 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0251 17000000.00 17000000.00 0.0023 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.51% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-15 2022-08-15 7.25 - 7.25 1724900.00 2040508.41 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 2000000.00 2000000.00 0.0003 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.48% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2031-02-15 2 - 5.375 24953100.00 25507111.46 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0245 25000000.00 25000000.00 0.0033 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.49% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2020-07-31 2.625 - 2.625 9149000.00 9265779.28 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 9000000.00 9000000.00 0.0012 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2026-08-15 1.5 - 1.875 4281000.00 4119486.44 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 4000000.00 4000000.00 0.0005 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.50% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-09-30 2023-09-30 1.375 - 1.375 28196000.00 27545762.65 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 27000000.00 27000000.00 0.0036 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.50% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2025-05-15 0 - 2.125 5073000.00 5101097.36 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 5000000.00 5000000.00 0.0007 N Y Y N 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 6203600.00 8221033.84 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0247 7999820.80 7999820.80 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFB431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2022-05-31 1.875 - 8 7206300.00 8202680.74 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0247 7999694.40 7999694.40 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFC426000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2026-08-15 1.875 - 6.75 7174700.00 7146806.29 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0247 6999740.30 6999740.30 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFC385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 3 - 3 7761300.00 8210000.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0247 7999712.00 7999712.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFF081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2022-05-31 1.875 - 1.875 3056100.00 3068992.88 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0244 3000000.00 3000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFH627000 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 3279900.00 4124669.45 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0246 3999897.20 3999897.20 0.0005 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.50% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2023-07-31 2.75 - 2.75 79635000.00 82613127.79 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 81000000.00 81000000.00 0.0108 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.55% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2025-11-15 2.25 - 2.75 6020000.00 6182056.00 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0252 6000000.00 6000000.00 0.0008 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.50% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-06 2031-02-15 0 - 5.375 11858300.00 12242550.66 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 12000000.00 12000000.00 0.0016 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 EGA062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2027-11-15 1.75 - 3 8030900.00 8162814.27 U.S. Treasuries (including strips) Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0244 7999462.40 7999462.40 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EFJ550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-15 2025-10-31 2.625 - 3 15642600.00 16326661.69 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0241 16000000.00 16000000.00 0.0021 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.47% 549300Y1PMK3RWXMWR72 EGA776000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2026-01-31 2.375 - 2.625 7985500.00 8162313.65 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0244 8000000.00 8000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EFE524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-04-30 1.625 - 2.75 4936100.00 5162889.12 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 5000000.00 5000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EFA495000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2021-12-15 2.625 - 2.625 4000000.00 4106923.07 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EFF633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-05-31 1.625 - 2.875 1961100.00 2046032.72 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 2000000.00 2000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% 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 4257000.00 4146029.36 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EFF639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2028-02-15 2.625 - 2.75 4929900.00 5183888.11 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0241 5000000.00 5000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EFJ549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 12690200.00 13307686.03 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0243 13000000.00 13000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.50% U7M81AY481YLIOR75625 EGB143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2046-05-15 2.5 - 2.5 13774300.00 13386803.55 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 13000000.00 13000000.00 0.0017 N Y 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 2020-05-21 2049-02-15 0 - 3 30027100.00 31027027.34 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0239 30000000.00 30000000.00 0.0040 N Y 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 2019-08-31 2046-05-15 0 - 2.75 19191000.00 19484743.42 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 19000000.00 19000000.00 0.0025 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 2021-07-15 2025-06-30 1.375 - 2.75 15785700.00 16378170.13 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 16000000.00 16000000.00 0.0021 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 2019-08-15 2048-05-15 0 - 6.125 24600600.00 25642957.76 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 25000000.00 25000000.00 0.0033 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 2019-08-01 2027-11-15 0 - 6 8019900.00 8183258.81 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 2020-06-30 2026-08-15 1.375 - 3.125 8288200.00 8179436.86 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0011 N Y Y N Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 EFF594000 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 4250000.00 4087696.02 U.S. Treasuries (including strips) Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0247 4000000.00 4000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 EFG164000 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 8495000.00 8170582.98 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0248 7999831.20 7999831.20 0.0011 N N N Y 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 2026-08-15 2026-08-15 1.5 - 1.5 3195000.00 3072985.59 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 8510000.00 8185010.14 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 ECD341000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 13250000.00 13350584.03 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0251 12999996.10 12999996.10 0.0017 N N Y N 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 9605000.00 9238193.00 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 0.0012 N N Y N 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 2026-08-15 2026-08-15 1.5 - 1.5 4265000.00 4102123.18 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0253 3999968.00 3999968.00 0.0005 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 2026-08-15 2026-08-15 1.5 - 1.5 4265000.00 4102123.18 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0252 3999972.00 3999972.00 0.0005 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 8530000.00 8204246.36 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0253 7999916.00 7999916.00 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 EFJ540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2039-08-15 1.125 - 4.5 15399900.00 16326546.62 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 16000000.00 16000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-02-15 2048-11-15 3 - 3.375 7575100.00 8247818.48 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 8000000.00 8000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2048-11-15 1.125 - 4.5 7952300.00 8167859.66 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 8000000.00 8000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFF553000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2048-11-15 1.125 - 4.5 7699200.00 8179894.68 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG168000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-02-15 2048-11-15 3 - 3.375 5681300.00 6185840.22 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2039-08-15 1.625 - 4.5 7939800.00 8167779.11 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 8000000.00 8000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEJ708000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2048-11-15 1.125 - 4.5 8844200.00 9200107.24 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0012 N Y 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 2021-02-15 2047-11-15 2.75 - 6.25 7793200.00 8198447.80 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 2025-11-30 2025-11-30 2.875 - 2.875 7802000.00 8186537.17 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 2028-05-15 2028-05-15 2.875 - 2.875 3852300.00 4081712.17 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0243 4000000.00 4000000.00 0.0005 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.49% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 41220800.00 39791008.27 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0246 39000000.00 39000000.00 0.0052 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.49% 6PJDTY319315T5LR2241 EGB104000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2026-02-15 1.375 - 1.625 291938000.00 285410327.78 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 280000000.00 280000000.00 0.0372 N Y Y N Societe Generale Societe Generale, 2.42% O2RNE8IBXP4R0TD8PU41 EFI806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-27 2045-05-15 0 - 6.75 5939400.00 6126377.45 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0239 6000000.00 6000000.00 0.0008 N N Y N Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFF588000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-27 2048-11-15 0 - 7.625 7974000.00 8169495.05 U.S. Treasuries (including strips) Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0240 8000000.00 8000000.00 0.0011 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFF587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2043-11-15 1.875 - 7.625 15633800.00 16338912.16 U.S. Treasuries (including strips) Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0240 16000000.00 16000000.00 0.0021 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFD433000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-27 2048-11-15 0 - 5.375 23792100.00 24515366.25 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0243 23999344.80 23999344.80 0.0032 N N N Y Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFJ533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2029-02-15 1.75 - 6.75 5904600.00 6122499.08 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 6000000.00 6000000.00 0.0008 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFJ534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2044-11-15 1.75 - 6 13118000.00 13265623.54 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 13000000.00 13000000.00 0.0017 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFJ535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2044-11-15 2.25 - 7.625 6076100.00 6122655.86 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 6000000.00 6000000.00 0.0008 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFA473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2047-08-15 1.375 - 3.625 15818000.00 16397774.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0243 15999918.40 15999918.40 0.0021 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EGA761000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2043-11-15 2.375 - 3.75 5902800.00 6121854.10 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0244 6000000.00 6000000.00 0.0008 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 2.5%, dated 5/31/2019 due 06/03/2019 B4TYDEB6GKMZO031MB27 EGB550000_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 2044-09-20 3 - 5.25 155380650.90 26873279.00 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 26266792.87 26266792.87 0.0035 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.5%, dated 5/31/2019 due 06/03/2019 L3I9ZG2KFGXZ61BMYR72 EGB550000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2029-05-15 0 - 2.375 3261282.51 3269814.25 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 3205037.31 3205037.31 0.0004 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EFJ966000 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 2049-02-20 2049-02-20 4 - 4 17856883.00 18366146.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0024 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EFJ530000 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 2049-02-20 2049-02-20 4 - 4 17858078.00 18367375.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-27 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0024 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EFI719000 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 2049-02-20 2049-02-20 4 - 4 17862858.00 18372291.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-21 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 18000000.00 18000000.00 0.0024 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 EFB861000 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 2049-02-20 2049-02-20 4 - 4 14901971.00 15326962.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 15000000.00 15000000.00 0.0020 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.41% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3 - 3 4067244.00 4080343.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-04-20 2049-04-20 3.441 - 3.441 1000.00 1023.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0005 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.42% 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 2049-05-01 2049-05-01 3.83 - 3.83 1948370.00 2029285.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-02-01 2041-02-01 3.5 - 3.5 1005.00 275.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4 - 4 1613.00 1691.39 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2023-05-15 2023-05-15 2.125 - 2.125 2047000.00 2049846.18 Agency Debentures and Agency Strips Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 EFI293000 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 2029-09-01 2048-09-01 2.183 - 5 8768409.00 5193856.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2049-02-01 2.77 - 6.5 5842883.00 3814580.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-03-15 2068-11-20 3.5 - 8 497004.00 177683.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 EFI292000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-04-01 2049-05-01 2.77 - 4.158 19470492.00 7926239.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2068-05-20 3.5 - 4.143 1592080.00 1259880.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EFJ703000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2048-06-01 2.183 - 4.584 935937.00 890761.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2049-05-01 2.77 - 4.5 8913349.00 8292311.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EFH118000 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 2047-04-01 2048-06-01 3.5 - 4 7623268.00 7471090.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2048-10-01 4 - 4.5 2075804.00 1716315.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0012 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.5%, dated 5/31/2019 due 06/03/2019 R0MUWSFPU8MPRO8K5P83 EGB550000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2049-02-01 0 - 8 2574239.23 1246408.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-07-15 2049-01-20 2 - 6 1783016.33 369424.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-01-24 2033-01-24 3.27 - 3.27 128.13 131.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-03-01 0 - 4.952 216652.73 60907.59 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2022-06-02 2035-05-01 1.875 - 3.37 26740.84 26792.11 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-02-15 0 - 3.125 2011189.50 1575933.66 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 3203263.56 3203263.56 0.0004 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFA983000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2034-11-15 0 - 2.625 2683881.51 2374943.39 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2030-05-15 N/A 1000.00 742.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2048-11-20 3.5 - 6.5 216993.00 145728.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2049-03-01 2.5 - 5.5 12886356.00 9749671.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFB383000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2048-02-15 0 - 2.875 4036332.41 3669592.59 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2022-06-02 1.875 - 1.875 2591000.00 2596634.99 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-23 2047-04-01 1.25 - 6.625 5760040.00 4471368.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-12-20 3.141 - 3.5 2000.00 1940.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2044-11-01 4 - 4.5 6278458.00 3578840.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 14000000.00 14000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFE975000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2030-02-15 2046-11-15 N/A 24744646.99 14323510.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2046-04-01 0 - 7.25 309232.00 254394.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-07-20 2049-04-20 3.141 - 5 1148763.00 1135338.76 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-06-12 2021-03-01 1.375 - 2.5 1762000.00 1786904.05 Agency Debentures and Agency Strips Y N/A N/A 2019-06-07 2019-06-07 2019-07-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 17000000.00 17000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFI209000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2044-02-15 N/A 16302645.43 10476383.14 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 35000.00 35493.87 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2030-11-15 N/A 2000.00 1476.65 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2048-12-20 3.121 - 4.5 11647630.00 2194322.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2049-02-01 3.5 - 3.5 4792617.00 4746938.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 17000000.00 17000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EFA404000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2047-11-15 0 - 3 12269219.80 10797468.57 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2021-03-01 1.375 - 2.5 3000.00 3034.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-05-01 2048-11-01 4.5 - 4.5 2352248.00 2040015.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2049-03-20 3.5 - 6.5 6221111.00 5578746.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2047-06-01 3 - 4 6821.00 4101.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EFG883000 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 2046-02-15 0 - 3.625 15893604.11 14431689.77 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2030-05-15 0 - 7.25 375000.00 530567.92 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2048-12-20 3.5 - 5 3319465.00 2395467.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 41208.00 36986.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-08-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 17000000.00 17000000.00 0.0023 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 2022-11-15 2046-05-15 N/A 2420319.07 1494195.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-09-05 2032-09-07 3 - 3.2 60000.00 60146.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3.5 - 3.5 34147.00 31523.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2037-03-16 3.59 - 4 50000.00 54123.90 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2049-03-20 2.5 - 5 513476.00 255897.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2048-01-01 0 - 5 423064.00 165668.23 Agency Debentures and Agency Strips Y N/A N/A 2019-06-07 2019-06-07 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 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 2020-02-15 2046-05-15 0 - 1 11991738.03 9323246.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2032-02-15 6 - 7 4826.00 1086.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2049-03-20 2 - 6 13057119.00 8154250.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-01-01 0 - 3.5 2000.00 1716.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 17000000.00 17000000.00 0.0023 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.5%, dated 5/31/2019 due 06/03/2019 VJW2DOOHGDT6PR0ZRO63 EGB550000_08066 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 2019-06-15 2049-05-01 1.125 - 10 2334229.11 1385533.99 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-07-24 2039-05-20 1.17 - 5.15 1304089.72 1314187.08 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-01-01 4.5 - 4.5 5506.63 1063.60 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-06-04 2049-05-15 0 - 8.75 5480514.56 5538472.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3.5 - 3.5 1847.66 1713.81 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 21.12 15.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-03 2026-03-13 0 - 5.25 4429572.03 4434220.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-25 2049-05-01 1.2 - 9.5 1784568.57 937991.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2030-07-01 3 - 3 52389.51 23731.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 17315.22 13196.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-07-20 2049-05-20 2.5 - 10 1244236.52 347780.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2047-10-01 3.5 - 4 12122.97 7755.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 13725482.06 13725482.06 0.0018 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.42% 549300HN4UKV1E2R3U73 EFF545000 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 2069-03-20 2069-04-20 4.289 - 4.423 15951422.00 17359816.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0239 17000000.00 17000000.00 0.0023 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.43% 549300HN4UKV1E2R3U73 EFA408000 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 2049-05-01 2049-05-01 3.5 - 3.5 37220892.00 37818971.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y BANK OF AMERICA CORPORATION 1.0000 5 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0240 37000000.00 37000000.00 0.0049 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.41% 2IGI19DL77OX0HC3ZE78 EFH504000 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 2047-05-01 2049-01-01 4 - 4.5 11534942.00 9184975.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 3.5 - 3.5 2472.00 2400.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEB099000 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 2048-12-20 2048-12-20 4.5 - 4.5 1000.00 1026.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-12-01 4 - 4.5 6431270.00 6117566.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-01-01 2049-01-01 4.5 - 4.5 23087.00 22932.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 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 0.0008 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 US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 N/A 4000.00 3423.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2048-12-01 3.5 - 5 596782.00 444300.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-11-20 4.5 - 5 898448.00 898218.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2048-10-01 3.5 - 4.5 3406940.00 2748690.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 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 0.0005 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 2677140.00 2515220.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2048-11-01 3.5 - 4.5 7948120.00 7716383.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 5 - 5 1416.00 1444.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 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 0.0013 N N Y N Citibank NA Citibank NA, 2.46% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2047-05-15 0 - 5.375 3091100.00 3061305.23 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0243 3000000.00 3000000.00 0.0004 N N Y N Citibank NA Citibank NA, 2.47% 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 2044-02-15 2044-02-15 1.375 - 1.375 4910400.00 6096351.11 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-02-25 2037-02-25 3.57 - 3.57 1704000.00 1866563.02 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-13 2049-04-01 2.5 - 4.5 2906480.00 2931481.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-15 2029-06-08 2.75 - 5.125 9190000.00 9537057.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-30 2019-07-30 2 - 2 36000.00 36211.06 Agency Debentures and Agency Strips Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0244 20000000.00 20000000.00 0.0027 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.5%, dated 5/31/2019 due 06/03/2019 E57ODZWZ7FF32TWEFA76 EGB550000_00276 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 2024-09-15 2067-10-20 2.5 - 6.5 607672.91 555018.33 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.603 - 2.603 99708.50 100093.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2047-07-01 0 - 10 598940.17 51359.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-12 2036-07-15 1.375 - 5.5 214734.77 224748.85 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-02-21 2027-04-29 2.418 - 2.64 909269.94 911939.61 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-06-18 2049-02-15 0 - 8.75 9276577.19 10042636.83 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 135190.88 102985.02 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 25986.68 30478.78 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-04-01 1.5 - 8 616337.24 361161.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 12112199.45 12112199.45 0.0016 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.5%, dated 5/31/2019 due 06/03/2019 1VUV7VQFKUOQSJ21A208 EGB550000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-08-15 1.375 - 8.5 28246019.51 29905995.27 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 29253278.28 29253278.28 0.0039 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.52% 7LTWFZYICNSX8D621K86 EGB154000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 4065157.00 4120865.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 4000000.00 4000000.00 0.0005 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.5%, dated 5/31/2019 due 06/03/2019 CYYGQCGNHMHPSMRL3R97 EGB550000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.98 - 3.98 21801.60 24038.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.97 - 3.97 7405.28 7903.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2049-05-01 3 - 5.5 2625086.49 2473892.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-02-01 2058-05-01 3 - 4.5 3554912.46 3054731.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 5450399.48 5450399.48 0.0007 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.49% 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 2033-11-01 2047-03-01 3.5 - 4 45406162.00 23466490.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0246 23000000.00 23000000.00 0.0031 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 9291859.00 9196937.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0246 8999728.20 8999728.20 0.0012 N N N Y 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 9276632.00 9181882.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0244 9000000.00 9000000.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.47% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2048-11-01 3.5 - 4 16400.00 15796.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2049-03-01 2.5 - 7.5 28684461.00 5092601.37 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0247 4999830.50 4999830.50 0.0007 N N N Y 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2048-11-01 3.5 - 4.671 16296.00 15193.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2043-09-01 3 - 4 12572958.00 5086915.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0245 5000000.00 5000000.00 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2048-11-01 2.5 - 4 4617278.00 4126346.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2048-06-01 3 - 4.5 1810949.00 979977.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0246 5000000.00 5000000.00 0.0007 N N N Y 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 9285594.00 9190751.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0246 9000000.00 9000000.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 2977611.00 3066650.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 5464.00 4779.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0247 2999993.70 2999993.70 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 2047-12-01 2048-10-01 3.5 - 4.5 3240989.00 3059768.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2048-11-01 4 - 4 10600.00 10602.98 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, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 12406994.00 12278943.78 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 0.0016 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.5%, dated 5/31/2019 due 06/03/2019 KBVRJ5K57JZ3E2AVWX40 EGB550000_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 2020-08-15 2047-11-15 2.625 - 2.75 233048.02 238258.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2049-04-01 2.5 - 5.5 813749.19 725876.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3 - 3 3254.44 3000.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-06-01 2058-05-01 2.482 - 5 1367143.66 887206.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 1816799.83 1816799.83 0.0002 N Y Y N 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 5154716.00 5101771.27 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0247 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 9323228.00 9228004.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 8999919.90 8999919.90 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 7251548.00 7177336.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 6999937.70 6999937.70 0.0009 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 9323246.00 9228003.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 8999919.90 8999919.90 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 9323624.00 9227363.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0250 8999907.30 8999907.30 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 7251205.00 7176340.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0250 6999920.90 6999920.90 0.0009 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.5%, dated 5/31/2019 due 06/03/2019 ZBUT11V806EZRVTWT807 EGB550000_00267 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 2022-02-01 2059-04-25 0 - 7.5 19066778.74 13786312.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 45592.50 47884.51 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2028-05-15 0 - 2.875 15612586.45 15784523.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-02-25 2051-02-25 0 - 10.481 7055310.54 5634470.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2059-05-16 2 - 6 3437077.55 2814079.44 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 37269456.02 37269456.02 0.0050 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.47% 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 2028-11-01 2047-10-01 3 - 7 28738716.00 14285878.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0244 14000000.00 14000000.00 0.0019 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.50% 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 2021-05-01 2049-05-01 2.959 - 6 89934680.00 43872183.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0247 43000000.00 43000000.00 0.0057 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.43% K5HU16E3LMSVCCJJJ255 EFG688000 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 2034-12-01 2048-02-01 4 - 4.584 13791492.00 4119039.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 2.852 - 2.852 9301630.00 5069016.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0245 8999525.70 8999525.70 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.43% K5HU16E3LMSVCCJJJ255 EFJ478000 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 2048-03-01 2049-03-01 3.5 - 4 12775780.00 12044549.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2033-05-01 4.827 - 4.827 15236768.00 200408.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-29 2019-07-29 2019-07-29 N N N 0.0244 11999370.00 11999370.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EFE434000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-01 2041-11-01 2.5 - 5 91069992.00 4312627.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2037-09-01 4.375 - 4.756 25205888.00 4879194.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0245 8999631.90 8999631.90 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EFF460000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-03-01 2050-03-01 3.5 - 5 61812418.00 7433640.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 3.269 - 3.269 4800768.00 4820463.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-16 2019-07-16 2019-07-16 N N N 0.0241 12000000.00 12000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EFA919000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 2029-04-01 3.495 - 3.495 330700.00 350653.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-08-01 2049-04-01 2.5 - 5.5 76726964.00 7969322.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2041-06-01 4.452 - 4.61 21117920.00 1899460.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0246 9999687.00 9999687.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EFB683000 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 2024-07-01 2042-09-01 2.5 - 4.556 154051460.00 5288733.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2036-05-01 4.756 - 4.842 27398664.00 11060144.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0245 15999520.00 15999520.00 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EFC207000 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 2041-04-01 2047-10-01 3.5 - 4.714 46806979.00 9848581.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-10-01 2.224 - 2.224 10117376.00 3433979.37 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0245 12999603.50 12999603.50 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 EGB151000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-04-01 2046-04-01 3 - 4.477 58189933.00 576357.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2046-09-01 2.305 - 3.148 11766048.00 3504492.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 4000000.00 4000000.00 0.0005 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.5%, dated 5/31/2019 due 06/03/2019 7TK5RJIZDFROZCA6XF66 EGB550000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-26 2022-08-31 0 - 1.75 3210628.24 3187060.11 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-12-15 2023-12-15 2 - 2 71.89 71.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2049-02-20 2.741 - 8.5 13900370.71 8719350.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-01 2048-01-25 2 - 8.5 16566461.95 2942616.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-06-15 2049-08-25 2 - 11.281 8731863.41 3418407.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 17860938.12 17860938.12 0.0024 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.51% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2038-02-15 0 - 6.125 53776000.00 56111758.42 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 55000000.00 55000000.00 0.0073 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EFD502000 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 5859807.00 6128711.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0245 5999752.20 5999752.20 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EFF562000 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 2047-11-01 2047-11-01 4.5 - 4.5 3001999.00 3063526.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-16 2019-07-16 2019-07-16 N N N 0.0241 3000000.00 3000000.00 0.0004 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.5%, dated 5/31/2019 due 06/03/2019 OXTKY6Q8X53C9ILVV871 EGB550000_07426 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 2019-06-15 2049-05-01 2.5 - 9.5 9862564.20 4348779.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-28 2022-06-10 2.125 - 2.625 224033.13 224984.39 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2037-11-02 2037-11-02 2.78 - 2.78 10.56 10.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2030-12-01 3.83 - 3.95 10446.60 11150.87 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2049-05-15 0 - 8.75 55131530.50 56057745.25 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2069-04-20 2.5 - 9 6583019.92 4768289.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-25 2058-01-01 1.375 - 9.5 39170345.09 17240585.27 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2056-04-01 0 - 5.88 194228.91 249198.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 52747.65 54209.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-05-01 3.5 - 4 966562.06 985470.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 82264510.79 82264510.79 0.0109 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFJ545000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2047-05-15 0.5 - 4.5 17239900.00 18351476.34 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-09-01 3.5 - 4 83014.00 79718.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-15 2049-05-20 3.5 - 5 111078.00 14311.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFH577000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2043-02-15 0.625 - 4.5 25679700.00 27442988.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-09-01 3.5 - 4 89520.00 86024.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-15 2049-05-20 3.5 - 5 570117.00 35501.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 27000000.00 27000000.00 0.0036 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.42% 549300QJJX6CVVUXLE15 EFF546000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2048-08-15 1.25 - 3 17800.00 19809.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-09-01 3.5 - 4 13812615.00 13252573.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2048-10-20 3.5 - 4.5 3090.00 2928.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 13000000.00 13000000.00 0.0017 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.5%, dated 5/31/2019 due 06/03/2019 549300QJJX6CVVUXLE15 EGB550000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2049-05-15 0 - 4.5 9880241.59 10102045.47 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 9894182.67 9894182.67 0.0013 N Y Y N RBC Financial Group RBC Financial Group, 2.41% ES7IP3U3RHIGC71XBU11 EFJ701000 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 2044-03-15 2049-01-01 2.99 - 4.5 1051319.00 1012054.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-02-01 2.85 - 4.537 1376720.00 1210468.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-05-20 4 - 5 14805911.00 15124023.27 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0239 17000000.00 17000000.00 0.0023 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EFD404000 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 2028-05-01 2049-03-01 2.171 - 5 41397699.00 19688741.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-12-01 2058-10-25 2.492 - 5 187308479.00 15149318.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-20 2049-02-20 2 - 2.886 1801721.00 980834.50 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-06-07 2019-06-07 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 35000000.00 35000000.00 0.0047 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2049-06-01 3.5 - 4 58414246.00 53190987.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 52000000.00 52000000.00 0.0069 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 2047-10-01 2049-03-01 4 - 4.5 102459.00 103404.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-05-20 4 - 4.5 2492099.00 2556093.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 2.96 - 4.586 12032979.00 5522624.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-24 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, 2.44% 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 2047-12-01 2049-01-01 3.5 - 4.5 8540678.00 7700524.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2051-06-01 2.85 - 4.586 6219519.00 3399181.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-05-20 4 - 5 152711.00 157556.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 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 0.0015 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 2.5%, dated 5/31/2019 due 06/03/2019 ES7IP3U3RHIGC71XBU11 EGB550000_76426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-11-01 3.77 - 3.79 28081.48 30263.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-05-01 3.44 - 3.44 23351.29 24637.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2049-05-01 2.74 - 4.755 1883940.02 1420344.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-12-20 2049-05-20 2.786 - 5.5 589695.98 553891.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 3.5 - 3.5 19860.27 17685.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2051-06-01 2.307 - 5 5355214.58 4497559.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 6406537.68 6406537.68 0.0009 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.5%, dated 5/31/2019 due 06/03/2019 5U0XI89JRFVHWIBS4F54 EGB550000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4 - 4 1133636.48 1160924.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-05-01 3 - 4 7604497.58 7220591.22 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2047-05-15 1.125 - 3.75 16227928.01 16369232.99 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3.5 - 3.5 2.53 2.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 24251680.94 24251680.94 0.0032 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.50% SUVUFHICNZMP2WKHG940 EGB141000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 11228106.00 11222337.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 11000000.00 11000000.00 0.0015 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.5%, dated 5/31/2019 due 06/03/2019 VYVVCKR63DVZZN70PB21 EGB550000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.981 - 6.481 242012.42 187525.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-12-20 2049-05-20 2.5 - 5 38420239.37 37831785.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.56 - 2.56 5958.27 159.09 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 37264440.94 37264440.94 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0109 34993721.70 34993721.70 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0176 20986802.13 20986802.13 0.0028 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 0.0230 5950546.44 5950546.44 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0231 38859210.49 38859210.49 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SS9 254900HROIFWPRGM1V77 US912796SS93 U.S. Treasury Debt Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0233 9895450.00 9895450.00 0.0013 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796VF3 254900HROIFWPRGM1V77 US912796VF36 U.S. Treasury Debt Y N/A N/A 2019-06-11 2019-06-11 2019-06-11 N N N 0.0167 2998487.79 2998487.79 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0231 34742148.35 34742148.35 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796VJ5 254900HROIFWPRGM1V77 US912796VJ57 U.S. Treasury Debt Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0211 4990711.95 4990711.95 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0221 17932194.18 17932194.18 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% to 2.47% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0221 64727406.25 64727406.25 0.0086 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0221 42801087.59 42801087.59 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% to 2.49% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0224 75612400.00 75612400.00 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0230 26813700.00 26813700.00 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0231 2981837.64 2981837.64 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0230 26825774.94 26825774.94 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.32% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-06-03 2020-01-31 2020-01-31 N N N 0.0236 18995353.36 18995353.36 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.36% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-06-03 2020-04-30 2020-04-30 N N N 0.0236 5999703.96 5999703.96 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.37% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-06-03 2019-10-31 2019-10-31 N N N 0.0235 26001653.60 26001653.60 0.0035 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 0.0250 22050702.52 22050702.52 0.0029 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 0.0239 1992656.24 1992656.24 0.0003 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EGB333000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-06-07 2019-06-07 2019-08-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 5000000.00 5000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2019-06-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer