N-MFP2 0000035315 XXXXXXXX 2019-06-30 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 30 96 1719911701.56 1711589647.76 1682606798.62 1740634139.63 3860961026.06 3892585496.96 3898368447.39 4008836071.36 0.2300 0.2200 0.2200 0.2300 0.5100 0.5200 0.5200 0.5300 286.12 7534628681.01 7534281951.41 498553373.67 78178656.06 7954656955.14 7954571729.33 1.0000 0.0245 1.0000 1.0000 1.0001 1.0001 C000168450 1.00 7954656955.14 7954571729.33 1.0000 1.0000 1.0001 1.0001 537630034.89 72697499.15 3526725.17 29566789.22 2753293.90 8548329.77 186586936.27 144035690.01 730496990.23 254848308.15 0.0244 N Fannie Mae Fannie Mae, 2.48% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-07-30 2020-07-30 N N N 0.0250 26993949.84 26993949.84 0.0034 N N N N Fannie Mae Fannie Mae, 2.49% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-10-30 2019-10-30 N N N 0.0241 9002018.07 9002018.07 0.0011 N N N N Fannie Mae Fannie Mae, 2.51% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-10-30 2020-10-30 N N N 0.0246 16008301.76 16008301.76 0.0020 N N N N Fannie Mae Fannie Mae, 2.52% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-04-30 2020-04-30 N N N 0.0243 7005320.07 7005320.07 0.0009 N N N N Fannie Mae Fannie Mae, 2.54% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-30 2019-07-30 N N N 0.0241 9500912.76 9500912.76 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2019-12-20 2019-12-20 N N N 0.0238 999602.74 999602.74 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.33% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-09-19 2019-09-19 N N N 0.0234 2999804.37 2999804.37 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.38% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-04-17 2020-04-17 N N N 0.0241 5998399.14 5998399.14 0.0008 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 2019-07-29 2020-04-29 2020-04-29 N N N 0.0245 4997863.25 4997863.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AELC2 2549001DPIFGXC1TOL40 US3130AELC28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0209 5998963.14 5998963.14 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384PT0 2549001DPIFGXC1TOL40 US313384PT03 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0212 13879133.38 13879133.38 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384PU7 2549001DPIFGXC1TOL40 US313384PU75 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0212 9913083.30 9913083.30 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0212 17856149.94 17856149.94 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 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 0.0212 57625948.14 57625948.14 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NR6 2549001DPIFGXC1TOL40 US313384NR64 U.S. Government Agency Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0214 17870070.06 17870070.06 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% to 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 0.0212 23849479.92 23849479.92 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 313384MF3 2549001DPIFGXC1TOL40 US313384MF36 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0215 26757968.00 26757968.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 313384MD8 2549001DPIFGXC1TOL40 US313384MD87 U.S. Government Agency Debt Y N/A N/A 2019-09-25 2019-09-25 2019-09-25 N N N 0.0214 36809080.00 36809080.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313384LW7 2549001DPIFGXC1TOL40 US313384LW77 U.S. Government Agency Debt Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0214 17815154.00 17815154.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% to 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 0.0214 18907660.00 18907660.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGM28 2549001DPIFGXC1TOL40 US3130AGM280 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0221 27002486.43 27002486.43 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGMH5 2549001DPIFGXC1TOL40 US3130AGMH53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0221 19001083.57 19001083.57 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGNE1 2549001DPIFGXC1TOL40 US3130AGNE14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-01-27 2020-01-27 N N N 0.0228 8998437.69 8998437.69 0.0011 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 9999698.30 9999698.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AEVR8 2549001DPIFGXC1TOL40 US3130AEVR86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0223 6000241.20 6000241.20 0.0008 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 8999539.29 8999539.29 0.0011 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 8999539.29 8999539.29 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AESF8 2549001DPIFGXC1TOL40 US3130AESF85 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0229 36998112.26 36998112.26 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-21 2019-08-21 2019-08-21 N N N 0.0235 23996837.28 23996837.28 0.0030 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 0.0228 28999322.56 28999322.56 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 313384LP2 2549001DPIFGXC1TOL40 US313384LP27 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0213 37835840.00 37835840.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0235 1999903.00 1999903.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0236 8499430.67 8499430.67 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0236 6499564.63 6499564.63 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0236 3999732.08 3999732.08 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-08-02 2019-08-02 N N N 0.0240 18998098.10 18998098.10 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0235 6999871.76 6999871.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0235 20999615.28 20999615.28 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0235 6999857.83 6999857.83 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0235 6999857.83 6999857.83 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0234 14999695.35 14999695.35 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AF6G7 2549001DPIFGXC1TOL40 US3130AF6G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0235 17999502.12 17999502.12 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0235 9999689.60 9999689.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-27 2019-08-27 2019-08-27 N N N 0.0238 1999767.62 1999767.62 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% to 2.34% 313384LJ6 2549001DPIFGXC1TOL40 US313384LJ66 U.S. Government Agency Debt Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0212 37946838.00 37946838.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0236 2999947.38 2999947.38 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2019-08-16 2019-08-16 N N N 0.0236 9999278.50 9999278.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2019-09-16 2019-09-16 N N N 0.0237 18997822.60 18997822.60 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-18 2019-12-18 2019-12-18 N N N 0.0238 3998980.80 3998980.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-11-19 2019-11-19 N N N 0.0238 22994728.63 22994728.63 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-21 2019-11-21 2019-11-21 N N N 0.0238 36992776.86 36992776.86 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-23 2019-07-23 2019-07-23 N N N 0.0236 9999623.50 9999623.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0237 30998726.83 30998726.83 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-08-01 2019-08-01 N N N 0.0240 1499875.83 1499875.83 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0235 15999859.52 15999859.52 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2020-02-10 2020-02-10 N N N 0.0242 5997014.04 5997014.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-01-17 2020-01-17 N N N 0.0240 18993315.99 18993315.99 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-12-17 2019-12-17 N N N 0.0239 9997471.30 9997471.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-01-17 2020-01-17 N N N 0.0240 8996833.89 8996833.89 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-12-17 2019-12-17 N N N 0.0239 1999494.26 1999494.26 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-01-17 2020-01-17 N N N 0.0240 3998700.92 3998700.92 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-08-19 2019-08-19 N N N 0.0236 8999483.94 8999483.94 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-22 2019-10-22 2019-10-22 N N N 0.0239 19996059.00 19996059.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-23 2020-01-23 2020-01-23 N N N 0.0241 999582.06 999582.06 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-27 2019-09-27 2019-09-27 N N N 0.0239 9998642.60 9998642.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2019-08-28 2019-08-28 N N N 0.0237 4999569.20 4999569.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2019-08-28 2019-08-28 N N N 0.0237 4999569.20 4999569.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2019-08-28 2019-08-28 N N N 0.0237 9999138.40 9999138.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-01-28 2020-01-28 N N N 0.0241 3998276.60 3998276.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384LM9 2549001DPIFGXC1TOL40 US313384LM95 U.S. Government Agency Debt Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0213 17924400.00 17924400.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 1998951.34 1998951.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 12993508.19 12993508.19 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-02-07 2020-02-07 N N N 0.0243 20989709.16 20989709.16 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AE2F6 2549001DPIFGXC1TOL40 US3130AE2F68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-10-11 2019-10-11 N N N 0.0240 1999644.54 1999644.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2019-09-12 2019-09-12 N N N 0.0239 14998233.60 14998233.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-08-13 2019-08-13 N N N 0.0238 4999656.00 4999656.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-08-13 2019-08-13 N N N 0.0238 9999312.00 9999312.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-08-13 2019-08-13 N N N 0.0238 4999656.00 4999656.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-14 2020-01-14 2020-01-14 N N N 0.0241 9996517.20 9996517.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-14 2020-01-14 2020-01-14 N N N 0.0241 26990596.44 26990596.44 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2020-01-10 2020-01-10 N N N 0.0242 14994911.40 14994911.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-02-12 2020-02-12 N N N 0.0242 7996696.00 7996696.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-03-12 2020-03-12 N N N 0.0243 4997484.90 4997484.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2020-01-13 2020-01-13 N N N 0.0242 4998267.50 4998267.50 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2020-04-16 2020-04-16 N N N 0.0241 7996863.12 7996863.12 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-03-17 2020-03-17 N N N 0.0241 1999314.08 1999314.08 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-03-20 2020-03-20 N N N 0.0240 21993878.94 21993878.94 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-04-20 2020-04-20 N N N 0.0240 2998922.46 2998922.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-03-20 2020-03-20 N N N 0.0240 21993878.94 21993878.94 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2020-02-25 2020-02-25 N N N 0.0242 8996807.61 8996807.61 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-11-25 2019-11-25 N N N 0.0240 21996493.42 21996493.42 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0237 25999364.56 25999364.56 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-11-26 2019-11-26 N N N 0.0240 7998713.68 7998713.68 0.0010 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 0.0241 4998218.15 4998218.15 0.0006 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 0.0241 9996436.30 9996436.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-04 2019-12-04 2019-12-04 N N N 0.0243 18995118.71 18995118.71 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-04 2019-12-04 2019-12-04 N N N 0.0243 4998715.45 4998715.45 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0236 19999936.00 19999936.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2020-05-11 2020-05-11 N N N 0.0243 5996606.88 5996606.88 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2020-05-11 2020-05-11 N N N 0.0243 17989820.64 17989820.64 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-10-15 2019-10-15 N N N 0.0239 12998883.69 12998883.69 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2020-04-16 2020-04-16 N N N 0.0241 1999294.12 1999294.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-04-17 2020-04-17 N N N 0.0241 5997874.62 5997874.62 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-05-20 2020-05-20 N N N 0.0240 16994467.69 16994467.69 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-21 2020-08-21 2020-08-21 N N N 0.0240 17994626.10 17994626.10 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-01-24 2020-01-24 N N N 0.0241 2999243.37 2999243.37 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-01-24 2020-01-24 N N N 0.0241 64983606.35 64983606.35 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-01-24 2020-01-24 N N N 0.0241 6998234.53 6998234.53 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-08-01 2019-08-01 N N N 0.0240 20999073.69 20999073.69 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-08-01 2019-08-01 N N N 0.0240 20999073.69 20999073.69 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-10-02 2019-10-02 N N N 0.0242 9998568.40 9998568.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2019-11-08 2019-11-08 N N N 0.0240 2999683.29 2999683.29 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2020-02-11 2020-02-11 N N N 0.0242 11996897.04 11996897.04 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-08-12 2020-08-12 N N N 0.0243 35982133.92 35982133.92 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2020-07-15 2020-07-15 N N N 0.0240 3999137.40 3999137.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-07-17 2020-07-17 N N N 0.0240 8998020.27 8998020.27 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-23 2020-03-23 2020-03-23 N N N 0.0242 8997425.19 8997425.19 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-03-24 2020-03-24 N N N 0.0242 23993076.48 23993076.48 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-27 2020-03-27 2020-03-27 N N N 0.0242 12996220.25 12996220.25 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-07-28 2020-07-28 N N N 0.0241 4998250.50 4998250.50 0.0006 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 0.0211 53432187.51 53432187.51 0.0067 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-01-03 2020-01-03 N N N 0.0245 19993470.40 19993470.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0237 10999982.07 10999982.07 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0237 26999912.52 26999912.52 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2019-11-07 2019-11-07 N N N 0.0241 8999048.97 8999048.97 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2019-11-07 2019-11-07 N N N 0.0241 4999471.65 4999471.65 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2019-11-07 2019-11-07 N N N 0.0241 39995773.20 39995773.20 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-02-07 2020-02-07 N N N 0.0243 4998894.90 4998894.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2020-05-08 2020-05-08 N N N 0.0243 28989933.52 28989933.52 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2020-02-10 2020-02-10 N N N 0.0242 48988916.69 48988916.69 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-10-11 2019-10-11 N N N 0.0240 8999254.35 8999254.35 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-05-12 2020-05-12 N N N 0.0243 19992909.60 19992909.60 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-12-12 2019-12-12 N N N 0.0241 27996876.32 27996876.32 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2020-04-13 2020-04-13 N N N 0.0243 17994389.04 17994389.04 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2020-11-16 2020-11-16 N N N 0.0242 15993637.76 15993637.76 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-06-24 2020-06-24 N N N 0.0243 2998984.47 2998984.47 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-08-24 2020-08-24 N N N 0.0242 12996036.82 12996036.82 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2020-05-26 2020-05-26 N N N 0.0242 1999328.82 1999328.82 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2020-08-26 2020-08-26 N N N 0.0242 4998452.00 4998452.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-07-28 2020-07-28 N N N 0.0241 8997329.25 8997329.25 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-08-28 2020-08-28 N N N 0.0242 36988338.71 36988338.71 0.0046 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 2019-07-29 2019-11-29 2019-11-29 N N N 0.0242 17997034.32 17997034.32 0.0023 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 2019-07-29 2019-11-29 2019-11-29 N N N 0.0242 12997858.12 12997858.12 0.0016 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 0.0209 34805731.26 34805731.26 0.0044 N N Y 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 0.0209 46867277.17 46867277.17 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-12-02 2019-12-02 N N N 0.0244 8998475.85 8998475.85 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-12-02 2019-12-02 N N N 0.0244 8998475.85 8998475.85 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-08-07 2020-08-07 N N N 0.0243 6997758.67 6997758.67 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-08-24 2020-08-24 N N N 0.0242 7998189.12 7998189.12 0.0010 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 0.0224 26005873.14 26005873.14 0.0033 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 0.0212 4968050.00 4968050.00 0.0006 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 0.0212 24832854.25 24832854.25 0.0031 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 0.0213 4964204.15 4964204.15 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-02-28 2020-02-28 N N N 0.0245 5998211.04 5998211.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-08-07 2020-08-07 N N N 0.0243 10997075.87 10997075.87 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-08-07 2020-08-07 N N N 0.0243 4998670.85 4998670.85 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2020-08-07 2020-08-07 N N N 0.0243 1999468.34 1999468.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2020-11-09 2020-11-09 N N N 0.0244 8996596.11 8996596.11 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2020-11-09 2020-11-09 N N N 0.0244 1999243.58 1999243.58 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2020-11-09 2020-11-09 N N N 0.0244 2998865.37 2998865.37 0.0004 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 0.0186 34666071.03 34666071.03 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-11-24 2020-11-24 N N N 0.0243 33990657.14 33990657.14 0.0043 N N N 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 0.0196 58617493.63 58617493.63 0.0074 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 0.0201 7985822.24 7985822.24 0.0010 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 0.0204 18962675.64 18962675.64 0.0024 N N Y 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 0.0206 3991160.00 3991160.00 0.0005 N N Y 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 0.0209 3988950.00 3988950.00 0.0005 N N Y 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 0.0212 35876239.92 35876239.92 0.0045 N N Y 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 0.0212 1993001.66 1993001.66 0.0003 N N Y 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 0.0215 11955800.04 11955800.04 0.0015 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 0.0212 3984640.00 3984640.00 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 2019-07-03 2020-04-03 2020-04-03 N N N 0.0246 3998802.80 3998802.80 0.0005 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 2019-07-03 2020-04-03 2020-04-03 N N N 0.0246 7997605.60 7997605.60 0.0010 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 2019-07-03 2020-04-03 2020-04-03 N N N 0.0246 19994014.00 19994014.00 0.0025 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 0.0188 19979222.20 19979222.20 0.0025 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 0.0190 1997800.00 1997800.00 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 0.0224 9002209.41 9002209.41 0.0011 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 0.0214 11944560.00 11944560.00 0.0015 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 0.0211 159616848.75 159616848.75 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-09-01 2020-09-01 N N N 0.0246 2999027.85 2999027.85 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-12-20 2019-12-20 N N N 0.0246 19997069.00 19997069.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-06-01 2020-06-01 N N N 0.0246 35987547.24 35987547.24 0.0045 N N N 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 0.0055 12999205.57 12999205.57 0.0016 N N Y 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 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 999651.53 999651.53 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 1999303.06 1999303.06 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 12995469.89 12995469.89 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 3998606.12 3998606.12 0.0005 N N N 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 8998202.61 8998202.61 0.0011 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 8997291.45 8997291.45 0.0011 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 0.0246 1999257.62 1999257.62 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 0.0211 9967463.90 9967463.90 0.0013 N N Y 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 0.0211 159550374.47 159550374.47 0.0201 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-17 2019-07-17 N N N 0.0245 19999631.00 19999631.00 0.0025 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 0.0166 34980750.00 34980750.00 0.0044 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 0.0170 57964555.62 57964555.62 0.0073 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 0.0213 4978700.00 4978700.00 0.0006 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 0.0213 12942280.00 12942280.00 0.0016 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 0.0214 2985960.00 2985960.00 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 0.0214 2985600.00 2985600.00 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 0.0214 26852580.00 26852580.00 0.0034 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 0.0212 1987338.34 1987338.34 0.0002 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 0.0161 9995111.10 9995111.10 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 0.0182 5495294.42 5495294.42 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 0.0203 3992387.76 3992387.76 0.0005 N N Y 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 0.0000 14000000.00 14000000.00 0.0018 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-02-21 2020-02-21 N N N 0.0243 20002992.60 20002992.60 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-08-25 2020-08-25 N N N 0.0245 7000760.62 7000760.62 0.0009 N N N 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 0.0126 4998777.80 4998777.80 0.0006 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 0.0207 16959299.11 16959299.11 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-01-17 2020-01-17 N N N 0.0248 6999446.37 6999446.37 0.0009 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 0.0227 4000080.68 4000080.68 0.0005 N N Y 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 0.0228 6000518.58 6000518.58 0.0008 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 0.0228 14001200.78 14001200.78 0.0018 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 0.0228 27002601.18 27002601.18 0.0034 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 0.0206 14965929.15 14965929.15 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-09-10 2019-09-10 N N N 0.0246 21000192.57 21000192.57 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-03-27 2020-03-27 N N N 0.0246 35007705.95 35007705.95 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-11-15 2019-11-15 N N N 0.0247 21000876.96 21000876.96 0.0026 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 0.0216 32016032.64 32016032.64 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-07-24 2020-07-24 N N N 0.0245 11004588.10 11004588.10 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2021-06-11 2021-06-11 N N N 0.0254 18988924.52 18988924.52 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-06-10 2020-06-10 N N N 0.0247 15008365.50 15008365.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-10-01 2020-10-01 N N N 0.0251 10001241.70 10001241.70 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.54% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2021-03-12 2021-03-12 N N N 0.0249 20015016.00 20015016.00 0.0025 N N N N Freddie Mac Freddie Mac, 2.31% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2019-08-08 2019-08-08 N N N 0.0230 3999937.32 3999937.32 0.0005 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-09-08 2020-09-08 N N N 0.0247 34991414.85 34991414.85 0.0044 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-09-09 2020-09-09 N N N 0.0247 32991897.18 32991897.18 0.0041 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-05-08 2020-05-08 N N N 0.0247 17996751.72 17996751.72 0.0023 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-02-06 2020-02-06 N N N 0.0248 17996558.58 17996558.58 0.0023 N N N N Freddie Mac Freddie Mac, 2.46% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-05-06 2020-05-06 N N N 0.0248 35993529.36 35993529.36 0.0045 N N N N Freddie Mac Freddie Mac, 2.46% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-12-14 2020-12-14 N N N 0.0248 53984120.76 53984120.76 0.0068 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 0.0219 18009212.76 18009212.76 0.0023 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 0.0219 9004894.02 9004894.02 0.0011 N N N N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EGD440000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2020-12-31 1.75 - 1.75 17245300.00 17370195.89 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 17000000.00 17000000.00 0.0021 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.50% G5GSEF7VJP5I7OUK5573 EHE875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-15 2021-10-15 2.875 - 2.875 129617000.00 133647938.54 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 131000000.00 131000000.00 0.0165 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EGI149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-03-31 2.125 - 2.125 8945000.00 9138240.72 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0238 8900000.00 8900000.00 0.0011 N N 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 8227508.02 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EGG860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-03-31 2.125 - 2.125 5045000.00 5153988.20 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 5000000.00 5000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EGB333000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-08-15 2045-05-15 3 - 3.625 4790000.00 5263416.33 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EEB698000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 8035000.00 8227398.84 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EGC337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-11-15 2027-11-15 2.25 - 2.25 13030000.00 13366372.29 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 13000000.00 13000000.00 0.0016 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 7795000.00 8366227.74 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0010 N Y 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 4730000.00 5241831.41 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 5000000.00 5000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EHB275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2038-05-15 1.375 - 4.5 19517200.00 19392187.87 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 19000000.00 19000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EHC191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2041-05-15 1.375 - 4.5 17459100.00 17346740.03 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 17000000.00 17000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.37% R0MUWSFPU8MPRO8K5P83 EGF194000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2040-08-15 2.139 - 8 16865900.00 17364069.99 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 17000000.00 17000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EGD501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2041-08-15 1.625 - 6.125 11808700.00 14435794.56 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 14000000.00 14000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGJ143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-02-15 1.75 - 4.375 24352400.00 25522204.13 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 25000000.00 25000000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGI909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2042-08-15 1.375 - 4.5 17452200.00 17356210.87 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 17000000.00 17000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EHE900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2046-02-15 2.5 - 4.375 4807800.00 5101231.58 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 5000000.00 5000000.00 0.0006 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 2019-10-31 2046-02-15 1.375 - 2.5 16472000.00 16365944.57 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 16000000.00 16000000.00 0.0020 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 2019-07-31 2040-08-15 1.5 - 3.875 29148000.00 28646553.64 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 28000000.00 28000000.00 0.0035 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 2019-07-31 2047-08-15 2.139 - 6.5 27860400.00 28651994.31 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 28000000.00 28000000.00 0.0035 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 2019-10-31 2047-11-15 1.75 - 3.625 23683900.00 25655539.13 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 25000000.00 25000000.00 0.0031 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 2022-05-31 2041-11-15 1.75 - 4.5 14720500.00 16522866.08 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 16000000.00 16000000.00 0.0020 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 2019-07-18 2048-08-15 0 - 7.5 29318800.00 29674481.89 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 29000000.00 29000000.00 0.0036 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 2021-05-31 2039-05-15 1.375 - 6.5 16467400.00 16361593.88 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 16000000.00 16000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EGJ721000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-11-15 1.75 - 6.5 34884500.00 39168458.48 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 38000000.00 38000000.00 0.0048 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 2020-01-31 2039-05-15 1.375 - 4.25 10197800.00 10227446.03 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 2019-08-15 2043-08-15 0 - 4.25 16671500.00 17403421.52 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 17000000.00 17000000.00 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 2022-03-31 2043-08-15 1.75 - 4.5 8142100.00 8194505.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0010 N Y 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 2019-10-31 2038-05-15 2.144 - 4.5 10623100.00 11265634.30 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED486000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2040-08-15 1.375 - 3.875 19597900.00 19472043.10 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 19000000.00 19000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2040-08-15 0 - 8 15382200.00 16404239.16 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 16000000.00 16000000.00 0.0020 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 2022-05-31 2043-05-15 1.75 - 4.5 12063300.00 12301490.95 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0015 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 2019-08-15 2046-02-15 0.75 - 6.625 26146800.00 27680079.79 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 27000000.00 27000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB554000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2049-02-15 1.75 - 4.5 32497500.00 33929408.62 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 33000000.00 33000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEH567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-16 2048-08-15 0 - 8 7705000.00 8201381.37 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 8000000.00 8000000.00 0.0010 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 2021-10-31 2047-08-15 1.75 - 8 7717200.00 8194410.51 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 8000000.00 8000000.00 0.0010 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 2026-08-15 2042-11-15 1.5 - 6.125 26047200.00 25512139.37 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 24900000.00 24900000.00 0.0031 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2040-08-15 1.75 - 4.625 11611600.00 12295912.96 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0015 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 2022-05-15 2048-08-15 2.125 - 3.125 3825700.00 4131050.20 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 2022-05-15 2048-11-15 2.125 - 6.25 2910900.00 3099472.40 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 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 2020-05-31 2048-08-15 1.875 - 4.25 7990200.00 8205412.46 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 8000000.00 8000000.00 0.0010 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 2020-09-30 2048-08-15 1.875 - 3 6942000.00 7167279.05 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 2020-05-31 2048-08-15 1.875 - 3.125 10743800.00 11358004.99 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 11000000.00 11000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.44% 2IGI19DL77OX0HC3ZE78 EEI026000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2048-08-15 1.875 - 4.25 7614200.00 8256907.38 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0010 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.55% 549300IMBXQ8SGH3HJ31 EHE879000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2043-05-15 2.125 - 2.875 110873600.00 115826473.35 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0252 113000000.00 113000000.00 0.0142 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHE188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2025-05-15 1.375 - 2.5 17922200.00 18365412.52 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 18000000.00 18000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHD459000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2044-02-15 1.25 - 3.625 18585700.00 18367011.59 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 18000000.00 18000000.00 0.0023 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 2021-01-31 2021-01-31 2.5 - 2.5 17048000.00 17401797.05 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 17000000.00 17000000.00 0.0021 N N Y N Credit AG Credit AG, 2.42% 1VUV7VQFKUOQSJ21A208 EHF110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 3848000.00 4080855.77 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0239 4000000.00 4000000.00 0.0005 N N N Y Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EHF086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 2886000.00 3060641.83 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0242 3000000.00 3000000.00 0.0004 N N Y N Credit AG Credit AG, 2.60% 1VUV7VQFKUOQSJ21A208 EHE303000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 6734600.00 7142133.90 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0257 7000000.00 7000000.00 0.0009 N N Y N Credit AG Credit AG, 2.64% 1VUV7VQFKUOQSJ21A208 EHC643000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 2886700.00 3061384.19 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0261 3000000.00 3000000.00 0.0004 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.53% 7LTWFZYICNSX8D621K86 EHE908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2027-08-15 2.25 - 2.25 25712200.00 26525594.51 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 26000000.00 26000000.00 0.0033 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.66% 7LTWFZYICNSX8D621K86 EHD345000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2027-08-15 2.25 - 2.25 17803600.00 18366809.31 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0263 18000000.00 18000000.00 0.0023 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.53% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2021-12-31 2.125 - 2.125 2000300.00 2040465.22 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 2000000.00 2000000.00 0.0003 N Y Y N DNB Bank ASA DNB Bank ASA, 2.50% 549300GKFG0RYRRQ1414 EHE906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2026-02-15 1.625 - 2.375 37204500.00 37747961.36 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 37000000.00 37000000.00 0.0047 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.50% 549300H47WTHXPU08X20 EHE855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2020-06-18 N/A 256743700.00 251940025.37 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 247000000.00 247000000.00 0.0311 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.51% CYYGQCGNHMHPSMRL3R97 0000853784 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 10076000.00 10247264.62 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 10000000.00 10000000.00 0.0013 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-05 2026-08-15 0 - 2.75 25362700.00 26527604.53 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0255 26000000.00 26000000.00 0.0033 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 2.75 - 2.75 1941800.00 2040527.12 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 2000000.00 2000000.00 0.0003 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2023-07-31 1.5 - 2.75 3883500.00 4080932.44 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 4000000.00 4000000.00 0.0005 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2021-05-31 2 - 2 10144000.00 10202257.55 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 10000000.00 10000000.00 0.0013 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2021-10-15 2 - 2.875 2968400.00 3060703.86 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 3000000.00 3000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 1.75 - 1.75 9138500.00 9182030.92 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0262 9000000.00 9000000.00 0.0011 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.43% H7FNTJ4851HG0EXQ1Z70 EHA743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2019-11-30 1 - 1 13317100.00 13264864.04 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0240 13000000.00 13000000.00 0.0016 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 8267070.60 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0244 7999971.20 7999971.20 0.0010 N N Y N 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 2022-05-31 1.875 - 1.875 7128700.00 7167885.94 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0245 6999952.40 6999952.40 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 7665300.00 8241022.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0246 7999892.00 7999892.00 0.0010 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 2026-08-15 1.875 - 6.75 3065600.00 3071282.20 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0243 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 3221900.00 4118536.08 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0248 3999867.60 3999867.60 0.0005 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.48% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.75 - 2.75 9895000.00 10199059.41 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0245 10000000.00 10000000.00 0.0013 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 2019-10-10 2044-08-15 0 - 3.125 31175600.00 32646886.43 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 32000000.00 32000000.00 0.0040 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 2021-04-30 2045-08-15 1.375 - 2.875 7895700.00 8178157.81 U.S. Treasuries (including strips) Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0245 7999644.00 7999644.00 0.0010 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.54% 549300Y1PMK3RWXMWR72 EHD556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-07-31 2025-07-31 2.125 - 2.875 9954900.00 10203637.74 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0260 9999874.00 9999874.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.55% 549300Y1PMK3RWXMWR72 EHE301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-25 2045-08-15 0 - 2.875 12805700.00 13263788.51 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0252 13000000.00 13000000.00 0.0016 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.59% 549300Y1PMK3RWXMWR72 EHC627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-08-15 1.875 - 2.875 5826600.00 6122678.78 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0256 6000000.00 6000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EGE633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 2072900.00 2042595.10 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 2000000.00 2000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EGH008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 2.75 - 2.75 2944500.00 3067441.03 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGJ642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 2.75 - 2.75 2938900.00 3061607.21 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EFF633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 - 2.875 1929100.00 2045773.23 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 2000000.00 2000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGI292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2024-11-15 2.25 - 2.25 3980600.00 4082116.12 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 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 EGD542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-04-30 1.625 - 2 3073800.00 3068449.87 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGH538000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 7253300.00 7147259.91 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 7000000.00 7000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGD037000 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 2062900.00 2043627.98 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 2000000.00 2000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EHC149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2022-07-31 2 - 2.875 2971000.00 3063458.41 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EGD036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2023-04-30 1.625 - 2.75 3000100.00 3067282.21 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EGI984000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-04-30 1.625 - 2 7155900.00 7143272.02 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0241 7000000.00 7000000.00 0.0009 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 EGI291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.75 - 2.75 7921300.00 8164710.38 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHA610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2022-07-31 2 - 2.25 28232500.00 28568219.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0243 28000000.00 28000000.00 0.0035 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EGI983000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 2882700.00 3062065.82 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0243 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHD482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2028-02-15 2 - 2.75 5705300.00 6119186.53 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 6000000.00 6000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.47% U7M81AY481YLIOR75625 EHA723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-04-30 2 - 2.75 12486900.00 13263807.16 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0244 13000000.00 13000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.53% U7M81AY481YLIOR75625 EHB342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2023-04-30 1.625 - 2.25 8059300.00 8165285.98 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 8000000.00 8000000.00 0.0010 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 EHC148000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 3124800.00 3059994.93 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0252 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.56% U7M81AY481YLIOR75625 EHC150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 2.875 - 2.875 3875400.00 4079913.85 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0253 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.58% U7M81AY481YLIOR75625 EHD479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-05-31 1.625 - 2 8185800.00 8159020.88 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0255 8000000.00 8000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.60% U7M81AY481YLIOR75625 EHC145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2022-07-31 2 - 2.25 3022300.00 3062073.19 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0257 3000000.00 3000000.00 0.0004 N Y Y N Natixis SA Natixis SA, 2.41% KX1WK48MPD4Y2NCUIZ63 EGC886000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2047-05-15 0 - 3 30950000.00 31759221.29 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 31000000.00 31000000.00 0.0039 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 2020-05-21 2047-05-15 0 - 3.125 24509600.00 25615377.19 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 25000000.00 25000000.00 0.0031 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 2020-05-21 2048-08-15 0 - 6 7979700.00 8213393.18 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0010 N N Y N Norinchukin Bank Norinchukin Bank, 2.32% 5493007VSMFZCPV1NB83 EHC044000 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 8335000.00 8162473.63 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0231 8000000.00 8000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.35% 5493007VSMFZCPV1NB83 EGJ626000 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 4170000.00 4083685.07 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 4000000.00 4000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.35% 5493007VSMFZCPV1NB83 EHA201000 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 4170000.00 4083685.07 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 4000000.00 4000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.42% 5493007VSMFZCPV1NB83 EGD018000 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 13110000.00 13286311.09 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0240 13000000.00 13000000.00 0.0016 N N N Y Norinchukin Bank Norinchukin Bank, 2.42% 5493007VSMFZCPV1NB83 EGD514000 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 21170000.00 21454706.78 U.S. Treasuries (including strips) Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0240 21000000.00 21000000.00 0.0026 N N N Y 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 4180000.00 4093478.08 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 8355000.00 8182059.65 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0247 8000000.00 8000000.00 0.0010 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 3145000.00 3079901.57 U.S. Treasuries (including strips) Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0247 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 8375000.00 8201645.67 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0247 8000000.00 8000000.00 0.0010 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 EGI912000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-14 2049-02-15 0 - 6.5 7668000.00 8205272.43 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 8000000.00 8000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 EHA073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2045-08-15 1.75 - 3.5 8150100.00 8166517.52 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 8000000.00 8000000.00 0.0010 N N Y N 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 2020-12-31 2039-02-15 2.25 - 3.5 15750000.00 16357028.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EGC395000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2046-05-15 2 - 2.875 8023500.00 8175344.48 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0010 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 2020-12-31 2048-02-15 1.125 - 3.5 8166600.00 8183025.21 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0010 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 2020-03-31 2046-08-15 1.125 - 3.5 7871200.00 8184875.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 0.0010 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 2021-02-28 2048-02-15 1.25 - 4.75 8036700.00 8183048.91 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EGC399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2045-08-15 1.375 - 3.5 8158300.00 8175351.77 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EHD487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2048-11-15 1.5 - 4.75 10917400.00 12333415.61 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0015 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 2021-02-28 2046-05-15 2.125 - 2.875 6023300.00 6137293.39 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EGC393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2046-05-15 2 - 2.875 8023500.00 8175349.11 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EGC397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2045-08-15 1.75 - 3.5 8157900.00 8175371.27 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 2.39% ES7IP3U3RHIGC71XBU11 EHB282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2045-11-15 1.125 - 7.625 4248000.00 5105749.29 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0237 5000000.00 5000000.00 0.0006 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2045-11-15 2.625 - 3 8018900.00 8201997.47 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2045-11-15 1.625 - 7.625 8184500.00 8204149.77 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 8000000.00 8000000.00 0.0010 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.63% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-26 2019-12-26 N/A 46381300.00 45913451.83 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0260 45000000.00 45000000.00 0.0057 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.51% 6PJDTY319315T5LR2241 EHE857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2027-02-15 2.25 - 3.5 280289000.00 285593720.47 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 280000000.00 280000000.00 0.0352 N Y Y N 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 2022-05-15 2045-11-15 1.625 - 5.5 24086900.00 24608105.47 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0246 23999467.20 23999467.20 0.0030 N N N Y 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 2020-04-30 2047-08-15 1.625 - 5.5 15964000.00 16406204.17 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0246 15999851.20 15999851.20 0.0020 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.50% SUVUFHICNZMP2WKHG940 EHE899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2021-06-15 2.625 - 2.625 29075400.00 29586207.59 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 29000000.00 29000000.00 0.0036 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.40% G5GSEF7VJP5I7OUK5573 EHE914000 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 2048-01-01 2048-01-01 4 - 4 20452005.00 19383876.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 19000000.00 19000000.00 0.0024 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.42% G5GSEF7VJP5I7OUK5573 EHE248000 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 2048-01-01 2048-01-01 4 - 4 15070936.00 14283840.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 14000000.00 14000000.00 0.0018 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 EGF119000 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 2048-01-01 2048-01-01 4 - 4 16165974.00 15321688.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 15000000.00 15000000.00 0.0019 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.51% G5GSEF7VJP5I7OUK5573 EHE878000 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 2048-01-01 2048-01-01 4 - 4 17222899.00 16323414.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 16000000.00 16000000.00 0.0020 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.39% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-05-01 3.135 - 3.135 4063751.00 4273140.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.005 - 3.005 19980.00 20870.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.67 - 3.67 5212.00 5551.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 27536.00 29074.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2042-12-01 3 - 3.5 72014.00 33651.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 15000.00 5647.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2046-10-01 3 - 3.5 35000.00 23761.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2045-03-01 3 - 3.5 174023.00 74411.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2049-07-01 3.309 - 4.804 13744142.00 227946.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-04-01 3 - 3.5 823282.00 502715.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-10-20 2069-05-20 3.528 - 6.1 1185227.00 132969.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2043-09-01 3.5 - 3.5 76000.00 37986.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-25 2049-07-01 2.301 - 5.03 62635415.00 3814099.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 9000000.00 9000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 EHB624000 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 2023-05-01 2046-06-01 2.5 - 3.5 12527104.00 9184266.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 9000000.00 9000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 EHE367000 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 2023-05-01 2049-06-01 2.5 - 4 8859377.00 9181829.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 9000000.00 9000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 EGG864000 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 2023-05-01 2049-06-01 2.5 - 4 4926757.00 5106120.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 5000000.00 5000000.00 0.0006 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 2023-05-01 2049-06-01 2.5 - 4 8881354.00 9204684.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGD506000 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 2048-02-15 0 - 2.75 4404597.01 4803280.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2049-03-01 2.5 - 5.5 10592229.00 7336107.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-06-20 3.5 - 6.5 228223.00 155917.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-02-01 2028-03-23 0 - 2.5 22757.00 12316.34 Agency Debentures and Agency Strips Y N/A N/A 2019-07-05 2019-07-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 12000000.00 12000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGD675000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2048-02-15 0 - 3.875 5184049.25 3461988.02 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2022-06-02 1.875 - 1.875 2591000.00 2599281.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2044-11-01 4 - 4.5 6278458.00 3572870.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2049-06-20 3.083 - 4 245740.00 251360.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2047-04-01 0 - 4 6185040.00 4451967.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 14000000.00 14000000.00 0.0018 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 2024-04-15 2048-05-15 0 - 0.75 16067245.96 10463840.97 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 35000.00 35668.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2049-02-01 3.5 - 4 4797696.00 4707064.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2049-06-20 3.063 - 6 12629459.00 2247817.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-06-01 2048-06-01 4.5 - 4.5 37904.00 32932.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 17000000.00 17000000.00 0.0021 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 2030-05-15 2044-02-15 N/A 24610844.24 14233135.77 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 1761000.00 1796434.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2048-09-01 4 - 7.5 34502499.00 50563.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-15 2049-06-20 3.083 - 6 1371287.00 1307609.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2046-04-01 4 - 4 215195.00 144307.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 17000000.00 17000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EGJ792000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 1977521.00 1762111.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2047-04-20 3 - 3 1000.00 660.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-12-01 2048-10-01 4 - 7 12308763.00 7424695.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0011 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 2020-10-31 2048-08-15 0 - 3 13493120.40 10845489.11 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 2000.00 2040.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2049-04-01 3 - 4 7821.00 5092.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2049-06-20 3.5 - 6.5 6280202.00 5537886.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2048-10-01 0 - 4.5 2499744.00 2148225.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0023 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 2047-11-15 0 - 7.625 18649262.10 13531748.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 2398080.00 2609233.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 48717.00 50457.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 41488.00 37020.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-01-20 2049-06-20 3.5 - 5 7836214.00 1249402.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 17000000.00 17000000.00 0.0021 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 2025-08-15 2048-02-15 0 - 2.75 2756335.65 1728385.30 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-09-05 2032-09-07 3 - 3.2 60000.00 60484.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2047-11-01 3.5 - 4.035 45244.00 38719.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2037-03-16 3.59 - 4 50000.00 54880.62 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2049-06-20 2.5 - 5 245418.00 120259.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2048-01-01 0 - 5 289064.00 65006.15 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 2019-08-15 2048-02-15 0 - 2 10443844.09 9260111.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2032-02-15 6 - 7 4678.00 1024.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2049-06-20 2 - 6 13112556.00 8146539.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-18 2048-07-01 0 - 8.5 39196.00 38407.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 17000000.00 17000000.00 0.0021 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.41% 549300HN4UKV1E2R3U73 EHA749000 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 2049-06-20 2049-06-20 4 - 4 13676195.00 14290516.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 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 14000000.00 14000000.00 0.0018 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.43% 549300HN4UKV1E2R3U73 EGD482000 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 28848538.00 29631912.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 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 0.0240 29000000.00 29000000.00 0.0036 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 HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 324621.00 322075.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2048-10-01 4 - 4.5 11318547.00 8882507.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEA683000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2048-12-01 3.5 - 4.5 1467798.00 1366488.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2048-10-01 3.5 - 4.5 3420415.00 2735818.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0005 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 FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-12-01 4 - 4.5 6430283.00 6131048.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4.5 - 4.5 1000.00 906.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-04-01 3.5 - 4 22857.00 21514.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0008 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 2694344.00 2485200.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4.5 - 4.5 10888.00 9870.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2048-11-01 3.5 - 4.5 8135440.00 7757255.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 10000000.00 10000000.00 0.0013 N N Y N Citibank NA Citibank NA, 2.60% 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 2019-10-31 2028-01-15 1.25 - 3.625 1503000.00 2064808.00 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-12-13 2021-12-13 2.246 - 2.246 1019000.00 1016539.98 Agency Debentures and Agency Strips Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0257 3000000.00 3000000.00 0.0004 N N Y N Citibank NA Citibank NA, 2.61% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2044-08-15 1.25 - 5.25 8249600.00 9558298.90 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-02-25 2037-02-25 3.57 - 3.57 1704000.00 1910537.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-30 2019-07-30 2 - 2 36000.00 36289.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-15 2026-03-13 2.75 - 5.125 6735000.00 7067889.09 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-12-15 2029-12-15 6.5 - 6.5 2849.00 21.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-13 2048-10-01 2.5 - 5.625 2875207.00 2918813.75 Agency Debentures and Agency Strips Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0258 21000000.00 21000000.00 0.0026 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.54% 7LTWFZYICNSX8D621K86 EHF136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 4943439.00 5151090.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 5000000.00 5000000.00 0.0006 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.59% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2023-01-01 6 - 6 299910781.00 1599460.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4.5 - 4.5 23396000.00 22059725.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.5 - 3.5 1270342.00 827859.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0256 24000000.00 24000000.00 0.0030 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.35% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 2291991.00 2033474.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 3148830.00 3068190.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0233 5000000.00 5000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.35% 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 2049-03-01 2.5 - 5 4203037.00 4083446.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 4000000.00 4000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.38% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 1000.00 990.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-08-01 2049-02-01 4 - 5 4121053.00 4082309.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0236 4000000.00 4000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.45% 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 2032-01-01 2047-12-01 3.5 - 5.5 3824427.00 1014010.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 4207534.00 4087724.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-29 2019-07-29 2019-07-29 N N N 0.0243 5000000.00 5000000.00 0.0006 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 HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 139851.00 145912.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 9338984.00 9068589.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0245 8999958.60 8999958.60 0.0011 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 HOME LOAN MORTGAGE CORP 2048-07-01 2049-04-01 4 - 4.5 139698.00 145745.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 9323631.00 9053701.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0244 8999972.10 8999972.10 0.0011 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 HOME LOAN MORTGAGE CORP 2026-12-01 2049-04-01 2.5 - 7 26981619.00 4886225.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 236288.00 231969.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0246 4999900.50 4999900.50 0.0006 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.41 - 3.41 1000.00 1066.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-04-01 4 - 4.5 139755.00 145804.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 9331599.00 9061586.87 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 0.0011 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 HOME LOAN MORTGAGE CORP 2029-09-01 2048-07-01 3 - 4.5 1654556.00 900816.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2049-04-01 2.5 - 5 4725872.00 4215345.28 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 0.0006 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 2048-06-01 2048-10-01 4 - 4.5 2956266.00 3024437.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 4.5 53173.00 52918.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0246 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 2049-04-01 2.5 - 5 12642117.00 12302649.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0246 12000000.00 12000000.00 0.0015 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 2047-09-01 2049-01-01 3.5 - 4.5 3197114.00 3006858.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2049-04-01 3 - 5 67736.00 69439.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0246 3000000.00 3000000.00 0.0004 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.54%, dated 6/28/2019 due 07/01/2019 ZBUT11V806EZRVTWT807 EHF212000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 4 154.53 159.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2025-12-01 3.5 - 3.5 157099.49 19627.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 28.16 27.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-07-25 2049-04-15 1.78 - 6 2910257.91 2103084.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-12-15 2059-05-16 2 - 9 9272380.32 5406605.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2049-04-01 3 - 4.5 92.67 93.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-01 2058-10-25 0 - 7.5 27309558.82 20787028.84 Agency Collateralized Mortgage Obligation RESOLUTION FUNDING CORP 2030-01-15 2030-01-15 0 - 0 18.45 14.22 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-02-15 0 - 2.875 60744274.45 61940995.43 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2031-03-01 4.5 - 4.5 8532.14 1442.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 39.66 39.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2033-05-01 2.5 - 3 5633.19 5012.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 3.5 - 4.5 79.92 83.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-05-01 2039-05-01 4.5 - 4.5 33.46 36.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 3.5 - 3.5 37.01 38.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0254 88385000.00 88385000.00 0.0111 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.62% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-03-01 2042-03-01 3.5 - 3.5 15401561.00 7142078.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0259 7000000.00 7000000.00 0.0009 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2032-07-01 3 - 3 1657010.00 1360080.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-07-01 2049-03-01 3.5 - 7 49563652.00 12926226.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0262 14000000.00 14000000.00 0.0018 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 2047-11-01 2047-11-01 4.5 - 4.5 9049684.00 9205406.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0245 8999756.10 8999756.10 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EGD872000 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 13057777.00 13282468.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0241 13000000.00 13000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EGG014000 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 9036941.00 9192444.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0241 9000000.00 9000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EGG020000 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 12049255.00 12256592.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0241 12000000.00 12000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EHE246000 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 12036206.00 12243319.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-26 2019-08-26 2019-08-26 N N N 0.0241 12000000.00 12000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EGD869000 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 10044514.00 10217355.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-14 2019-08-14 2019-08-14 N N N 0.0242 10000000.00 10000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EGD871000 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 16071222.00 16347767.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0242 16000000.00 16000000.00 0.0020 N N N Y Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.52% 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 2023-02-15 0 - 7.125 13800.00 14100.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-01-01 2040-01-01 4 - 4 60000.00 29845.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-08-12 2048-11-01 1.125 - 4.5 5265438.00 5626463.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 3.5 - 3.5 18757.00 18064.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-03-20 2049-06-20 3.5 - 10 45052619.00 42700301.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-01-15 2049-06-01 2.5 - 7.125 48077370.00 24046481.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 71000000.00 71000000.00 0.0089 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EGF956000 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 2048-03-20 2048-10-20 4 - 4 7262001.00 7149679.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0241 7000000.00 7000000.00 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EGF991000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-10-20 3.5 - 4 3112834.00 3064819.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0241 3000000.00 3000000.00 0.0004 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.50% 549300Y1PMK3RWXMWR72 EHF009000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-10-15 2041-12-15 4 - 4 38511291.00 7141487.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 7000000.00 7000000.00 0.0009 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 EGI915000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2024-05-15 0.375 - 2.875 12885700.00 13267957.36 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2048-10-20 3 - 4 1040294.00 1024163.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2048-10-01 4 - 4.5 3190.00 1278.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 14000000.00 14000000.00 0.0018 N N 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 2021-11-15 2024-05-15 0.125 - 2.875 17862900.00 18393365.97 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2047-11-20 3 - 3.5 9230.00 8271.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2041-09-01 4.5 - 4.5 1501.00 227.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 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 0.0023 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 2021-01-31 2046-08-15 0 - 2.875 25815000.00 26606266.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2048-05-20 3 - 3.5 675959.00 641616.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-06-01 2044-08-01 4 - 6 2409570.00 366017.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 27000000.00 27000000.00 0.0034 N N Y N RBC Financial Group RBC Financial Group, 2.38% ES7IP3U3RHIGC71XBU11 EGF215000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2048-05-01 3 - 4.5 2491565.00 2288445.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-10-01 2048-12-01 3 - 4.5 20394773.00 17118460.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0236 19000000.00 19000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 2.40% ES7IP3U3RHIGC71XBU11 EHB952000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2049-03-01 4 - 4.5 113476.00 113023.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4 100869.00 101013.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 2.96 - 4.586 14594324.00 7949770.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 2.40% ES7IP3U3RHIGC71XBU11 EHB283000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-06-01 2034-06-01 3.37 - 3.37 1907895.00 2021820.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-04-01 4 - 4 19141.00 17059.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2049-02-01 3.5 - 4 58443121.00 53077839.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0238 54000000.00 54000000.00 0.0068 N N Y N RBC Financial Group RBC Financial Group, 2.42% ES7IP3U3RHIGC71XBU11 EHF158000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-05-15 2049-01-01 3.5 - 4.705 3322979.00 3012373.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-05-20 4 - 4.5 16362144.00 12890936.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 1979349.00 1877758.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-02-01 2.85 - 4.543 1788772.00 1622840.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0239 19000000.00 19000000.00 0.0024 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.79 - 3.79 1811918.00 1998135.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 611617.00 605732.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-05-01 2049-03-01 2.169 - 5 33348362.00 16461984.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-20 2049-02-20 2.833 - 2.84 2552404.00 1690467.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-12-01 2058-10-25 2.754 - 5 95949424.00 15127666.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 35000000.00 35000000.00 0.0044 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 8601515.00 7785254.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-08-20 4 - 4 52424.00 52722.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2051-06-01 2.85 - 4.586 6274212.00 3440579.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0014 N N Y N Societe Generale Societe Generale, 2.60% O2RNE8IBXP4R0TD8PU41 EHE371000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 5 - 5 17389771.00 17315896.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4 30761.00 29113.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0257 17000000.00 17000000.00 0.0021 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.52% SUVUFHICNZMP2WKHG940 EHE902000 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 3.5 - 3.5 13998787.00 14282999.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 14000000.00 14000000.00 0.0018 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.54%, dated 6/28/2019 due 07/01/2019 VYVVCKR63DVZZN70PB21 EHF212000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2026-05-31 2 - 3.625 1444281.64 1472560.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.931 - 6.431 17318.22 13382.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-08-20 2049-06-20 1.5 - 6 2757699.74 2707253.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.56 - 2.56 426.37 11.38 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0254 4110000.00 4110000.00 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796SY6 254900HROIFWPRGM1V77 US912796SY61 U.S. Treasury Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0207 74241336.75 74241336.75 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796SW0 254900HROIFWPRGM1V77 US912796SW06 U.S. Treasury Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0206 34674494.05 34674494.05 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.25% to 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 0.0204 44911127.06 44911127.06 0.0056 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 0.0207 5964881.46 5964881.46 0.0007 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 0.0202 38961566.00 38961566.00 0.0049 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 0.0206 9922640.60 9922640.60 0.0012 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 0.0206 34824701.10 34824701.10 0.0044 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 0.0049 4999730.90 4999730.90 0.0006 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 0.0185 17968728.78 17968728.78 0.0023 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 0.0191 64860033.55 64860033.55 0.0082 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 0.0195 42888871.66 42888871.66 0.0054 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 0.0198 75772348.08 75772348.08 0.0095 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 0.0205 26875589.94 26875589.94 0.0034 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 0.0205 2988517.38 2988517.38 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-07-01 2020-01-31 2020-01-31 N N N 0.0219 18989976.74 18989976.74 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.13% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-07-01 2020-04-30 2020-04-30 N N N 0.0221 5996100.30 5996100.30 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.14% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-07-01 2019-10-31 2019-10-31 N N N 0.0216 25998052.08 25998052.08 0.0033 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 0.0234 22036386.24 22036386.24 0.0028 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 0.0210 1995937.50 1995937.50 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% 912828LA6 254900HROIFWPRGM1V77 US912828LA68 U.S. Treasury Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0282 4789793.07 4789793.07 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.39% U7M81AY481YLIOR75625 EHF170000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 25000000.00 25000000.00 0.0031 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 2019-07-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer