N-MFP2 0000035315 XXXXXXXX 2019-10-31 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 21 73 2285590664.31 3488872076.67 3964454515.47 3851571059.22 4617677488.92 5469638744.67 6285200980.59 6224293831.99 0.3100 0.4200 0.4300 0.4200 0.6200 0.6600 0.6900 0.6800 59.59 9030649076.94 9030540045.12 339405484.33 137676808.57 9232268780.47 9232174900.86 1.0000 0.0189 1.0001 1.0000 1.0000 1.0000 C000168450 1.00 9232268780.47 9232174900.86 1.0001 1.0000 1.0000 1.0000 1101014936.56 277683530.79 872140336.86 38941037.05 788968942.81 8168053.94 4155939.04 9118231.29 2769111885.07 340816075.29 0.0189 N Barclays Capital, Inc. Barclays Capital, Inc., 1.72% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2025-05-15 2.125 - 2.125 4995000.00 5119065.01 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 5000000.00 5000000.00 0.0005 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.71% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2027-02-15 2.25 - 2.25 8850000.00 9216626.12 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-27 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 9000000.00 9000000.00 0.0010 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.79% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2048-11-15 1.625 - 3.375 15731000.00 17380059.46 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-25 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 17000000.00 17000000.00 0.0018 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.69% 3Y4U8VZURTYWI1W2K376 FCC580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-08-15 2044-11-15 3 - 3.625 8120000.00 9392299.61 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2020-01-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 9000000.00 9000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.71% R0MUWSFPU8MPRO8K5P83 FCD216000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2046-08-15 1.75 - 4.375 12738400.00 13264508.36 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 13000000.00 13000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.73% R0MUWSFPU8MPRO8K5P83 FCD212000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2047-05-15 1.125 - 8 12930400.00 13264549.91 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 13000000.00 13000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.74% R0MUWSFPU8MPRO8K5P83 FCE447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2046-08-15 1.375 - 4.375 9302100.00 9181673.47 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0173 9000000.00 9000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.74% R0MUWSFPU8MPRO8K5P83 FCB684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-02-15 1.25 - 2.5 30513600.00 30613322.95 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 30000000.00 30000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.80% R0MUWSFPU8MPRO8K5P83 FBH591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2045-02-15 1.375 - 6 25463500.00 27563483.03 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 27000000.00 27000000.00 0.0029 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.83% R0MUWSFPU8MPRO8K5P83 FBG162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2041-11-15 1.25 - 8 22732200.00 23498386.50 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 23000000.00 23000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.83% R0MUWSFPU8MPRO8K5P83 FBG360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2048-05-15 1.25 - 3.125 97875000.00 98025109.90 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 96000000.00 96000000.00 0.0104 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.84% R0MUWSFPU8MPRO8K5P83 FBF180000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2045-02-15 1.125 - 8.125 14857100.00 15318821.92 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 15000000.00 15000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.90% R0MUWSFPU8MPRO8K5P83 FBD641000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2039-11-15 1.375 - 5.25 7021100.00 7151002.25 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0188 7000000.00 7000000.00 0.0008 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 2021-01-31 2046-08-15 1.752 - 4.375 15350300.00 15339289.61 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 15000000.00 15000000.00 0.0016 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 2020-01-23 2048-05-15 0 - 3.75 78775900.00 80790210.95 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 79000000.00 79000000.00 0.0086 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 2026-05-31 2041-08-15 1.5 - 3.75 9845900.00 10241498.97 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 10000000.00 10000000.00 0.0011 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 2027-02-15 2046-02-15 2.25 - 4.375 13650400.00 14354735.60 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 14000000.00 14000000.00 0.0015 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 2025-08-15 2047-08-15 1.875 - 2.75 34563300.00 37186904.60 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 36000000.00 36000000.00 0.0039 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 2022-06-15 2041-08-15 1.75 - 4.375 12174500.00 15481015.25 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 15000000.00 15000000.00 0.0016 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 2021-01-31 2045-02-15 1.625 - 3.125 16234300.00 16366808.39 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 16000000.00 16000000.00 0.0017 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.75% 549300HN4UKV1E2R3U73 FCB150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2023-09-30 1.25 - 1.375 9244700.00 9184550.64 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-22 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 0.0174 9000000.00 9000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.63% 2IGI19DL77OX0HC3ZE78 FCF451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2046-11-15 1.875 - 4.375 26492100.00 27543846.23 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 27000000.00 27000000.00 0.0029 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBJ824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2046-11-15 1.875 - 3.625 15715400.00 16328923.94 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 16000000.00 16000000.00 0.0017 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.80% 2IGI19DL77OX0HC3ZE78 FBE844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2046-11-15 1.625 - 3.625 3973700.00 4085110.69 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 4000000.00 4000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.84% 2IGI19DL77OX0HC3ZE78 FBE843000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2046-11-15 1.625 - 3.625 4010900.00 4085119.94 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-08 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 4000000.00 4000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.85% 2IGI19DL77OX0HC3ZE78 FBH800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-08-15 2044-08-15 2.875 - 4.5 15343500.00 17524472.41 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0183 17000000.00 17000000.00 0.0018 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.65% 549300IMBXQ8SGH3HJ31 FCF386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2028-11-15 1.375 - 3.125 18110200.00 19380963.52 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0164 19000000.00 19000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.73% 549300IMBXQ8SGH3HJ31 FCE858000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-08 2047-02-15 0 - 3 38726800.00 39829233.42 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0172 39000000.00 39000000.00 0.0042 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.76% 549300IMBXQ8SGH3HJ31 FCE342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-02-15 2047-02-15 3 - 3 20184600.00 23693575.11 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0175 23000000.00 23000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.80% 549300IMBXQ8SGH3HJ31 FCF379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2026-11-15 1.5 - 2.875 92323800.00 95884885.25 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0178 94000000.00 94000000.00 0.0102 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.91% 549300IMBXQ8SGH3HJ31 FCD168000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-02-15 2.25 - 3 18277000.00 19415778.66 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0189 19000000.00 19000000.00 0.0021 N Y Y N Credit AG Credit AG, 1.64% 1VUV7VQFKUOQSJ21A208 FCF401000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 18378500.00 18360911.78 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0163 18000000.00 18000000.00 0.0019 N N Y N Credit AG Credit AG, 1.76% 1VUV7VQFKUOQSJ21A208 FCA434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 36775000.00 36739806.32 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 36000000.00 36000000.00 0.0039 N N Y N Credit AG Credit AG, 1.80% 1VUV7VQFKUOQSJ21A208 FBI299000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 1.5 - 1.5 16348800.00 16333154.20 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-18 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 16000000.00 16000000.00 0.0017 N N Y N Credit AG Credit AG, 1.86% 1VUV7VQFKUOQSJ21A208 FCD227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-10-31 2026-10-31 1.625 - 1.625 9184100.00 9183383.64 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0184 9000000.00 9000000.00 0.0010 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 1.73% ANGGYXNX0JLX3X63JN86 FCF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2048-02-15 1.625 - 6.75 478289800.00 499614265.71 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 489000000.00 489000000.00 0.0530 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.72% 7LTWFZYICNSX8D621K86 FCE889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2025-02-15 2 - 2 26865800.00 27542731.72 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0171 27000000.00 27000000.00 0.0029 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.75% 7LTWFZYICNSX8D621K86 FCF353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-02-15 2044-02-15 3.625 - 3.625 37778400.00 48412449.84 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 47000000.00 47000000.00 0.0051 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.75% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2021-10-31 2 - 2 2023600.00 2040132.81 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 2000000.00 2000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.74% 549300H47WTHXPU08X20 FCF338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-07-15 2048-02-15 0.375 - 1 332673600.00 367200028.63 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 360000000.00 360000000.00 0.0390 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.71% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2022-11-30 0 - 2 20421500.00 20401979.74 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0170 20000000.00 20000000.00 0.0022 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.73% CYYGQCGNHMHPSMRL3R97 0000853784 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 10102000.00 10225448.19 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 10000000.00 10000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.74% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2022-02-28 1.75 - 1.875 18236000.00 18384104.76 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 18000000.00 18000000.00 0.0019 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.84% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2022-04-30 1.875 - 1.875 5063100.00 5102678.25 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0182 5000000.00 5000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.76% H7FNTJ4851HG0EXQ1Z70 FCB743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2026-02-15 1.75 - 6 9095000.00 9181440.58 U.S. Treasuries (including strips) Y N/A N/A 2019-12-20 2019-12-20 2019-12-20 N N N 0.0175 9000000.00 9000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.77% H7FNTJ4851HG0EXQ1Z70 FCC564000 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 6888700.00 9200796.08 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0176 9000000.00 9000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.81% H7FNTJ4851HG0EXQ1Z70 FBJ764000 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 7256200.00 9204430.54 U.S. Treasuries (including strips) Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0180 9000000.00 9000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.81% H7FNTJ4851HG0EXQ1Z70 FBH601000 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 6451500.00 8183675.15 U.S. Treasuries (including strips) Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0180 8000000.00 8000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.84% H7FNTJ4851HG0EXQ1Z70 FBI297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-02-15 2.625 - 6 7956700.00 8164994.07 U.S. Treasuries (including strips) Y N/A N/A 2019-11-18 2019-11-18 2019-11-18 N N N 0.0182 8000000.00 8000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.86% H7FNTJ4851HG0EXQ1Z70 FBF652000 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 3226600.00 4092915.79 U.S. Treasuries (including strips) Y N/A N/A 2019-12-11 2019-12-11 2019-12-11 N N N 0.0185 4000000.00 4000000.00 0.0004 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 2423400.00 3074063.15 U.S. Treasuries (including strips) Y N/A N/A 2019-11-20 2019-11-20 2019-11-20 N N N 0.0198 3000000.00 3000000.00 0.0003 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.85% K5HU16E3LMSVCCJJJ255 FBJ743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2028-11-15 1.25 - 8.5 4538600.00 5103720.23 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-18 Y MUFG SECS AMERS INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 5000000.00 5000000.00 0.0005 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.72% 7TK5RJIZDFROZCA6XF66 0000812291 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 109910000.00 117205724.24 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0171 115000000.00 115000000.00 0.0125 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.73% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2047-02-15 0 - 6.5 68160300.00 71403452.91 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 70000000.00 70000000.00 0.0076 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FCF400000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2039-08-15 0 - 4.5 9088400.00 9180502.01 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0163 9000000.00 9000000.00 0.0010 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.87% 549300Y1PMK3RWXMWR72 FCD179000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-08 2028-11-15 0 - 3.125 14488900.00 14285256.55 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0185 14000000.00 14000000.00 0.0015 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FCF383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2028-05-15 1.25 - 2.875 56988800.00 56093171.36 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 55000000.00 55000000.00 0.0060 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.78% U7M81AY481YLIOR75625 FBJ099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2022-07-31 2 - 2.375 19087300.00 19388761.16 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0177 19000000.00 19000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.81% U7M81AY481YLIOR75625 FCC620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2026-08-31 1.375 - 2 5218100.00 5117820.73 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0179 5000000.00 5000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.82% U7M81AY481YLIOR75625 FBJ866000 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 8008700.00 8177112.85 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0180 8000000.00 8000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.82% U7M81AY481YLIOR75625 FBF723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-05-31 2 - 2.875 10814800.00 11231850.06 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 11000000.00 11000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.83% U7M81AY481YLIOR75625 FCC610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-05-31 2 - 2.875 4803900.00 5101080.37 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0181 5000000.00 5000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.84% U7M81AY481YLIOR75625 FCB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-05-31 2 - 2 8976700.00 9197378.31 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0182 9000000.00 9000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.84% U7M81AY481YLIOR75625 FBJ084000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-11-30 2 - 2.875 18951300.00 20456401.69 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0182 20000000.00 20000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.86% U7M81AY481YLIOR75625 FBD758000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2023-01-31 2 - 2.5 17889700.00 18392903.11 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0184 18000000.00 18000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.87% U7M81AY481YLIOR75625 FCD877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-06-30 2.625 - 2.625 6849700.00 7149227.86 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0185 7000000.00 7000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.88% U7M81AY481YLIOR75625 FBJ865000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2025-05-15 2 - 2.875 20476700.00 21441772.79 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0186 21000000.00 21000000.00 0.0023 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.89% U7M81AY481YLIOR75625 FCB181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2025-05-15 2.125 - 2.625 10117900.00 10202754.72 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0187 10000000.00 10000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.90% U7M81AY481YLIOR75625 FCC608000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2023-06-30 2.625 - 2.625 13697400.00 14295904.12 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0188 14000000.00 14000000.00 0.0015 N Y Y N Natixis SA Natixis SA, 1.84% KX1WK48MPD4Y2NCUIZ63 FBF150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-16 2048-02-15 0 - 8 15270400.00 15331687.86 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0182 15000000.00 15000000.00 0.0016 N N Y N Natixis SA Natixis SA, 1.86% KX1WK48MPD4Y2NCUIZ63 FBJ704000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2047-02-15 0 - 8 17070200.00 18461988.04 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y NATIXIS SA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0184 18000000.00 18000000.00 0.0019 N Y Y N Natixis SA Natixis SA, 1.88% KX1WK48MPD4Y2NCUIZ63 FBE248000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-21 2046-08-15 0 - 8 40180300.00 42982909.52 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0186 42000000.00 42000000.00 0.0045 N N Y N Natixis SA Natixis SA, 1.89% KX1WK48MPD4Y2NCUIZ63 FBD585000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-21 2047-05-15 0 - 8 13196000.00 14357301.92 U.S. Treasuries (including strips) Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0187 14000000.00 14000000.00 0.0015 N N Y N Natixis SA Natixis SA, 1.91% KX1WK48MPD4Y2NCUIZ63 FBC896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2026-08-15 1.25 - 2.875 13915900.00 14302810.88 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y NATIXIS SA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0189 14000000.00 14000000.00 0.0015 N Y Y N Natixis SA Natixis SA, 1.92% KX1WK48MPD4Y2NCUIZ63 FBC151000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2026-08-15 1.25 - 2.875 6154300.00 6130181.47 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y NATIXIS SA (GOV REPO) 1.0000 1 N N/A N/A N N 0.0190 6000000.00 6000000.00 0.0006 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.65% OXTKY6Q8X53C9ILVV871 FCF390000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2037-02-15 2.25 - 8.75 74571600.00 98944543.87 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0164 97000000.00 97000000.00 0.0105 N N Y N Norinchukin Bank Norinchukin Bank, 1.78% 5493007VSMFZCPV1NB83 FCC569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 4105300.00 4121496.68 U.S. Treasuries (including strips) Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0177 4000000.00 4000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 2964500.00 3055171.98 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 7100.00 7128.01 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0179 3000000.00 3000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 8893000.00 9165000.67 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 21100.00 21183.24 U.S. Treasuries (including strips) Y N/A N/A 2020-01-22 2020-01-22 2020-01-22 N N N 0.0179 9000000.00 9000000.00 0.0010 N N N Y 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 2020-11-15 2026-11-15 1.5 - 2.625 7209700.00 7150855.62 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 4100.00 4116.17 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0201 7000000.00 7000000.00 0.0008 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 2049-08-15 2049-08-15 2.25 - 2.25 6000.00 6023.67 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-11-15 1.5 - 2.625 10311000.00 10226952.78 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0205 10000000.00 10000000.00 0.0011 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 2049-08-15 2049-08-15 2.25 - 2.25 800.00 803.15 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 7006200.00 7160555.34 U.S. Treasuries (including strips) Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0205 7000000.00 7000000.00 0.0008 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 2049-08-15 2049-08-15 2.25 - 2.25 4100.00 4116.17 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-11-15 1.5 - 2.625 7212400.00 7153609.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0205 7000000.00 7000000.00 0.0008 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 2049-08-15 2049-08-15 2.25 - 2.25 1100.00 1104.33 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 9018600.00 9217291.03 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 0.0010 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 2020-11-15 2026-11-15 1.5 - 2.625 4129400.00 4095740.65 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 2400.00 2409.46 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 0.0004 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FCB689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2046-02-15 0 - 6.5 29075600.00 29592427.74 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2020-01-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 29000000.00 29000000.00 0.0031 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.68% 549300QJJX6CVVUXLE15 FCB184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-02-15 1.125 - 6.5 25994000.00 27625349.40 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 27000000.00 27000000.00 0.0029 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.68% 549300QJJX6CVVUXLE15 FCD228000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2049-02-15 1.375 - 8.75 9031900.00 9191465.94 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2020-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 9000000.00 9000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.80% 549300QJJX6CVVUXLE15 FCC534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2049-02-15 1.125 - 6.5 13648300.00 14286139.30 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 14000000.00 14000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.80% 549300QJJX6CVVUXLE15 FBE847000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-08-15 1.125 - 6 7379500.00 8236646.83 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 8000000.00 8000000.00 0.0009 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 2019-11-07 2048-02-15 0 - 6.5 9071200.00 9219354.14 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 9000000.00 9000000.00 0.0010 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 2020-08-31 2049-02-15 1.125 - 6.5 8706000.00 9236740.00 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-11-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 9000000.00 9000000.00 0.0010 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 2020-11-30 2049-02-15 1.125 - 6.5 13326500.00 13317863.34 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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 0.0014 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-02-15 1.125 - 6 8991400.00 9237252.22 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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 0.0010 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 2019-11-07 2049-02-15 0 - 6.5 9006000.00 9221653.18 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 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 0.0010 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 2021-04-15 2045-02-15 2 - 3.125 19163900.00 20447922.69 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 N N/A N/A N N 0.0194 20000000.00 20000000.00 0.0022 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.74% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 21310900.00 22441142.80 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 22000000.00 22000000.00 0.0024 N Y Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.74% 6PJDTY319315T5LR2241 FCF380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2026-11-15 1.625 - 2 478595000.00 484376220.27 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 475000000.00 475000000.00 0.0514 N Y Y N Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCB311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2047-08-15 1.375 - 8.125 17934700.00 18368187.07 U.S. Treasuries (including strips) Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N N N 0.0172 18000000.00 18000000.00 0.0019 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCB680000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2047-08-15 1.625 - 8.75 10636700.00 11224967.95 U.S. Treasuries (including strips) Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0172 11000000.00 11000000.00 0.0012 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCC501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-05 2047-08-15 0 - 8.75 18258200.00 18369607.18 U.S. Treasuries (including strips) Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0172 18000000.00 18000000.00 0.0019 N N N Y Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 FCE314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-08-15 1.125 - 8.75 14233100.00 14282265.49 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0176 14000000.00 14000000.00 0.0015 N N Y N Societe Generale Societe Generale, 1.78% O2RNE8IBXP4R0TD8PU41 FCE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2047-11-15 1.625 - 7.875 7115900.00 7141761.59 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0176 7000000.00 7000000.00 0.0008 N N 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 2020-01-30 2049-05-15 0 - 8.75 13083200.00 14390317.27 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 0.0015 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.71% SUVUFHICNZMP2WKHG940 FCE870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 25886600.00 27542706.69 U.S. Treasuries (including strips) Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0170 27000000.00 27000000.00 0.0029 N N Y N Fannie Mae Fannie Mae, 1.64% 313588RH0 B1V7KEBTPIMZEU4LTD58 US313588RH09 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0163 9971650.00 9971650.00 0.0011 N N N N Fannie Mae Fannie Mae, 1.86% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2021-01-29 2021-01-29 N N N 0.0194 20979053.76 20979053.76 0.0023 N N N N Fannie Mae Fannie Mae, 1.88% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-07-30 2020-07-30 N N N 0.0188 27000000.00 27000000.00 0.0029 N N N N Fannie Mae Fannie Mae, 1.90% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-10-30 2020-10-30 N N N 0.0192 15995989.92 15995989.92 0.0017 N N N N Fannie Mae Fannie Mae, 1.92% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-04-30 2020-04-30 N N N 0.0186 7001921.99 7001921.99 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.76% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-11-20 2019-12-20 2019-12-20 N N N 0.0176 999980.64 999980.64 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.77% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-11-29 2020-04-29 2020-04-29 N N N 0.0188 4997403.70 4997403.70 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.80% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2019-11-06 2020-08-06 2020-08-06 N N N 0.0182 5999106.60 5999106.60 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.82% 3133EHK44 US3133EHK445 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0166 1000349.10 1000349.10 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.85% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2019-11-21 2020-05-21 2020-05-21 N N N 0.0193 2998772.25 2998772.25 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.87% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-11-17 2020-04-17 2020-04-17 N N N 0.0196 5997542.88 5997542.88 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.87% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2019-11-23 2020-10-23 2020-10-23 N N N 0.0189 3999224.24 3999224.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313384SK6 2549001DPIFGXC1TOL40 US313384SK66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-29 2020-01-29 2020-01-29 N N N 0.0164 2987985.00 2987985.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384SM2 2549001DPIFGXC1TOL40 US313384SM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0164 21909910.00 21909910.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHE82 2549001DPIFGXC1TOL40 US3130AHE822 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0160 5000420.25 5000420.25 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHEA7 2549001DPIFGXC1TOL40 US3130AHEA75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0161 5000406.65 5000406.65 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHFG3 2549001DPIFGXC1TOL40 US3130AHFG37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0157 5001124.00 5001124.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGW7 2549001DPIFGXC1TOL40 US3130AHGW77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 10001381.80 10001381.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGX5 2549001DPIFGXC1TOL40 US3130AHGX50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0160 10001393.10 10001393.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0163 5956266.66 5956266.66 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHCT8 2549001DPIFGXC1TOL40 US3130AHCT84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0164 9002783.34 9002783.34 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0164 25901720.00 25901720.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384SJ9 2549001DPIFGXC1TOL40 US313384SJ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0164 11952480.00 11952480.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHE90 2549001DPIFGXC1TOL40 US3130AHE905 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0161 5000427.30 5000427.30 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VG1 2549001DPIFGXC1TOL40 US313384VG18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0163 11915733.36 11915733.36 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0163 3969244.44 3969244.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% to 1.72% 313384QS1 2549001DPIFGXC1TOL40 US313384QS11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-19 2019-12-19 2019-12-19 N N N 0.0167 6984413.31 6984413.31 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 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 0.0167 42902258.42 42902258.42 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCP6 2549001DPIFGXC1TOL40 US3130AHCP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0162 4001037.84 4001037.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCM3 2549001DPIFGXC1TOL40 US3130AHCM32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0162 4001041.04 4001041.04 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 313384QL6 2549001DPIFGXC1TOL40 US313384QL67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-13 2019-12-13 2019-12-13 N N N 0.0166 9980516.70 9980516.70 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 313384QH5 2549001DPIFGXC1TOL40 US313384QH55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2019-12-10 2019-12-10 N N N 0.0166 19963816.60 19963816.60 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 313384SH3 2549001DPIFGXC1TOL40 US313384SH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0164 8964765.00 8964765.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2020-03-04 2020-03-04 N N N 0.0172 5000000.00 5000000.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2020-03-04 2020-03-04 N N N 0.0172 10000000.00 10000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2020-03-04 2020-03-04 N N N 0.0171 5000000.00 5000000.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2020-03-04 2020-03-04 N N N 0.0172 20000000.00 20000000.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313384PW3 2549001DPIFGXC1TOL40 US313384PW32 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0166 12983013.29 12983013.29 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-03-09 2020-03-09 N N N 0.0172 10000000.00 10000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-03-09 2020-03-09 N N N 0.0172 10000000.00 10000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313384QW2 2549001DPIFGXC1TOL40 US313384QW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N N N 0.0167 3990351.12 3990351.12 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313384QX0 2549001DPIFGXC1TOL40 US313384QX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0167 3990165.56 3990165.56 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-09 2020-03-09 2020-03-09 N N N 0.0172 8000000.00 8000000.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 313384PN3 2549001DPIFGXC1TOL40 US313384PN33 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-21 2019-11-21 2019-11-21 N N N 0.0164 9990666.70 9990666.70 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 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 0.0165 38954499.87 38954499.87 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-28 2020-01-28 2020-01-28 N N N 0.0182 3999180.80 3999180.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 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 0.0160 36975826.79 36975826.79 0.0040 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.75% to 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 0.0163 14987400.00 14987400.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-23 2020-01-23 2020-01-23 N N N 0.0184 999804.27 999804.27 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0179 7999775.68 7999775.68 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGCC7 2549001DPIFGXC1TOL40 US3130AGCC76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2020-01-27 2020-01-27 N N N 0.0182 8998819.83 8998819.83 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0179 17999432.28 17999432.28 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0179 12999589.98 12999589.98 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-25 2019-11-25 2019-11-25 N N N 0.0181 21999405.12 21999405.12 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-25 2020-02-25 2020-02-25 N N N 0.0184 8998256.88 8998256.88 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2020-03-27 2020-03-27 N N N 0.0183 12997666.24 12997666.24 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-28 2020-07-28 2020-07-28 N N N 0.0184 4997773.20 4997773.20 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-24 2020-01-24 2020-01-24 N N N 0.0183 6999102.18 6999102.18 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-24 2020-01-24 2020-01-24 N N N 0.0183 2999615.22 2999615.22 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2020-08-26 2020-08-26 N N N 0.0185 4997637.10 4997637.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2020-05-26 2020-05-26 N N N 0.0183 1999559.20 1999559.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-28 2020-07-28 2020-07-28 N N N 0.0184 8996323.05 8996323.05 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-28 2020-08-28 2020-08-28 N N N 0.0185 36982173.77 36982173.77 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-21 2019-11-21 2019-11-21 N N N 0.0183 36998953.64 36998953.64 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-23 2020-03-23 2020-03-23 N N N 0.0184 8998452.45 8998452.45 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-24 2020-03-24 2020-03-24 N N N 0.0184 23995835.28 23995835.28 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2020-03-27 2020-03-27 N N N 0.0182 6999436.43 6999436.43 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2020-03-27 2020-03-27 N N N 0.0182 4999597.45 4999597.45 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AGNE1 2549001DPIFGXC1TOL40 US3130AGNE14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-01-27 2020-01-27 N N N 0.0184 8999003.43 8999003.43 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHB51 2549001DPIFGXC1TOL40 US3130AHB513 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0167 8000765.28 8000765.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AFYG6 2549001DPIFGXC1TOL40 US3130AFYG69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-21 2019-11-21 2019-11-21 N N N 0.0183 19999601.00 19999601.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AGCB9 2549001DPIFGXC1TOL40 US3130AGCB93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0184 27999333.32 27999333.32 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-24 2020-06-24 2020-06-24 N N N 0.0185 2999194.23 2999194.23 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-24 2020-08-24 2020-08-24 N N N 0.0187 12993929.91 12993929.91 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-18 2019-12-18 2019-12-18 N N N 0.0187 3999711.16 3999711.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-20 2020-04-20 2020-04-20 N N N 0.0186 2999446.56 2999446.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-24 2020-08-24 2020-08-24 N N N 0.0187 7996912.48 7996912.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-25 2020-03-25 2020-03-25 N N N 0.0184 18998491.40 18998491.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-25 2020-03-25 2020-03-25 N N N 0.0184 18998486.08 18998486.08 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0163 993828.33 993828.33 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0163 993425.83 993425.83 0.0001 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 2019-11-01 2019-12-20 2019-12-20 N N N 0.0184 19999321.20 19999321.20 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-17 2020-01-17 2020-01-17 N N N 0.0190 8998556.94 8998556.94 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-17 2019-12-17 2019-12-17 N N N 0.0188 9999294.30 9999294.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-17 2020-01-17 2020-01-17 N N N 0.0190 18996953.54 18996953.54 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-17 2019-12-17 2019-12-17 N N N 0.0188 1999858.86 1999858.86 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-20 2020-05-20 2020-05-20 N N N 0.0187 16996507.01 16996507.01 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-20 2020-03-20 2020-03-20 N N N 0.0187 21996295.86 21996295.86 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-20 2020-03-20 2020-03-20 N N N 0.0187 21996295.86 21996295.86 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-24 2020-11-24 2020-11-24 N N N 0.0189 33976008.92 33976008.92 0.0037 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 2019-11-01 2019-11-27 2019-11-27 N N N 0.0187 28998961.51 28998961.51 0.0031 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 2019-11-01 2020-05-14 2020-05-14 N N N 0.0192 15993006.24 15993006.24 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-17 2020-01-17 2020-01-17 N N N 0.0190 3999401.32 3999401.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-21 2020-08-21 2020-08-21 N N N 0.0189 17991822.24 17991822.24 0.0019 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 2019-11-01 2020-11-06 2020-11-06 N N N 0.0197 7990362.00 7990362.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-02-21 2020-02-21 N N N 0.0186 19999303.80 19999303.80 0.0022 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 2019-11-01 2020-08-21 2020-08-21 N N N 0.0195 31973644.80 31973644.80 0.0035 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 2019-11-01 2020-04-22 2020-04-22 N N N 0.0191 6997692.87 6997692.87 0.0008 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 2019-11-01 2020-07-17 2020-07-17 N N N 0.0193 6995979.41 6995979.41 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2020-03-26 2020-03-26 N N N 0.0187 6999347.81 6999347.81 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2020-03-27 2020-03-27 N N N 0.0187 14998786.95 14998786.95 0.0016 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 2019-11-01 2020-08-25 2020-08-25 N N N 0.0196 6994519.91 6994519.91 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2021-02-01 2021-02-01 N N N 0.0188 1999505.10 1999505.10 0.0002 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 2019-11-01 2021-02-09 2021-02-09 N N N 0.0197 11982772.32 11982772.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-17 2020-03-17 2020-03-17 N N N 0.0191 1999600.42 1999600.42 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-17 2020-04-17 2020-04-17 N N N 0.0191 5998570.32 5998570.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-09-28 2020-09-28 N N N 0.0197 1998181.30 1998181.30 0.0002 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 2019-11-01 2020-01-17 2020-01-17 N N N 0.0188 19998993.60 19998993.60 0.0022 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 2019-11-01 2021-01-28 2021-01-28 N N N 0.0197 10986229.87 10986229.87 0.0012 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 2019-11-01 2020-01-17 2020-01-17 N N N 0.0188 6999749.47 6999749.47 0.0008 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 2019-11-01 2021-01-22 2021-01-22 N N N 0.0196 5993370.00 5993370.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-10 2020-02-10 2020-02-10 N N N 0.0195 5998503.12 5998503.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2020-02-12 2020-02-12 N N N 0.0193 7998320.56 7998320.56 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2020-03-12 2020-03-12 N N N 0.0194 4998587.00 4998587.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-13 2020-01-13 2020-01-13 N N N 0.0193 4999250.75 4999250.75 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-14 2020-01-14 2020-01-14 N N N 0.0193 9998480.40 9998480.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-23 2020-03-23 2020-03-23 N N N 0.0189 21998278.28 21998278.28 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-25 2020-03-25 2020-03-25 N N N 0.0189 6999441.33 6999441.33 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-25 2020-03-25 2020-03-25 N N N 0.0189 6999440.49 6999440.49 0.0008 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 2019-11-01 2021-05-14 2021-05-14 N N N 0.0199 47918479.20 47918479.20 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-10 2020-01-10 2020-01-10 N N N 0.0195 14997813.60 14997813.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-16 2020-04-16 2020-04-16 N N N 0.0194 7997925.28 7997925.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-17 2020-07-17 2020-07-17 N N N 0.0193 8996972.22 8996972.22 0.0010 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 2019-11-01 2020-03-26 2020-03-26 N N N 0.0190 15998623.20 15998623.20 0.0017 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 2019-11-01 2021-02-26 2021-02-26 N N N 0.0198 30963039.63 30963039.63 0.0034 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 2019-11-01 2020-03-27 2020-03-27 N N N 0.0188 35000517.30 35000517.30 0.0038 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 2019-11-01 2019-11-15 2019-11-15 N N N 0.0185 21000121.17 21000121.17 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-16 2020-04-16 2020-04-16 N N N 0.0194 1999527.20 1999527.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-22 2021-01-22 2021-01-22 N N N 0.0191 3999158.48 3999158.48 0.0004 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 2019-11-01 2021-06-11 2021-06-11 N N N 0.0199 18970967.62 18970967.62 0.0021 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 2019-11-01 2020-07-24 2020-07-24 N N N 0.0194 10996183.66 10996183.66 0.0012 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 2019-11-01 2021-07-23 2021-07-23 N N N 0.0200 18965687.90 18965687.90 0.0021 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 2019-11-01 2021-07-08 2021-07-08 N N N 0.0204 12968328.88 12968328.88 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-05-11 2020-05-11 N N N 0.0192 15998296.16 15998296.16 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-11 2020-02-11 2020-02-11 N N N 0.0194 11998318.44 11998318.44 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2019-12-12 2019-12-12 N N N 0.0191 27999198.64 27999198.64 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2020-05-12 2020-05-12 N N N 0.0194 19995750.60 19995750.60 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-13 2020-04-13 2020-04-13 N N N 0.0195 17996276.34 17996276.34 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 10998583.75 10998583.75 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-10 2020-02-10 2020-02-10 N N N 0.0195 48993879.90 48993879.90 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2020-02-12 2020-02-12 N N N 0.0193 19998318.20 19998318.20 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2020-06-15 2020-06-15 N N N 0.0195 1999453.06 1999453.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2020-01-15 2020-01-15 N N N 0.0193 29998145.40 29998145.40 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2020-07-15 2020-07-15 N N N 0.0196 3998679.52 3998679.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-16 2020-11-16 2020-11-16 N N N 0.0198 15988463.04 15988463.04 0.0017 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 2019-11-01 2020-12-23 2020-12-23 N N N 0.0198 28479930.87 28479930.87 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-07-17 2020-07-17 N N N 0.0194 8998677.72 8998677.72 0.0010 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 2019-11-01 2020-07-29 2020-07-29 N N N 0.0194 16996946.63 16996946.63 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-02 2020-01-02 2020-01-02 N N N 0.0207 1999440.10 1999440.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-10-01 2020-10-01 N N N 0.0197 9996260.70 9996260.70 0.0011 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 2019-11-01 2020-06-10 2020-06-10 N N N 0.0193 15000066.15 15000066.15 0.0016 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 2019-11-01 2021-03-12 2021-03-12 N N N 0.0198 19988462.40 19988462.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-10-07 2020-10-07 N N N 0.0197 11996903.88 11996903.88 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2019-12-04 2019-12-04 N N N 0.0198 4999721.35 4999721.35 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2019-12-04 2019-12-04 N N N 0.0198 18998941.13 18998941.13 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-09 2020-11-09 2020-11-09 N N N 0.0201 2997932.97 2997932.97 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-09 2020-11-09 2020-11-09 N N N 0.0201 1998621.98 1998621.98 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-09 2020-11-09 2020-11-09 N N N 0.0201 8993798.91 8993798.91 0.0010 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 0.0167 30933849.41 30933849.41 0.0034 N N Y 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 0.0167 5984691.66 5984691.66 0.0006 N N Y 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 0.0154 21030345.00 21030345.00 0.0023 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 0.0167 22020821.24 22020821.24 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AHAT0 2549001DPIFGXC1TOL40 US3130AHAT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0187 15001126.80 15001126.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-10-16 2020-10-16 N N N 0.0195 17999945.64 17999945.64 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-08 2019-11-08 2019-11-08 N N N 0.0196 2999981.28 2999981.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-03 2020-01-03 2020-01-03 N N N 0.0201 19997727.60 19997727.60 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0197 44999758.80 44999758.80 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0197 4999973.20 4999973.20 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0197 8999951.76 8999951.76 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-08 2020-05-08 2020-05-08 N N N 0.0200 28994124.02 28994124.02 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2020-02-07 2020-02-07 N N N 0.0200 4999400.95 4999400.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-08 2020-07-08 2020-07-08 N N N 0.0201 8997224.13 8997224.13 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-02 2019-12-02 2019-12-02 N N N 0.0200 8999685.36 8999685.36 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2019-12-02 2019-12-02 N N N 0.0200 8999685.36 8999685.36 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2020-08-07 2020-08-07 N N N 0.0203 6996902.78 6996902.78 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2020-08-07 2020-08-07 N N N 0.0203 4997977.90 4997977.90 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2020-08-07 2020-08-07 N N N 0.0203 10995551.38 10995551.38 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2020-07-07 2020-07-07 N N N 0.0202 8997251.58 8997251.58 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-08 2020-08-07 2020-08-07 N N N 0.0203 1999191.16 1999191.16 0.0002 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 0.0166 28964813.43 28964813.43 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2021-04-09 2021-04-09 N N N 0.0198 13001635.79 13001635.79 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-03 2020-04-03 2020-04-03 N N N 0.0203 7998471.60 7998471.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-03 2020-04-03 2020-04-03 N N N 0.0203 19996179.00 19996179.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-03 2020-04-03 2020-04-03 N N N 0.0203 3999235.80 3999235.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-02-28 2020-02-28 N N N 0.0205 5998997.82 5998997.82 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-03 2020-06-03 2020-06-03 N N N 0.0204 12996862.32 12996862.32 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-03 2020-06-03 2020-06-03 N N N 0.0204 999758.64 999758.64 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-03 2020-06-03 2020-06-03 N N N 0.0204 1999517.28 1999517.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2020-06-03 2020-06-03 N N N 0.0204 3999034.56 3999034.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-08 2020-05-08 2020-05-08 N N N 0.0208 2998925.97 2998925.97 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-06-01 2020-06-01 N N N 0.0206 35991505.44 35991505.44 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-09-01 2020-09-01 N N N 0.0208 2998514.55 2998514.55 0.0003 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 0.0168 20014842.60 20014842.60 0.0022 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 0.0169 20014834.40 20014834.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2020-06-12 2020-06-12 N N N 0.0202 15002884.35 15002884.35 0.0016 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 0.0164 10265237.50 10265237.50 0.0011 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 0.0177 22006838.04 22006838.04 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-08 2020-05-08 2020-05-08 N N N 0.0203 15002383.65 15002383.65 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2020-06-12 2020-06-12 N N N 0.0204 2000384.52 2000384.52 0.0002 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 0.0163 9971650.00 9971650.00 0.0011 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 2019-11-01 2020-05-01 2020-05-01 N N N 0.0205 29004711.63 29004711.63 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-10 2020-06-10 2020-06-10 N N N 0.0204 15002919.00 15002919.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2020-06-12 2020-06-12 N N N 0.0204 7001345.61 7001345.61 0.0008 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 0.0150 10003022.90 10003022.90 0.0011 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 0.0158 5996920.02 5996920.02 0.0006 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 0.0159 22987120.00 22987120.00 0.0025 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 0.0184 28002093.00 28002093.00 0.0030 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 0.0000 10000000.00 10000000.00 0.0011 N Y 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 0.0129 15997760.00 15997760.00 0.0017 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 0.0149 14005871.46 14005871.46 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AGWT8 2549001DPIFGXC1TOL40 US3130AGWT81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0182 33001743.06 33001743.06 0.0036 N N N 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 0.0143 7998133.36 7998133.36 0.0009 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 0.0211 15000000.00 15000000.00 0.0016 N Y Y N Freddie Mac Freddie Mac, 1.84% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-02-06 2020-02-06 N N N 0.0183 18000025.20 18000025.20 0.0019 N N N N Freddie Mac Freddie Mac, 1.85% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-09-09 2020-09-09 N N N 0.0190 32984517.39 32984517.39 0.0036 N N N N Freddie Mac Freddie Mac, 1.85% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-09-08 2020-09-08 N N N 0.0190 34983716.95 34983716.95 0.0038 N N N N Freddie Mac Freddie Mac, 1.85% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-05-08 2020-05-08 N N N 0.0187 17998371.36 17998371.36 0.0019 N N N N Freddie Mac Freddie Mac, 1.86% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-05-06 2020-05-06 N N N 0.0187 35998690.68 35998690.68 0.0039 N N N N Freddie Mac Freddie Mac, 1.86% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2020-12-14 2020-12-14 N N N 0.0193 53956642.32 53956642.32 0.0058 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 0.0164 11958420.00 11958420.00 0.0013 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 0.0167 9878415.23 9878415.23 0.0011 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.74%, dated 10/31/2019 due 11/01/2019 B4TYDEB6GKMZO031MB27 FCF585000_00352 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 2043-10-01 2045-07-01 3 - 3.5 39768344.01 22779334.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-02-20 2045-07-20 3 - 3.5 29971532.73 13770709.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-03-01 2044-11-01 3.5 - 3.5 65834328.57 26974608.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 62171000.00 62171000.00 0.0067 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.74%, dated 10/31/2019 due 11/01/2019 L3I9ZG2KFGXZ61BMYR72 FCF585000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2029-08-15 1.125 - 3.125 4256624.03 4452514.37 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 4365000.00 4365000.00 0.0005 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.73% G5GSEF7VJP5I7OUK5573 FCE848000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 3.5 - 3.5 26589973.00 23462255.01 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0182 22999597.50 22999597.50 0.0025 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.74% G5GSEF7VJP5I7OUK5573 FCE363000 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 2048-02-20 2048-11-20 3.5 - 3.5 33107351.00 28564141.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0173 28000000.00 28000000.00 0.0030 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.90% G5GSEF7VJP5I7OUK5573 FBD615000 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 2048-04-20 2049-09-20 3.5 - 4 14319599.00 12258734.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0188 12000000.00 12000000.00 0.0013 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.69% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-10-01 2049-11-01 3.5 - 4 9686001.00 10200958.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-27 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 10000000.00 10000000.00 0.0011 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.74% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2035-10-01 2.34 - 2.59 10361203.00 10200493.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 10000000.00 10000000.00 0.0011 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.75% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4.47 - 4.47 3603597.00 2074038.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-10-20 2069-10-20 2.55 - 2.55 1000.00 970.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2049-11-25 2049-11-25 2.5 - 2.5 8155508.00 8205157.83 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 10000000.00 10000000.00 0.0011 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.83% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 100.00 106.40 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2049-10-20 4 - 4.5 1633995.00 1749047.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 4.5 - 4.5 2147682.00 2332408.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-10-01 2035-10-01 2.59 - 2.59 1000.00 981.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 2.5 - 2.5 1000.00 989.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-15 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0181 4000000.00 4000000.00 0.0004 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.91% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-10-01 2035-10-01 2.59 - 2.59 2235.00 2194.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 2.5 - 2.5 7232.00 7159.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-02-01 4.4 - 4.4 1000.00 1107.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2049-10-20 3.5 - 3.5 4906008.00 5093017.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-10-01 2049-10-01 3 - 3 4338.00 4369.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 4 N N/A N/A N N 0.0189 5000000.00 5000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.91% 3Y4U8VZURTYWI1W2K376 FBD539000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2043-05-15 0 - 2.875 1610700.00 1757122.28 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-08-02 2032-08-02 2.59 - 2.59 26000.00 27401.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-12-01 2048-12-01 4.5 - 7 17890.00 5113.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-20 2069-06-20 2.5 - 7.5 63815517.00 6515911.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-09-01 2.5 - 6.5 24489706.00 3963203.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0189 12000000.00 12000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.77% R0MUWSFPU8MPRO8K5P83 FCA446000 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 2049-02-15 0 - 3.875 21044433.52 17406429.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2039-09-01 6.5 - 6.5 3806510.00 1932208.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-30 2029-02-22 1.7 - 3.5 230000.00 233998.25 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-12-20 2049-06-20 2.546 - 4 1123178.00 939614.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-01-15 2030-11-15 6.625 - 7.125 45000.00 67677.58 Agency Debentures and Agency Strips Y N/A N/A 2019-11-07 2019-11-07 2019-11-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 20000000.00 20000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.78% R0MUWSFPU8MPRO8K5P83 FCD843000 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 2029-08-15 2049-06-20 2.546 - 7 1911445.00 978626.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.936 - 3.936 1000.00 729.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.421 - 2.421 1000.00 987.90 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2049-05-15 0 - 3.75 21076688.60 16646801.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 N/A 787000.00 585627.95 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 35000.00 35498.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2049-08-01 2.718 - 7.125 2642533.00 2317405.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0176 20000000.00 20000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.85% R0MUWSFPU8MPRO8K5P83 FBG163000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2036-11-15 2049-05-15 N/A 15813996.29 8189731.19 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-03-09 2038-03-09 3.46 - 3.46 1000.00 1130.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 N/A 1000.00 744.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-11-26 4.05 - 4.05 55000.00 58088.58 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-11-01 5 - 5 4066773.00 4083655.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 12000000.00 12000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.91% R0MUWSFPU8MPRO8K5P83 FBD635000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2030-02-15 2049-05-15 0 - 1 3620197.58 2469817.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-04-15 2049-04-01 3 - 4 2615.00 1874.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2032-11-29 2036-08-08 2.79 - 3.5 6600000.00 6864819.86 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2049-06-20 3 - 4 832054.00 715984.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2048-07-01 0 - 7.25 4447565.00 2230324.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0189 12000000.00 12000000.00 0.0013 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-15 2030-05-15 0 - 7.25 32000.00 46581.53 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-05-15 0 - 3.125 14927645.42 16855316.24 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 1000.00 1002.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 N/A 1000.00 744.13 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2047-11-20 3 - 3 1031000.00 875146.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-30 2036-05-28 1.7 - 3.54 6845000.00 6923621.19 Agency Debentures and Agency Strips Y N/A N/A 2019-11-07 2019-11-07 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 24000000.00 24000000.00 0.0026 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 FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 90000.00 92565.10 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-02-15 0 - 3.875 14911121.22 12666880.09 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-07-01 0 - 7.125 4140773.00 242453.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2049-06-20 2 - 6 1485081.00 1433742.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 14000000.00 14000000.00 0.0015 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 FEDERAL FARM CREDIT 2036-06-02 2037-10-26 3.13 - 3.43 20000.00 20060.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-07-01 4 - 4 6666.00 4200.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-30 2036-02-25 1.7 - 4.05 190000.00 193490.18 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-06-20 3.5 - 6.5 42218.00 36168.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-01-15 2033-09-01 6.625 - 8 1898793.00 201946.92 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2049-05-15 0 - 7.625 14260184.91 9870731.33 U.S. Treasuries (including strips) Y N/A N/A 2019-11-07 2019-11-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 10000000.00 10000000.00 0.0011 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.74%, dated 10/31/2019 due 11/01/2019 VJW2DOOHGDT6PR0ZRO63 FCF585000_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 2042-12-01 2042-12-01 3 - 3 171.96 94.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 3495.61 1142.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2042-11-01 3 - 6.5 63861.07 2005.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-03-01 3.5 - 4.5 1974.86 1077.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 400.70 239.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2037-09-01 5.5 - 5.5 10017.40 41.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2048-10-01 3 - 5 7344.30 5812.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 4609.64 1207.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 52397.50 32183.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 34655.51 1219.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-09-01 2032-06-01 3.5 - 3.5 54691.11 37782.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 52119.10 18882.94 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2021-02-15 3.875 - 3.875 57.24 59.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2 - 2 5720.39 5654.50 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-11-05 2049-08-15 0 - 8.5 20843038.18 20932146.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-11-21 2024-09-09 0 - 5.625 1369235.47 1415061.12 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2019-11-05 2025-06-04 1.55 - 5.05 8120619.62 8164641.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2049-05-01 1.375 - 7.5 3622600.66 2082810.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-25 2049-11-01 1.45 - 9.5 9170093.76 6722952.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 286.21 3.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 10732.93 22.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 36493.53 152.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 28661.58 2751.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 12020.88 27.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 25627.89 85.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2027-05-01 3 - 3 21465.86 4823.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 400.70 9.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 171.73 35.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 5 - 5 4064.69 3451.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 17506.41 179.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 3.5 - 5 445070.96 355363.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 543.80 42.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 1345.77 50.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 7155.29 25.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 10350.15 149.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 1073.29 18.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 715.53 55.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 239.53 10.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 2060.72 35.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 1717.27 85.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 486.56 418.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 1129.50 987.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 772.77 15.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 2032.10 1297.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3 - 3 360.23 280.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 72600.25 309.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 7628.11 847.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2049-11-01 3 - 5 3937672.51 3984666.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 7899.44 333.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-09-20 2.5 - 10 4982685.21 3065535.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 870510.00 450689.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 28.62 5.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 1375.62 688.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 87.84 47.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 53672.97 55423.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 2.5 - 4.5 2384124.69 2381573.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 441194.92 80.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 2.5 - 3 1339537.63 1359733.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 50087000.00 50087000.00 0.0054 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.69% 549300HN4UKV1E2R3U73 FCE987000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-08-20 4 - 4.5 19198979.00 20401915.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-12-02 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 0.0168 20000000.00 20000000.00 0.0022 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.77% 549300HN4UKV1E2R3U73 FCB132000 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 2044-06-15 2048-03-20 3 - 4 52970358.00 39799558.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-22 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 0.0176 39000000.00 39000000.00 0.0042 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.74% 2IGI19DL77OX0HC3ZE78 FBJ988000 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 2049-03-01 2049-03-01 4 - 4 14453996.00 12246508.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2020-01-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 12000000.00 12000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.76% 2IGI19DL77OX0HC3ZE78 FBJ966000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-06-01 2049-03-01 4 - 5 2233283.00 2041097.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-12-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 2000000.00 2000000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBH826000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2048-08-01 4 - 5 4713316.00 4083209.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2020-03-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0177 4000000.00 4000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.79% 2IGI19DL77OX0HC3ZE78 FBH824000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-07-01 2040-07-01 4.025 - 4.025 520785.00 14837.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2040-12-01 3.01 - 4.5 15128150.00 4068408.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2020-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 4000000.00 4000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.80% 2IGI19DL77OX0HC3ZE78 FBJ973000 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 2048-04-01 2049-03-01 4 - 5 23380346.00 23472903.27 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0179 23000000.00 23000000.00 0.0025 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.82% 2IGI19DL77OX0HC3ZE78 FBH823000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-03-01 4 - 5 4713437.00 4083300.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0180 4000000.00 4000000.00 0.0004 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2048-10-01 4 - 5 10935878.00 9203577.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 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 0.0010 N N Y N Citibank NA Citibank NA, 1.73% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-11-15 0.125 - 3.375 4654700.00 4720497.67 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-07-29 2032-07-29 3 - 3 51000.00 51690.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2021-03-15 2022-01-13 0 - 2.375 15000.00 15316.14 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-08-20 3.5 - 3.5 10732.00 11136.28 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2020-10-15 N/A 3000.00 2952.42 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2024-09-06 1.375 - 2.625 112000.00 112829.02 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.131 - 2.131 186000.00 186460.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0172 5000000.00 5000000.00 0.0005 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.74%, dated 10/31/2019 due 11/01/2019 E57ODZWZ7FF32TWEFA76 FCF585000_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 44808.85 315.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2048-12-01 1.375 - 9.5 1998679.47 1036302.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-09-20 2.5 - 6.5 558624.09 427098.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 14688.97 1483.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2045-12-01 0 - 8 1018345.45 320492.22 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-09-25 2023-12-20 1.737 - 3.5 124375.20 124426.55 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2048-08-15 0 - 7.875 15620026.17 16634157.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-02-26 2043-06-22 1.875 - 5.5 676747.39 723429.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 240.83 0.00 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.131 - 2.131 280049.59 280743.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 409.43 2.57 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2060-09-15 0 - 4.875 74452.97 92471.10 Agency Debentures and Agency Strips RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 399221.30 321283.03 Agency Debentures and Agency Strips Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 19562000.00 19562000.00 0.0021 N Y Y N Citibank NA Citibank NA, 1.74% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2027-07-15 0 - 2.5 30171400.00 30401428.38 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2049-09-20 3.5 - 10.5 21853608.00 69031.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2049-09-01 2 - 6.5 17391824.00 133983.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0173 30000000.00 30000000.00 0.0032 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.74%, dated 10/31/2019 due 11/01/2019 1VUV7VQFKUOQSJ21A208 FCF585000_02102 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 2036-03-01 2049-10-01 3 - 4 31267448.51 28013503.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2049-09-20 3.5 - 4 18995078.04 9681895.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4 - 4 2103085.42 1822424.28 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2047-11-15 0 - 4.75 88886875.06 92701214.32 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 129497000.00 129497000.00 0.0140 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.76% 7LTWFZYICNSX8D621K86 FCF351000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 9803658.00 10300503.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 10000000.00 10000000.00 0.0011 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.74%, dated 10/31/2019 due 11/01/2019 CYYGQCGNHMHPSMRL3R97 FCF585000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 19561.90 21333.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.41 - 2.41 195619.05 197172.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 25763.03 28213.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-06-01 2058-05-01 2.5 - 7.5 11287014.04 7664125.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-02-01 3.93 - 3.98 83695.22 94459.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.69 - 3.69 156280.06 167295.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 2033-11-01 3.8 - 3.89 174179.20 195399.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 3.99 - 3.99 11737.14 12726.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 8216000.00 8216000.00 0.0009 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.73% 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 2041-03-01 2049-10-01 3 - 3.457 15071072.00 15301470.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0182 14999737.50 14999737.50 0.0016 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.73% 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 2039-04-01 2048-07-01 3.5 - 5 142924290.00 8162744.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0172 8000000.00 8000000.00 0.0009 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.74%, dated 10/31/2019 due 11/01/2019 KBVRJ5K57JZ3E2AVWX40 FCF585000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.17 - 3.49 14943.81 15902.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 7253.42 7439.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3 - 3.5 147576.52 151057.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2049-04-01 3 - 4.5 1880058.77 1641928.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 6974.88 7059.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 694150.89 698867.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2058-05-01 2.5 - 5 9026039.82 6680488.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2049-01-20 4.5 - 5 1010529.57 773340.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 9780000.00 9780000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-05-01 4 - 4 12184956.00 12255130.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0177 12000000.00 12000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% 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 2039-11-01 2049-01-01 3.5 - 5.5 1766423.00 807370.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-05-01 4 - 4 9351383.00 9405238.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0177 10000000.00 10000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% 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 2042-12-01 2048-08-01 3.5 - 4 7499527.00 5106052.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0177 5000000.00 5000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.79% 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 2049-04-01 3 - 3.5 4839896.00 4082840.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0178 4000000.00 4000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.79% 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 2048-08-01 4 - 4 5867704.00 5104057.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0178 5000000.00 5000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.83% 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 2043-03-01 3 - 3 6968950.00 4082904.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-18 2019-11-18 2019-11-18 N N N 0.0182 4000000.00 4000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.95% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2048-07-01 3.5 - 4 8834363.00 8173702.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0194 8000000.00 8000000.00 0.0009 N N N Y 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 2040-07-01 2049-04-01 4 - 5 20270948.00 8935997.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-04-01 5 - 5 330917.00 276642.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0198 9000000.00 9000000.00 0.0010 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 2049-05-01 2049-05-01 4 - 4 2971951.00 2796879.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 8127127.00 3339185.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0208 6000000.00 6000000.00 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 2049-05-01 2049-05-01 4 - 4 2198413.00 2068908.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 9039365.00 4067156.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0208 6000000.00 6000000.00 0.0006 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.84% ZBUT11V806EZRVTWT807 0001287279 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 2049-10-20 2049-10-20 2.5 - 2.5 2705190.00 2666348.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2041-11-15 2041-11-15 1.75 - 1.75 39919000.00 12790046.06 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-11-07 2019-11-07 2019-11-21 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0183 15000000.00 15000000.00 0.0016 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.87% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4 - 4 8869457.00 8162967.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0185 8000000.00 8000000.00 0.0009 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.74%, dated 10/31/2019 due 11/01/2019 ZBUT11V806EZRVTWT807 FCF585000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2030-12-01 2059-08-25 0 - 6.5 17338004.39 12853636.37 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2026-05-15 2039-02-15 1.375 - 5 63071631.28 63968362.31 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-08-16 2059-07-16 1.8 - 6 61739376.68 26297410.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2054-09-15 0 - 6.5 18831236.22 9802919.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-25 2049-06-25 3 - 3 5053.98 5038.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-06-01 3.5 - 3.5 822.70 533.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 110358000.00 110358000.00 0.0120 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.86% K5HU16E3LMSVCCJJJ255 FBJ875000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.41 - 3.41 4562230.00 4980940.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 1424112.00 1497320.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 2036404.00 2135956.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-07-01 4 - 4 3726534.00 3889169.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-02-01 2040-02-01 4.994 - 4.994 20188401.00 766203.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0185 13000000.00 13000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.87% K5HU16E3LMSVCCJJJ255 FBH585000 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 2033-01-01 2033-01-01 3 - 3 8403328.00 7360751.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-12-01 2049-02-01 4.5 - 4.689 72845855.00 4890057.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-13 2019-12-13 2019-12-13 N N N 0.0186 12000000.00 12000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.88% K5HU16E3LMSVCCJJJ255 FBG673000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-09-01 3 - 4.5 2705620.00 2163306.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-05-01 2047-10-01 4 - 4 12646580.00 11008472.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-06-01 2046-12-01 2.5 - 2.999 2879960.00 102763.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-11 2019-12-11 2019-12-11 N N N 0.0187 13000000.00 13000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.89% K5HU16E3LMSVCCJJJ255 FBG674000 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 2046-10-01 2046-10-01 3 - 3 3935876.00 3790884.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 12191999.00 12547108.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-10 2019-12-10 2019-12-10 N N N 0.0188 16000000.00 16000000.00 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.90% K5HU16E3LMSVCCJJJ255 FBF136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2030-01-01 2042-11-01 2.303 - 5 43591134.00 1473592.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2047-10-01 2.529 - 5.017 214119204.00 6696743.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0189 8000000.00 8000000.00 0.0009 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.90% K5HU16E3LMSVCCJJJ255 FBF628000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.203 - 3.203 1054080.00 633727.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-03-01 2047-03-01 4 - 4 10845400.00 8557416.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0189 9000000.00 9000000.00 0.0010 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.74%, dated 10/31/2019 due 11/01/2019 K5HU16E3LMSVCCJJJ255 FCF585000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2029-10-15 0 - 0 3912666.67 3316179.61 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-08-20 2049-10-20 3 - 8.5 3224416.63 2670488.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 5869000.00 5869000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.74%, dated 10/31/2019 due 11/01/2019 7TK5RJIZDFROZCA6XF66 FCF585000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 3.5 - 3.5 22693.98 23551.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 3912.22 3805.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-07-01 2027-07-01 3.34 - 3.6 146786.58 156533.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4.5 - 4.5 25320.37 26224.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 5317913.58 5394893.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2049-10-01 2.5 - 5 9739351.89 9664771.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-04-20 2049-03-20 3.5 - 5.5 143838.56 137853.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2049-03-01 3.5 - 4 271291.90 265792.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 67155.05 69839.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 2.5 28168.00 28427.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2033-09-01 3.8 - 3.86 67583.64 74867.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 313570.68 341541.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 541897.59 575653.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 5 - 5 25469.21 27523.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 5 - 5 328141.30 336191.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 2029-06-25 2029-06-25 2.937 - 2.937 904838.32 948629.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION 2026-12-25 2026-12-25 3.144 - 3.144 469466.67 493952.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2034-05-01 3.83 - 4.04 29732.89 32587.12 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-05-15 0.625 - 8.125 12678148.81 15386706.75 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-07-01 2031-07-01 2.96 - 3.225 518565.06 554601.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-10-01 2048-10-01 3.34 - 4.59 925512.45 1005688.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-12-01 2025-12-01 3.9 - 3.9 82234.91 88101.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 5 - 5 195084.51 211637.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 5 - 5 46293.68 49339.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 80950.12 84885.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 35210000.00 35210000.00 0.0038 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.74% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4 - 4 634000.00 514648.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-10-01 2032-10-01 6 - 6 68771.00 5572.67 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-03 2045-02-15 0 - 2.5 2700.00 2763.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2038-06-01 2038-06-01 6 - 6 1665054.00 131993.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-04-01 2049-10-01 2.5 - 6.5 55145694.00 25642175.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2043-01-01 3 - 3 1075000.00 552006.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-11-15 2049-10-20 3.5 - 8 28503440.00 20968270.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2040-06-01 4.5 - 4.5 1700000.00 273613.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2048-07-01 3 - 6 66809325.00 6489958.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2046-04-01 3.5 - 3.5 134000.00 92028.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2027-01-01 3 - 3 6853946.00 1717022.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2026-05-01 4 - 4 1713000.00 207631.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 3 - 3 35246.00 30733.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 6 - 6 1077965.00 1210171.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 2.5 - 2.5 259384.00 252303.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2 - 2 1357990.00 1335838.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.73 - 3.73 1605610.00 1722452.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-05-01 5.5 - 5.5 25000.00 597.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-09-01 2021-09-01 3 - 3 1071669.00 53189.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 60000000.00 60000000.00 0.0065 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.87% 549300Y1PMK3RWXMWR72 FBH584000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-08 2042-05-15 0 - 3 29400.00 29316.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4 - 4 47992.00 6776.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 1804.00 1683.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 3.5 - 3.5 1186.00 989.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2048-12-01 4 - 4.5 10753507.00 10170243.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-13 2019-12-13 2019-12-13 N N N 0.0186 10000000.00 10000000.00 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.90% 549300Y1PMK3RWXMWR72 FBF137000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2026-05-15 0 - 2.875 16700.00 17330.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4 - 4 20919.00 2953.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 1000.00 932.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-08-20 3 - 3 2185.00 2239.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2048-12-01 4.5 - 4.5 6453132.00 6104352.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0189 6000000.00 6000000.00 0.0006 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.90% 549300Y1PMK3RWXMWR72 FBF627000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2042-05-15 0 - 3 28700.00 29540.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 1779.00 1659.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2048-12-01 4.5 - 4.5 8603722.00 8138707.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0189 8000000.00 8000000.00 0.0009 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.74%, dated 10/31/2019 due 11/01/2019 OXTKY6Q8X53C9ILVV871 FCF585000_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 2048-02-01 2048-02-01 3.5 - 3.5 379.10 343.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2055-09-01 2.63 - 8 10759007.44 8632524.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-08-20 2.5 - 7.5 7902062.83 6717184.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 1722277.17 1747644.01 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-24 2047-08-15 0 - 8.125 2885522.04 2972992.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 30.08 33.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 4 760256.77 776320.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-10-01 3.5 - 4.5 2673401.32 2717856.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 8716130.36 7217989.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-04-01 2.5 - 9 6836463.85 999178.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 31152000.00 31152000.00 0.0034 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.66% OXTKY6Q8X53C9ILVV871 FCF391000 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 2049-10-01 2049-10-01 3.5 - 3.5 1641091.00 1688890.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 27467.00 22728.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-10-01 2056-04-01 3 - 6 48756435.00 20728392.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.6 - 2.6 1000.00 1023.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0165 22000000.00 22000000.00 0.0024 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.88% OXTKY6Q8X53C9ILVV871 FCD223000 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 4 - 4 2484416.00 2518330.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2061-06-20 2069-05-20 4.396 - 4.576 1810599.00 382762.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-01-01 2049-08-01 3 - 6 25391275.00 15022575.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3.5 - 3.5 99218.00 101708.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2049-03-01 5 - 7.5 7275037.00 545295.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 22384734.00 22244243.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0186 40000000.00 40000000.00 0.0043 N Y 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-08-01 2048-11-01 4 - 4 94452479.00 85881610.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 N N/A N/A N N 0.0195 84000000.00 84000000.00 0.0091 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-08-01 2048-11-01 4 - 4 53346069.00 43963205.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 N N/A N/A N N 0.0195 43000000.00 43000000.00 0.0047 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 1.74%, dated 10/31/2019 due 11/01/2019 O2RNE8IBXP4R0TD8PU41 FCF585000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-05-15 1.125 - 7.875 52802169.35 56837171.26 U.S. Treasuries (including strips) Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 55629000.00 55629000.00 0.0060 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.74%, dated 10/31/2019 due 11/01/2019 5U0XI89JRFVHWIBS4F54 FCF585000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 218049794.25 190990027.17 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2044-08-15 1.375 - 3.75 197700318.72 204483092.09 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-01-20 3 - 4.5 86016530.79 51974394.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 437203000.00 437203000.00 0.0474 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.74%, dated 10/31/2019 due 11/01/2019 5U0XI89JRFVHWIBS4F54 FCF585000_77387 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 2049-08-20 2049-10-20 2.5 - 3 14386536.34 14633638.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-10-01 2.5 - 3.5 136649992.42 134438503.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 8694887.64 8799911.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 154769000.00 154769000.00 0.0168 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.66% SUVUFHICNZMP2WKHG940 FCF395000 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 14673207.00 15300705.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0180 14999562.00 14999562.00 0.0016 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.72% SUVUFHICNZMP2WKHG940 FCE871000 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 37454449.00 30602924.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0171 30000000.00 30000000.00 0.0032 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.74%, dated 10/31/2019 due 11/01/2019 VYVVCKR63DVZZN70PB21 FCF585000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2026-07-31 1.875 - 3.375 31248833.35 31816007.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 3.677 - 6.016 357067.75 221875.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-10-20 1.5 - 6 140807291.80 130579220.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.148 - 2.148 13114.28 274.99 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 159419000.00 159419000.00 0.0173 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.68% 912796WK1 US912796WK12 U.S. Treasury Debt Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0152 21950687.88 21950687.88 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.70% 912796TQ2 US912796TQ29 U.S. Treasury Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0155 20858109.93 20858109.93 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.71% 912796WF2 254900HROIFWPRGM1V77 US912796WF27 U.S. Treasury Debt Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0152 21976332.18 21976332.18 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0156 40507073.81 40507073.81 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0153 63742690.58 63742690.58 0.0069 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0155 32795101.02 32795101.02 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0152 64621910.60 64621910.60 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0153 2993010.42 2993010.42 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.92% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0154 12943065.72 12943065.72 0.0014 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.96% to 1.97% 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0154 29877206.10 29877206.10 0.0032 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0124 8998482.33 8998482.33 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0154 31888030.08 31888030.08 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% to 2.10% 912796TB5 254900HROIFWPRGM1V77 US912796TB59 U.S. Treasury Debt Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0155 14951550.00 14951550.00 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% to 2.07% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 52258111.49 52258111.49 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.10% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0154 28915133.53 28915133.53 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796SW0 254900HROIFWPRGM1V77 US912796SW06 U.S. Treasury Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0149 34940434.20 34940434.20 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SS9 254900HROIFWPRGM1V77 US912796SS93 U.S. Treasury Debt Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0142 9994609.50 9994609.50 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.64% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-11-01 2020-01-31 2020-01-31 N N N 0.0173 18995207.25 18995207.25 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.67% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-11-01 2020-04-30 2020-04-30 N N N 0.0178 5996780.46 5996780.46 0.0006 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 0.0161 2010234.38 2010234.38 0.0002 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 0.0163 6022265.64 6022265.64 0.0007 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 0.0160 2005312.50 2005312.50 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.94% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2019-11-01 2021-10-31 2021-10-31 N N N 0.0189 38032006.26 38032006.26 0.0041 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.70% 213800MBWEIJDM5CU638 FCF493000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-01-08 2020-01-08 2020-01-08 N N N 0.0169 7000000.00 7000000.00 0.0008 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Agency securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF548000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0176 9999749.00 9999749.00 0.0011 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF543000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-11-07 2019-11-07 2019-11-07 N N N 0.0176 6999800.50 6999800.50 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF545000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-11-07 2019-11-07 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 18000000.00 18000000.00 0.0019 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Agency securities as collateral on settlement date. Fidelity Salem Street Trust: Fidelity Series Government Money Market Fund 2019-11-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer