N-MFP2 0000035315 XXXXXXXX 2019-08-31 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 24 87 2034203230.18 1931010936.71 2157085026.75 1979628188.70 2851679923.56 4587571374.80 4733254095.45 5040213443.78 4926622942.38 5179380675.14 0.2500 0.2400 0.2600 0.2400 0.3500 0.5600 0.5800 0.6100 0.6100 0.6400 839.56 7974035346.06 7973672311.39 54322739.30 1455523876.72 6572472013.53 6572380889.90 1.0000 0.0221 1.0000 1.0001 1.0001 1.0001 1.0000 C000168450 1.00 6572472013.53 6572380889.90 1.0000 1.0001 1.0001 1.0001 1.0000 88032324.77 47282015.72 3600650.74 42894827.34 53338327.57 5346077.35 6471540.65 137265142.61 2568148.39 28093208.42 151309661.54 255469269.15 0.0221 N Fannie Mae Fannie Mae, 2.16% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2021-01-29 2021-01-29 N N N 0.0217 20997494.49 20997494.49 0.0032 N N N N Fannie Mae Fannie Mae, 2.18% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-07-30 2020-07-30 N N N 0.0215 27005957.28 27005957.28 0.0041 N N N N Fannie Mae Fannie Mae, 2.19% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-10-30 2019-10-30 N N N 0.0211 9000923.76 9000923.76 0.0014 N N N N Fannie Mae Fannie Mae, 2.20% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-31 2020-10-30 2020-10-30 N N N 0.0216 16006089.28 16006089.28 0.0024 N N N N Fannie Mae Fannie Mae, 2.22% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-04-30 2020-04-30 N N N 0.0216 7002722.65 7002722.65 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.09% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-12-20 2019-12-20 N N N 0.0209 999957.91 999957.91 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.09% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-09-29 2020-04-29 2020-04-29 N N N 0.0214 4998150.10 4998150.10 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.12% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0199 3000169.62 3000169.62 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.17% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2020-04-17 2020-04-17 N N N 0.0221 5998495.98 5998495.98 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.17% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2019-09-21 2020-05-21 2020-05-21 N N N 0.0220 2999482.08 2999482.08 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% to 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 0.0193 15925577.76 15925577.76 0.0024 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 0.0201 20004344.20 20004344.20 0.0030 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 0.0201 20004327.00 20004327.00 0.0030 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 0.0190 10227156.13 10227156.13 0.0016 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 0.0189 9935611.10 9935611.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-28 2020-01-28 2020-01-28 N N N 0.0215 3998638.44 3998638.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-29 2019-11-29 2019-11-29 N N N 0.0210 17998266.24 17998266.24 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-29 2019-11-29 2019-11-29 N N N 0.0210 12998747.84 12998747.84 0.0020 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 0.0203 10001420.90 10001420.90 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0212 9999620.00 9999620.00 0.0015 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 0.0191 5977016.64 5977016.64 0.0009 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 0.0191 22910638.56 22910638.56 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGX34 2549001DPIFGXC1TOL40 US3130AGX345 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0217 27980106.56 27980106.56 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-23 2020-01-23 2020-01-23 N N N 0.0218 999670.69 999670.69 0.0002 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 0.0189 9967713.90 9967713.90 0.0015 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 0.0190 15945715.52 15945715.52 0.0024 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 0.0193 28866696.57 28866696.57 0.0044 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 0.0200 14003035.34 14003035.34 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2020-01-24 2020-01-24 N N N 0.0216 64986051.65 64986051.65 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2020-01-24 2020-01-24 N N N 0.0216 2999356.23 2999356.23 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2020-01-24 2020-01-24 N N N 0.0216 6998497.87 6998497.87 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-25 2019-11-25 2019-11-25 N N N 0.0213 21997995.58 21997995.58 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-25 2020-02-25 2020-02-25 N N N 0.0216 8997376.59 8997376.59 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-26 2019-11-26 2019-11-26 N N N 0.0213 7999260.32 7999260.32 0.0012 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 0.0192 43875944.64 43875944.64 0.0067 N N Y 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 0.0193 44257290.85 44257290.85 0.0067 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 0.0192 17928095.04 17928095.04 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AGWT8 2549001DPIFGXC1TOL40 US3130AGWT81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0219 32978549.67 32978549.67 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-21 2019-11-21 2019-11-21 N N N 0.0216 36995935.55 36995935.55 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-28 2020-07-28 2020-07-28 N N N 0.0215 4998529.90 4998529.90 0.0008 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 0.0193 996842.22 996842.22 0.0002 N N Y 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 0.0195 17941129.92 17941129.92 0.0027 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 0.0190 7971982.24 7971982.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-02 2020-01-02 2020-01-02 N N N 0.0222 1999308.84 1999308.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-12-20 2019-12-20 N N N 0.0214 19998680.00 19998680.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-10 2020-02-10 2020-02-10 N N N 0.0222 5997656.40 5997656.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2020-01-17 2020-01-17 N N N 0.0220 18994715.15 18994715.15 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2020-01-17 2020-01-17 N N N 0.0220 8997496.65 8997496.65 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2019-12-17 2019-12-17 N N N 0.0217 9998411.40 9998411.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2020-01-17 2020-01-17 N N N 0.0220 3998961.48 3998961.48 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2019-12-17 2019-12-17 N N N 0.0217 1999682.28 1999682.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-18 2019-12-18 2019-12-18 N N N 0.0217 3999357.24 3999357.24 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AFYG6 2549001DPIFGXC1TOL40 US3130AFYG69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-21 2019-11-21 2019-11-21 N N N 0.0216 19998459.20 19998459.20 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AGCB9 2549001DPIFGXC1TOL40 US3130AGCB93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-22 2019-11-22 2019-11-22 N N N 0.0216 27997506.04 27997506.04 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2020-03-24 2020-03-24 N N N 0.0217 23994120.96 23994120.96 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-26 2020-05-26 2020-05-26 N N N 0.0217 1999340.64 1999340.64 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2020-03-27 2020-03-27 N N N 0.0217 12996745.19 12996745.19 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-28 2020-07-28 2020-07-28 N N N 0.0215 8997755.94 8997755.94 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-28 2020-08-28 2020-08-28 N N N 0.0216 36990055.14 36990055.14 0.0056 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 0.0187 19958272.20 19958272.20 0.0030 N N Y 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 0.0189 23943160.08 23943160.08 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AGFS9 2549001DPIFGXC1TOL40 US3130AGFS91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0205 15001726.20 15001726.20 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-05-14 2020-05-14 N N N 0.0216 15997768.80 15997768.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AGYH2 2549001DPIFGXC1TOL40 US3130AGYH26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-11-27 2019-11-27 N N N 0.0214 28998550.00 28998550.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AE2F6 2549001DPIFGXC1TOL40 US3130AE2F68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-10-11 2019-10-11 N N N 0.0218 1999864.36 1999864.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0216 14999766.60 14999766.60 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-13 2020-01-13 2020-01-13 N N N 0.0221 4998650.35 4998650.35 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-14 2020-01-14 2020-01-14 N N N 0.0221 9997258.50 9997258.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-14 2020-01-14 2020-01-14 N N N 0.0221 26992597.95 26992597.95 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0216 18999608.41 18999608.41 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2020-08-24 2020-08-24 N N N 0.0216 12996620.13 12996620.13 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2020-06-24 2020-06-24 N N N 0.0218 2998956.99 2998956.99 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-26 2020-08-26 2020-08-26 N N N 0.0216 4998677.80 4998677.80 0.0008 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 33002509.98 33002509.98 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-11-06 2020-11-06 N N N 0.0217 7997639.76 7997639.76 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-04-22 2020-04-22 N N N 0.0216 6999430.62 6999430.62 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-07-17 2020-07-17 N N N 0.0217 6998947.13 6998947.13 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-08-21 2020-08-21 N N N 0.0217 31993712.00 31993712.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-10 2020-01-10 2020-01-10 N N N 0.0221 14996045.85 14996045.85 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2020-03-12 2020-03-12 N N N 0.0222 4997966.00 4997966.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2020-02-12 2020-02-12 N N N 0.0222 7997361.84 7997361.84 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2020-03-17 2020-03-17 N N N 0.0220 1999427.34 1999427.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2020-03-20 2020-03-20 N N N 0.0220 21994761.58 21994761.58 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2020-03-20 2020-03-20 N N N 0.0220 21994761.58 21994761.58 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2020-04-20 2020-04-20 N N N 0.0220 2999025.36 2999025.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-23 2020-03-23 2020-03-23 N N N 0.0219 8997809.85 8997809.85 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2020-11-24 2020-11-24 N N N 0.0217 33991777.44 33991777.44 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2020-08-24 2020-08-24 N N N 0.0216 7998455.68 7998455.68 0.0012 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 0.0189 3990301.12 3990301.12 0.0006 N N Y 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 0.0207 2000471.66 2000471.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-31 2021-02-09 2021-02-09 N N N 0.0218 11996452.08 11996452.08 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-02 2019-10-02 2019-10-02 N N N 0.0220 9999542.90 9999542.90 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-08-25 2020-08-25 N N N 0.0216 7000324.17 7000324.17 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-02-21 2020-02-21 N N N 0.0215 20000412.40 20000412.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2020-05-11 2020-05-11 N N N 0.0223 5996966.16 5996966.16 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2020-05-11 2020-05-11 N N N 0.0223 17990898.48 17990898.48 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2020-04-17 2020-04-17 N N N 0.0221 5998088.04 5998088.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2020-05-20 2020-05-20 N N N 0.0220 16994593.49 16994593.49 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-21 2020-08-21 2020-08-21 N N N 0.0219 17995419.00 17995419.00 0.0027 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 0.0182 175213008.36 175213008.36 0.0267 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2021-01-22 2021-01-22 N N N 0.0218 5999199.12 5999199.12 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2021-01-28 2021-01-28 N N N 0.0218 10998454.94 10998454.94 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-01-17 2020-01-17 N N N 0.0215 7000386.61 7000386.61 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2020-02-11 2020-02-11 N N N 0.0222 11997377.52 11997377.52 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2020-08-12 2020-08-12 N N N 0.0222 35984842.92 35984842.92 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-13 2020-04-13 2020-04-13 N N N 0.0222 17994954.96 17994954.96 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-15 2019-10-15 2019-10-15 N N N 0.0218 12999544.74 12999544.74 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-16 2020-04-16 2020-04-16 N N N 0.0222 7997220.32 7997220.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-16 2020-04-16 2020-04-16 N N N 0.0222 1999366.56 1999366.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2020-07-17 2020-07-17 N N N 0.0219 8998341.66 8998341.66 0.0014 N N N 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 0.0187 4191000.32 4191000.32 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-02 2019-12-02 2019-12-02 N N N 0.0221 8999100.09 8999100.09 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2021-05-14 2021-05-14 N N N 0.0219 47990969.76 47990969.76 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-12-02 2019-12-02 N N N 0.0221 8999100.09 8999100.09 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-09-10 2019-09-10 N N N 0.0216 20999988.87 20999988.87 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-04 2019-12-04 2019-12-04 N N N 0.0223 18997090.34 18997090.34 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-04 2019-12-04 2019-12-04 N N N 0.0223 4999234.30 4999234.30 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-08 2019-11-08 2019-11-08 N N N 0.0220 2999834.61 2999834.61 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-10 2020-02-10 2020-02-10 N N N 0.0222 48990423.93 48990423.93 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-10-11 2019-10-11 N N N 0.0219 8999714.88 8999714.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2019-12-12 2019-12-12 N N N 0.0219 27998072.48 27998072.48 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2020-05-12 2020-05-12 N N N 0.0223 19993261.80 19993261.80 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-15 2020-06-15 2020-06-15 N N N 0.0223 1999259.40 1999259.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-25 2020-03-25 2020-03-25 N N N 0.0220 18997873.71 18997873.71 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2020-03-27 2020-03-27 N N N 0.0220 4999434.90 4999434.90 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2020-03-27 2020-03-27 N N N 0.0220 6999208.86 6999208.86 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-11-15 2019-11-15 N N N 0.0214 21001458.03 21001458.03 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-01-03 2020-01-03 N N N 0.0224 19995684.60 19995684.60 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-03-27 2020-03-27 N N N 0.0215 35005961.20 35005961.20 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2021-02-26 2021-02-26 N N N 0.0218 31000000.00 31000000.00 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-07 2019-11-07 2019-11-07 N N N 0.0221 39997829.20 39997829.20 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-07 2019-11-07 2019-11-07 N N N 0.0221 4999728.65 4999728.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-07 2019-11-07 2019-11-07 N N N 0.0221 8999511.57 8999511.57 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-08 2020-05-08 2020-05-08 N N N 0.0224 28990467.41 28990467.41 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2020-02-12 2020-02-12 N N N 0.0222 19997357.60 19997357.60 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-15 2020-01-15 2020-01-15 N N N 0.0221 29996676.90 29996676.90 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-15 2020-07-15 2020-07-15 N N N 0.0220 3999277.44 3999277.44 0.0006 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 0.0183 19965038.80 19965038.80 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-31 2021-06-11 2021-06-11 N N N 0.0219 19002481.02 19002481.02 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-01 2020-02-28 2020-02-28 N N N 0.0225 5998505.04 5998505.04 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2021-07-23 2021-07-23 N N N 0.0219 19001656.42 19001656.42 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2021-07-08 2021-07-08 N N N 0.0219 13001301.82 13001301.82 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-07-24 2020-07-24 N N N 0.0217 11002676.63 11002676.63 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-07 2020-02-07 2020-02-07 N N N 0.0224 4999035.20 4999035.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-08 2020-07-08 2020-07-08 N N N 0.0225 8996615.64 8996615.64 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-16 2020-11-16 2020-11-16 N N N 0.0223 15994411.36 15994411.36 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-25 2020-03-25 2020-03-25 N N N 0.0221 18997873.90 18997873.90 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-07 2020-08-07 2020-08-07 N N N 0.0224 4998874.75 4998874.75 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-07 2020-07-07 2020-07-07 N N N 0.0226 8996634.45 8996634.45 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-07 2020-08-07 2020-08-07 N N N 0.0224 10997524.45 10997524.45 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-07 2020-08-07 2020-08-07 N N N 0.0224 6998102.37 6998102.37 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-08 2020-08-07 2020-08-07 N N N 0.0224 1999549.90 1999549.90 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-09 2020-11-09 2020-11-09 N N N 0.0224 2999005.68 2999005.68 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-09 2020-11-09 2020-11-09 N N N 0.0224 1999337.12 1999337.12 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-09 2020-11-09 2020-11-09 N N N 0.0224 8997017.04 8997017.04 0.0014 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 0.0177 19977000.00 19977000.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-01 2020-09-01 2020-09-01 N N N 0.0225 2999170.65 2999170.65 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-01 2020-06-01 2020-06-01 N N N 0.0226 35987763.60 35987763.60 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-04-03 2020-04-03 N N N 0.0227 3998954.28 3998954.28 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-04-03 2020-04-03 N N N 0.0227 7997908.56 7997908.56 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-04-03 2020-04-03 N N N 0.0227 19994771.40 19994771.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-10-01 2020-10-01 N N N 0.0217 10005594.70 10005594.70 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-06-03 2020-06-03 N N N 0.0227 3998623.96 3998623.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-06-03 2020-06-03 N N N 0.0227 12995527.87 12995527.87 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-06-03 2020-06-03 N N N 0.0227 999655.99 999655.99 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-06-03 2020-06-03 N N N 0.0227 1999311.98 1999311.98 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-06-10 2020-06-10 N N N 0.0214 15009812.85 15009812.85 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% to 2.42% 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0171 18981427.50 18981427.50 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2021-03-12 2021-03-12 N N N 0.0218 20015981.40 20015981.40 0.0030 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 27004617.27 27004617.27 0.0041 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 19003432.92 19003432.92 0.0029 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 0.0229 8998254.90 8998254.90 0.0014 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 0.0141 37982520.00 37982520.00 0.0058 N N Y 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 0.0091 38093427.75 38093427.75 0.0058 N N Y 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 0.0127 17993790.00 17993790.00 0.0027 N N Y 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 0.0190 4987594.45 4987594.45 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.43% 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0190 28926412.50 28926412.50 0.0044 N N Y 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 0.0191 24930923.50 24930923.50 0.0038 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 0.0000 4000000.00 4000000.00 0.0006 N Y Y 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 0.0162 11991030.00 11991030.00 0.0018 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 0.0186 160174185.00 160174185.00 0.0244 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384LN7 2549001DPIFGXC1TOL40 US313384LN78 U.S. Government Agency Debt Y N/A N/A 2019-09-10 2019-09-10 2019-09-10 N N N 0.0135 4997987.50 4997987.50 0.0008 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 0.0151 12992525.00 12992525.00 0.0020 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 0.0165 2997585.00 2997585.00 0.0005 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 0.0169 2997240.00 2997240.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384MJ5 2549001DPIFGXC1TOL40 US313384MJ57 U.S. Government Agency Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0184 26958082.50 26958082.50 0.0041 N N Y 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 0.0191 9843449.02 9843449.02 0.0015 N N N N Freddie Mac Freddie Mac, 2.11% 3134GTHC0 S6XOOCT0IEG5ABCC6L87 US3134GTHC01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0211 1000490.19 1000490.19 0.0002 N N N N Freddie Mac Freddie Mac, 2.14% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-31 2020-02-06 2020-02-06 N N N 0.0214 17999963.82 17999963.82 0.0027 N N N N Freddie Mac Freddie Mac, 2.15% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-09-09 2020-09-09 N N N 0.0215 32998559.55 32998559.55 0.0050 N N N N Freddie Mac Freddie Mac, 2.15% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-09-08 2020-09-08 N N N 0.0215 34998517.75 34998517.75 0.0053 N N N N Freddie Mac Freddie Mac, 2.15% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-05-08 2020-05-08 N N N 0.0214 18000604.98 18000604.98 0.0027 N N N N Freddie Mac Freddie Mac, 2.16% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-05-06 2020-05-06 N N N 0.0214 36003651.12 36003651.12 0.0055 N N N N Freddie Mac Freddie Mac, 2.16% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2020-12-14 2020-12-14 N N N 0.0216 53997994.44 53997994.44 0.0082 N N N N Freddie Mac Freddie Mac, 2.48% 3134GTRV7 S6XOOCT0IEG5ABCC6L87 US3134GTRV71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-09-03 2020-06-03 N N N 0.0246 18000000.00 18000000.00 0.0027 N Y Y N Freddie Mac Freddie Mac, 2.49% 3134GTQY2 S6XOOCT0IEG5ABCC6L87 US3134GTQY20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-04 2019-09-04 2020-06-04 N N N 0.0238 9000102.42 9000102.42 0.0014 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.15% G5GSEF7VJP5I7OUK5573 EJJ686000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-11-15 2045-11-15 3 - 3 116343400.00 142174057.78 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 138000000.00 138000000.00 0.0210 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.15% G5GSEF7VJP5I7OUK5573 EJJ735000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2021-01-31 2.5 - 2.5 24160100.00 24485875.84 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 24000000.00 24000000.00 0.0037 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.15% G5GSEF7VJP5I7OUK5573 EJJ684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2020-11-30 2.75 - 2.75 163109900.00 166299747.62 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 163000000.00 163000000.00 0.0248 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.07% 3Y4U8VZURTYWI1W2K376 EJH016000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-15 2023-08-15 2.5 - 2.5 7870000.00 8197738.45 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 8000000.00 8000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.08% 3Y4U8VZURTYWI1W2K376 EJG539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.125 - 2.125 9125000.00 9231282.24 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 9000000.00 9000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.10% 3Y4U8VZURTYWI1W2K376 EJI335000 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 - 2 8050000.00 8183601.16 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0208 8000000.00 8000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.11% 3Y4U8VZURTYWI1W2K376 EJI341000 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 - 2 8050000.00 8183601.16 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-30 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0209 8000000.00 8000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.12% 3Y4U8VZURTYWI1W2K376 EJJ162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-02-15 2029-02-15 2.625 - 2.625 7455000.00 8187509.46 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0210 8000000.00 8000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.17% 3Y4U8VZURTYWI1W2K376 EJC567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 17230000.00 17384683.73 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 17000000.00 17000000.00 0.0026 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.19% 3Y4U8VZURTYWI1W2K376 EIH747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2046-11-15 2.875 - 3.625 9095000.00 9177033.91 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 9000000.00 9000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 EJF572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2049-08-15 2.25 - 6.125 7419900.00 10207985.04 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 10000000.00 10000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 EJJ154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2049-08-15 0 - 4.375 7994600.00 8167617.79 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 8000000.00 8000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.03% R0MUWSFPU8MPRO8K5P83 EJH455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2037-02-15 2049-08-15 2.25 - 4.75 20637300.00 25658493.13 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 24900000.00 24900000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.03% R0MUWSFPU8MPRO8K5P83 EJH904000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-09-30 2049-02-15 2.125 - 7.625 13380400.00 16485831.53 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 16000000.00 16000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.14% R0MUWSFPU8MPRO8K5P83 EJH028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2045-08-15 0 - 6.125 15455200.00 16330746.61 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 16000000.00 16000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 EJE439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2045-02-15 0 - 4.75 25515200.00 26548794.29 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 26000000.00 26000000.00 0.0040 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 2020-11-15 2048-11-15 1.75 - 4.75 27615800.00 29727920.91 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 29000000.00 29000000.00 0.0044 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.18% R0MUWSFPU8MPRO8K5P83 EJB264000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2045-02-15 0 - 4.75 14463500.00 17455357.15 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 17000000.00 17000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.18% R0MUWSFPU8MPRO8K5P83 EIJ170000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2049-08-15 1.625 - 4.75 44515700.00 45980691.56 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 45000000.00 45000000.00 0.0068 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.18% R0MUWSFPU8MPRO8K5P83 EJC919000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2049-08-15 0 - 4.75 61930800.00 64337988.85 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 63000000.00 63000000.00 0.0096 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 2019-09-12 2049-08-15 0 - 6 26709400.00 30700607.31 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 30000000.00 30000000.00 0.0046 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 2020-01-16 2049-08-15 0 - 4.75 26085400.00 27628963.43 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 27000000.00 27000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.20% R0MUWSFPU8MPRO8K5P83 EII725000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2046-08-15 0 - 6.25 8629000.00 9198025.51 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 9000000.00 9000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 EIH749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2047-11-15 0 - 4.75 9807700.00 11342399.69 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 11000000.00 11000000.00 0.0017 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 2019-10-10 2049-08-15 0 - 6 17620000.00 18422062.00 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 18000000.00 18000000.00 0.0027 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 2023-03-31 2049-08-15 2.25 - 5.5 11864900.00 13293664.53 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 13000000.00 13000000.00 0.0020 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 2019-09-12 2044-02-15 0 - 4.75 17218200.00 21642471.52 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 21000000.00 21000000.00 0.0032 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 2020-05-31 2045-02-15 1.75 - 4.75 39896300.00 40918361.30 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 40000000.00 40000000.00 0.0061 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 2020-08-15 2048-02-15 2.5 - 8.75 49739400.00 59797214.34 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 58000000.00 58000000.00 0.0088 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 2025-11-30 2047-11-15 2.375 - 4.75 20676000.00 22584755.53 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 22000000.00 22000000.00 0.0033 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 2045-08-15 0 - 4.75 18066400.00 19498986.13 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 19000000.00 19000000.00 0.0029 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 2019-09-12 2049-08-15 0 - 6.25 18216800.00 18427016.63 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0226 18000000.00 18000000.00 0.0027 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.16% 549300HN4UKV1E2R3U73 EJF103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-05-15 2046-05-15 2.5 - 2.5 7384600.00 8247527.59 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 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 0.0214 8000000.00 8000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.07% 2IGI19DL77OX0HC3ZE78 EJG477000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-31 2047-05-15 1.625 - 3 3479000.00 4122605.33 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 4000000.00 4000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.16% 2IGI19DL77OX0HC3ZE78 EJE475000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2045-05-15 1.625 - 4.25 7218500.00 9258927.86 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 9000000.00 9000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.17% 2IGI19DL77OX0HC3ZE78 EJC720000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2045-05-15 1.625 - 3 5716400.00 6131194.27 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 6000000.00 6000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.18% 2IGI19DL77OX0HC3ZE78 EII750000 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 - 3.625 18806100.00 20484045.32 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0216 20000000.00 20000000.00 0.0030 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.20% 549300IMBXQ8SGH3HJ31 EJJ740000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2045-11-15 1.5 - 3.125 99965000.00 109463311.29 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0218 107000000.00 107000000.00 0.0163 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.22% 549300IMBXQ8SGH3HJ31 EJH855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2045-11-15 2.375 - 7.625 15713200.00 18405131.67 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0220 18000000.00 18000000.00 0.0027 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.22% 549300IMBXQ8SGH3HJ31 EJI347000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2044-02-15 1.125 - 8.75 16962800.00 18388504.32 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0220 18000000.00 18000000.00 0.0027 N N Y N Credit AG Credit AG, 2.16% 1VUV7VQFKUOQSJ21A208 EJF054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 17398300.00 17355699.03 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 17000000.00 17000000.00 0.0026 N N Y N Credit AG Credit AG, 2.17% 1VUV7VQFKUOQSJ21A208 EJD699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 10236800.00 10211734.47 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 10000000.00 10000000.00 0.0015 N N Y N Credit AG Credit AG, 2.21% 1VUV7VQFKUOQSJ21A208 EJI352000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-11-15 2039-11-15 4.375 - 4.375 4984600.00 7212725.11 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0219 7000000.00 7000000.00 0.0011 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.19% 7LTWFZYICNSX8D621K86 EJJ730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2020-12-15 1.875 - 1.875 26367900.00 26526461.85 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 26000000.00 26000000.00 0.0040 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.22% 7LTWFZYICNSX8D621K86 EJI338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2020-12-15 1.875 - 1.875 18257100.00 18366888.02 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0220 18000000.00 18000000.00 0.0027 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.19% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-05-31 2026-05-31 2.125 - 2.125 1947500.00 2040581.68 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 2000000.00 2000000.00 0.0003 N Y Y N DNB Bank ASA DNB Bank ASA, 2.15% 549300GKFG0RYRRQ1414 EJJ725000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2025-03-31 2.125 - 2.625 38278700.00 39789708.73 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 39000000.00 39000000.00 0.0059 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.16% 549300H47WTHXPU08X20 EJJ650000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2022-02-28 1.875 - 1.875 209315200.00 213180006.09 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 209000000.00 209000000.00 0.0318 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.18% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-26 2022-08-15 0 - 2 33668400.00 33676384.26 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y GOLDMAN SACHS & CO (GOV REPO) 1.0000 4 N N/A N/A N N 0.0216 33000000.00 33000000.00 0.0050 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.16% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-04-30 2020-04-30 2.375 - 2.375 17281000.00 17473766.81 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 17000000.00 17000000.00 0.0026 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.15% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2028-02-15 0 - 2.75 7420700.00 8169331.47 U.S. Treasuries (including strips) Y N/A N/A 2019-11-29 2019-11-29 2019-12-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 91 N N/A N/A N N 0.0213 8000000.00 8000000.00 0.0012 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.20% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2024-03-31 0 - 2.125 2944600.00 3060807.67 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0218 3000000.00 3000000.00 0.0005 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 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 4841100.00 5136992.50 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 0.0008 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 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 3865000.00 4115542.12 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 0.0006 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 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 9124900.00 9236915.59 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 0.0014 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 9200836.87 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 0.0014 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 2022-05-31 1.875 - 1.875 9096200.00 9238095.14 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 0.0014 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 3002600.00 4129503.13 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 0.0006 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 9179600.00 9237560.32 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 0.0014 N N Y N 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 8186409.21 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 0.0012 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 2027-11-15 2027-11-15 6.125 - 6.125 6692000.00 9203568.54 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 0.0014 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 2022-11-15 1.625 - 1.625 7131200.00 7202778.46 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0227 7000000.00 7000000.00 0.0011 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.15% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-12-31 2025-12-31 2.625 - 2.625 102555000.00 110164070.56 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 108000000.00 108000000.00 0.0164 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.15% 549300Y1PMK3RWXMWR72 EJJ707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2027-02-15 1.375 - 3 31480600.00 33668106.64 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 33000000.00 33000000.00 0.0050 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.07% U7M81AY481YLIOR75625 EJG541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2021-04-15 2.375 - 2.375 24992600.00 25511572.02 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 25000000.00 25000000.00 0.0038 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.09% U7M81AY481YLIOR75625 EJE591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-15 2024-04-30 2 - 2.25 7094200.00 7143060.90 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0207 7000000.00 7000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.14% U7M81AY481YLIOR75625 EJF132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-04-30 2 - 2.75 12625000.00 13425647.46 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0212 13000000.00 13000000.00 0.0020 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.14% U7M81AY481YLIOR75625 EJF131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2024-04-30 2 - 2.25 9013600.00 9183971.11 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 9000000.00 9000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.15% U7M81AY481YLIOR75625 EJG523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2023-08-31 1.875 - 2.75 7850000.00 8228564.42 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0213 8000000.00 8000000.00 0.0012 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.15% U7M81AY481YLIOR75625 EJG524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 3064900.00 3072041.87 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0213 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.16% U7M81AY481YLIOR75625 EJJ688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2024-01-31 1.875 - 2.5 61377700.00 64249950.80 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 63000000.00 63000000.00 0.0096 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.16% U7M81AY481YLIOR75625 EJC603000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2024-04-30 2 - 2.25 8071300.00 8167630.14 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 8000000.00 8000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.16% U7M81AY481YLIOR75625 EJE586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-12-31 2 - 2.125 4976600.00 5102976.20 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 5000000.00 5000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.16% U7M81AY481YLIOR75625 EJH084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 10060000.00 10204988.38 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0214 10000000.00 10000000.00 0.0015 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 2025-03-31 2025-03-31 2.625 - 2.625 6666900.00 7158425.36 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 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 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.23% U7M81AY481YLIOR75625 EJH970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 35625100.00 35708114.07 U.S. Treasuries (including strips) Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0221 35000000.00 35000000.00 0.0053 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 2025-03-31 1.625 - 2.625 7112700.00 7153487.03 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 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 0.0011 N N Y N Natixis SA Natixis SA, 2.11% KX1WK48MPD4Y2NCUIZ63 EJA746000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2027-02-15 0 - 8.125 17180300.00 17366512.63 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0209 17000000.00 17000000.00 0.0026 N N Y N Natixis SA Natixis SA, 2.15% KX1WK48MPD4Y2NCUIZ63 EJJ680000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-15 2042-11-15 1.5 - 2.875 30151300.00 32647885.00 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 32000000.00 32000000.00 0.0049 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 2027-05-15 0 - 2.875 9095900.00 9204072.66 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-10-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 9000000.00 9000000.00 0.0014 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 2019-09-19 2047-11-15 0 - 7.25 49522700.00 51194517.30 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 50000000.00 50000000.00 0.0076 N N Y N Norinchukin Bank Norinchukin Bank, 2.09% 5493007VSMFZCPV1NB83 EJF581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9018100.00 9185427.95 U.S. Treasuries (including strips) Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0208 9000000.00 9000000.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 2.10% 5493007VSMFZCPV1NB83 EJE488000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 4069100.00 4083405.40 U.S. Treasuries (including strips) Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0209 4000000.00 4000000.00 0.0006 N N N Y 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9036600.00 9204271.22 U.S. Treasuries (including strips) Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0224 9000000.00 9000000.00 0.0014 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-08-15 1.5 - 3.625 4054800.00 4091479.75 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 0.0006 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 8046000.00 8195290.95 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 0.0012 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-08-15 1.5 - 3.625 4062500.00 4099248.44 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 0.0006 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 4024800.00 4099478.87 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 0.0006 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-08-15 1.5 - 3.625 13218000.00 13337568.01 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0239 13000000.00 13000000.00 0.0020 N N Y N 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 21151400.00 21543857.45 U.S. Treasuries (including strips) Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0239 21000000.00 21000000.00 0.0032 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.00% 549300QJJX6CVVUXLE15 EJE479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2046-11-15 1.5 - 3.75 9018100.00 9189267.32 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 9000000.00 9000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.00% 549300QJJX6CVVUXLE15 EJE480000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2049-02-15 0 - 3.75 9220500.00 9189238.51 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 9000000.00 9000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2044-08-15 1.5 - 4.25 8900300.00 9189826.64 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 9000000.00 9000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-26 2046-11-15 0 - 4.25 12404100.00 13274216.97 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 13000000.00 13000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2043-11-15 1.125 - 4.25 8837600.00 9189808.30 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-11-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 9000000.00 9000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.14% 549300QJJX6CVVUXLE15 EJJ156000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2046-02-15 1.125 - 6.5 6665100.00 8162762.98 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0212 8000000.00 8000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.17% 549300QJJX6CVVUXLE15 EJD661000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2043-11-15 1.75 - 4.25 8725700.00 9190604.63 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 9000000.00 9000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.17% 549300QJJX6CVVUXLE15 EJD658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2046-05-15 1.125 - 4.25 8505800.00 9190566.75 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 9000000.00 9000000.00 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.20% 549300QJJX6CVVUXLE15 EIH791000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-11-15 1.125 - 6.5 8280200.00 11242948.12 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0218 11000000.00 11000000.00 0.0017 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.20% 549300QJJX6CVVUXLE15 EII726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2046-11-15 1.75 - 6.5 6936800.00 9236743.22 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 9000000.00 9000000.00 0.0014 N N Y N RBC Financial Group RBC Financial Group, 2.16% ES7IP3U3RHIGC71XBU11 EJE964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-02-15 0 - 7.625 9297400.00 9188311.45 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0214 9000000.00 9000000.00 0.0014 N N Y N RBC Financial Group RBC Financial Group, 2.17% ES7IP3U3RHIGC71XBU11 EJA319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2047-02-15 1.125 - 7.625 5929800.00 6129684.45 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0215 6000000.00 6000000.00 0.0009 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 2021-02-28 2047-02-15 1.125 - 7.625 8781700.00 9198999.95 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0216 9000000.00 9000000.00 0.0014 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 2.23% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-31 2022-10-31 2 - 2 35890200.00 36735968.17 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0221 36000000.00 36000000.00 0.0055 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.16% 6PJDTY319315T5LR2241 EJJ683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2023-04-30 2.5 - 2.875 470300000.00 484341271.37 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 475000000.00 475000000.00 0.0723 N Y Y N Societe Generale Societe Generale, 2.17% O2RNE8IBXP4R0TD8PU41 EJH019000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2047-08-15 0 - 6.75 9849100.00 10207203.71 U.S. Treasuries (including strips) Y N/A N/A 2019-09-23 2019-09-23 2019-09-23 N N N 0.0215 10000000.00 10000000.00 0.0015 N N N Y Societe Generale Societe Generale, 2.20% O2RNE8IBXP4R0TD8PU41 EIJ727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2047-08-15 0 - 6.75 32857000.00 34739761.94 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0218 34000000.00 34000000.00 0.0052 N N Y N Societe Generale Societe Generale, 2.20% O2RNE8IBXP4R0TD8PU41 EJB298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2047-08-15 0 - 8.75 16323300.00 17366763.27 U.S. Treasuries (including strips) Y N/A N/A 2019-09-10 2019-09-10 2019-09-10 N N N 0.0218 17000000.00 17000000.00 0.0026 N N N Y 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 2019-10-31 2045-08-15 0 - 8.75 17420200.00 18432222.89 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0231 18000000.00 18000000.00 0.0027 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 2.17%, dated 8/30/2019 due 09/03/2019 B4TYDEB6GKMZO031MB27 FAA048000_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 2045-09-20 3 - 5.25 343348477.41 59475914.28 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 58137000.00 58137000.00 0.0088 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.17%, dated 8/30/2019 due 09/03/2019 L3I9ZG2KFGXZ61BMYR72 FAA048000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2029-08-15 1.125 - 6.125 7022121.90 7291682.57 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 7147000.00 7147000.00 0.0011 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.16% G5GSEF7VJP5I7OUK5573 EJJ736000 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 2049-03-20 2049-03-20 4 - 4 12935637.00 13263182.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 13000000.00 13000000.00 0.0020 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.21% G5GSEF7VJP5I7OUK5573 EJI351000 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 2049-03-20 2049-03-20 4 - 4 13932474.00 14285260.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0219 14000000.00 14000000.00 0.0021 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.21% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 2452800.00 2553880.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-08-15 2049-08-20 3 - 5.5 4265831.00 3542585.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-07-01 2049-08-01 2.5 - 4.5 54532.00 35931.27 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-09 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 6000000.00 6000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.18% 3Y4U8VZURTYWI1W2K376 EJC568000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 25152.00 20408.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2048-11-01 4 - 4 1040975.00 1033068.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-08-20 2067-11-20 3.5 - 4.641 11236374.00 9741995.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-06-01 2.5 - 6 9088733.00 8609172.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 19000000.00 19000000.00 0.0029 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.20% 3Y4U8VZURTYWI1W2K376 EII720000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4 - 4 27584.00 22382.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4.572 - 4.572 3000.00 1814.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-11-20 2069-07-20 2.5 - 4.641 9852062.00 10456612.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-10-01 2049-06-01 2.5 - 6 13316131.00 9959083.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 20000000.00 20000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.04% R0MUWSFPU8MPRO8K5P83 EJH908000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2045-11-15 N/A 14610987.37 10943003.58 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 35000.00 36170.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2047-06-01 0 - 4 6792039.00 3498957.97 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-08-15 2049-06-20 2.872 - 7 12516074.00 3076253.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.932 - 3.932 1000.00 787.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2049-08-01 3 - 6.25 1274527.00 918367.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 18000000.00 18000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 EJE969000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2047-02-15 0 - 4.75 6295192.82 7771511.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 2398037.00 2630812.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-02-01 0 - 5 7972549.00 7742145.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-11-26 4.05 - 4.05 40000.00 42016.92 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-20 2049-06-20 3.5 - 4.5 92339.00 73720.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2033-09-01 6.25 - 8 4441493.00 1212735.07 Agency Debentures and Agency Strips Y N/A N/A 2019-09-06 2019-09-06 2019-09-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 19000000.00 19000000.00 0.0029 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 2025-05-15 2048-08-15 0 - 4.75 12275297.73 11375152.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2048-09-01 4.5 - 6.5 3857570.00 2081398.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-07-20 2049-06-20 2.872 - 4.5 1887266.00 1626693.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2046-09-01 4 - 6.25 5897337.00 5479078.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-10-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 20000000.00 20000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 EIJ173000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2048-02-15 0 - 6 10877157.29 12404525.21 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2036-06-02 2037-10-26 3.13 - 3.43 20000.00 20341.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 469733.00 272767.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2049-03-01 4 - 4 479634.00 396989.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-11-26 4.05 - 4.05 10000.00 10504.23 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-06-20 3.5 - 6.5 228028.00 149732.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.932 - 3.932 1000.00 787.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-08-01 2033-09-01 0 - 8 1867322.00 148177.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 13000000.00 13000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 EIJ671000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2048-02-15 0 - 4.375 8878174.82 8238330.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2048-04-01 4 - 6.5 1880768.00 1471064.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2049-06-20 2.872 - 4 245199.00 245147.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.932 - 3.932 1000.00 787.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-06-01 2046-11-01 4 - 6.5 8435952.00 5450767.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 15000000.00 15000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EIH765000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2047-02-15 0 - 4.75 14452315.78 12800716.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-04-01 3 - 6.25 8841.00 6575.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-08-08 2036-08-08 2.79 - 2.79 15000.00 15025.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2041-01-01 2041-01-01 4 - 4 33383.00 12769.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-20 2049-06-20 3.5 - 5 6268759.00 5217196.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2048-10-01 0 - 6.5 4685683.00 2513399.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 20000000.00 20000000.00 0.0030 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 2027-11-15 2048-02-15 0 - 4.75 14228072.62 11012551.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-03-01 2048-03-01 4 - 4 835246.00 512341.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2049-06-20 2 - 6 12655957.00 7785413.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-07-01 0 - 6.5 4139178.00 228223.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 19000000.00 19000000.00 0.0029 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 2028-11-15 2045-11-15 N/A 8230638.48 6057096.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2047-06-01 3.872 - 4 8390.00 6138.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2037-03-16 3.59 - 4 50000.00 56194.73 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-15 2049-06-20 2.5 - 8 1838422.00 392634.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2049-08-01 0 - 7.5 51826024.00 5821633.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 12000000.00 12000000.00 0.0018 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.17%, dated 8/30/2019 due 09/03/2019 VJW2DOOHGDT6PR0ZRO63 FAA048000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 3.5 109263.50 113418.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-08-01 2034-08-01 2 - 2 58086.92 58047.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3.5 - 3.5 3388.40 3089.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 19389.67 1943.85 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-09-18 2025-06-04 1.17 - 5.375 7448021.45 7495142.90 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2049-06-01 1.35 - 10 4272860.60 1445618.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-08-20 2.5 - 10 1915334.23 618745.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-06-01 3.5 - 3.5 1940465.73 1956700.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2049-03-01 3.5 - 4.5 283457.50 257704.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-25 2049-09-01 1.45 - 9.5 7947070.33 4964775.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 4.5 786634.70 816875.81 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-09-05 2049-08-15 0 - 7.625 109818.01 111788.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2033-03-01 2033-03-01 3 - 3 30843.69 26696.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-03 2024-09-13 0 - 5 7283073.95 7295686.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2047-10-01 3.5 - 4 22232.17 13829.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 23444.58 878.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-09-01 2032-10-01 2.5 - 3.5 191897.20 150385.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2032-07-01 2.5 - 3 209346.01 128979.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 3 - 3.5 216875.83 220526.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 25171000.00 25171000.00 0.0038 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.10% 549300HN4UKV1E2R3U73 EJJ165000 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 4 - 4 20781948.00 18365355.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-30 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 0.0208 18000000.00 18000000.00 0.0027 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.17% 549300HN4UKV1E2R3U73 EJE968000 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 38493358.00 38795045.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 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 0.0215 38000000.00 38000000.00 0.0058 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.17% 2IGI19DL77OX0HC3ZE78 EJE477000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-15 2029-01-15 0.125 - 0.875 10300.00 11168.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 3.5 - 3.5 7017060.00 6258603.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2056-11-15 2056-11-15 3.45 - 3.45 1000.00 1067.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2049-06-01 3.5 - 5 36390163.00 29468002.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 35000000.00 35000000.00 0.0053 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.19% 2IGI19DL77OX0HC3ZE78 EJD089000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-01-15 2029-01-15 0.875 - 0.875 11400.00 12562.27 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2056-11-15 2056-11-15 3.45 - 3.45 1000.00 1067.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2049-06-01 3.5 - 4.5 35368810.00 21431250.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 21000000.00 21000000.00 0.0032 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.17%, dated 8/30/2019 due 09/03/2019 E57ODZWZ7FF32TWEFA76 FAA048000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2019-09-13 2032-08-27 1.9 - 3.1 689023.35 723186.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2045-12-01 0 - 10 836488.32 304580.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 14958.25 1572.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-05-20 2.5 - 6.5 352139.47 114921.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-12 2048-12-01 1.375 - 6.625 799930.98 819402.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 116387.03 854.87 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2019-10-15 2030-04-15 0 - 8.875 282991.46 234577.88 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-09-05 2049-05-15 0 - 8.75 17985980.35 19782050.15 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 14.99 16.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-17 2043-06-22 0 - 5.5 3097344.27 3157137.55 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.364 - 2.364 203863.00 204412.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 178.63 1.31 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2019-09-15 2060-09-15 0 - 4.65 97074.05 100889.31 Agency Debentures and Agency Strips Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 24901000.00 24901000.00 0.0038 N Y Y N Citibank NA Citibank NA, 2.22% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2028-01-15 1 - 2.75 2177700.00 2815968.53 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-12-13 2032-08-27 2.1 - 2.11 1027000.00 1028933.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2032-07-15 0 - 2.375 13000.00 10702.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-10-04 2028-01-24 0 - 3.2 225000.00 224964.95 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2019-09-15 2060-03-15 N/A 12000.00 7086.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-12 2030-11-15 1.375 - 6.625 13000.00 14600.23 Agency Debentures and Agency Strips Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0220 4000000.00 4000000.00 0.0006 N Y Y N Citibank NA Citibank NA, 2.23% 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 1729401.58 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2049-05-15 0 - 7.875 6986100.00 7171549.69 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-02-27 2037-02-25 2.09 - 3.57 2189000.00 2533301.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-03-15 2044-12-01 0 - 5.5 137053.00 78724.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-08-26 2035-06-22 1.75 - 3.7 4560000.00 4795828.45 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-12-20 2049-05-20 5 - 6 3221.00 1732.12 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2030-03-15 0 - 3.875 11000.00 10895.30 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-13 2048-10-01 1.25 - 8.5 15821336.00 5108108.85 Agency Debentures and Agency Strips Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0221 21000000.00 21000000.00 0.0032 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.17%, dated 8/30/2019 due 09/03/2019 1VUV7VQFKUOQSJ21A208 FAA048000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-16 2048-08-15 0 - 7.25 4498529.19 4749849.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2048-09-01 3.5 - 4.5 3956515.82 2946123.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-06-20 2049-08-20 3.5 - 5 2611907.15 2339589.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-08-01 2049-04-01 3.5 - 4.5 4870240.60 4798402.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 14534000.00 14534000.00 0.0022 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.20% 7LTWFZYICNSX8D621K86 EJJ729000 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 8968626.00 9272266.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0218 9000000.00 9000000.00 0.0014 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.20% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-05-01 2048-05-01 3 - 3 29373899.00 28570472.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0218 28000000.00 28000000.00 0.0043 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.17%, dated 8/30/2019 due 09/03/2019 CYYGQCGNHMHPSMRL3R97 FAA048000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-05-01 2049-08-01 2.5 - 4.925 10282916.06 8081537.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2029-08-01 4 - 4 15026.01 15762.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 4 58351.47 62579.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4 - 4 27141.51 28643.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 2038-10-01 3.69 - 4.36 398826.68 458314.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2030-08-01 3.69 - 3.86 226227.72 256311.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2034-02-01 3.93 - 4.09 294674.58 342512.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 14180.00 16092.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2049-01-02 4 - 6.5 5543956.07 1503170.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.81 - 3.81 28360.00 32189.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-09-01 3.85 - 4.02 47035.06 53200.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 10635000.00 10635000.00 0.0016 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.22% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-08-01 2049-05-01 3.5 - 5 33918422.00 21427925.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0220 21000000.00 21000000.00 0.0032 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.00% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-04-01 4.5 - 4.5 8808927.00 9146824.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-01 2052-07-01 3 - 4.69 41368.00 35725.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0199 9000000.00 9000000.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.08% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 4005757.00 4072671.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-01 2052-07-01 3 - 4.69 11672.00 10629.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0206 4000000.00 4000000.00 0.0006 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.17%, dated 8/30/2019 due 09/03/2019 KBVRJ5K57JZ3E2AVWX40 FAA048000_03735 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 10942.08 11901.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 5408.66 5569.42 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-10-17 2047-08-15 0 - 2.875 1382969.11 1453719.20 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2049-04-01 3.5 - 4.5 992080.61 913775.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2058-05-01 2.895 - 5 3586538.47 3267353.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 5538000.00 5538000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.19% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 5011953.00 5095675.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2052-07-01 3 - 4.344 13359.00 12391.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0217 5000000.00 5000000.00 0.0008 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.20% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 6011875.00 6112300.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-01 2052-07-01 3 - 4.69 17816.00 15553.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-17 2019-09-17 2019-09-17 N N N 0.0218 6000000.00 6000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.20% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 9760178.00 10171919.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-05-01 2052-07-01 3 - 4.344 46859.00 41171.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-17 2019-09-17 2019-09-17 N N N 0.0218 10000000.00 10000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.21% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 15623637.00 16282733.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-01 2052-07-01 3 - 4.69 77016.00 66320.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-04 2019-09-04 2019-09-04 N N N 0.0219 16000000.00 16000000.00 0.0024 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 HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 9781172.00 10193799.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-01 2052-07-01 3 - 4.69 48744.00 42042.58 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 0.0015 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 HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 6025498.00 6126151.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-01 2052-07-01 3 - 4.69 16840.00 15745.53 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 0.0009 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 HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 5025692.00 5109643.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-01 2052-07-01 3 - 4.69 14568.00 13327.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0232 5000000.00 5000000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.35% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 4021862.00 4089045.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-04-01 2052-07-01 3 - 4.69 10760.00 10930.08 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 0.0006 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.17%, dated 8/30/2019 due 09/03/2019 ZBUT11V806EZRVTWT807 FAA048000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2028-04-01 2.5 - 2.5 283.42 99.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-06-01 2.5 - 2.5 25004.28 9407.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 6 - 6 83303.98 1221.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-08-01 4 - 4 24112.16 2452.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-06-01 3 - 4.5 1667257.90 1678456.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2049-01-01 4 - 4.5 6991847.77 5959589.35 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2048-05-15 1.5 - 4.25 44731776.24 47873307.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-05-01 2049-04-01 4 - 4.5 52425.50 55253.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4 - 4 120265.61 126191.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-08-01 2029-08-01 2.77 - 2.77 12.50 13.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 3.5 193.03 200.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 4.5 14211.41 15304.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 95.39 100.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2034-01-01 3.5 - 3.5 100.79 100.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2054-09-15 2 - 7.5 4983145.42 3021415.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-09-20 2060-11-15 2 - 6 17482934.31 10550131.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 215.45 198.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-09-01 2027-09-01 2.5 - 2.5 125021.42 37261.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-01-01 2059-08-25 2 - 7 32985076.98 21739915.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 2.5 - 2.5 2344132.91 2356097.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-09-01 2030-03-01 5 - 6 304574.39 6469.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2042-11-01 3 - 3 195.41 96.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-07-01 3.5 - 4 10405.88 10681.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 3 - 3 26968.12 23930.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2031-09-01 5 - 5 4812.74 1730.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-07-01 2028-06-01 2.5 - 4 39117.38 14431.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-12-01 2031-12-01 3 - 3 100313.44 68414.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2033-06-01 2.5 - 6 668824.58 364847.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 91908000.00 91908000.00 0.0140 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.21% K5HU16E3LMSVCCJJJ255 EJD477000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2038-02-01 4 - 4 1201476.00 1208593.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2048-07-01 3.456 - 4 25257024.00 7638838.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-01 2041-01-01 3 - 5 67210563.00 7491604.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-16 2019-10-16 2019-10-16 N N N 0.0219 16000000.00 16000000.00 0.0024 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.21% K5HU16E3LMSVCCJJJ255 EJE436000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 14519899.00 13274653.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0219 13000000.00 13000000.00 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.21% K5HU16E3LMSVCCJJJ255 EJE891000 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 2025-01-15 0.25 - 2.625 69600.00 76259.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 3.049 - 3.049 815662.00 229664.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-05-20 2069-05-20 4.357 - 4.357 161592.00 188722.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-07-01 2044-10-01 2.964 - 5 199475537.00 11757363.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0219 12000000.00 12000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.21% K5HU16E3LMSVCCJJJ255 EJF566000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-08-01 2045-10-01 2.71 - 5 84308359.00 12250519.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-21 2019-10-21 2019-10-21 N N N 0.0219 12000000.00 12000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.23% K5HU16E3LMSVCCJJJ255 EJC965000 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 2037-04-01 2037-04-01 4 - 4 1199464.00 1157310.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 1443704.00 1488119.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2043-03-01 2 - 2.458 14055544.00 6478249.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-07-01 2034-06-01 3 - 3.5 1041373.00 1088957.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0221 10000000.00 10000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.25% K5HU16E3LMSVCCJJJ255 EJC464000 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 2042-11-01 2042-11-01 3.5 - 3.5 14546100.00 8524897.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 3 - 3 1468050.00 1504585.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-06-01 2040-06-01 3.91 - 3.91 14999995.00 183904.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0223 10000000.00 10000000.00 0.0015 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 2.17%, dated 8/30/2019 due 09/03/2019 K5HU16E3LMSVCCJJJ255 FAA048000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 147730.57 119406.48 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2049-02-15 1.625 - 4.375 6779892.03 7574719.04 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 2046-05-20 3 - 3 28244.54 16369.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-11-20 2069-03-20 2.5 - 5.5 5209025.87 2183014.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 9673000.00 9673000.00 0.0015 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.17%, dated 8/30/2019 due 09/03/2019 7TK5RJIZDFROZCA6XF66 FAA048000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2038-06-15 2048-08-01 3.5 - 4.672 1733552.46 825911.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-10-20 2049-08-20 2.472 - 7.249 10969115.72 7651363.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-01-01 2049-08-01 2.41 - 7 18791039.67 17759772.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 25655000.00 25655000.00 0.0039 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.17% 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 2049-02-01 2049-02-01 5 - 5 1077686.00 1145701.27 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2042-11-15 2047-11-15 2.75 - 2.75 7300.00 8581.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 4 - 4 15392802.00 15788383.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 430000.00 429885.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 1729216.00 1380852.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2044-02-01 4 - 4 630000.00 319543.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2048-06-01 3.5 - 4 5008517.00 3739663.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-12-11 2020-12-11 3.125 - 3.125 890000.00 912769.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-04-01 2049-09-01 2.5 - 6 13032354.00 11983310.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 35000000.00 35000000.00 0.0053 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.17% 549300Y1PMK3RWXMWR72 EJJ708000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2021-05-15 2.625 - 2.625 3400.00 3484.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 4 - 4 15321796.00 14280000.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 14000000.00 14000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.21% 549300Y1PMK3RWXMWR72 EJE437000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-09-30 2025-06-30 2.625 - 2.875 9200.00 9800.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4 - 5 9544752.00 9949812.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-04-01 2049-05-01 3.5 - 4.5 257233.00 251747.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0219 10000000.00 10000000.00 0.0015 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.25% 549300Y1PMK3RWXMWR72 EJC463000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2025-06-30 1.375 - 2.75 8500.00 8949.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 6695357.00 6979491.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-04-01 2049-05-01 3.5 - 4 164435.00 160994.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0223 7000000.00 7000000.00 0.0011 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.17%, dated 8/30/2019 due 09/03/2019 OXTKY6Q8X53C9ILVV871 FAA048000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 80578.54 83220.35 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2024-11-26 2032-06-01 2.25 - 3.06 1566985.59 1567622.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 271809.93 283477.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-05-01 2 - 9 4822173.80 984272.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 278325.23 292111.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-05-20 2062-10-20 3 - 7.5 4092766.20 4185299.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-01-01 2049-07-01 1.375 - 8 4552262.06 3859279.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 3.5 - 5 1414270.32 1465840.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-06-01 3.36 - 3.42 191019.73 210771.02 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2049-08-15 0 - 6.875 2600631.87 2762567.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.36 - 3.36 59852.51 66141.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 18.95 21.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-09-28 2022-03-11 1.375 - 2.5 21756.38 21960.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 5927253.35 5365111.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 398427.98 408810.77 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2039-09-15 2039-09-15 5.25 - 5.25 898.49 1312.13 Agency Debentures and Agency Strips Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 21129000.00 21129000.00 0.0032 N Y Y N RBC Financial Group RBC Financial Group, 2.18% ES7IP3U3RHIGC71XBU11 EJB263000 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 17350481.00 18581395.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2048-10-01 3.5 - 4 68308419.00 61938991.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2043-05-01 3.5 - 3.5 188240.00 181602.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0216 79000000.00 79000000.00 0.0120 N N Y N RBC Financial Group RBC Financial Group, 2.18% ES7IP3U3RHIGC71XBU11 EJA320000 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 1907813.00 2164855.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2049-01-01 4 - 4.5 16429272.00 14483303.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2049-04-01 3.5 - 5 45017477.00 40357452.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0216 55800000.00 55800000.00 0.0085 N N Y N RBC Financial Group RBC Financial Group, 2.18% ES7IP3U3RHIGC71XBU11 EJA321000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2025-07-31 0 - 2.875 203.43 208.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2049-01-01 2.495 - 4.5 2462013.00 2046324.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-12-20 2048-09-20 4 - 5 1209862.00 549442.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-11-01 2051-06-01 3 - 5 12937033.00 6617630.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0216 9000000.00 9000000.00 0.0014 N N 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 8621586.00 8131891.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2049-07-20 4.5 - 5 4821130.00 5207495.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 7389.00 6980.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2049-04-01 2.96 - 5 9027455.00 7103600.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 4 N N/A N/A N N 0.0217 20000000.00 20000000.00 0.0030 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.17%, dated 8/30/2019 due 09/03/2019 5U0XI89JRFVHWIBS4F54 FAA048000_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 2020-02-29 2044-02-15 1.25 - 3.625 38706253.71 40006842.89 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 4 14694409.69 12819848.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-08-01 3 - 3.5 34982587.79 34283568.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 85360000.00 85360000.00 0.0130 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.17%, dated 8/30/2019 due 09/03/2019 5U0XI89JRFVHWIBS4F54 FAA048000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-08-01 3 - 3.5 74435236.15 75336079.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 73781000.00 73781000.00 0.0112 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.17% SUVUFHICNZMP2WKHG940 EJJ682000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-07-01 4 - 4 16010321.00 14283443.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 14000000.00 14000000.00 0.0021 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.17%, dated 8/30/2019 due 09/03/2019 VYVVCKR63DVZZN70PB21 FAA048000_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 2020-05-15 2026-07-31 1.875 - 3.625 5614396.52 5733477.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 0 - 6.224 1103562.01 848348.39 Agency Collateralized Mortgage Obligation FINANCE CORPORATION 2019-09-26 2019-09-26 0 - 0 14824.68 14799.47 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-08-20 2049-08-20 1.5 - 6 87658293.39 88255300.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2030-05-15 2036-03-25 0 - 2.321 1688733.28 1355449.11 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 94295000.00 94295000.00 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0175 40324183.47 40324183.47 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.92% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0185 12891597.42 12891597.42 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% to 1.97% 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0185 29761092.60 29761092.60 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% to 2.01% 912796WB1 254900HROIFWPRGM1V77 US912796WB13 U.S. Treasury Debt Y N/A N/A 2019-10-29 2019-10-29 2019-10-29 N N N 0.0190 37882073.46 37882073.46 0.0058 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 0.0185 31767120.00 31767120.00 0.0048 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 0.0188 74548156.50 74548156.50 0.0113 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 0.0185 14895937.50 14895937.50 0.0023 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 0.0186 65980260.97 65980260.97 0.0100 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 0.0187 28807250.92 28807250.92 0.0044 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 0.0186 34815642.40 34815642.40 0.0053 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 0.0132 33084587.65 33084587.65 0.0050 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 0.0184 5987666.64 5987666.64 0.0009 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 0.0186 39104417.46 39104417.46 0.0059 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 0.0188 9961350.00 9961350.00 0.0015 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 0.0168 27166460.77 27166460.77 0.0041 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 0.0160 26976510.00 26976510.00 0.0041 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 0.0060 2999704.17 2999704.17 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.96% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-09-03 2020-01-31 2020-01-31 N N N 0.0212 18987255.37 18987255.37 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.99% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-09-03 2020-04-30 2020-04-30 N N N 0.0212 5995130.88 5995130.88 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 912828F39 254900HROIFWPRGM1V77 US912828F395 U.S. Treasury Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0202 11997124.08 11997124.08 0.0018 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 0.0206 1998100.00 1998100.00 0.0003 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.03% 213800MBWEIJDM5CU638 EJJ183000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0202 7000000.00 7000000.00 0.0011 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Agency securities as collateral on settlement date. Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2019-09-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer