N-MFP2 0000035315 XXXXXXXX 2019-09-30 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. 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Fannie Mae, 1.89% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2019-10-30 2019-10-30 N N N 0.0179 9000669.42 9000669.42 0.0013 N N N N Fannie Mae Fannie Mae, 1.90% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-10-30 2020-10-30 N N N 0.0190 15999045.92 15999045.92 0.0024 N N N N Fannie Mae Fannie Mae, 1.92% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-04-30 2020-04-30 N N N 0.0183 7003641.89 7003641.89 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.96% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2019-12-20 2019-12-20 N N N 0.0196 999968.89 999968.89 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.01% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-04-17 2020-04-17 N N N 0.0210 5997120.78 5997120.78 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.01% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2020-04-29 2020-04-29 N N N 0.0212 4996971.60 4996971.60 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.05% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2019-10-21 2020-05-21 2020-05-21 N N N 0.0212 2998590.84 2998590.84 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.23% 3133EGYA7 US3133EGYA75 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0195 5000384.70 5000384.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2019-12-20 2019-12-20 N N N 0.0184 19999057.60 19999057.60 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-05-14 2020-05-14 N N N 0.0191 15992776.00 15992776.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AGYH2 2549001DPIFGXC1TOL40 US3130AGYH26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2019-11-27 2019-11-27 N N N 0.0186 28998550.00 28998550.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-11-06 2020-11-06 N N N 0.0194 7992550.72 7992550.72 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-04-22 2020-04-22 N N N 0.0191 6997457.60 6997457.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-07-17 2020-07-17 N N N 0.0192 6996091.69 6996091.69 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-08-21 2020-08-21 N N N 0.0193 31978668.80 31978668.80 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-02-21 2020-02-21 N N N 0.0189 19996722.80 19996722.80 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-02-09 2021-02-09 N N N 0.0195 11985278.76 11985278.76 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-08-25 2020-08-25 N N N 0.0193 6995868.39 6995868.39 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-01-28 2021-01-28 N N N 0.0188 10997746.87 10997746.87 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-01-22 2021-01-22 N N N 0.0194 5994466.38 5994466.38 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-01-17 2020-01-17 N N N 0.0188 19998730.60 19998730.60 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-01-17 2020-01-17 N N N 0.0188 6999660.71 6999660.71 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-05-14 2021-05-14 N N N 0.0189 47991264.00 47991264.00 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-03-26 2020-03-26 N N N 0.0190 15998433.28 15998433.28 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2019-11-15 2019-11-15 N N N 0.0183 21001073.94 21001073.94 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-03-27 2020-03-27 N N N 0.0191 34996499.30 34996499.30 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-02-26 2021-02-26 N N N 0.0190 30993180.00 30993180.00 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-06-11 2021-06-11 N N N 0.0189 19002309.45 19002309.45 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-07-23 2021-07-23 N N N 0.0189 18999850.85 18999850.85 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-07-24 2020-07-24 N N N 0.0192 10997641.60 10997641.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-07-08 2021-07-08 N N N 0.0188 13003381.82 13003381.82 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AFK89 2549001DPIFGXC1TOL40 US3130AFK898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0200 10997566.03 10997566.03 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-12-23 2020-12-23 N N N 0.0187 28515960.00 28515960.00 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-07-29 2020-07-29 N N N 0.0194 13997673.90 13997673.90 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-06-10 2020-06-10 N N N 0.0191 15001523.25 15001523.25 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-03-12 2021-03-12 N N N 0.0185 20023857.60 20023857.60 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384QQ5 2549001DPIFGXC1TOL40 US313384QQ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0188 30876008.68 30876008.68 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% to 2.01% 313384QT9 2549001DPIFGXC1TOL40 US313384QT93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2019-12-20 2019-12-20 N N N 0.0189 30871177.64 30871177.64 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384QZ5 2549001DPIFGXC1TOL40 US313384QZ53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0189 5973196.68 5973196.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0195 20997875.43 20997875.43 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3N1 2549001DPIFGXC1TOL40 US3130AH3N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0192 22002097.26 22002097.26 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 313384PL7 2549001DPIFGXC1TOL40 US313384PL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0189 13964175.54 13964175.54 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-10-01 2020-10-01 N N N 0.0196 9999566.10 9999566.10 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% to 2.11% 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0188 35915400.00 35915400.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-14 2020-01-14 2020-01-14 N N N 0.0204 9997838.50 9997838.50 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2019-12-17 2019-12-17 N N N 0.0201 9998837.00 9998837.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-01-17 2020-01-17 N N N 0.0204 18995813.73 18995813.73 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-01-17 2020-01-17 N N N 0.0204 8998017.03 8998017.03 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2019-12-17 2019-12-17 N N N 0.0201 1999767.40 1999767.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2020-02-10 2020-02-10 N N N 0.0206 5998071.96 5998071.96 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2020-03-12 2020-03-12 N N N 0.0206 4998276.15 4998276.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2020-02-12 2020-02-12 N N N 0.0205 7997806.96 7997806.96 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-13 2020-01-13 2020-01-13 N N N 0.0205 4998929.15 4998929.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-01-17 2020-01-17 N N N 0.0204 3999177.32 3999177.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2020-01-23 2020-01-23 N N N 0.0206 999736.34 999736.34 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2019-11-25 2019-11-25 N N N 0.0200 21998678.24 21998678.24 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-02-25 2020-02-25 N N N 0.0204 8997801.75 8997801.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-28 2020-01-28 2020-01-28 N N N 0.0206 3998890.16 3998890.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% to 2.10% 313384PU7 2549001DPIFGXC1TOL40 US313384PU75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0189 28913676.57 28913676.57 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2020-01-10 2020-01-10 N N N 0.0206 14996913.15 14996913.15 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AE2F6 2549001DPIFGXC1TOL40 US3130AE2F68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0203 1999963.18 1999963.18 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-12-18 2019-12-18 N N N 0.0203 3999527.92 3999527.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0201 12999841.40 12999841.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2020-04-16 2020-04-16 N N N 0.0205 1999445.54 1999445.54 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2020-04-16 2020-04-16 N N N 0.0205 7997566.88 7997566.88 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-03-17 2020-03-17 N N N 0.0205 1999509.36 1999509.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-04-17 2020-04-17 N N N 0.0205 5998324.92 5998324.92 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-21 2019-11-21 2019-11-21 N N N 0.0203 36997429.61 36997429.61 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-01-24 2020-01-24 N N N 0.0205 2999483.43 2999483.43 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-01-24 2020-01-24 N N N 0.0205 6998794.67 6998794.67 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2019-11-29 2019-11-29 N N N 0.0203 12999157.08 12999157.08 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2019-11-29 2019-11-29 N N N 0.0203 17998832.88 17998832.88 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2020-01-02 2020-01-02 N N N 0.0214 1999264.86 1999264.86 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2019-11-07 2019-11-07 N N N 0.0203 39998794.80 39998794.80 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2019-11-07 2019-11-07 N N N 0.0203 4999849.35 4999849.35 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2019-11-07 2019-11-07 N N N 0.0203 8999728.83 8999728.83 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-08 2019-11-08 2019-11-08 N N N 0.0203 2999907.00 2999907.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2019-12-12 2019-12-12 N N N 0.0203 27998613.44 27998613.44 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2020-06-15 2020-06-15 N N N 0.0206 1999334.74 1999334.74 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AFYG6 2549001DPIFGXC1TOL40 US3130AFYG69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-21 2019-11-21 2019-11-21 N N N 0.0203 19999026.20 19999026.20 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGCB9 2549001DPIFGXC1TOL40 US3130AGCB93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-22 2019-11-22 2019-11-22 N N N 0.0203 27998410.72 27998410.72 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-26 2019-11-26 2019-11-26 N N N 0.0203 7999500.40 7999500.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-02-07 2020-02-07 N N N 0.0206 4999215.00 4999215.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-08 2020-05-08 2020-05-08 N N N 0.0207 28991547.08 28991547.08 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2020-02-10 2020-02-10 N N N 0.0206 48992119.82 48992119.82 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2020-02-11 2020-02-11 N N N 0.0206 11997839.40 11997839.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2020-05-12 2020-05-12 N N N 0.0207 19994012.20 19994012.20 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-13 2020-04-13 2020-04-13 N N N 0.0206 17995568.40 17995568.40 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2020-01-15 2020-01-15 N N N 0.0204 29997400.50 29997400.50 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2020-07-15 2020-07-15 N N N 0.0204 3999341.84 3999341.84 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-07-17 2020-07-17 N N N 0.0203 8998487.37 8998487.37 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2020-03-20 2020-03-20 N N N 0.0207 21995529.60 21995529.60 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2020-04-20 2020-04-20 N N N 0.0207 2999140.41 2999140.41 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2020-03-20 2020-03-20 N N N 0.0207 21995529.60 21995529.60 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-03-24 2020-03-24 N N N 0.0206 23994933.84 23994933.84 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-03-25 2020-03-25 N N N 0.0204 18998174.48 18998174.48 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-03-25 2020-03-25 N N N 0.0204 18998180.75 18998180.75 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-28 2020-07-28 2020-07-28 N N N 0.0206 4998649.45 4998649.45 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-12-04 2019-12-04 N N N 0.0208 18997982.20 18997982.20 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-12-04 2019-12-04 N N N 0.0208 4999469.00 4999469.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-08-07 2020-08-07 N N N 0.0206 10997736.53 10997736.53 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-07-07 2020-07-07 N N N 0.0208 8996940.99 8996940.99 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-08-07 2020-08-07 N N N 0.0206 4998971.15 4998971.15 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-08-07 2020-08-07 N N N 0.0206 6998264.91 6998264.91 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-08 2020-07-08 2020-07-08 N N N 0.0208 8996922.72 8996922.72 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-08 2020-08-07 2020-08-07 N N N 0.0206 1999588.46 1999588.46 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0204 8999919.99 8999919.99 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2020-02-12 2020-02-12 N N N 0.0205 19997802.00 19997802.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2020-11-16 2020-11-16 N N N 0.0206 15994766.72 15994766.72 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2020-05-20 2020-05-20 N N N 0.0207 16995178.29 16995178.29 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2020-03-23 2020-03-23 N N N 0.0207 8998115.13 8998115.13 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-08-24 2020-08-24 N N N 0.0205 12996885.72 12996885.72 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-06-24 2020-06-24 N N N 0.0207 2999056.20 2999056.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-26 2020-05-26 2020-05-26 N N N 0.0208 1999410.40 1999410.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-03-27 2020-03-27 N N N 0.0208 12997206.95 12997206.95 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-28 2020-07-28 2020-07-28 N N N 0.0206 8997938.10 8997938.10 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-28 2020-08-28 2020-08-28 N N N 0.0206 36990841.39 36990841.39 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% to 2.40% 313384NQ8 2549001DPIFGXC1TOL40 US313384NQ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-30 2019-10-30 2019-10-30 N N N 0.0185 45331244.42 45331244.42 0.0067 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0205 9999983.40 9999983.40 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2020-11-09 2020-11-09 N N N 0.0207 2999069.79 2999069.79 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2020-11-09 2020-11-09 N N N 0.0207 1999379.86 1999379.86 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2020-11-09 2020-11-09 N N N 0.0207 8997209.37 8997209.37 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-21 2020-08-21 2020-08-21 N N N 0.0206 17995799.34 17995799.34 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-08-24 2020-08-24 N N N 0.0206 7998577.04 7998577.04 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-11-24 2020-11-24 N N N 0.0206 33992289.14 33992289.14 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-26 2020-08-26 2020-08-26 N N N 0.0206 4998777.90 4998777.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-01-03 2020-01-03 N N N 0.0210 19996686.80 19996686.80 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-03-27 2020-03-27 N N N 0.0207 6999325.62 6999325.62 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-03-27 2020-03-27 N N N 0.0207 4999518.30 4999518.30 0.0007 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 0.0186 20012136.80 20012136.80 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 0.0186 20012124.40 20012124.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-12-02 2019-12-02 N N N 0.0209 8999381.97 8999381.97 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-12-02 2019-12-02 N N N 0.0209 8999381.97 8999381.97 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 313384RV3 2549001DPIFGXC1TOL40 US313384RV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0188 10243893.63 10243893.63 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AH2S1 2549001DPIFGXC1TOL40 US3130AH2S17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N N N 0.0204 22000626.12 22000626.12 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-02-28 2020-02-28 N N N 0.0212 5998733.76 5998733.76 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 313384RH4 2549001DPIFGXC1TOL40 US313384RH47 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0188 9951694.40 9951694.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-05-01 2020-05-01 N N N 0.0208 29000000.00 29000000.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-04-03 2020-04-03 N N N 0.0213 19995462.00 19995462.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-04-03 2020-04-03 N N N 0.0213 3999092.40 3999092.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-04-03 2020-04-03 N N N 0.0213 7998184.80 7998184.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGSS5 2549001DPIFGXC1TOL40 US3130AGSS54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0182 10003865.00 10003865.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-06-01 2020-06-01 N N N 0.0213 35988979.68 35988979.68 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-09-01 2020-09-01 N N N 0.0212 2999231.91 2999231.91 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-06-03 2020-06-03 N N N 0.0213 1999382.48 1999382.48 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-06-03 2020-06-03 N N N 0.0213 3998764.96 3998764.96 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-06-03 2020-06-03 N N N 0.0213 12995986.12 12995986.12 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-06-03 2020-06-03 N N N 0.0213 999691.24 999691.24 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PD5 2549001DPIFGXC1TOL40 US313384PD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0188 5986840.02 5986840.02 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PE3 2549001DPIFGXC1TOL40 US313384PE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-13 2019-11-13 2019-11-13 N N N 0.0188 22948352.12 22948352.12 0.0034 N N Y 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 0.0218 27979955.64 27979955.64 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2020-03-23 2020-03-23 N N N 0.0212 21997903.62 21997903.62 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-03-25 2020-03-25 N N N 0.0212 6999325.83 6999325.83 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-03-25 2020-03-25 N N N 0.0212 6999325.27 6999325.27 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-26 2020-03-26 2020-03-26 N N N 0.0212 6999218.03 6999218.03 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-03-27 2020-03-27 N N N 0.0212 14998547.10 14998547.10 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384NS4 2549001DPIFGXC1TOL40 US313384NS48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0186 9983811.10 9983811.10 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384NV7 2549001DPIFGXC1TOL40 US313384NV76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0187 15971591.04 15971591.04 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.10% to 2.11% 313384PT0 2549001DPIFGXC1TOL40 US313384PT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0189 28915191.24 28915191.24 0.0043 N N Y 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 0.0180 14006571.32 14006571.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 313384NH8 2549001DPIFGXC1TOL40 US313384NH82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2019-10-23 2019-10-23 N N N 0.0183 43949448.84 43949448.84 0.0065 N N Y 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 0.0220 32978286.66 32978286.66 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NP0 2549001DPIFGXC1TOL40 US313384NP09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2019-10-29 2019-10-29 N N N 0.0185 998537.78 998537.78 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NR6 2549001DPIFGXC1TOL40 US313384NR64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0186 17971799.94 17971799.94 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NX3 2549001DPIFGXC1TOL40 US313384NX33 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0187 7984960.00 7984960.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 313384MU0 2549001DPIFGXC1TOL40 US313384MU03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0172 19990600.00 19990600.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.13% to 2.47% 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0179 23982453.36 23982453.36 0.0035 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 15000873.45 15000873.45 0.0022 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 33001102.53 33001102.53 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% to 2.44% 313384NA3 2549001DPIFGXC1TOL40 US313384NA30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2019-10-16 2019-10-16 N N N 0.0179 3996866.68 3996866.68 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 0.0184 2000528.96 2000528.96 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% to 2.42% 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0096 175490835.39 175490835.39 0.0259 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0174 4197806.68 4197806.68 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 313384MN6 2549001DPIFGXC1TOL40 US313384MN69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0143 19996866.60 19996866.60 0.0030 N N Y 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 0.0186 27003047.22 27003047.22 0.0040 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 0.0185 19002928.09 19002928.09 0.0028 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 8998608.06 8998608.06 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384NB1 2549001DPIFGXC1TOL40 US313384NB13 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0180 4995822.20 4995822.20 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.43% 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0181 28974254.38 28974254.38 0.0043 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.43% 313384NG0 2549001DPIFGXC1TOL40 US313384NG00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-22 2019-10-22 2019-10-22 N N N 0.0183 24972583.25 24972583.25 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2019-10-09 2019-10-09 N N N 0.0170 160432946.31 160432946.31 0.0237 N N Y N Freddie Mac Freddie Mac, 1.84% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-02-06 2020-02-06 N N N 0.0181 18001861.38 18001861.38 0.0027 N N N N Freddie Mac Freddie Mac, 1.85% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-09-08 2020-09-08 N N N 0.0182 35008401.05 35008401.05 0.0052 N N N N Freddie Mac Freddie Mac, 1.85% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-05-08 2020-05-08 N N N 0.0184 18001300.50 18001300.50 0.0027 N N N N Freddie Mac Freddie Mac, 1.85% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-09-09 2020-09-09 N N N 0.0182 33007923.30 33007923.30 0.0049 N N N N Freddie Mac Freddie Mac, 1.86% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-12-14 2020-12-14 N N N 0.0183 54017596.98 54017596.98 0.0080 N N N N Freddie Mac Freddie Mac, 1.86% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-05-06 2020-05-06 N N N 0.0184 36004789.08 36004789.08 0.0053 N N N N Freddie Mac Freddie Mac, 1.88% 313396RX3 S6XOOCT0IEG5ABCC6L87 US313396RX35 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0188 11933400.00 11933400.00 0.0018 N N N N Freddie Mac Freddie Mac, 2.05% 313396QR7 S6XOOCT0IEG5ABCC6L87 US313396QR75 U.S. Government Agency Debt Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0188 9859888.47 9859888.47 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 0.0210 1000165.17 1000165.17 0.0001 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 2.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-09-30 2024-09-30 1.5 - 1.5 8321000.00 8298897.35 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0247 8000000.00 8000000.00 0.0012 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.97% 3Y4U8VZURTYWI1W2K376 FBB620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2021-02-28 2.5 - 2.5 7080000.00 7167600.41 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 7000000.00 7000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.98% 3Y4U8VZURTYWI1W2K376 FAJ406000 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 3045000.00 3077353.28 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 3000000.00 3000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.00% 3Y4U8VZURTYWI1W2K376 FAJ928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 3.125 - 3.125 6935000.00 7170139.84 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 7000000.00 7000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.00% 3Y4U8VZURTYWI1W2K376 FAJ437000 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 3045000.00 3077353.28 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 3000000.00 3000000.00 0.0004 N N 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 2043-08-15 2.5 - 3.625 7925000.00 8238732.04 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 2043-08-15 2.125 - 3.625 9130000.00 9228421.55 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0206 9000000.00 9000000.00 0.0013 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 2043-08-15 2 - 3.625 8075000.00 8203089.85 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 1 N N/A N/A N N 0.0208 8000000.00 8000000.00 0.0012 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.97% R0MUWSFPU8MPRO8K5P83 FAI917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2027-05-15 0 - 3 23893300.00 24490814.12 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 24000000.00 24000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAC033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2046-08-15 0 - 6.25 14143900.00 14330228.02 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 14000000.00 14000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAH663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2040-02-15 0 - 4.625 77669900.00 80633820.60 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 79000000.00 79000000.00 0.0117 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 2019-11-07 2048-11-15 0 - 3.375 8053300.00 10323769.47 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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, 2.00% R0MUWSFPU8MPRO8K5P83 FAG068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2047-11-15 0 - 4.625 14146100.00 15351387.06 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 15000000.00 15000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAI441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2049-02-15 0 - 3 16381600.00 16330061.18 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 16000000.00 16000000.00 0.0024 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 2019-11-07 2046-08-15 0 - 8 8219300.00 8175394.43 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 8000000.00 8000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAG067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2027-05-15 0 - 3 14760600.00 15312813.91 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 15000000.00 15000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAC494000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2046-02-15 0 - 3 34446100.00 37051545.78 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 36000000.00 36000000.00 0.0053 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 2019-11-07 2048-11-15 0 - 4.625 21630500.00 25582056.83 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 24900000.00 24900000.00 0.0037 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 2021-09-30 2044-02-15 1.5 - 4.625 14613600.00 16371370.77 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 16000000.00 16000000.00 0.0024 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 2020-01-30 2049-02-15 0 - 6 29735100.00 29715620.05 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 29000000.00 29000000.00 0.0043 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 2019-11-07 2048-11-15 0 - 6.875 26881500.00 30910582.43 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 30000000.00 30000000.00 0.0044 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 2021-03-31 2047-11-15 1.25 - 6 26979600.00 27679344.48 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 27000000.00 27000000.00 0.0040 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 2019-11-07 2040-02-15 0 - 4.625 11052300.00 11262030.62 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0219 11000000.00 11000000.00 0.0016 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 2020-12-31 2048-11-15 1.125 - 4.75 18275200.00 18454189.85 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 18000000.00 18000000.00 0.0027 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.95% 549300HN4UKV1E2R3U73 FAH736000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2022-06-30 1.75 - 1.75 7083100.00 7144708.80 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0193 7000000.00 7000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.93% 2IGI19DL77OX0HC3ZE78 FBB074000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2041-08-15 1.875 - 3.75 10028600.00 10202210.92 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-31 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 10000000.00 10000000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.95% 2IGI19DL77OX0HC3ZE78 FAH697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2047-05-15 1.125 - 3.625 10984400.00 12313879.94 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 12000000.00 12000000.00 0.0018 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.96% 2IGI19DL77OX0HC3ZE78 FBA916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2041-08-15 2.25 - 3.75 10028500.00 10202262.03 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0194 10000000.00 10000000.00 0.0015 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 2020-05-31 2046-11-15 1.125 - 2.875 3918700.00 4090010.47 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 Commerz Markets LLC Commerz Markets LLC, 2.05% 549300IMBXQ8SGH3HJ31 FBA351000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2025-09-30 1.375 - 3 14097500.00 14794261.33 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0203 14500000.00 14500000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.05% 549300IMBXQ8SGH3HJ31 FBA896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2025-06-30 1.375 - 2.75 14296600.00 14283305.47 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0203 14000000.00 14000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.25% 549300IMBXQ8SGH3HJ31 FAJ794000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2024-08-15 1.375 - 2.75 28451000.00 29591181.36 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0223 29000000.00 29000000.00 0.0043 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.38% 549300IMBXQ8SGH3HJ31 FBB581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2022-02-15 2.5 - 2.75 77767500.00 79565306.27 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 78000000.00 78000000.00 0.0115 N Y Y N Credit AG Credit AG, 2.00% 1VUV7VQFKUOQSJ21A208 FAH777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-11-15 2044-11-15 3 - 3 8718100.00 10306895.26 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 10000000.00 10000000.00 0.0015 N N Y N Credit AG Credit AG, 2.02% 1VUV7VQFKUOQSJ21A208 FAG139000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-11-15 2044-11-15 3 - 3 6975700.00 8246958.54 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 8000000.00 8000000.00 0.0012 N N Y N Credit AG Credit AG, 2.03% 1VUV7VQFKUOQSJ21A208 FAH781000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-11-15 2044-11-15 3 - 3 12205500.00 14429842.53 U.S. Treasuries (including strips) Y N/A N/A 2019-10-21 2019-10-21 2019-10-21 N N N 0.0201 14000000.00 14000000.00 0.0021 N N N Y Credit Agricole CIB Credit Agricole CIB, 2.06% 1VUV7VQFKUOQSJ21A208 FBA350000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.25 - 1.25 42500000.00 41952770.84 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0204 41000000.00 41000000.00 0.0061 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.20% 1VUV7VQFKUOQSJ21A208 FBB635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 38168000.00 40833798.16 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0218 40000000.00 40000000.00 0.0059 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.19% 7LTWFZYICNSX8D621K86 FAJ879000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 13950500.00 14285242.25 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0217 14000000.00 14000000.00 0.0021 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.38% 7LTWFZYICNSX8D621K86 FBB616000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 37854300.00 38762613.93 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 38000000.00 38000000.00 0.0056 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.38% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2021-04-30 2.25 - 7.875 959000.00 1020149.38 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 1000000.00 1000000.00 0.0001 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.14% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-14 2027-08-15 0 - 2.875 22974800.00 23468371.52 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0212 23000000.00 23000000.00 0.0034 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.36% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2020-07-31 2.625 - 2.625 13182000.00 13321745.32 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0233 13000000.00 13000000.00 0.0019 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.35% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.875 - 1.875 13086000.00 13277978.38 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 13000000.00 13000000.00 0.0019 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.85% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2024-09-30 1.5 - 2.125 8141800.00 8183461.53 U.S. Treasuries (including strips) Y N/A N/A 2019-12-13 2019-12-13 2019-12-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 74 N N/A N/A N N 0.0184 8000000.00 8000000.00 0.0012 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.35% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-06 2020-02-06 N/A 13346800.00 13260913.34 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 13000000.00 13000000.00 0.0019 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.03% 213800MBWEIJDM5CU638 EJJ183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2048-05-15 1.375 - 3.125 6821100.00 7168136.52 U.S. Treasuries (including strips) Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0201 7000000.00 7000000.00 0.0010 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.06% 213800MBWEIJDM5CU638 FAG123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-15 2021-03-15 2.375 - 2.375 7088400.00 7158468.19 U.S. Treasuries (including strips) Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0204 7000000.00 7000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.00% H7FNTJ4851HG0EXQ1Z70 FAH159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 2419400.00 3079442.56 U.S. Treasuries (including strips) Y N/A N/A 2019-11-20 2019-11-20 2019-11-20 N N N 0.0199 3000000.00 3000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.04% H7FNTJ4851HG0EXQ1Z70 FAJ442000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 5335400.00 7162565.44 U.S. Treasuries (including strips) Y N/A N/A 2019-10-25 2019-10-25 2019-10-25 N N N 0.0202 7000000.00 7000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.05% H7FNTJ4851HG0EXQ1Z70 FAE931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 2310900.00 3100780.44 U.S. Treasuries (including strips) Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0203 3000000.00 3000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.05% H7FNTJ4851HG0EXQ1Z70 FAJ942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 5614100.00 7145696.66 U.S. Treasuries (including strips) Y N/A N/A 2019-10-28 2019-10-28 2019-10-28 N N N 0.0203 7000000.00 7000000.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.10% K5HU16E3LMSVCCJJJ255 FAH708000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-05 2045-05-15 0 - 3 2609800.00 3092166.57 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-18 Y MUFG SECS AMERS INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0208 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.05% 549300Y1PMK3RWXMWR72 FBA911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2025-02-15 2 - 2.625 9910000.00 10202326.07 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0203 10000000.00 10000000.00 0.0015 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.07% 549300Y1PMK3RWXMWR72 FAJ449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2027-11-15 1.125 - 2.875 5038200.00 5102120.00 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0205 5000000.00 5000000.00 0.0007 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.08% 549300Y1PMK3RWXMWR72 FBA367000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.5 - 2.5 2935700.00 3060963.45 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0206 3000000.00 3000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.96% U7M81AY481YLIOR75625 FAJ057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2022-10-31 2 - 2 10019600.00 10228160.15 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-30 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 10000000.00 10000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.00% U7M81AY481YLIOR75625 FAJ054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 8182000.00 8205011.47 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 8000000.00 8000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.04% U7M81AY481YLIOR75625 FAF544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-08-15 2 - 2 5037800.00 5162663.80 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 5000000.00 5000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.05% U7M81AY481YLIOR75625 FAH790000 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 5106100.00 5142002.27 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 5000000.00 5000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.06% U7M81AY481YLIOR75625 FBA469000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-07-31 2024-07-31 2.125 - 2.125 17891200.00 18412682.29 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0204 18000000.00 18000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.06% U7M81AY481YLIOR75625 FAJ507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-11-30 2 - 2.875 10594900.00 11252196.21 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0204 11000000.00 11000000.00 0.0016 N N 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 2022-07-31 2 - 2.375 25097600.00 25609848.35 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0205 25000000.00 25000000.00 0.0037 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.08% U7M81AY481YLIOR75625 FBA468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2023-08-31 2.75 - 2.75 10746000.00 11250567.51 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0206 11000000.00 11000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.08% U7M81AY481YLIOR75625 FAJ502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2022-07-31 2 - 2.125 5060500.00 5114312.16 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 5000000.00 5000000.00 0.0007 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 2022-07-31 2 - 2 7138200.00 7187441.95 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0207 7000000.00 7000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.40% U7M81AY481YLIOR75625 FBB615000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2046-02-15 2.5 - 2.75 11555900.00 12279134.03 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 12000000.00 12000000.00 0.0018 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 FBB187000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2025-08-15 2 - 2 8970000.00 9192848.89 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0252 9000000.00 9000000.00 0.0013 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 FBB171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-11-30 2025-11-30 2.875 - 2.875 12249400.00 13275925.85 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0252 13000000.00 13000000.00 0.0019 N Y 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 2021-05-15 2025-07-31 1.25 - 8.125 16182100.00 17394975.03 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0209 17000000.00 17000000.00 0.0025 N N 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 2021-01-31 2049-02-15 2 - 8.125 8773600.00 9219715.32 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 9000000.00 9000000.00 0.0013 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.00% OXTKY6Q8X53C9ILVV871 FBA360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-02-15 0 - 3.625 71433600.00 73460601.72 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0198 72000000.00 72000000.00 0.0106 N N Y N Norinchukin Bank Norinchukin Bank, 2.03% 5493007VSMFZCPV1NB83 FAJ450000 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 7187800.00 7142469.70 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0202 7000000.00 7000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAB991000 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 10279500.00 10214672.20 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0206 10000000.00 10000000.00 0.0015 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAD181000 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 7016200.00 7148685.43 U.S. Treasuries (including strips) Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0206 7000000.00 7000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAH123000 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 7190300.00 7144953.88 U.S. Treasuries (including strips) Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0206 7000000.00 7000000.00 0.0010 N N N Y 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 2020-02-15 2026-08-15 1.5 - 3.625 9031600.00 9201872.06 U.S. Treasuries (including strips) Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0207 9000000.00 9000000.00 0.0013 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 2020-02-15 2026-08-15 1.5 - 3.625 4116700.00 4090740.28 U.S. Treasuries (including strips) Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0208 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 2020-02-15 2026-08-15 1.5 - 3.625 9051500.00 9222121.46 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 0.0013 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 4056400.00 4099598.91 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 RBC Dominion Securities RBC Dominion Securities, 1.90% 549300QJJX6CVVUXLE15 FAI916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2041-02-15 0 - 6.125 13437000.00 14304331.86 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 14000000.00 14000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.90% 549300QJJX6CVVUXLE15 FAJ017000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2049-02-15 1 - 6.125 7039900.00 7143193.45 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 7000000.00 7000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.95% 549300QJJX6CVVUXLE15 FAH668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-11-15 0 - 6.5 11792600.00 14224802.25 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 13900000.00 13900000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.98% 549300QJJX6CVVUXLE15 FAJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2027-11-15 0 - 6.125 20009500.00 20407887.89 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 20000000.00 20000000.00 0.0030 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 2020-02-29 2043-11-15 1.5 - 4.625 8995400.00 9203536.25 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 0.0013 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 2019-12-05 2046-05-15 0 - 6.125 8979800.00 9206548.19 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 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 0.0013 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 2019-12-05 2044-11-15 0 - 6.125 12561000.00 13295014.75 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 13000000.00 13000000.00 0.0019 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 2019-12-05 2049-02-15 0 - 6.125 9026500.00 9204186.22 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 9000000.00 9000000.00 0.0013 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 2019-12-05 2044-11-15 0 - 6.125 8906200.00 9204258.84 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 9000000.00 9000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAI451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2039-05-15 1.125 - 6.125 7083500.00 7144425.93 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 7000000.00 7000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAI448000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2049-02-15 0 - 6.5 5799200.00 7144584.54 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 7000000.00 7000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAG066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2040-02-15 0 - 6.125 14632100.00 15312897.36 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 15000000.00 15000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAI449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2038-05-15 0 - 6.125 6983600.00 7144434.83 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 7000000.00 7000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAF427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2041-02-15 0 - 4.75 4890700.00 7216842.60 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 7000000.00 7000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAF429000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2045-08-15 0 - 4.625 6288600.00 7214648.71 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 7000000.00 7000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAD304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-11-15 0 - 8.75 2096800.00 3093455.74 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 3000000.00 3000000.00 0.0004 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAD306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2047-11-15 1.875 - 4.625 3019900.00 3063694.87 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 3000000.00 3000000.00 0.0004 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.14% 549300QJJX6CVVUXLE15 FAJ833000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2027-11-15 0 - 6.125 12920600.00 13264812.12 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0212 13000000.00 13000000.00 0.0019 N N Y N RBC Financial Group RBC Financial Group, 1.96% ES7IP3U3RHIGC71XBU11 FAH704000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-10 2025-06-30 0 - 6.25 18396100.00 20413423.20 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 20000000.00 20000000.00 0.0030 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.38% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2020-05-21 N/A 21670400.00 21421472.12 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 21000000.00 21000000.00 0.0031 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 2.38% 6PJDTY319315T5LR2241 FBB586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2026-05-15 1.625 - 2.75 464509000.00 484750145.39 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 475000000.00 475000000.00 0.0702 N Y Y N Societe Generale Societe Generale, 2.05% O2RNE8IBXP4R0TD8PU41 FAC472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-24 2049-02-15 0 - 8.75 12300200.00 14300539.70 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0203 14000000.00 14000000.00 0.0021 N N N Y Societe Generale Societe Generale, 2.10% O2RNE8IBXP4R0TD8PU41 FAC471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2047-05-15 0 - 8 24896000.00 27580215.36 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0208 27000000.00 27000000.00 0.0040 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.00% G5GSEF7VJP5I7OUK5573 FBA609000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 3.5 - 3.5 45418684.00 40809067.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0198 40000000.00 40000000.00 0.0059 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.95% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-09-20 2049-09-20 4 - 4 4560388.00 4757785.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2049-04-01 4 - 4 1435248.00 1363541.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 6000000.00 6000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAH689000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2045-02-15 0 - 3 23364819.12 24546311.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-10-15 2029-03-15 6.5 - 7 44.00 10.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-04-20 3 - 3 1000.00 625.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2022-05-15 2027-06-18 0 - 8.5 1571.00 989.91 Agency Debentures and Agency Strips Y N/A N/A 2019-10-07 2019-10-07 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 24000000.00 24000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAI443000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2046-02-15 0 - 7.5 14547267.79 12456281.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-02-01 2029-02-01 3.54 - 3.54 1000.00 1113.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 90000.00 92451.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2049-06-20 2 - 6 1482118.00 1436564.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2048-07-01 0 - 6.625 4328610.00 421827.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 14000000.00 14000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAC499000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-05-15 0 - 3 13628676.79 9526889.90 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2036-06-02 2037-10-26 3.13 - 3.43 20000.00 20362.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2049-03-01 4 - 4 305173.00 272184.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2036-02-25 3.5 - 4.05 80000.00 82310.67 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-06-20 3.5 - 6.5 15595.00 12422.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2033-09-01 1.625 - 8 2105001.00 389954.80 Agency Debentures and Agency Strips Y N/A N/A 2019-10-07 2019-10-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 10000000.00 10000000.00 0.0015 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 2019-11-07 2048-05-15 0 - 7.5 19780682.11 15086240.47 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 35000.00 36181.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2047-06-01 0 - 4 1944111.00 1461143.29 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-08-15 2049-06-20 2.744 - 7 1910657.00 1000662.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.935 - 3.935 1000.00 758.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-18 2049-08-01 3 - 8.5 739740.00 955767.37 Agency Debentures and Agency Strips Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 18000000.00 18000000.00 0.0027 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 2019-11-07 2048-11-15 0 - 8 23767847.19 18129205.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2048-09-01 4.5 - 6.5 3856334.00 2012098.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 95000.00 97587.27 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-12-20 2049-06-20 2.744 - 4 233244.00 185080.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2020-01-21 1.625 - 1.625 228000.00 228551.44 Agency Debentures and Agency Strips Y N/A N/A 2019-10-07 2019-10-07 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, 2.22% 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 2019-11-07 2048-05-15 0 - 4.375 21031908.80 18240086.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2049-04-01 3 - 4 7946.00 5013.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-08-08 2036-08-08 2.79 - 2.79 15000.00 14936.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-06-20 3.5 - 4 55138.00 56621.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2048-10-01 0 - 6.5 4450024.00 2271435.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0220 20000000.00 20000000.00 0.0030 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.39%, dated 9/30/2019 due 10/01/2019 VJW2DOOHGDT6PR0ZRO63 FBB784000_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 2023-07-01 2023-07-01 7.25 - 7.25 150.45 2.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 5642.00 11.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 19183.63 92.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 6319.04 14.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 15066.59 1474.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 13471.86 45.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2027-05-01 3 - 3 11284.00 2595.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 210.63 4.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 90.27 18.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-06-01 3 - 5 89620.81 88799.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 9202.63 98.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2049-03-01 3.5 - 5 227823.67 194542.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-11-01 2039-07-01 5 - 5 3099.34 48.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 5 526.59 46.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-12-01 5 - 6.5 1414.56 46.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2038-05-01 5 - 6.5 6394.27 57.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-07-01 5 - 6.5 5591.24 84.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-08-01 2036-09-01 5 - 6 1200.68 34.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 376.13 29.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2035-08-01 5 - 7 968.45 23.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-06-01 5 - 5 2256.80 64.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2034-05-01 5 - 6.5 2587.80 46.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-10-01 5 - 6 3084.07 58.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 255.77 223.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 593.75 525.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 1068.22 693.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2037-07-01 5 - 6 2196.62 52.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 38163.92 165.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3 - 3 189.36 148.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2049-10-01 3 - 4.5 1461520.98 1507392.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 4235.56 469.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 3 - 3 376.13 327.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5 - 6.5 4302.97 182.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-09-20 2.5 - 10 4993406.50 4069183.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 457602.73 246297.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 15.05 2.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 723.12 365.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 46.17 25.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 4.5 382935.55 396632.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 231923.81 43.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2030-03-01 5 - 5 710.03 70.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 90.39 49.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 134478.88 137375.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2042-11-01 3 - 6.5 33569.98 1069.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-03-01 2033-03-01 3 - 3 23861.54 20333.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-03-01 3.5 - 5 1068.22 594.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 210.63 128.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2048-10-01 3 - 5 10170.71 8425.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2037-09-01 5.5 - 5.5 5265.87 22.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 2453.25 644.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 32336.68 21361.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 18217.43 662.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2024-01-01 3 - 3 7352.16 1674.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-09-01 2032-06-01 3.5 - 3.5 28749.59 20188.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 27397.55 10122.43 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2049-08-15 0 - 8.75 1896261.79 1922101.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-10-08 2024-09-13 0 - 5 1178952.32 1192544.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 3 - 3.5 168521.71 170090.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-09-01 2030-09-01 3 - 3 89373.97 92105.30 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-10-30 2025-06-04 0 - 5.05 5353249.96 5372736.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-10-02 2049-05-01 0 - 7.5 2795732.85 2305156.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-25 2049-10-01 1.25 - 9.5 8577221.73 5233445.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 22568000.00 22568000.00 0.0033 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.95% 549300HN4UKV1E2R3U73 FBB649000 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 2068-06-20 2069-07-20 4.15 - 4.479 12639114.00 14280774.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-30 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 0.0193 14000000.00 14000000.00 0.0021 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.97% 549300HN4UKV1E2R3U73 FAH785000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-05-20 2049-05-20 4 - 4 29694893.00 30620094.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0195 30000000.00 30000000.00 0.0044 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.96% 2IGI19DL77OX0HC3ZE78 FAH701000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2048-10-01 3.01 - 5 35884647.00 27557992.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 27000000.00 27000000.00 0.0040 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.01% 2IGI19DL77OX0HC3ZE78 FAG073000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-09-30 2026-04-30 1.5 - 2.875 2008500.00 2122425.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-01-01 2048-10-01 3.5 - 4.5 1501567.00 810330.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-06-20 4.5 - 4.5 3131.00 2357.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-04-01 2048-08-01 3 - 5 9953745.00 6252574.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-11-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 9000000.00 9000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.03% 2IGI19DL77OX0HC3ZE78 FAG072000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-10-31 2022-10-31 2 - 2 2500.00 2551.50 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-06-01 3 - 4.5 22881818.00 9185213.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 9000000.00 9000000.00 0.0013 N N Y N Citibank NA Citibank NA, 2.09% 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 2021-07-15 2028-08-15 0.625 - 2.875 2767500.00 3050198.58 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-06-21 2034-09-25 2.1 - 2.53 8000.00 8032.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-06 2024-09-06 2.625 - 2.625 3000.00 3154.28 Agency Debentures and Agency Strips Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0207 3000000.00 3000000.00 0.0004 N Y Y N Citibank NA Citibank NA, 2.10% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2049-02-15 0 - 3 15859000.00 17434060.82 U.S. Treasuries (including strips) FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.209 - 2.209 6000.00 6015.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0208 17000000.00 17000000.00 0.0025 N Y Y N Citibank NA In a joint trading account with Citibank NA at 2.39%, dated 9/30/2019 due 10/01/2019 E57ODZWZ7FF32TWEFA76 FBB784000_00276 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 2036-10-01 2036-10-01 5 - 5 26811.29 197.52 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2019-10-15 2030-04-15 0 - 8.875 240559.82 195838.57 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2048-02-15 0 - 8.125 8966224.81 9659520.71 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-09-25 2034-09-25 2.018 - 2.95 99381.68 99417.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 8535.40 866.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-11-15 2043-06-22 0 - 5.5 599245.51 629822.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2045-12-01 0 - 10 752896.43 298053.45 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-08-20 2.5 - 6.5 288838.82 103431.91 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.209 - 2.209 158512.82 158913.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 214.65 1.48 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2060-09-15 0 - 4.875 55493.69 66605.83 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-25 2048-12-01 1.375 - 8 384927.36 389042.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 11367000.00 11367000.00 0.0017 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.39% 7LTWFZYICNSX8D621K86 FBB613000 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 7042798.00 7210478.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 7000000.00 7000000.00 0.0010 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.93% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-02-01 2048-04-01 2.815 - 5 14997436.00 12112829.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.62 - 3.62 6624400.00 7389055.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-01 2048-06-01 3 - 4.5 12415028.00 11106317.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0191 30000000.00 30000000.00 0.0044 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.15% 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 2048-01-01 2048-01-01 2.841 - 2.841 34468700.00 23468406.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0213 23000000.00 23000000.00 0.0034 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.39%, dated 9/30/2019 due 10/01/2019 CYYGQCGNHMHPSMRL3R97 FBB784000_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 2025-07-01 2049-08-01 3 - 6.5 16095534.64 8697092.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 8526000.00 8526000.00 0.0013 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.05% 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 4.18 - 4.18 959995.00 1117037.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2030-06-01 3.57 - 3.57 1789360.00 1943659.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0203 3000000.00 3000000.00 0.0004 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.15% 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 2049-08-01 2049-08-01 3.5 - 3.5 18708429.00 19386945.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0213 19000000.00 19000000.00 0.0028 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 2042-08-01 2048-11-01 3.5 - 4 10514803.00 9196830.73 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 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.05% 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 2033-07-01 2041-02-01 4 - 4.5 7822584.00 4083485.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-16 2019-10-16 2019-10-16 N N N 0.0203 4000000.00 4000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.05% 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 2044-12-01 2044-12-01 3.5 - 3.5 2155470.00 2041278.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-21 2019-10-21 2019-10-21 N N N 0.0203 2000000.00 2000000.00 0.0003 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.06% 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 2044-12-01 2044-12-01 3.5 - 3.5 1027039.00 972629.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 2040620.00 2089648.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0204 3000000.00 3000000.00 0.0004 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 2033-07-01 2033-07-01 4 - 4 4775445.00 4089901.52 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 ING Financial Markets LLC, 2.10% 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 2049-08-01 2049-08-01 3.5 - 3.5 2544502.00 2605636.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2033-07-01 4 - 4 534112.00 455613.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0208 3000000.00 3000000.00 0.0004 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.10% 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 2046-02-01 2047-10-01 3.5 - 4 7207587.00 6124998.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0209 6000000.00 6000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.10% 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 2046-03-01 2047-10-01 3.5 - 4 6769047.00 6124998.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0209 6000000.00 6000000.00 0.0009 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 2029-11-01 2042-08-01 3 - 3.5 22246829.00 10254088.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0227 10000000.00 10000000.00 0.0015 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 2043-03-01 2048-06-01 3 - 4 10135307.00 6152844.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-08 2019-10-08 2019-10-08 N N N 0.0227 6000000.00 6000000.00 0.0009 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.15% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2027-01-01 4 - 4 43737750.00 6122193.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0213 6000000.00 6000000.00 0.0009 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 2.39%, dated 9/30/2019 due 10/01/2019 ZBUT11V806EZRVTWT807 FBB784000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2024-12-31 1.25 - 2.875 13504460.00 13998243.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 6 - 6 70409.90 501.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-08-01 5 - 6 46516.40 1356.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-25 2049-09-25 2.75 - 4 25188.67 22248.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2054-09-15 2 - 7.5 1181911.07 676279.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-02-20 2053-04-16 2 - 6 4745982.94 2192332.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2027-04-01 6 - 6 464934.65 13739.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-12-01 2059-08-25 0 - 7 6875736.47 6395285.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 22806000.00 22806000.00 0.0034 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.04% K5HU16E3LMSVCCJJJ255 FAG069000 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 3.5 - 3.5 7863900.00 6845333.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-02-01 2038-01-01 2.5 - 4.613 28917298.00 3363336.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0202 10000000.00 10000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.04% K5HU16E3LMSVCCJJJ255 FAG627000 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 2046-07-01 2049-07-01 2.403 - 3.224 3960844.00 2568667.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-06-01 2049-08-01 3 - 5 8351257.00 7639425.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0202 10000000.00 10000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.07% K5HU16E3LMSVCCJJJ255 FAF361000 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 2027-10-01 2042-12-01 2.346 - 3 7841556.00 3006940.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-11-01 2048-12-01 3.18 - 5 34417751.00 8224672.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0205 11000000.00 11000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.08% K5HU16E3LMSVCCJJJ255 FAE739000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 101428.00 103634.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-02-01 3.5 - 4.5 42985061.00 8065323.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0206 8000000.00 8000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.08% K5HU16E3LMSVCCJJJ255 FAE740000 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 2039-03-01 2039-03-01 4 - 4 5209408.00 4873505.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-07-01 2049-01-01 2 - 5 42290081.00 8401051.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-13 2019-11-13 2019-11-13 N N N 0.0206 13000000.00 13000000.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.11% K5HU16E3LMSVCCJJJ255 FAD034000 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 2035-01-01 2049-07-01 3.5 - 5.5 42055034.00 8170521.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-08 2019-11-08 2019-11-08 N N N 0.0209 8000000.00 8000000.00 0.0012 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.39%, dated 9/30/2019 due 10/01/2019 7TK5RJIZDFROZCA6XF66 FBB784000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2049-05-15 0.125 - 8.125 13215726.01 15025661.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2048-09-15 2.5 - 7.5 1870677.20 1491840.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-07-20 2049-02-20 3 - 6.19 634964.80 493709.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-01 2048-12-01 2.691 - 7 4695678.58 3919826.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 20462000.00 20462000.00 0.0030 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.04% 549300Y1PMK3RWXMWR72 FAG074000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2049-04-01 4 - 5 7790686.00 7945914.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2048-12-01 4 - 4.5 233300.00 221021.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0202 8000000.00 8000000.00 0.0012 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.07% 549300Y1PMK3RWXMWR72 FAE811000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-04-01 4.5 - 4.5 8244142.00 8168914.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0205 8000000.00 8000000.00 0.0012 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.11% 549300Y1PMK3RWXMWR72 FAD184000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2047-12-01 3.5 - 4.5 29343.00 25442.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2048-12-01 4.5 - 4.5 5216100.00 5081134.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-08 2019-11-08 2019-11-08 N N N 0.0209 5000000.00 5000000.00 0.0007 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.39%, dated 9/30/2019 due 10/01/2019 OXTKY6Q8X53C9ILVV871 FBB784000_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 65882.03 68011.39 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-09-09 2032-06-01 2.062 - 3.06 485982.31 486773.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-04-01 0 - 9 3932710.21 429756.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-05-20 2062-10-20 3 - 7.5 5665312.29 5508104.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 227562.18 234949.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2055-09-01 1.375 - 8 4466941.67 3600435.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 4 - 4.5 608254.42 629528.14 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2046-02-15 0 - 4.75 1423367.39 1549737.69 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 16.65 19.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-04-20 2021-02-18 1.375 - 2.028 173160.32 173632.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 4846196.36 4216046.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 325759.69 330080.36 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2056-04-01 4.875 - 5.88 33792.50 49821.90 Agency Debentures and Agency Strips Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 16937000.00 16937000.00 0.0025 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.02% OXTKY6Q8X53C9ILVV871 FBA361000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2029-07-15 0.25 - 1.5 200.00 201.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 27468.00 24202.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-05-20 2049-07-20 3.5 - 4 18252259.00 16851702.63 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2056-04-01 2056-04-01 5.375 - 5.375 2000.00 3239.16 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2049-03-01 3.5 - 4.5 470643.00 465521.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0200 17000000.00 17000000.00 0.0025 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.02% OXTKY6Q8X53C9ILVV871 FBA920000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2029-07-15 0.25 - 2.75 29930100.00 30601961.59 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-08-01 2049-08-01 5 - 5 4528.00 5014.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0200 30000000.00 30000000.00 0.0044 N N Y N RBC Financial Group RBC Financial Group, 1.97% ES7IP3U3RHIGC71XBU11 FAH710000 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 2042-05-15 2049-03-01 4 - 4.5 16814947.00 13056766.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2058-11-15 3.5 - 4.93 28405680.00 29602196.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-25 2058-10-25 2.368 - 3.5 50135264.00 43623394.06 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-10-07 2019-10-07 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0195 84000000.00 84000000.00 0.0124 N N Y N RBC Financial Group RBC Financial Group, 1.97% ES7IP3U3RHIGC71XBU11 FAH706000 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 2048-08-01 2049-03-01 4 - 4.5 37957063.00 37593449.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-15 2049-08-20 4 - 5 6098649.00 6294476.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2047-09-01 3.5 - 3.5 1000.00 876.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0195 43000000.00 43000000.00 0.0064 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.9%, dated 9/30/2019 due 10/01/2019 5U0XI89JRFVHWIBS4F54 FBB845000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2024-08-15 1.25 - 2.75 3289458.05 3337349.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-01-20 3 - 4.5 1481128.17 874711.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 4358542.79 3962134.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0188 8000000.00 8000000.00 0.0012 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.38% SUVUFHICNZMP2WKHG940 FBB602000 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 13048613.00 11220742.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 11000000.00 11000000.00 0.0016 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.39%, dated 9/30/2019 due 10/01/2019 VYVVCKR63DVZZN70PB21 FBB784000_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 - 3.5 20652503.96 21071083.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 3.677 - 6.089 445565.89 302813.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-08-20 2049-09-20 1.5 - 6 92497858.38 94571794.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.351 - 2.351 9511.94 208.48 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 113662000.00 113662000.00 0.0168 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0189 2007968.76 2007968.76 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0188 6017109.36 6017109.36 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-10-01 2020-01-31 2020-01-31 N N N 0.0205 18991276.91 18991276.91 0.0028 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0189 2003593.76 2003593.76 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.95% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-10-01 2020-04-30 2020-04-30 N N N 0.0207 5995765.80 5995765.80 0.0009 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 0.0207 1999020.00 1999020.00 0.0003 N Y Y N United States Treasury United States Treasury, 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 0.0178 40376505.21 40376505.21 0.0060 N Y Y N United States Treasury United States Treasury, 1.84% to 1.85% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0181 63580197.08 63580197.08 0.0094 N Y Y N United States Treasury United States Treasury, 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0180 32712006.36 32712006.36 0.0048 N Y Y N United States Treasury United States Treasury, 1.89% 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0181 64450518.60 64450518.60 0.0095 N Y Y N United States Treasury United States Treasury, 1.92% 912796SY6 254900HROIFWPRGM1V77 US912796SY61 U.S. Treasury Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0180 2987183.61 2987183.61 0.0004 N Y Y N United States Treasury United States Treasury, 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 0.0182 12913346.81 12913346.81 0.0019 N Y Y N United States Treasury United States Treasury, 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 0.0183 29808888.90 29808888.90 0.0044 N Y Y N United States Treasury United States Treasury, 1.99% 912796WC9 254900HROIFWPRGM1V77 US912796WC95 U.S. Treasury Debt Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0175 8984620.44 8984620.44 0.0013 N Y Y N United States Treasury United States Treasury, 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 0.0185 37944509.36 37944509.36 0.0056 N Y Y N United States Treasury United States Treasury, 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 0.0183 31818174.08 31818174.08 0.0047 N Y Y N United States Treasury United States Treasury, 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 0.0182 14920114.05 14920114.05 0.0022 N Y Y N United States Treasury United States Treasury, 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 0.0184 52153469.54 52153469.54 0.0077 N Y Y N United States Treasury United States Treasury, 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 0.0183 28854778.44 28854778.44 0.0043 N Y Y N United States Treasury United States Treasury, 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 0.0179 34875312.50 34875312.50 0.0052 N Y Y N United States Treasury United States Treasury, 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 0.0163 5997331.26 5997331.26 0.0009 N Y Y N United States Treasury United States Treasury, 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 0.0171 39168915.97 39168915.97 0.0058 N Y Y N United States Treasury United States Treasury, 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 0.0181 9977969.40 9977969.40 0.0015 N Y Y N Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2019-10-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer