N-MFP2 0000035315 XXXXXXXX 2019-07-31 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 27 87 2339046387.45 2350135198.26 2246654559.25 2161054507.83 4493517052.28 4575191013.27 4711976444.56 4612668601.19 0.2900 0.2800 0.2700 0.2600 0.5600 0.5600 0.5700 0.5600 619.36 8190928674.72 8190762446.38 93110523.89 194654115.67 8089219473.96 8089137497.38 1.0000 0.0239 1.0000 1.0000 1.0000 1.0000 C000168450 1.00 8089219473.96 8089137497.38 1.0000 1.0000 1.0000 1.0000 491241518.67 11407813.61 4063506.03 6118694.32 150127425.98 7511710.10 3579375.22 64293169.18 651713156.48 94743389.50 0.0238 N Fannie Mae Fannie Mae, 2.43% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-01-29 2021-01-29 N N N 0.0241 21004830.00 21004830.00 0.0026 N N N N Fannie Mae Fannie Mae, 2.45% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-30 2020-07-30 N N N 0.0242 27008393.49 27008393.49 0.0033 N N N N Fannie Mae Fannie Mae, 2.46% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-10-30 2019-10-30 N N N 0.0238 9001550.43 9001550.43 0.0011 N N N N Fannie Mae Fannie Mae, 2.47% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-10-30 2020-10-30 N N N 0.0243 16006070.88 16006070.88 0.0020 N N N N Fannie Mae Fannie Mae, 2.49% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-04-30 2020-04-30 N N N 0.0240 7004548.95 7004548.95 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.19% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2019-12-20 2019-12-20 N N N 0.0227 999672.87 999672.87 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.21% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2020-04-29 2020-04-29 N N N 0.0226 4998030.65 4998030.65 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.23% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-09-19 2019-09-19 N N N 0.0224 2999878.95 2999878.95 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-04-17 2020-04-17 N N N 0.0233 5998418.28 5998418.28 0.0007 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 5999294.10 5999294.10 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRU1 2549001DPIFGXC1TOL40 US3130AGRU10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0207 19998673.40 19998673.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRY3 2549001DPIFGXC1TOL40 US3130AGRY32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0207 19998695.40 19998695.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 313384RV3 2549001DPIFGXC1TOL40 US313384RV31 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0208 10203005.52 10203005.52 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 313384RH4 2549001DPIFGXC1TOL40 US313384RH47 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0208 9912597.20 9912597.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGSS5 2549001DPIFGXC1TOL40 US3130AGSS54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0206 10000330.10 10000330.10 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PD5 2549001DPIFGXC1TOL40 US313384PD50 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0212 5964293.34 5964293.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PE3 2549001DPIFGXC1TOL40 US313384PE34 U.S. Government Agency Debt Y N/A N/A 2019-11-13 2019-11-13 2019-11-13 N N N 0.0212 22861795.53 22861795.53 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384NS4 2549001DPIFGXC1TOL40 US313384NS48 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0211 9946844.40 9946844.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384NV7 2549001DPIFGXC1TOL40 US313384NV76 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0212 15912177.76 15912177.76 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% to 2.11% 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 28803960.00 28803960.00 0.0036 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 9931822.20 9931822.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AGUL7 2549001DPIFGXC1TOL40 US3130AGUL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0211 13998377.96 13998377.96 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 313384NH8 2549001DPIFGXC1TOL40 US313384NH82 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2019-10-23 2019-10-23 N N N 0.0212 43786966.52 43786966.52 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% to 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 0.0212 44166900.00 44166900.00 0.0055 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 17889760.08 17889760.08 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 78640550.00 78640550.00 0.0097 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NP0 2549001DPIFGXC1TOL40 US313384NP09 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2019-10-29 2019-10-29 N N N 0.0212 994808.33 994808.33 0.0001 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 0.0213 17904450.06 17904450.06 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NX3 2549001DPIFGXC1TOL40 US313384NX33 U.S. Government Agency Debt Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0212 7955164.48 7955164.48 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 313384MU0 2549001DPIFGXC1TOL40 US313384MU03 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0211 19918333.40 19918333.40 0.0025 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 23895000.00 23895000.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AGCR4 2549001DPIFGXC1TOL40 US3130AGCR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2019-10-25 2019-10-25 N N N 0.0207 33004361.94 33004361.94 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% to 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 3982266.68 3982266.68 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGQJ7 2549001DPIFGXC1TOL40 US3130AGQJ73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2019-10-25 2019-10-25 N N N 0.0208 2000555.42 2000555.42 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-08-27 2019-08-27 N N N 0.0221 1999893.56 1999893.56 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% to 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 174865274.42 174865274.42 0.0216 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-08-21 2019-08-21 N N N 0.0224 23998745.04 23998745.04 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 0.0214 26809705.58 26809705.58 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0211 4182604.99 4182604.99 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-09-27 2019-09-27 N N N 0.0222 9999126.10 9999126.10 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0221 4999798.25 4999798.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0221 9999596.50 9999596.50 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-01-28 2020-01-28 N N N 0.0226 3998339.04 3998339.04 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0221 4999798.25 4999798.25 0.0006 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 36880161.07 36880161.07 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.19% to 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 0.0213 40855133.47 40855133.47 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 313384MN6 2549001DPIFGXC1TOL40 US313384MN69 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0211 19925333.40 19925333.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2020-01-23 2020-01-23 N N N 0.0228 999596.02 999596.02 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2019-11-29 2019-11-29 N N N 0.0223 12998285.95 12998285.95 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2019-11-29 2019-11-29 N N N 0.0223 17997626.70 17997626.70 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-22 2019-10-22 2019-10-22 N N N 0.0226 19997115.20 19997115.20 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 313384MB2 2549001DPIFGXC1TOL40 US313384MB22 U.S. Government Agency Debt Y N/A N/A 2019-09-23 2019-09-23 2019-09-23 N N N 0.0213 19937577.80 19937577.80 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-11-21 2019-11-21 N N N 0.0226 36994357.87 36994357.87 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2019-11-26 2019-11-26 N N N 0.0225 7998977.52 7998977.52 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2020-03-27 2020-03-27 N N N 0.0226 12996243.65 12996243.65 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-07-28 2020-07-28 N N N 0.0225 4998386.55 4998386.55 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGCB9 2549001DPIFGXC1TOL40 US3130AGCB93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-22 2019-11-22 2019-11-22 N N N 0.0226 27996549.56 27996549.56 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-01-24 2020-01-24 N N N 0.0229 2999206.14 2999206.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-01-24 2020-01-24 N N N 0.0229 6998147.66 6998147.66 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-01-24 2020-01-24 N N N 0.0229 64982799.70 64982799.70 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-25 2019-11-25 2019-11-25 N N N 0.0226 21997192.14 21997192.14 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-25 2020-02-25 2020-02-25 N N N 0.0229 8996877.00 8996877.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-07-28 2020-07-28 N N N 0.0225 8997536.70 8997536.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-08-28 2020-08-28 N N N 0.0226 36989184.53 36989184.53 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 0.0213 17849402.61 17849402.61 0.0022 N N Y 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 0.0213 18944055.64 18944055.64 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-11-19 2019-11-19 N N N 0.0229 22995866.90 22995866.90 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2020-03-23 2020-03-23 N N N 0.0228 8997463.44 8997463.44 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-18 2019-12-18 2019-12-18 N N N 0.0229 3999162.36 3999162.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0227 8999799.93 8999799.93 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-04-20 2020-04-20 N N N 0.0230 2998890.09 2998890.09 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-03-20 2020-03-20 N N N 0.0229 21993922.94 21993922.94 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-03-20 2020-03-20 N N N 0.0229 21993922.94 21993922.94 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-03-24 2020-03-24 N N N 0.0229 23993221.68 23993221.68 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2020-08-26 2020-08-26 N N N 0.0228 4998560.65 4998560.65 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2020-05-26 2020-05-26 N N N 0.0229 1999261.68 1999261.68 0.0002 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 0.0208 27006345.54 27006345.54 0.0033 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 0.0208 19004406.29 19004406.29 0.0023 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 0.0230 8997858.81 8997858.81 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0229 9999801.60 9999801.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0229 4999900.80 4999900.80 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0229 4999900.80 4999900.80 0.0006 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 9999893.40 9999893.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2019-12-17 2019-12-17 N N N 0.0231 9997924.40 9997924.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2019-12-17 2019-12-17 N N N 0.0231 1999584.88 1999584.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-01-17 2020-01-17 N N N 0.0233 18993419.54 18993419.54 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-01-17 2020-01-17 N N N 0.0233 8996882.94 8996882.94 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-01-17 2020-01-17 N N N 0.0233 3998706.84 3998706.84 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-05-20 2020-05-20 N N N 0.0230 16993932.36 16993932.36 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2020-08-21 2020-08-21 N N N 0.0229 17995023.00 17995023.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-08-24 2020-08-24 N N N 0.0229 12996306.18 12996306.18 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-06-24 2020-06-24 N N N 0.0230 2998840.02 2998840.02 0.0004 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 0.0222 6000113.52 6000113.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0231 18999936.54 18999936.54 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2020-01-13 2020-01-13 N N N 0.0234 4998320.75 4998320.75 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2020-01-14 2020-01-14 N N N 0.0234 26990875.08 26990875.08 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2020-01-14 2020-01-14 N N N 0.0234 9996620.40 9996620.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-09-16 2019-09-16 N N N 0.0231 18998687.86 18998687.86 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0230 9999751.70 9999751.70 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFSC2 2549001DPIFGXC1TOL40 US3130AFSC20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 8999790.30 8999790.30 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 0.0228 36999140.49 36999140.49 0.0046 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 8999790.30 8999790.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-08-24 2020-08-24 N N N 0.0229 7998311.84 7998311.84 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-11-24 2020-11-24 N N N 0.0229 33991171.90 33991171.90 0.0042 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 28999793.81 28999793.81 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-03-17 2020-03-17 N N N 0.0234 1999336.58 1999336.58 0.0002 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 0.0212 37908251.28 37908251.28 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 20990294.85 20990294.85 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-04-17 2020-04-17 N N N 0.0234 5997808.56 5997808.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0227 1500000.00 1500000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 1999123.88 1999123.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2019-09-12 2019-09-12 N N N 0.0234 14998976.25 14998976.25 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-10-15 2019-10-15 N N N 0.0231 12999201.93 12999201.93 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2020-04-16 2020-04-16 N N N 0.0236 7996826.08 7996826.08 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-07-17 2020-07-17 N N N 0.0232 8998174.26 8998174.26 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 12994576.27 12994576.27 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-10 2020-02-10 2020-02-10 N N N 0.0240 5997166.68 5997166.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AE2F6 2549001DPIFGXC1TOL40 US3130AE2F68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2019-10-11 2019-10-11 N N N 0.0236 1999750.64 1999750.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-03-12 2020-03-12 N N N 0.0239 4997624.75 4997624.75 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-02-12 2020-02-12 N N N 0.0239 7996835.04 7996835.04 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2020-04-13 2020-04-13 N N N 0.0235 17994230.64 17994230.64 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2020-06-15 2020-06-15 N N N 0.0236 1999179.60 1999179.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2020-04-16 2020-04-16 N N N 0.0236 1999276.72 1999276.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-04 2019-12-04 2019-12-04 N N N 0.0237 18996070.23 18996070.23 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-04 2019-12-04 2019-12-04 N N N 0.0237 4998965.85 4998965.85 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-10 2020-01-10 2020-01-10 N N N 0.0240 14995022.55 14995022.55 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2020-05-11 2020-05-11 N N N 0.0240 17989737.84 17989737.84 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2020-05-11 2020-05-11 N N N 0.0240 5996579.28 5996579.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2020-07-15 2020-07-15 N N N 0.0234 3999204.52 3999204.52 0.0005 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 0.0211 38019228.00 38019228.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-01-03 2020-01-03 N N N 0.0239 19994501.40 19994501.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0235 8999280.36 8999280.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0235 4999600.20 4999600.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0235 39996801.60 39996801.60 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2019-11-08 2019-11-08 N N N 0.0235 2999757.45 2999757.45 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2020-11-16 2020-11-16 N N N 0.0236 15994008.96 15994008.96 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0232 21000000.00 21000000.00 0.0026 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0232 19000000.00 19000000.00 0.0023 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-10-02 2019-10-02 N N N 0.0238 9999039.00 9999039.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 4998843.90 4998843.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2020-05-08 2020-05-08 N N N 0.0239 28989236.65 28989236.65 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2020-02-11 2020-02-11 N N N 0.0239 11996832.72 11996832.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2019-10-11 2019-10-11 N N N 0.0236 8999476.29 8999476.29 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-08-12 2020-08-12 N N N 0.0238 35983437.84 35983437.84 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-12-12 2019-12-12 N N N 0.0236 27997453.12 27997453.12 0.0035 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 0.0212 17958659.94 17958659.94 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-08-07 2020-08-07 N N N 0.0237 6997930.17 6997930.17 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-07-07 2020-07-07 N N N 0.0239 8996285.79 8996285.79 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-08-07 2020-08-07 N N N 0.0237 10997299.83 10997299.83 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-08-07 2020-08-07 N N N 0.0237 4998772.65 4998772.65 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2020-07-08 2020-07-08 N N N 0.0239 8996265.90 8996265.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2020-08-07 2020-08-07 N N N 0.0237 1999509.06 1999509.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-10 2020-02-10 2020-02-10 N N N 0.0240 48988418.85 48988418.85 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-05-12 2020-05-12 N N N 0.0240 19992406.40 19992406.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-12-02 2019-12-02 N N N 0.0239 8998776.90 8998776.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-12-02 2019-12-02 N N N 0.0239 8998776.90 8998776.90 0.0011 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 0.0248 9993777.40 9993777.40 0.0012 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 0.0248 4996888.70 4996888.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-02-12 2020-02-12 N N N 0.0239 19996829.60 19996829.60 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2020-01-15 2020-01-15 N N N 0.0239 29995905.30 29995905.30 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-02-28 2020-02-28 N N N 0.0242 5998233.18 5998233.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-04-03 2020-04-03 N N N 0.0241 7997581.92 7997581.92 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-04-03 2020-04-03 N N N 0.0241 19993954.80 19993954.80 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-06-03 2020-06-03 N N N 0.0242 1999228.74 1999228.74 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-06-03 2020-06-03 N N N 0.0242 12994986.81 12994986.81 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-04-03 2020-04-03 N N N 0.0241 3998790.96 3998790.96 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-06-03 2020-06-03 N N N 0.0242 999614.37 999614.37 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-05 2020-06-03 2020-06-03 N N N 0.0242 3998457.48 3998457.48 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2020-11-09 2020-11-09 N N N 0.0239 1999288.48 1999288.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2020-11-09 2020-11-09 N N N 0.0239 8996798.16 8996798.16 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2020-11-09 2020-11-09 N N N 0.0239 2998932.72 2998932.72 0.0004 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 0.0201 53537466.49 53537466.49 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-09-01 2020-09-01 N N N 0.0242 2999095.29 2999095.29 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-06-01 2020-06-01 N N N 0.0243 35986272.48 35986272.48 0.0044 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 0.0196 34873534.28 34873534.28 0.0043 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 0.0198 46958875.00 46958875.00 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-12-20 2019-12-20 N N N 0.0242 19998185.60 19998185.60 0.0025 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 0.0212 26002091.44 26002091.44 0.0032 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 4977541.65 4977541.65 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 24880416.75 24880416.75 0.0031 N N N 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 0.0106 18998891.73 18998891.73 0.0023 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 0.0176 3998833.32 3998833.32 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 0.0197 3996733.32 3996733.32 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 0.0203 35947500.12 35947500.12 0.0044 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 0.0204 1996966.66 1996966.66 0.0002 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 0.0207 11979699.96 11979699.96 0.0015 N N Y 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 0.0211 3992226.68 3992226.68 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-17 2020-07-17 N N N 0.0244 6998567.38 6998567.38 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-04-22 2020-04-22 N N N 0.0243 6999184.78 6999184.78 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGBA2 2549001DPIFGXC1TOL40 US3130AGBA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0210 9000660.42 9000660.42 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 0.0213 11967493.32 11967493.32 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-02-21 2020-02-21 N N N 0.0242 20000048.60 20000048.60 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-08-25 2020-08-25 N N N 0.0242 7000704.97 7000704.97 0.0009 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 0.0202 9987166.70 9987166.70 0.0012 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 159853987.50 159853987.50 0.0198 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-01-17 2020-01-17 N N N 0.0242 7000529.69 7000529.69 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGFS9 2549001DPIFGXC1TOL40 US3130AGFS91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-11-01 2019-11-01 N N N 0.0235 15002823.00 15002823.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-01-22 2021-01-22 N N N 0.0246 5997925.92 5997925.92 0.0007 N N N 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 0.0212 4988222.20 4988222.20 0.0006 N N Y 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 0.0212 12967081.14 12967081.14 0.0016 N N Y 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 0.0213 2991696.66 2991696.66 0.0004 N N Y 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 0.0213 2991343.32 2991343.32 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-09-10 2019-09-10 N N N 0.0243 21000008.19 21000008.19 0.0026 N N N 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 0.0000 4000000.00 4000000.00 0.0005 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-03-27 2020-03-27 N N N 0.0243 35006009.15 35006009.15 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-01-28 2021-01-28 N N N 0.0248 10996734.76 10996734.76 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-11-15 2019-11-15 N N N 0.0241 21002184.00 21002184.00 0.0026 N N N 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 0.0188 16992066.61 16992066.61 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-07-23 2021-07-23 N N N 0.0249 18992564.35 18992564.35 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-24 2020-07-24 N N N 0.0244 11002486.99 11002486.99 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-07-08 2021-07-08 N N N 0.0248 12995397.09 12995397.09 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-06-11 2021-06-11 N N N 0.0248 18994554.60 18994554.60 0.0023 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 0.0181 14994750.00 14994750.00 0.0019 N N Y 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 0.0212 32004936.96 32004936.96 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-10-01 2020-10-01 N N N 0.0245 10005179.20 10005179.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-06-10 2020-06-10 N N N 0.0243 15008066.25 15008066.25 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-03-12 2021-03-12 N N N 0.0247 20011277.40 20011277.40 0.0025 N N N N Freddie Mac Freddie Mac, 2.05% 313396QR7 S6XOOCT0IEG5ABCC6L87 US313396QR75 U.S. Government Agency Debt Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0209 9821638.73 9821638.73 0.0012 N N N N Freddie Mac Freddie Mac, 2.26% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0226 3999984.36 3999984.36 0.0005 N N N N Freddie Mac Freddie Mac, 2.41% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-02-06 2020-02-06 N N N 0.0244 17997159.60 17997159.60 0.0022 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-09-08 2020-09-08 N N N 0.0243 34997643.10 34997643.10 0.0043 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-09-09 2020-09-09 N N N 0.0243 32997724.98 32997724.98 0.0041 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-05-08 2020-05-08 N N N 0.0244 17997175.62 17997175.62 0.0022 N N N N Freddie Mac Freddie Mac, 2.43% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-12-14 2020-12-14 N N N 0.0244 53995228.02 53995228.02 0.0067 N N N N Freddie Mac Freddie Mac, 2.43% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-05-06 2020-05-06 N N N 0.0245 35994426.12 35994426.12 0.0044 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 0.0221 18003115.26 18003115.26 0.0022 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 0.0221 9001719.72 9001719.72 0.0011 N N N N Barclays Bank PLC Barclays Bank PLC, 2.27% G5GSEF7VJP5I7OUK5573 EIE515000 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 26725800.00 27553980.55 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0225 27000000.00 27000000.00 0.0033 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.40% G5GSEF7VJP5I7OUK5573 EHH810000 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 17836700.00 18389424.63 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0237 18000000.00 18000000.00 0.0022 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-07-31 2026-07-31 1.875 - 1.875 11263000.00 11231322.81 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 11000000.00 11000000.00 0.0014 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-07-31 2026-07-31 1.875 - 1.875 13310000.00 13272565.63 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 13000000.00 13000000.00 0.0016 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 6891000.00 7136738.99 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 7000000.00 7000000.00 0.0009 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 3938000.00 4078432.47 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 4000000.00 4000000.00 0.0005 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.30% 3Y4U8VZURTYWI1W2K376 EIA049000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-02-15 2048-05-15 3.125 - 3.625 16235000.00 19693629.73 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 19000000.00 19000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.38% 3Y4U8VZURTYWI1W2K376 EHF526000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2048-05-15 2.375 - 3.125 7925000.00 8189820.64 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 1 N N/A N/A N N 0.0235 8000000.00 8000000.00 0.0010 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 EHH749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2020-12-15 1.875 - 1.875 9215000.00 9228076.61 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 9000000.00 9000000.00 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 8238994.90 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0010 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 2048-05-15 3 - 3.625 4795000.00 5222797.78 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 5000000.00 5000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 EIB431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2046-02-15 2.166 - 3.125 28401800.00 29606850.86 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 29000000.00 29000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 EHJ297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 2.099 - 4.5 28442800.00 30639199.27 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 30000000.00 30000000.00 0.0037 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 EHJ861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-06 2048-05-15 0 - 3.125 27708800.00 27580701.65 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 27000000.00 27000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 EHI749000 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 2.099 - 4.375 17651500.00 18384868.08 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 18000000.00 18000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 EIG733000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-09-30 2046-02-15 2.125 - 4.375 8985300.00 9181378.90 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 9000000.00 9000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EIC429000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2048-11-15 1.625 - 3.375 36952800.00 41097640.68 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 40000000.00 40000000.00 0.0049 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EID080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-05-15 1.375 - 4.5 55996100.00 59475196.42 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 58000000.00 58000000.00 0.0072 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EID558000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2041-05-15 1.875 - 8 21343000.00 21435482.38 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 21000000.00 21000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EIE487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 2.099 - 4.625 12812000.00 13266609.94 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 13000000.00 13000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.23% R0MUWSFPU8MPRO8K5P83 EIA885000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2046-02-15 2 - 4.5 22271200.00 22510083.58 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 22000000.00 22000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EIF023000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-11-15 0 - 6.625 27298700.00 27552978.18 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 27000000.00 27000000.00 0.0033 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 2046-02-15 0 - 6.25 17803200.00 19429690.68 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 19000000.00 19000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EIF251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2046-02-15 2.125 - 6.625 16707000.00 18525110.97 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 18000000.00 18000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.29% R0MUWSFPU8MPRO8K5P83 EHH783000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 1.625 - 3.75 18072100.00 18401038.60 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0227 18000000.00 18000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EIA434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 1.875 - 8.125 66075200.00 67393198.42 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 66000000.00 66000000.00 0.0082 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EIA884000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-15 2042-08-15 1.625 - 4.625 27330500.00 27568315.95 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 27000000.00 27000000.00 0.0033 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 2020-07-31 2046-02-15 1.375 - 4.375 17398600.00 17381068.44 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 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, 2.35% R0MUWSFPU8MPRO8K5P83 EIG300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2047-11-15 1.5 - 2.75 25440800.00 25505026.36 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0232 25000000.00 25000000.00 0.0031 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 2046-02-15 1.25 - 8 17373900.00 17399447.74 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 17000000.00 17000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EHF796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2044-02-15 2.099 - 4.375 10831500.00 11242596.56 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0236 11000000.00 11000000.00 0.0014 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EHF498000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2042-11-15 1.75 - 6.25 8136400.00 8176846.51 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0236 8000000.00 8000000.00 0.0010 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 2020-07-31 2046-02-15 1.625 - 3.75 11855200.00 14464946.33 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0236 14000000.00 14000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFH587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-05-15 2 - 8 10198300.00 10248801.45 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 10000000.00 10000000.00 0.0012 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.30% 549300HN4UKV1E2R3U73 EIB544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 7770500.00 8167374.99 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 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 0.0228 8000000.00 8000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.26% 2IGI19DL77OX0HC3ZE78 EID567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-05-15 2047-05-15 2.875 - 3 3830600.00 4122586.79 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 4000000.00 4000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.30% 2IGI19DL77OX0HC3ZE78 EIB407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2048-02-15 1.625 - 3.125 8725400.00 9239898.84 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 9000000.00 9000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.32% 2IGI19DL77OX0HC3ZE78 EHJ862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-05-15 1.625 - 4.25 3833400.00 4117066.70 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-09 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 4000000.00 4000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.40% 2IGI19DL77OX0HC3ZE78 EHI689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-05-15 1.625 - 3.125 11810400.00 12301675.92 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0237 12000000.00 12000000.00 0.0015 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 2019-08-15 2048-05-15 1.625 - 3.625 7117100.00 7182175.61 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0009 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.28% 549300IMBXQ8SGH3HJ31 EIH144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-05-15 1.875 - 8.75 19363900.00 19381255.83 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0226 19000000.00 19000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.30% 549300IMBXQ8SGH3HJ31 EIG729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2028-11-15 1.875 - 3.125 18533000.00 19382526.51 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0227 19000000.00 19000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.58% 549300IMBXQ8SGH3HJ31 EIH146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2027-11-15 1.25 - 8.75 118261700.00 122408821.43 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 120000000.00 120000000.00 0.0148 N Y Y N Credit AG Credit AG, 2.25% 1VUV7VQFKUOQSJ21A208 EIH138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2025-02-15 2 - 2 7022800.00 7140504.03 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 7000000.00 7000000.00 0.0009 N N Y N Credit AG Credit AG, 2.30% 1VUV7VQFKUOQSJ21A208 EIG799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2028-11-15 2 - 3.125 9957600.00 10201365.59 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0227 10000000.00 10000000.00 0.0012 N N Y N Credit AG Credit AG, 2.30% 1VUV7VQFKUOQSJ21A208 EIB524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 15779100.00 17355617.07 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 17000000.00 17000000.00 0.0021 N N Y N Credit AG Credit AG, 2.31% 1VUV7VQFKUOQSJ21A208 EIG249000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-09-30 2025-09-30 3 - 3 34175700.00 36727121.06 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0228 36000000.00 36000000.00 0.0045 N N Y N Credit AG Credit AG, 2.33% 1VUV7VQFKUOQSJ21A208 EHJ941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 16710700.00 18380294.83 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0231 18000000.00 18000000.00 0.0022 N N Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 EIF565000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 12988200.00 14285873.44 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0240 14000000.00 14000000.00 0.0017 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.28% 7LTWFZYICNSX8D621K86 EIH167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 18899300.00 19381229.89 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0226 19000000.00 19000000.00 0.0023 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.56% 7LTWFZYICNSX8D621K86 EIH188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-02-15 2046-02-15 2.5 - 2.5 28819600.00 28842110.66 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 28000000.00 28000000.00 0.0035 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.56% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2023-02-15 2 - 2 2008300.00 2040176.28 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 2000000.00 2000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.55% 549300GKFG0RYRRQ1414 EIH081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 40982100.00 41823763.05 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 41000000.00 41000000.00 0.0051 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.55% 549300H47WTHXPU08X20 EIH097000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2020-04-15 0.125 - 0.125 109417400.00 118320084.28 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 116000000.00 116000000.00 0.0143 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.57% 549300H47WTHXPU08X20 EIH082000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2021-03-31 2.25 - 2.25 69473400.00 70380027.87 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 69000000.00 69000000.00 0.0085 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.30% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2041-11-15 0.75 - 8.125 18394000.00 18363527.40 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0227 18000000.00 18000000.00 0.0022 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.42% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2049-02-15 0 - 3 32647500.00 36064623.96 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0239 35000000.00 35000000.00 0.0043 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.44% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2020-05-31 1.375 - 1.375 43000400.00 42860419.36 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0241 42000000.00 42000000.00 0.0052 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.25% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-14 2021-06-30 0 - 1.625 27610500.00 27541798.81 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 27000000.00 27000000.00 0.0033 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.53% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-15 2022-01-15 2.5 - 2.5 14071000.00 14308351.83 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 14000000.00 14000000.00 0.0017 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.53% KBVRJ5K57JZ3E2AVWX40 0000877559 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 13737000.00 14284334.28 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 14000000.00 14000000.00 0.0017 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.42% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-06-30 2026-06-30 1.875 - 1.875 9198400.00 9190650.20 U.S. Treasuries (including strips) Y N/A N/A 2019-10-29 2019-10-29 2019-11-15 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 90 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0011 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2021-07-31 0 - 2.25 3035700.00 3060260.96 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 3000000.00 3000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2042-08-15 0 - 2.75 10719900.00 11330876.70 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 11000000.00 11000000.00 0.0014 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2028-05-15 0 - 2.875 10423900.00 11220914.46 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 11000000.00 11000000.00 0.0014 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2026-06-30 0 - 1.875 3062900.00 3060319.31 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 3000000.00 3000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2021-07-31 0 - 2.25 14166500.00 14281120.12 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 14000000.00 14000000.00 0.0017 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 2022-04-30 2045-02-15 1.875 - 2.5 7093600.00 7140595.23 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 7000000.00 7000000.00 0.0009 N Y Y N Lloyds Bank Corp. Mrkts (GOV RP) Lloyds Bank Corp. Mrkts (GOV RP), 2.23% 213800MBWEIJDM5CU638 EIF777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 4891100.00 5101896.02 U.S. Treasuries (including strips) Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0221 5000000.00 5000000.00 0.0006 N N N Y Lloyds Bank Corp. Mrkts (GOV RP) Lloyds Bank Corp. Mrkts (GOV RP), 2.26% 213800MBWEIJDM5CU638 EIA992000 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 3997000.00 4090761.15 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0224 4000000.00 4000000.00 0.0005 N N N Y Lloyds Bank Corp. Mrkts (GOV RP) Lloyds Bank Corp. Mrkts (GOV RP), 2.28% 213800MBWEIJDM5CU638 EHJ910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2022-05-15 1.75 - 1.75 9174900.00 9189859.54 U.S. Treasuries (including strips) Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0226 9000000.00 9000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.24% H7FNTJ4851HG0EXQ1Z70 EID626000 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 9202400.00 9181790.92 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0222 9000000.00 9000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.24% H7FNTJ4851HG0EXQ1Z70 EID632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2026-02-15 1.875 - 6 9140200.00 9185500.12 U.S. Treasuries (including strips) Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0222 9000000.00 9000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.27% H7FNTJ4851HG0EXQ1Z70 EIA973000 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 6.125 - 6.125 3077600.00 4089371.45 U.S. Treasuries (including strips) Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0225 4000000.00 4000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.29% H7FNTJ4851HG0EXQ1Z70 EHH024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2026-02-15 1.875 - 6 9177600.00 9193660.58 U.S. Treasuries (including strips) Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0227 9000000.00 9000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.29% H7FNTJ4851HG0EXQ1Z70 EHI785000 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 8187800.00 8169463.15 U.S. Treasuries (including strips) Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0227 8000000.00 8000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.29% H7FNTJ4851HG0EXQ1Z70 EHJ332000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2027-11-15 6 - 6.125 6920000.00 9194922.25 U.S. Treasuries (including strips) Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0227 9000000.00 9000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.30% H7FNTJ4851HG0EXQ1Z70 EHG442000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2026-02-15 1.625 - 6 7175200.00 7157842.25 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0228 7000000.00 7000000.00 0.0009 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.52% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-21 2020-05-21 0 - 0 7255000.00 7139368.36 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0249 7000000.00 7000000.00 0.0009 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.52% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2.875 - 2.875 40645000.00 41829420.70 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0249 41000000.00 41000000.00 0.0051 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.55% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2026-06-30 0 - 2.875 17355800.00 17341228.55 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 17000000.00 17000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.25% 549300Y1PMK3RWXMWR72 EIH133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2025-07-31 1.75 - 2.875 3052800.00 3060280.74 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.32% 549300Y1PMK3RWXMWR72 EIG724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2025-07-31 1.75 - 2.875 7130100.00 7140924.94 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0229 7000000.00 7000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EIF726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2027-02-15 1.75 - 3 26884600.00 28571604.26 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0240 28000000.00 28000000.00 0.0035 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 EIG809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2026-05-15 1.625 - 1.625 6223800.00 6120551.57 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 6000000.00 6000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 EIE188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-03-31 1.625 - 2.625 6821900.00 7149334.42 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 7000000.00 7000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.23% U7M81AY481YLIOR75625 EIF109000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2023-04-30 1.625 - 1.625 7135700.00 7146455.06 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 7000000.00 7000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.24% U7M81AY481YLIOR75625 EIE192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2023-04-30 1.375 - 1.625 1025200.00 1025089.25 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0222 1000000.00 1000000.00 0.0001 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.25% U7M81AY481YLIOR75625 EIG807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2024-11-15 1.625 - 2.25 7972100.00 8161463.81 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0223 8000000.00 8000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.25% U7M81AY481YLIOR75625 EIF773000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-02-15 1.625 - 2 5031100.00 5108591.66 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 5000000.00 5000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.27% U7M81AY481YLIOR75625 EIB028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-10-31 1.625 - 1.625 4107900.00 4088650.47 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0225 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.28% U7M81AY481YLIOR75625 EIG374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2021-04-30 2.25 - 2.25 54464500.00 55102758.58 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0226 54000000.00 54000000.00 0.0067 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.28% U7M81AY481YLIOR75625 EIC509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2026-11-15 1.625 - 6.5 5414100.00 7154391.41 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0226 7000000.00 7000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.30% U7M81AY481YLIOR75625 EHJ970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 1.625 - 1.625 8202600.00 8174403.56 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 8000000.00 8000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.30% U7M81AY481YLIOR75625 EHJ972000 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 4039200.00 4086822.50 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.32% U7M81AY481YLIOR75625 EHJ969000 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 1933800.00 2047007.88 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 2000000.00 2000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.33% U7M81AY481YLIOR75625 EIE202000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-04-30 1.625 - 2.75 1973400.00 2046168.79 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0230 2000000.00 2000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.35% U7M81AY481YLIOR75625 EID197000 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 7172100.00 7147574.81 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0232 7000000.00 7000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.35% U7M81AY481YLIOR75625 EHI841000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2022-05-31 1.75 - 2.75 8923200.00 9194373.55 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 9000000.00 9000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.36% U7M81AY481YLIOR75625 EHG967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-01-31 1.625 - 2.5 16897300.00 17364271.70 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0233 17000000.00 17000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.36% U7M81AY481YLIOR75625 EHG520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-11-30 1.625 - 2.125 4035000.00 4095852.60 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0233 4000000.00 4000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.37% U7M81AY481YLIOR75625 EHI297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2022-05-31 1.75 - 2.75 11233900.00 11242536.79 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 11000000.00 11000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.39% U7M81AY481YLIOR75625 EIE184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2023-04-30 1.625 - 2.875 7928100.00 8170130.38 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0236 8000000.00 8000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.54% U7M81AY481YLIOR75625 EIH098000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 2.875 - 2.875 8749500.00 9179115.99 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 9000000.00 9000000.00 0.0011 N Y Y N Natixis SA Natixis SA, 2.19% KX1WK48MPD4Y2NCUIZ63 EID614000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-17 2028-02-15 0 - 3 8734400.00 9185661.57 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 9000000.00 9000000.00 0.0011 N N Y N Natixis SA Natixis SA, 2.31% KX1WK48MPD4Y2NCUIZ63 EHH815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2047-05-15 0 - 8.125 49926900.00 51162407.32 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 50000000.00 50000000.00 0.0062 N N Y N Natixis SA Natixis SA, 2.38% KX1WK48MPD4Y2NCUIZ63 EHH813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2045-02-15 0 - 6.25 17476100.00 18438737.75 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 18000000.00 18000000.00 0.0022 N N Y N Norinchukin Bank Norinchukin Bank, 2.26% 5493007VSMFZCPV1NB83 EID156000 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 9400000.00 9187074.84 U.S. Treasuries (including strips) Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0225 9000000.00 9000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.30% 5493007VSMFZCPV1NB83 EIB509000 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 4085316.26 U.S. Treasuries (including strips) Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0228 4000000.00 4000000.00 0.0005 N N N Y 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 8370000.00 8180406.00 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0230 8000000.00 8000000.00 0.0010 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 4190000.00 4095089.74 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 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 4190000.00 4095089.74 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 2026-08-15 2026-08-15 1.5 - 1.5 13620000.00 13311485.03 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 2026-08-15 2026-08-15 1.5 - 1.5 22000000.00 21501664.52 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 4200000.00 4104863.23 U.S. Treasuries (including strips) Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0246 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 8395000.00 8204839.71 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0246 8000000.00 8000000.00 0.0010 N N N Y 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 2020-07-31 2046-08-15 1.125 - 6.5 8200300.00 8183326.03 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0236 8000000.00 8000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 2.18% ES7IP3U3RHIGC71XBU11 EIH149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-09-30 2047-11-15 2.75 - 3.75 8075800.00 9225871.35 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0216 9000000.00 9000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.33% ES7IP3U3RHIGC71XBU11 EIA435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2045-11-15 2.875 - 3.625 7746200.00 9268125.20 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 N N/A N/A N N 0.0230 9000000.00 9000000.00 0.0011 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 2025-05-31 2047-11-15 2.75 - 3.75 4742800.00 5116041.72 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0236 5000000.00 5000000.00 0.0006 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 2.29% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2020-08-31 1.375 - 1.375 67372600.00 67328586.29 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0226 66000000.00 66000000.00 0.0082 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.55% 6PJDTY319315T5LR2241 EIH099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2021-12-15 2.625 - 3.625 278425000.00 285562148.76 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 280000000.00 280000000.00 0.0346 N Y Y N Societe Generale Societe Generale, 2.34% O2RNE8IBXP4R0TD8PU41 EHH789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-02-15 0 - 4.5 18122900.00 18389971.00 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0232 18000000.00 18000000.00 0.0022 N N N Y Societe Generale Societe Generale, 2.36% O2RNE8IBXP4R0TD8PU41 EHI186000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2027-08-15 1.75 - 6.375 18357100.00 18387690.14 U.S. Treasuries (including strips) Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0234 18000000.00 18000000.00 0.0022 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EHG985000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2048-11-15 3.375 - 6.375 30692000.00 36120578.57 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0240 35000000.00 35000000.00 0.0043 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EIF552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-11-15 1.75 - 5.25 13349300.00 14285888.26 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0242 14000000.00 14000000.00 0.0017 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.55% SUVUFHICNZMP2WKHG940 EIH119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 24316300.00 25501906.05 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 25000000.00 25000000.00 0.0031 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.56%, dated 7/31/2019 due 08/01/2019 B4TYDEB6GKMZO031MB27 EIH333000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2044-09-20 3 - 5.25 372957171.15 63285625.36 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 61870000.00 61870000.00 0.0076 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.24% G5GSEF7VJP5I7OUK5573 EIG301000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 20252282.00 20403808.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-30 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0222 20000000.00 20000000.00 0.0025 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.31% G5GSEF7VJP5I7OUK5573 EIA447000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-01-15 2047-11-15 2.5 - 5.5 38962362.00 15316690.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 15000000.00 15000000.00 0.0019 N N 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 HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 19279679.00 19423928.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0237 19000000.00 19000000.00 0.0023 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EHH811000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 20281035.00 20432776.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0238 20000000.00 20000000.00 0.0025 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EHI797000 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 2033-07-15 2048-09-20 2.5 - 6.5 205536767.00 16344036.01 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0238 16000000.00 16000000.00 0.0020 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.22% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 4 - 5 5791054.00 6120378.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 6000000.00 6000000.00 0.0007 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.26% 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 1825573.00 1913971.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.005 - 3.005 19980.00 20810.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2042-12-01 3 - 3.5 72014.00 33319.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 3.5 - 3.5 15000.00 5595.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2046-10-01 3 - 3.5 35000.00 23503.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2045-03-01 3 - 3.5 174023.00 73615.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-12-01 2049-07-01 3 - 4.804 13886375.00 256021.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2047-04-01 3 - 3.5 823281.00 497923.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-10-20 2069-05-20 3.547 - 6.1 3401470.00 2468911.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2043-09-01 3.5 - 3.5 76000.00 37846.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2049-08-01 2.16 - 5.03 63240017.00 4870400.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 10000000.00 10000000.00 0.0012 N N 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-05-20 2049-07-20 4 - 5 5895248.00 6125938.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-08-01 2049-08-01 3.5 - 4.5 6340.00 6656.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 1 N N/A N/A N N 0.0236 6000000.00 6000000.00 0.0007 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.30% 3Y4U8VZURTYWI1W2K376 EIF865000 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 2048-09-01 2048-11-01 3.5 - 4 1175901.00 1174183.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-05-15 2066-10-20 3.5 - 4.6 2614514.00 2850930.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2057-02-01 2.5 - 5 51974921.00 6176841.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 10000000.00 10000000.00 0.0012 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 2057-02-01 2.5 - 5 5121567.00 5116660.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 5000000.00 5000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EHJ971000 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 2048-09-01 2048-09-01 3.5 - 3.5 414588.00 393609.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2058-08-01 2.5 - 5 9550887.00 9817999.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0238 10000000.00 10000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EIF544000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 1999149.00 2038799.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 4 - 4 5898637.00 6124519.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0241 8000000.00 8000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.18% R0MUWSFPU8MPRO8K5P83 EIE065000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-15 2048-11-15 0 - 2.875 18966725.06 17266154.96 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 1761000.00 1796850.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 49953.00 50148.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-08-09 2033-08-09 4 - 4 15000.00 15711.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-07-20 2049-06-20 2.971 - 4.5 1346868.00 1290620.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-12-01 2046-04-01 4 - 5.5 217996.00 143902.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-10-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 20000000.00 20000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.23% R0MUWSFPU8MPRO8K5P83 EID561000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2046-05-15 0 - 6.125 17956228.35 10597392.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2032-02-15 6 - 7 4401.00 919.86 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-08-09 2033-08-09 4 - 4 815000.00 853670.12 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2049-06-20 2 - 6 13093179.00 8004392.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-04-01 2048-07-01 0 - 4.5 42497.00 38162.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 19000000.00 19000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.23% R0MUWSFPU8MPRO8K5P83 EID082000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-15 2048-02-15 0 - 3.875 13013061.39 11797133.19 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-09-05 2032-09-07 3 - 3.2 60000.00 60711.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2047-11-01 3.5 - 4 44244.00 37547.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2037-03-16 3.59 - 4 50000.00 54604.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2044-09-01 3.5 - 3.5 383151.00 224411.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2049-06-20 2.5 - 5 243685.00 117743.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-01-01 0 - 5 291064.00 65879.41 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 12000000.00 12000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.26% R0MUWSFPU8MPRO8K5P83 EIF250000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2048-05-15 0 - 5 18670529.86 13496109.11 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 35000.00 35739.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2047-11-01 0 - 4 4151075.00 3239381.68 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2049-06-20 2.971 - 6 9763704.00 1563882.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2049-07-01 3 - 4.5 1145820.00 1145536.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 19000000.00 19000000.00 0.0023 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 2020-02-15 2047-02-15 0 - 2.166 14945984.25 11798008.63 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 19000.00 18945.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-03-01 2.5 - 4.5 822080.00 296103.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-11-26 4.05 - 4.05 10000.00 10433.91 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-06-20 3.5 - 6.5 228101.00 153161.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-12-01 2041-07-01 4.5 - 6 1305020.00 84444.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0237 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 2020-02-15 2045-08-15 0 - 3.75 11399700.40 7192782.02 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2022-06-02 1.875 - 1.875 2591000.00 2598451.28 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2049-06-20 2.971 - 4 245529.00 249386.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2047-04-01 0 - 4 6185040.00 4355634.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0237 14000000.00 14000000.00 0.0017 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 2020-02-15 2049-02-15 0 - 3.625 14200887.72 11002253.29 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 2000.00 2040.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-04-01 0 - 4 47777.00 33658.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-08-08 2036-08-08 2.79 - 2.79 15000.00 14197.05 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2049-06-20 3.5 - 6.5 6278091.00 5391151.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2048-10-01 0 - 4.5 2496638.00 2128644.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0022 N Y 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 2019-08-15 2047-11-15 0 - 3.625 20039891.45 14791823.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 2398067.00 2616737.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.766 - 2.766 1000.00 989.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 3.5 - 3.5 41410.00 36636.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-11-26 4.05 - 4.05 40000.00 41735.64 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-20 2049-06-20 3.5 - 4.125 91530.00 73031.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-04-01 2035-04-01 6 - 6 217223.00 7283.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 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 BofA Securities, Inc. BofA Securities, Inc., 2.30% 549300HN4UKV1E2R3U73 EID211000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-02-20 2069-06-20 4.445 - 4.601 18394549.00 19392381.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-22 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 0.0228 19000000.00 19000000.00 0.0023 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.31% 549300HN4UKV1E2R3U73 EID121000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-05-20 2069-07-20 3.872 - 4.118 18036958.00 19396166.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 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 0.0229 19000000.00 19000000.00 0.0023 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.31% 549300HN4UKV1E2R3U73 EIC467000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-03-20 2069-06-20 4.022 - 4.48 18019023.00 19396167.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 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 0.0229 19000000.00 19000000.00 0.0023 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.29% 2IGI19DL77OX0HC3ZE78 EIC432000 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 2034-07-01 2034-07-01 3.24 - 3.24 1000.00 1052.44 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2022-01-15 2.5 - 2.5 24800.00 25235.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2047-10-01 3 - 3.5 10170208.00 9069225.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 20418.00 21012.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-06-01 2048-10-01 4 - 5 36360382.00 30698919.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0227 39000000.00 39000000.00 0.0048 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.32% 2IGI19DL77OX0HC3ZE78 EIA043000 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 2030-03-01 2041-12-01 3 - 4 78065.00 31544.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2056-11-15 2056-11-15 3.45 - 3.45 8875815.00 9188781.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-01 2049-03-01 3.5 - 4.5 35656701.00 13244258.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 22000000.00 22000000.00 0.0027 N N Y N Citibank NA Citibank NA, 2.28% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2028-01-15 0.125 - 2.875 3520200.00 4083254.46 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-12-13 2022-09-06 2.231 - 2.444 1031000.00 1031106.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-06 2029-05-15 1.25 - 6.25 6000.00 6690.97 Agency Debentures and Agency Strips Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0226 5000000.00 5000000.00 0.0006 N N Y N Citibank NA Citibank NA, 2.29% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-10-15 2020-07-15 N/A 1745000.00 1723501.19 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2049-05-15 0 - 7.875 9607100.00 10056051.45 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-02-25 2037-02-25 3.57 - 3.57 1704000.00 1903863.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-10-02 2044-12-01 1.25 - 10 6254174.00 6233076.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-15 2035-06-22 2.75 - 5.125 5270000.00 5615833.34 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-12-20 2036-12-20 6 - 6 1623.00 59.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-25 2048-10-01 1.25 - 8.5 16237357.00 5087703.38 Agency Debentures and Agency Strips Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0226 30000000.00 30000000.00 0.0037 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.56%, dated 7/31/2019 due 08/01/2019 1VUV7VQFKUOQSJ21A208 EIH333000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2044-08-15 1.5 - 3.125 11992605.44 12676749.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2034-07-01 3.5 - 3.5 68299.89 70790.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2049-01-01 3.5 - 4 188318.11 100785.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 4 - 4 387647.56 404257.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 334974.58 307945.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-11-01 2049-08-01 3 - 7 2230051.88 1865002.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 15090000.00 15090000.00 0.0019 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.57% 7LTWFZYICNSX8D621K86 EIH185000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 10054130.00 10300736.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 10000000.00 10000000.00 0.0012 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.26% 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 2042-02-01 2042-02-01 4 - 4 53776448.00 13637566.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2049-06-01 3 - 6 22392528.00 9823906.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0224 23000000.00 23000000.00 0.0028 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.30% 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 2028-08-01 2028-08-01 3.73 - 3.73 7303.00 7976.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 271007.00 280296.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-05-01 2.5 - 5 11755251.00 9926064.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0228 10000000.00 10000000.00 0.0012 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.30% 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 2031-06-01 2031-06-01 3.17 - 3.17 9900.00 10393.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.53 - 3.73 2239.00 2432.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2049-04-01 3.5 - 4.5 3045102.00 3105422.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 5 3185241.00 3010746.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-08 2019-10-08 2019-10-08 N N N 0.0228 6000000.00 6000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.32% 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 2031-06-01 2031-06-01 3.17 - 3.17 36000.00 37793.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 9598.00 10483.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2049-04-01 4.5 - 5 96740.00 93849.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 5 12662665.00 12100240.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0229 12000000.00 12000000.00 0.0015 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.17 - 3.17 8400.00 8818.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-11-01 3.5 - 4.5 2335897.00 2065854.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 3175261.00 3037311.88 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 3269.00 3570.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2048-06-01 3.5 - 4 65193.00 60794.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 5 4236069.00 4026820.75 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 1843.00 2012.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 34576.00 32979.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-08-01 2049-05-01 3.5 - 5 4151899.00 4056066.85 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, 2.46% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.17 - 3.17 27000.00 28344.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 7189.00 7851.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2049-04-01 4 - 4.5 258458.00 255955.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-05-01 2.5 - 5 9362160.00 8926740.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0243 9000000.00 9000000.00 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 23982290.00 4788599.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2057-09-01 2.5 - 5 344740.00 340443.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0244 5000000.00 5000000.00 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 2031-06-01 2031-06-01 3.17 - 3.17 27000.00 28344.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.41 - 3.41 1000.00 1061.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 7205.00 7869.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-04-01 4 - 4.5 78248.00 80923.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 5 9540655.00 9109862.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0245 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 5702480.00 4551546.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2049-05-01 2.5 - 5 779841.00 575506.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0245 5000000.00 5000000.00 0.0006 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.56%, dated 7/31/2019 due 08/01/2019 ZBUT11V806EZRVTWT807 EIH333000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2038-05-15 1.125 - 6.875 31128286.85 32852499.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 4 - 4 5925.81 550.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2054-09-15 2 - 6 1812591.76 1170613.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-10-20 2059-05-16 2 - 6 6355723.44 3252811.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2023-11-01 4.5 - 4.5 69742.71 1381.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 2741481.73 2437280.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2058-08-01 0 - 7.5 11392289.53 7984909.75 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 46714000.00 46714000.00 0.0058 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.25% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-03-01 2047-07-01 3.5 - 3.5 9984928.00 8160510.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 8000000.00 8000000.00 0.0010 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.32% K5HU16E3LMSVCCJJJ255 EIE482000 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 2032-12-01 2034-11-01 4.75 - 4.915 51203366.00 386590.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2047-07-01 3.13 - 4.706 56617395.00 12880245.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-23 2019-09-23 2019-09-23 N N N 0.0230 13000000.00 13000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.34% K5HU16E3LMSVCCJJJ255 EIB412000 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 2034-07-01 2049-02-01 3.226 - 4.803 33499520.00 10075923.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-02-01 2049-06-01 3 - 4.832 6283639.00 3197004.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0232 13000000.00 13000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.35% K5HU16E3LMSVCCJJJ255 EIA879000 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 2049-07-01 2049-07-01 4.5 - 4.5 1858868.00 1986523.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2031-12-01 2.5 - 4 2598910.00 986753.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 3.5 - 3.5 1378652.00 1417558.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 2.5 - 2.5 183368.00 183071.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-06-01 2039-06-01 4.5 - 4.5 1108906.00 1197006.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-04-01 2048-01-01 3.112 - 5 19735430.00 3949377.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 471760.00 490362.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0232 10000000.00 10000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.35% K5HU16E3LMSVCCJJJ255 EIA899000 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 2040-08-01 2040-08-01 4.5 - 4.5 999326.00 177760.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2049-01-01 3.256 - 4.5 10017440.00 9547285.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 1635086.00 1506673.27 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-17 2019-09-17 2019-09-17 N N N 0.0232 11000000.00 11000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.35% K5HU16E3LMSVCCJJJ255 EIA900000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-07-01 4.5 - 4.5 409070.00 308709.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2048-03-01 3 - 4.704 41392412.00 11089281.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3.5 - 3.5 3020000.00 1085969.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2038-04-01 3.18 - 5.005 83092942.00 4874150.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0232 17000000.00 17000000.00 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.35% K5HU16E3LMSVCCJJJ255 EIA901000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.33 - 3.33 2317800.00 2464632.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-02-01 2049-05-01 2.39 - 4.86 98735965.00 11830282.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0232 14000000.00 14000000.00 0.0017 N N N Y Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.54% 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 2019-08-15 2045-11-15 0 - 3 1900.00 1993.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2020-11-01 9 - 9 200000.00 4.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2026-08-01 3.5 - 3.5 375000.00 51908.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2044-09-01 3.5 - 3.5 399368.00 236979.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-10-20 2049-07-15 3 - 10.5 29510664.00 26965329.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2027-08-01 3.5 - 3.5 1175291.00 256777.31 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2028-07-15 2028-07-15 N/A 823000.00 656888.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-02-01 2049-03-01 3.5 - 4.5 1614001.00 1412240.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 29000000.00 29000000.00 0.0036 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.57% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2022-12-01 8 - 8 40000.00 25.10 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-11-15 0 - 3 4000.00 4281.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2048-10-01 2.5 - 4 36920.00 33867.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-01-15 2049-06-20 2.5 - 7.5 84248276.00 52163170.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-01-01 2039-03-01 3 - 5 23175251.00 9003056.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 60000000.00 60000000.00 0.0074 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.35% 549300Y1PMK3RWXMWR72 EIA883000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-07-31 2025-07-31 1.875 - 2.875 8100.00 8337.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 6772121.00 7139177.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0232 7000000.00 7000000.00 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.35% 549300Y1PMK3RWXMWR72 EIB406000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2025-10-31 0.125 - 3 9900.00 10248.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4 - 5 10642210.00 11219000.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-03-20 2049-03-20 3.5 - 3.5 1784.00 1825.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0232 11000000.00 11000000.00 0.0014 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.54% 549300Y1PMK3RWXMWR72 EIH125000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2022-09-30 1.875 - 2.625 1900.00 1941.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 6967703.00 7139124.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2048-12-01 4.5 - 4.5 3028617.00 3059654.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 10000000.00 10000000.00 0.0012 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.56%, dated 7/31/2019 due 08/01/2019 OXTKY6Q8X53C9ILVV871 EIH333000_07426 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 2029-06-01 3.36 - 3.42 80575.81 85858.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.36 - 3.36 25246.94 26894.31 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-08-08 2049-05-15 0 - 8.75 30279878.15 31678512.03 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 7.99 8.94 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2032-06-01 2034-06-07 3.06 - 3.7 5739.17 6275.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 204599.02 213153.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-06-01 0 - 9 1349605.85 1027613.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-12-15 2057-08-15 2.5 - 5.5 407516.56 269691.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-25 2058-01-01 2 - 9.5 17630251.08 6585882.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 5 8001.79 8466.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 39084000.00 39084000.00 0.0048 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-06-20 2049-05-20 3.5 - 4 19686976.00 14322854.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0237 14000000.00 14000000.00 0.0017 N Y Y N RBC Financial Group RBC Financial Group, 2.19% ES7IP3U3RHIGC71XBU11 EIH150000 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 2030-06-01 2049-01-01 3 - 4.5 7165690.00 6769999.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-07-20 4 - 4.5 4834259.00 5174303.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 7389.00 7276.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2049-04-01 2.96 - 5 10786975.00 8460049.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-09-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0217 20000000.00 20000000.00 0.0025 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 2047-11-01 2048-05-01 3.5 - 4.5 2309289.00 2111022.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2048-12-01 3 - 5 19155823.00 17335601.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0235 19000000.00 19000000.00 0.0023 N N Y N RBC Financial Group RBC Financial Group, 2.39% ES7IP3U3RHIGC71XBU11 EID070000 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 2029-07-01 2029-07-01 2.9 - 2.9 6118905.00 6316647.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2049-02-01 3.5 - 4.5 61511265.00 48824377.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-08-20 4 - 4 52424.00 53188.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 2.96 - 5 37133744.00 9129631.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 2 N N/A N/A N N 0.0236 63000000.00 63000000.00 0.0078 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 2048-05-01 2049-02-01 4 - 4.5 101382.00 102440.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4 100869.00 101895.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 3960.00 3899.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 2.96 - 5 14999634.00 7973540.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0237 8000000.00 8000000.00 0.0010 N Y 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 2033332.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2049-04-01 3 - 5 58926497.00 53197220.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0237 54000000.00 54000000.00 0.0067 N Y Y N Societe Generale In a joint trading account with Societe Generale at 2.56%, dated 7/31/2019 due 08/01/2019 O2RNE8IBXP4R0TD8PU41 EIH333000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2028-01-15 2029-10-15 0 - 0 644916.42 522513.24 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-10-24 2049-02-15 0 - 7.125 2494440.38 2573066.38 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-10-12 2021-10-12 2.75 - 2.75 15.09 15.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-09-01 2049-04-01 3.5 - 5.959 735248.13 461604.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2069-02-20 2.14 - 7 18938842.00 9466451.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-06-01 3.5 - 4 97.33 97.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 1053.49 1037.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 3.5 - 3.5 13798.88 13441.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-06-01 2049-08-01 2.5 - 4.5 2378049.46 2357003.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 15090000.00 15090000.00 0.0019 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.56%, dated 7/31/2019 due 08/01/2019 5U0XI89JRFVHWIBS4F54 EIH333000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2045-11-15 1.25 - 3.75 64018065.51 65317274.60 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 2444051.95 2486707.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-08-01 3 - 4 49082425.42 47685112.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 113180000.00 113180000.00 0.0140 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.56% SUVUFHICNZMP2WKHG940 EIH120000 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 15529798.00 15301088.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 15000000.00 15000000.00 0.0019 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.56%, dated 7/31/2019 due 08/01/2019 VYVVCKR63DVZZN70PB21 EIH333000_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 2027-11-15 1.875 - 3.625 4248406.96 4319847.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.898 - 6.398 475265.61 357602.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-08-20 2049-07-20 2 - 6 72696218.76 74294641.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.534 - 2.534 11700.88 278.63 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 77415000.00 77415000.00 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0208 31685000.00 31685000.00 0.0039 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 0.0208 74375760.75 74375760.75 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% to 2.10% 912796TB5 254900HROIFWPRGM1V77 US912796TB59 U.S. Treasury Debt Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0208 14858191.65 14858191.65 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% to 2.07% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0207 65824721.00 65824721.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.10% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0209 28736179.75 28736179.75 0.0036 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 34738285.40 34738285.40 0.0043 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 0.0194 44998011.31 44998011.31 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 0.0206 5976130.02 5976130.02 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 0.0205 39029572.12 39029572.12 0.0048 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 0.0207 9940711.50 9940711.50 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 0.0205 34888987.70 34888987.70 0.0043 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 0.0000 18000000.00 18000000.00 0.0022 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 0.0170 64975543.75 64975543.75 0.0080 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 0.0186 42966806.58 42966806.58 0.0053 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 0.0194 75910631.60 75910631.60 0.0094 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 0.0196 26928276.12 26928276.12 0.0033 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 0.0198 2994190.98 2994190.98 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-08-01 2020-01-31 2020-01-31 N N N 0.0219 18987337.83 18987337.83 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.08% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-08-01 2020-04-30 2020-04-30 N N N 0.0220 5994895.92 5994895.92 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-10-31 2019-10-31 N N N 0.0215 25995653.06 25995653.06 0.0032 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 0.0224 22012233.54 22012233.54 0.0027 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 0.0218 1996562.50 1996562.50 0.0002 N Y Y N Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2019-08-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer