N-MFP2 0000035315 XXXXXXXX 2019-11-30 0000035315 5493002EBMWB875CR416 S000053607 1 N N 002-41839 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 23 67 4013440982.02 3904881978.16 3686629048.82 3517769009.24 4818396983.32 6464879675.93 6426252970.77 6368086974.95 6184396267.12 7259978396.73 0.4200 0.4100 0.3900 0.3800 0.4600 0.6800 0.6800 0.6800 0.6700 0.7000 0.00 10318799266.26 10318687786.08 139030312.41 857741064.00 9599977034.49 9599883687.77 1.0000 0.0168 1.0000 1.0001 1.0000 1.0000 1.0000 C000168450 1.00 9599977034.49 9599883687.77 1.0000 1.0001 1.0000 1.0000 1.0000 336028525.86 8614167.50 44471207.94 16422004.77 3718446.05 42616968.15 3891770.42 96682187.70 1128194992.13 13358375.90 1512640484.01 169843311.64 0.0168 N Barclays Bank PLC Barclays Bank PLC, 1.62% G5GSEF7VJP5I7OUK5573 FDC099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-15 2026-02-15 1.625 - 1.625 43911500.00 43893615.13 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 43000000.00 43000000.00 0.0045 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.63% G5GSEF7VJP5I7OUK5573 FDI264000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-05-15 2028-02-15 2.375 - 2.75 277456900.00 300940916.64 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 295000000.00 295000000.00 0.0307 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.58% 3Y4U8VZURTYWI1W2K376 FDH628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 9240000.00 9214514.67 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 9000000.00 9000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2043-08-15 2.125 - 3.625 8970000.00 9196450.13 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2043-08-15 2.125 - 3.625 4985000.00 5110987.08 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 5000000.00 5000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FCJ149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2046-11-15 2.5 - 2.875 8205000.00 9348966.35 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FDF184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2046-05-15 2.5 - 2.5 12725000.00 13500735.57 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 13000000.00 13000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FCI136000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2043-08-15 2.375 - 3.625 8870000.00 9189398.01 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0162 9000000.00 9000000.00 0.0009 N N N Y BMO Harris Bank NA BMO Harris Bank NA, 1.64% 3Y4U8VZURTYWI1W2K376 FCG403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2047-08-15 2.125 - 3.625 9070000.00 9193992.37 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0163 9000000.00 9000000.00 0.0009 N N N Y 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 2027-02-15 2046-05-15 2.25 - 3.625 8080000.00 9349480.85 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FDB861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2049-11-15 1.25 - 6.875 6030200.00 6124945.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 6000000.00 6000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FCI670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 7.5 6926400.00 7147973.06 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 7000000.00 7000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FDB038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-05 2049-11-15 0 - 6.875 75882000.00 82905746.35 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 81000000.00 81000000.00 0.0084 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FCJ290000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 5.5 9279900.00 9189758.51 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 9000000.00 9000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FCH364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 5.5 5018000.00 5106443.01 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 5000000.00 5000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDB871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2049-11-15 1.25 - 7.625 5815300.00 6124997.09 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 6000000.00 6000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDC069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 5.5 7435600.00 8166447.90 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 8000000.00 8000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDD699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2049-11-15 0 - 7.5 14489000.00 15308998.14 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 15000000.00 15000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDE329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2049-11-15 0 - 6.875 3801800.00 4082305.84 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 4000000.00 4000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.65% R0MUWSFPU8MPRO8K5P83 FDH657000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2039-08-15 0 - 4.5 5990500.00 6121472.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 6000000.00 6000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDG140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2049-11-15 1.25 - 6.25 2964600.00 4081494.30 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 4000000.00 4000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6.875 9812500.00 10204784.73 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 10000000.00 10000000.00 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 2020-01-30 2049-11-15 0 - 6.875 13176400.00 13284021.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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, 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 2020-01-30 2049-11-15 0 - 7.5 13714300.00 14378941.91 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0198 14000000.00 14000000.00 0.0015 N Y 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 2020-12-15 2049-11-15 1.25 - 7.5 79034500.00 80911356.09 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 79000000.00 79000000.00 0.0082 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 2020-11-05 2049-11-15 0 - 7.5 14465700.00 15365573.28 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 15000000.00 15000000.00 0.0016 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 2020-01-30 2049-11-15 0 - 5.5 33066400.00 37258591.90 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0199 36000000.00 36000000.00 0.0038 N Y 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 2020-01-30 2049-11-15 0 - 6.25 15044400.00 16386543.55 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 16000000.00 16000000.00 0.0017 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDG012000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-19 2019-12-19 N/A 7148400.00 7143303.19 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 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 0.0164 7000000.00 7000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FCI439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2047-08-15 0 - 4.25 10050800.00 13397479.17 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 13000000.00 13000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2047-08-15 0 - 3.625 4872100.00 5115943.99 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 5000000.00 5000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ848000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2048-11-15 0 - 3.375 14180200.00 15381618.65 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 15000000.00 15000000.00 0.0016 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 2020-01-30 2047-08-15 0 - 4.5 26802000.00 27582669.53 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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 0.0028 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.64% 2IGI19DL77OX0HC3ZE78 FDE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2048-05-15 0 - 3.625 13690500.00 14289263.66 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 14000000.00 14000000.00 0.0015 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 2020-04-09 2047-08-15 0 - 3.75 3979300.00 4091467.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 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 Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FDH242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2027-11-15 1.375 - 2.375 19065400.00 19385286.34 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0162 19000000.00 19000000.00 0.0020 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FDH710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2049-11-15 1.625 - 3 39300400.00 39789154.96 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0162 39000000.00 39000000.00 0.0041 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.64% 549300IMBXQ8SGH3HJ31 FDI317000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2044-05-15 0 - 3.375 149373600.00 152000843.90 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 149000000.00 149000000.00 0.0155 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.64% 549300IMBXQ8SGH3HJ31 FDI316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2049-11-15 2 - 2.375 21962800.00 22445461.61 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0163 22000000.00 22000000.00 0.0023 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.65% 549300IMBXQ8SGH3HJ31 FDG678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-15 2026-10-31 1.625 - 2.875 19194000.00 19386251.58 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 19000000.00 19000000.00 0.0020 N Y Y N Credit AG Credit AG, 1.62% 1VUV7VQFKUOQSJ21A208 FDD423000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-05-15 2045-05-15 3 - 3 16014500.00 18551722.81 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 18000000.00 18000000.00 0.0019 N N Y N Credit AG Credit AG, 1.64% 1VUV7VQFKUOQSJ21A208 FDF321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-08-15 2044-08-15 3.125 - 3.125 24318300.00 28854474.18 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 28000000.00 28000000.00 0.0029 N N Y N Credit AG Credit AG, 1.66% 1VUV7VQFKUOQSJ21A208 FCG406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2020-05-15 3.5 - 3.5 9105900.00 9193135.92 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 9000000.00 9000000.00 0.0009 N Y Y N Credit AG Credit AG, 1.68% 1VUV7VQFKUOQSJ21A208 FCJ730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-08-15 2044-08-15 3.125 - 3.125 24333400.00 28872390.83 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0167 28000000.00 28000000.00 0.0029 N N N Y Credit Agricole CIB Credit Agricole CIB, 1.64% 1VUV7VQFKUOQSJ21A208 FDI284000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2022-03-31 1.75 - 1.75 10140000.00 10199353.63 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 10000000.00 10000000.00 0.0010 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.65% 7LTWFZYICNSX8D621K86 FDI292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-07-31 2039-11-15 2.875 - 4.375 57208800.00 71409923.16 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 70000000.00 70000000.00 0.0073 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.65% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-13 2020-02-13 N/A 2046800.00 2040319.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 2000000.00 2000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 1.64% 549300GKFG0RYRRQ1414 FDI302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2024-03-31 1.875 - 2.125 100024200.00 102013983.36 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 100000000.00 100000000.00 0.0104 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.65% 549300H47WTHXPU08X20 FDI252000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2048-08-15 1.125 - 3.375 344321100.00 362100062.05 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 355000000.00 355000000.00 0.0370 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.58% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-04-30 2023-04-30 2.75 - 2.75 35349900.00 36728084.22 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 36000000.00 36000000.00 0.0038 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.63% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 104659000.00 107114572.94 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 105000000.00 105000000.00 0.0109 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.63% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2049-05-15 0 - 3.625 22385900.00 22443057.20 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0162 22000000.00 22000000.00 0.0023 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.64% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 11126000.00 11234852.93 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 11000000.00 11000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.61% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2026-06-30 1.25 - 7.5 4969300.00 5100786.69 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0160 5000000.00 5000000.00 0.0005 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.63% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2023-11-30 2.125 - 2.125 40620000.00 41823547.85 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 41000000.00 41000000.00 0.0043 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.65% 213800MBWEIJDM5CU638 FCJ052000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2023-11-30 2.875 - 2.875 8650200.00 9184751.64 U.S. Treasuries (including strips) Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0164 9000000.00 9000000.00 0.0009 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.70% 213800MBWEIJDM5CU638 FCF493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-02-15 2024-05-15 2 - 2.5 7041500.00 7166127.40 U.S. Treasuries (including strips) Y N/A N/A 2020-01-08 2020-01-08 2020-01-08 N N N 0.0169 7000000.00 7000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.65% H7FNTJ4851HG0EXQ1Z70 FCJ060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-31 1.375 - 6 18483500.00 23471473.47 U.S. Treasuries (including strips) Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0164 23000000.00 23000000.00 0.0024 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FCG455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-09-30 1.625 - 6 4044200.00 5135613.31 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0166 5000000.00 5000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDB430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 9213500.00 9183339.01 U.S. Treasuries (including strips) Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0166 9000000.00 9000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDC013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-31 1.375 - 2.625 9052600.00 9181871.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0166 9000000.00 9000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 3 - 3 5683300.00 6124177.64 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0166 6000000.00 6000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 6147800.00 6127674.77 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0166 6000000.00 6000000.00 0.0006 N N N Y 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 9098000.00 9199281.23 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 0.0009 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 2026-09-30 1.625 - 6.75 6882700.00 9205577.06 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 0.0009 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 2026-08-31 1.375 - 6 6438500.00 8175636.72 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 0.0008 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 2026-09-30 1.625 - 6 3239600.00 4113820.57 U.S. Treasuries (including strips) Y N/A N/A 2019-12-11 2019-12-11 2019-12-11 N N N 0.0184 4000000.00 4000000.00 0.0004 N N N Y Mizuho Bank Ltd. Mizuho Bank Ltd., 1.64% RB0PEZSDGCO3JS6CEU02 FDI314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.25 - 1.25 23000000.00 22672177.76 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 22000000.00 22000000.00 0.0023 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.63% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2024-11-15 1.75 - 2.25 130710000.00 132585271.50 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 130000000.00 130000000.00 0.0135 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.63% 549300Y1PMK3RWXMWR72 FDF999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2045-11-15 1.125 - 3.125 13902400.00 14286488.10 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y MUFG SEC CDA LTD (GOV RP) 1.0000 3 N N/A N/A N N 0.0162 14000000.00 14000000.00 0.0015 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FDI322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2023-10-31 0 - 2.875 123024000.00 128537601.45 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 126000000.00 126000000.00 0.0131 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FDI344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2022-12-31 0 - 2.5 14021500.00 14282016.97 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 14000000.00 14000000.00 0.0015 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDH357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2022-07-31 1.5 - 2 10206000.00 10200966.45 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 10000000.00 10000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDH755000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-04-30 2 - 2 5017300.00 5102117.15 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 5000000.00 5000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FDH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2022-12-31 2.125 - 2.375 5039500.00 5099910.13 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 5000000.00 5000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FDH354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-08-31 1.25 - 2 11380500.00 11218905.59 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 11000000.00 11000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCG424000 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 11375500.00 12252547.60 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 12000000.00 12000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCI525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2023-06-30 2.625 - 2.875 35831300.00 36747663.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 36000000.00 36000000.00 0.0038 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2023-06-30 2.625 - 2.875 12692400.00 13270183.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 13000000.00 13000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCJ690000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2022-07-31 1.375 - 2 17326600.00 17349699.89 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 17000000.00 17000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FCI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 6977900.00 7144904.69 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 7000000.00 7000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FDG846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2024-10-31 2.25 - 2.25 16145400.00 16321519.88 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 16000000.00 16000000.00 0.0017 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDB470000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2.25 - 2.25 7946800.00 8167165.42 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 8000000.00 8000000.00 0.0008 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDC798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2024-10-31 1.625 - 2.25 24383100.00 24485190.99 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 24000000.00 24000000.00 0.0025 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDC009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-10-31 1.625 - 2.25 5943700.00 6124063.03 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 6000000.00 6000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-09-30 2 - 2.125 17919100.00 18378871.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0161 18000000.00 18000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.63% U7M81AY481YLIOR75625 FDG876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2023-08-31 1.125 - 2.75 19478600.00 20402315.25 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 20000000.00 20000000.00 0.0021 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.63% U7M81AY481YLIOR75625 FDG875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2024-09-30 2.125 - 2.625 31215500.00 32635963.82 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0162 32000000.00 32000000.00 0.0033 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.65% U7M81AY481YLIOR75625 FDI294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-02-15 2045-02-15 2.5 - 2.5 47340700.00 50455476.00 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 49000000.00 49000000.00 0.0051 N Y Y N Natixis SA Natixis SA, 1.58% KX1WK48MPD4Y2NCUIZ63 FCG388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-08 2048-08-15 0 - 6.625 44530800.00 46077185.32 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0157 45000000.00 45000000.00 0.0047 N Y Y N Natixis SA Natixis SA, 1.58% KX1WK48MPD4Y2NCUIZ63 FCH298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2049-05-15 0 - 7.25 18333300.00 19348773.66 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0157 18900000.00 18900000.00 0.0020 N N Y N Natixis SA Natixis SA, 1.60% KX1WK48MPD4Y2NCUIZ63 FCI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2049-05-15 0 - 6.625 44421900.00 46976397.43 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 46000000.00 46000000.00 0.0048 N N Y N Natixis SA Natixis SA, 1.61% KX1WK48MPD4Y2NCUIZ63 FCJ729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2047-11-15 1.125 - 7.25 18033200.00 18391326.92 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 18000000.00 18000000.00 0.0019 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.57% OXTKY6Q8X53C9ILVV871 FDH684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2023-07-31 1.375 - 2.75 86348400.00 87739173.51 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0156 86000000.00 86000000.00 0.0090 N N Y N Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE647000 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 3034500.00 3091396.87 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 3000000.00 3000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE124000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 5049700.00 5099802.46 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 2500.00 2597.16 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0167 5000000.00 5000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDF989000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 9246100.00 9161945.97 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 20300.00 21089.00 U.S. Treasuries (including strips) Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0167 9000000.00 9000000.00 0.0009 N N N Y 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 4051400.00 4127363.75 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 2972200.00 3030947.37 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 34300.00 35633.14 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 8916500.00 9092740.15 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 102600.00 106587.77 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 0.0009 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 2026-08-15 2026-11-15 1.5 - 2 7211700.00 7148322.50 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 17600.00 18284.06 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 0.0007 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 2026-08-15 2026-11-15 1.5 - 2 10310500.00 10219900.03 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 28900.00 30023.26 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 0.0010 N N Y N Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAD181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 7006700.00 7076219.56 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 93500.00 97134.08 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 0.0007 N N N N 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 2026-08-15 2026-11-15 1.5 - 2 7212200.00 7148826.61 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 20000.00 20777.34 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 0.0007 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 3.375 17020100.00 18490511.18 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 18000000.00 18000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 3.625 18182900.00 18380372.31 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 18000000.00 18000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2048-08-15 1.125 - 6 27882600.00 28583300.69 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 28000000.00 28000000.00 0.0029 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDA722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-11-15 0 - 6 34164300.00 37966028.00 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 37000000.00 37000000.00 0.0039 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.25 8919600.00 9193954.97 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 9000000.00 9000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDD413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.75 17114500.00 18409037.29 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 18000000.00 18000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-05-15 0 - 6 9057800.00 9194301.26 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.25 9122200.00 9192844.63 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC065000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-19 2049-11-15 0 - 6 22872600.00 23536694.48 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 23000000.00 23000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2048-02-15 0 - 6 8101600.00 9189018.31 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 9000000.00 9000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FDE668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 4.25 29382700.00 29596685.12 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 29000000.00 29000000.00 0.0030 N N Y N 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 2019-12-05 2048-08-15 0 - 4.75 27709700.00 29732780.75 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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 0.0030 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FDG018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2039-05-15 0 - 4.25 20889400.00 21429880.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 21000000.00 21000000.00 0.0022 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 2019-12-05 2047-02-15 0 - 4.75 23020500.00 27862152.36 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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 0.0028 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 2019-12-05 2048-02-15 0 - 8.75 9201200.00 9196549.88 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 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 0.0009 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 2019-12-05 2047-02-15 0 - 4.25 7225600.00 8262326.84 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 8000000.00 8000000.00 0.0008 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FDD678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-28 2048-11-15 0 - 3.75 25446600.00 27692590.14 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 27000000.00 27000000.00 0.0028 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.61% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2021-05-15 3.125 - 3.125 21964500.00 22443016.91 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0160 22000000.00 22000000.00 0.0023 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.64% 6PJDTY319315T5LR2241 FDI262000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2028-08-15 2.125 - 2.875 465395000.00 484428628.75 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 475000000.00 475000000.00 0.0495 N Y Y N Societe Generale Societe Generale, 1.60% O2RNE8IBXP4R0TD8PU41 FDI325000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-05-15 1.125 - 7.875 14141400.00 16476793.71 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0159 16000000.00 16000000.00 0.0017 N N Y N Societe Generale Societe Generale, 1.63% O2RNE8IBXP4R0TD8PU41 FCI040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2048-11-15 0 - 8.75 16378300.00 18504902.83 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0162 18000000.00 18000000.00 0.0019 N N N Y 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 2020-01-21 2048-11-15 0 - 8.75 15523000.00 18413701.66 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 2019-12-05 2049-05-15 0 - 8.75 9121600.00 11334539.49 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 0.0011 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 2020-01-23 2049-05-15 0 - 8.75 18358900.00 18395826.10 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 TD Securities (U.S.A.) TD Securities (U.S.A.), 1.58% SUVUFHICNZMP2WKHG940 FDH660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2020-10-31 1.75 - 1.75 27493200.00 27546048.28 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 27000000.00 27000000.00 0.0028 N N Y N Fannie Mae Fannie Mae, 1.59% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-01-29 2021-01-29 N N N 0.0167 20980351.77 20980351.77 0.0022 N N N N Fannie Mae Fannie Mae, 1.61% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-30 2020-07-30 N N N 0.0161 26999903.07 26999903.07 0.0028 N N N N Fannie Mae Fannie Mae, 1.63% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-30 2020-10-30 N N N 0.0165 15996263.04 15996263.04 0.0017 N N N 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 0.0149 9985866.70 9985866.70 0.0010 N N Y N Fannie Mae Fannie Mae, 1.65% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-04-30 2020-04-30 N N N 0.0161 7001146.18 7001146.18 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.64% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2019-12-20 2019-12-20 N N N 0.0164 999992.53 999992.53 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.66% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-12-29 2020-04-29 2020-04-29 N N N 0.0176 4997839.10 4997839.10 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.73% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2019-12-21 2020-05-21 2020-05-21 N N N 0.0180 2998961.49 2998961.49 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.75% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-04-17 2020-04-17 N N N 0.0183 5998012.08 5998012.08 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.79% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2019-12-06 2020-08-06 2020-08-06 N N N 0.0181 5999191.32 5999191.32 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 0.0167 1000221.11 1000221.11 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.99% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-10-23 2020-10-23 N N N 0.0200 3999367.04 3999367.04 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-20 2019-12-20 N N N 0.0157 19999752.80 19999752.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-14 2020-05-14 N N N 0.0165 15994119.84 15994119.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0160 2978933.34 2978933.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-11-06 2020-11-06 N N N 0.0170 7991137.36 7991137.36 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-08-21 2020-08-21 N N N 0.0168 31976423.68 31976423.68 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-04-22 2020-04-22 N N N 0.0164 6998084.17 6998084.17 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-17 2020-07-17 N N N 0.0160 6999082.86 6999082.86 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384RX9 2549001DPIFGXC1TOL40 US313384RX96 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0153 1995936.66 1995936.66 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384SZ3 2549001DPIFGXC1TOL40 US313384SZ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0158 21929600.00 21929600.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0158 31894755.52 31894755.52 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TG4 2549001DPIFGXC1TOL40 US313384TG46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0158 29894666.70 29894666.70 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.61% 313384TJ8 2549001DPIFGXC1TOL40 US313384TJ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0158 35870400.00 35870400.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TM1 2549001DPIFGXC1TOL40 US313384TM14 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0159 19925333.40 19925333.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0157 4979333.35 4979333.35 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TX7 2549001DPIFGXC1TOL40 US313384TX78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0157 4979111.10 4979111.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384UJ6 2549001DPIFGXC1TOL40 US313384UJ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0158 44789999.85 44789999.85 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0160 10923733.37 10923733.37 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0160 10919333.37 10919333.37 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0160 6947111.08 6947111.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-02-09 2021-02-09 N N N 0.0170 11983842.60 11983842.60 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-02-21 2020-02-21 N N N 0.0156 20000650.40 20000650.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-08-25 2020-08-25 N N N 0.0169 6995111.76 6995111.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384SR1 2549001DPIFGXC1TOL40 US313384SR10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0157 19943111.20 19943111.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHJG9 2549001DPIFGXC1TOL40 US3130AHJG90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0163 1999672.30 1999672.30 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-01-28 2021-01-28 N N N 0.0164 10994862.34 10994862.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-09-28 2020-09-28 N N N 0.0165 1999081.34 1999081.34 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-17 2020-01-17 N N N 0.0161 6999834.03 6999834.03 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-17 2020-01-17 N N N 0.0161 19999436.40 19999436.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-01-22 2021-01-22 N N N 0.0164 5997230.76 5997230.76 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SS9 2549001DPIFGXC1TOL40 US313384SS92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0157 19942222.20 19942222.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384ST7 2549001DPIFGXC1TOL40 US313384ST75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 19941333.40 19941333.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SU4 2549001DPIFGXC1TOL40 US313384SU49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 19940444.40 19940444.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0159 22910044.47 22910044.47 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-05-14 2021-05-14 N N N 0.0170 47933746.08 47933746.08 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-06 2020-05-06 N N N 0.0163 10999018.69 10999018.69 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TP4 2549001DPIFGXC1TOL40 US313384TP45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-02-26 2020-02-26 N N N 0.0159 13946488.92 13946488.92 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0157 28877555.62 28877555.62 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384UB3 2549001DPIFGXC1TOL40 US313384UB30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0158 2986933.32 2986933.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0160 6944311.08 6944311.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-03-27 2020-03-27 N N N 0.0161 40000464.40 40000464.40 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-03-26 2020-03-26 N N N 0.0163 15998934.40 15998934.40 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-02-26 2021-02-26 N N N 0.0171 30965398.42 30965398.42 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-07-23 2021-07-23 N N N 0.0170 18976540.13 18976540.13 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-06-11 2021-06-11 N N N 0.0170 18979738.21 18979738.21 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-24 2020-07-24 N N N 0.0164 12998685.18 12998685.18 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-07-08 2021-07-08 N N N 0.0170 12984352.94 12984352.94 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-11 2020-05-11 N N N 0.0165 15998531.84 15998531.84 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-03-23 2020-03-23 N N N 0.0164 14999074.95 14999074.95 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-03-24 2020-03-24 N N N 0.0164 4999688.85 4999688.85 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-01-23 2020-01-23 N N N 0.0171 999879.70 999879.70 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-01-28 2020-01-28 N N N 0.0171 3999463.16 3999463.16 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 0.0155 2992314.99 2992314.99 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-29 2020-07-29 N N N 0.0167 16997246.34 16997246.34 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-17 2020-07-17 N N N 0.0167 8998819.65 8998819.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-12-23 2020-12-23 N N N 0.0167 28493820.06 28493820.06 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-02-22 2021-02-22 N N N 0.0167 13996519.32 13996519.32 0.0015 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 0.0155 21941700.00 21941700.00 0.0023 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 0.0169 4999490.65 4999490.65 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 0.0170 4999480.40 4999480.40 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 0.0165 4999995.10 4999995.10 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 0.0166 9999729.50 9999729.50 0.0010 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 0.0166 9999726.50 9999726.50 0.0010 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 0.0160 5964533.34 5964533.34 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 0.0172 8999862.57 8999862.57 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-06-10 2020-06-10 N N N 0.0166 15000145.05 15000145.05 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-01 2020-10-01 N N N 0.0170 9996602.40 9996602.40 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 0.0154 25939138.42 25939138.42 0.0027 N N Y 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 0.0155 11969790.00 11969790.00 0.0012 N N Y 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 0.0170 4999495.50 4999495.50 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 0.0160 11932266.72 11932266.72 0.0012 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 0.0160 3974755.56 3974755.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-07 2020-10-07 N N N 0.0167 11999883.96 11999883.96 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-03-12 2021-03-12 N N N 0.0171 19989271.80 19989271.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-01-24 2020-01-24 N N N 0.0172 2999761.71 2999761.71 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-01-24 2020-01-24 N N N 0.0172 6999443.99 6999443.99 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-02-25 2020-02-25 N N N 0.0172 8998714.08 8998714.08 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGCC7 2549001DPIFGXC1TOL40 US3130AGCC76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-01-27 2020-01-27 N N N 0.0171 8999244.00 8999244.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-16 2020-10-16 N N N 0.0168 17999874.00 17999874.00 0.0019 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 0.0137 6994777.23 6994777.23 0.0007 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 0.0138 42966030.00 42966030.00 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0165 13000883.74 13000883.74 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-07-28 2020-07-28 N N N 0.0168 5000075.35 5000075.35 0.0005 N N N 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 0.0170 3999784.68 3999784.68 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 0.0170 3999787.24 3999787.24 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0183 1999719.90 1999719.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 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 0.0170 9999460.90 9999460.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-02-10 2020-02-10 N N N 0.0176 5998981.44 5998981.44 0.0006 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 0.0126 9995172.20 9995172.20 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-03-23 2020-03-23 N N N 0.0166 9000612.90 9000612.90 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-03-24 2020-03-24 N N N 0.0166 24001633.68 24001633.68 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-05-26 2020-05-26 N N N 0.0167 2000162.32 2000162.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-08-26 2020-08-26 N N N 0.0169 5000161.35 5000161.35 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-07-28 2020-07-28 N N N 0.0168 9000430.02 9000430.02 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-08-28 2020-08-28 N N N 0.0169 37000994.19 37000994.19 0.0039 N N N 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 0.0117 19992977.80 19992977.80 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-01-10 2020-01-10 N N N 0.0176 14998812.00 14998812.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-02-12 2020-02-12 N N N 0.0177 7998834.40 7998834.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-03-12 2020-03-12 N N N 0.0171 4999852.15 4999852.15 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-13 2020-01-13 2020-01-13 N N N 0.0176 4999572.50 4999572.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-03-20 2020-03-20 N N N 0.0168 22001494.68 22001494.68 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-04-20 2020-04-20 N N N 0.0168 3000141.33 3000141.33 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-03-20 2020-03-20 N N N 0.0168 22001494.68 22001494.68 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-08-24 2020-08-24 N N N 0.0169 13000491.01 13000491.01 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-06-24 2020-06-24 N N N 0.0168 3000292.20 3000292.20 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0165 5000658.30 5000658.30 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0165 7000921.62 7000921.62 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 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 7999568.56 7999568.56 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 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 9999460.70 9999460.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-14 2020-01-14 2020-01-14 N N N 0.0177 9999103.00 9999103.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0174 1999953.22 1999953.22 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-01-17 2020-01-17 N N N 0.0177 8999155.89 8999155.89 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0174 9999766.10 9999766.10 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-01-17 2020-01-17 N N N 0.0177 3999649.76 3999649.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-01-17 2020-01-17 N N N 0.0177 18998217.99 18998217.99 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0174 3999900.04 3999900.04 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-05-20 2020-05-20 N N N 0.0169 17001403.18 17001403.18 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-21 2020-08-21 2020-08-21 N N N 0.0170 18000826.02 18000826.02 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-11-24 2020-11-24 N N N 0.0173 33994655.54 33994655.54 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-08-24 2020-08-24 N N N 0.0169 8000880.40 8000880.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-03-25 2020-03-25 N N N 0.0166 19002459.74 19002459.74 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-03-25 2020-03-25 N N N 0.0166 19002459.74 19002459.74 0.0020 N N N 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 0.0155 8977740.03 8977740.03 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-04-09 2021-04-09 N N N 0.0171 13001531.40 13001531.40 0.0014 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 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 4999744.85 4999744.85 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 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 19998979.40 19998979.40 0.0021 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 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 9999489.70 9999489.70 0.0010 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 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 4999744.80 4999744.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-08-12 2020-08-12 N N N 0.0174 19997236.00 19997236.00 0.0021 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 0.0141 3996313.32 3996313.32 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 0.0141 3996137.76 3996137.76 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-01-03 2020-01-03 N N N 0.0178 19998881.40 19998881.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0174 4999982.50 4999982.50 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0174 18999933.50 18999933.50 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-02-10 2020-02-10 N N N 0.0177 48995836.96 48995836.96 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-11 2020-02-11 2020-02-11 N N N 0.0177 11998850.40 11998850.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0174 27999793.36 27999793.36 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-16 2020-04-16 2020-04-16 N N N 0.0172 8000236.16 8000236.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-03-17 2020-03-17 N N N 0.0171 2000077.50 2000077.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0180 2999087.34 2999087.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-05-08 2020-05-08 N N N 0.0172 29001828.74 29001828.74 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-05-12 2020-05-12 N N N 0.0172 20001238.20 20001238.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-13 2020-04-13 2020-04-13 N N N 0.0172 18001200.96 18001200.96 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-16 2020-04-16 2020-04-16 N N N 0.0172 2000096.12 2000096.12 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-04-17 2020-04-17 N N N 0.0172 6000286.92 6000286.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-02-28 2020-02-28 N N N 0.0179 5999254.20 5999254.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0173 9000000.00 9000000.00 0.0009 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0173 9000000.00 9000000.00 0.0009 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-02-07 2020-02-07 N N N 0.0178 4999587.55 4999587.55 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-07-08 2020-07-08 N N N 0.0173 9000822.33 9000822.33 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-02-12 2020-02-12 N N N 0.0177 19998831.60 19998831.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-15 2020-06-15 2020-06-15 N N N 0.0174 2000147.98 2000147.98 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-07-17 2020-07-17 N N N 0.0174 9000779.13 9000779.13 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-03-26 2020-03-26 N N N 0.0166 7002022.51 7002022.51 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0166 15004362.60 15004362.60 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-08-07 2020-08-07 N N N 0.0175 7000272.65 7000272.65 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-08-07 2020-08-07 N N N 0.0175 11000801.90 11000801.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-07-07 2020-07-07 N N N 0.0174 9000826.74 9000826.74 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-08-07 2020-08-07 N N N 0.0175 5000364.50 5000364.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-08-07 2020-08-07 N N N 0.0175 2000145.80 2000145.80 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-11-09 2020-11-09 N N N 0.0177 8998723.98 8998723.98 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-11-09 2020-11-09 N N N 0.0177 2999574.66 2999574.66 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-11-09 2020-11-09 N N N 0.0177 1999716.44 1999716.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-15 2020-07-15 2020-07-15 N N N 0.0174 4000350.60 4000350.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-15 2020-01-15 2020-01-15 N N N 0.0177 29998893.60 29998893.60 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-16 2020-11-16 2020-11-16 N N N 0.0178 15997263.68 15997263.68 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-03-23 2020-03-23 N N N 0.0166 22006231.06 22006231.06 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-03-25 2020-03-25 N N N 0.0166 7001991.50 7001991.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-03-25 2020-03-25 N N N 0.0166 7001991.50 7001991.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-09-01 2020-09-01 N N N 0.0177 3000046.44 3000046.44 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-06-01 2020-06-01 N N N 0.0175 36002878.56 36002878.56 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-04-03 2020-04-03 N N N 0.0174 20001338.60 20001338.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 13001019.72 13001019.72 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 1000078.44 1000078.44 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-04-03 2020-04-03 N N N 0.0174 4000267.72 4000267.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 2000156.88 2000156.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 4000313.76 4000313.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-04-03 2020-04-03 N N N 0.0174 8000535.44 8000535.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-22 2021-01-22 2021-01-22 N N N 0.0176 4001147.24 4001147.24 0.0004 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 8999318.88 8999318.88 0.0009 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 0.0175 7999521.84 7999521.84 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-05-08 2020-05-08 N N N 0.0172 15005476.35 15005476.35 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-06-10 2020-06-10 N N N 0.0173 15006982.05 15006982.05 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-06-12 2020-06-12 N N N 0.0173 7003281.18 7003281.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-06-12 2020-06-12 N N N 0.0173 15007031.10 15007031.10 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-06-12 2020-06-12 N N N 0.0173 2000937.48 2000937.48 0.0002 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 0.0158 995244.44 995244.44 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 0.0159 994844.44 994844.44 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-05-01 2020-05-01 N N N 0.0174 29010314.72 29010314.72 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2021-02-01 2021-02-01 N N N 0.0183 2000496.24 2000496.24 0.0002 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 0.0198 10999646.13 10999646.13 0.0011 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 0.0134 30979591.77 30979591.77 0.0032 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 0.0143 5993680.02 5993680.02 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 0.0180 21008484.84 21008484.84 0.0022 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 0.0175 22011832.48 22011832.48 0.0023 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 0.0180 15002218.50 15002218.50 0.0016 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 0.0179 20006984.40 20006984.40 0.0021 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 0.0179 20006979.20 20006979.20 0.0021 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 0.0152 10279983.70 10279983.70 0.0011 N N Y 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 0.0190 22001555.18 22001555.18 0.0023 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 0.0149 9985866.70 9985866.70 0.0010 N N Y N Freddie Mac Freddie Mac, 1.57% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-02-06 2020-02-06 N N N 0.0156 17999973.72 17999973.72 0.0019 N N N N Freddie Mac Freddie Mac, 1.57% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-03-03 2020-03-03 N N N 0.0158 22998831.83 22998831.83 0.0024 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-08 2020-05-08 N N N 0.0160 17998605.36 17998605.36 0.0019 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-09-09 2020-09-09 N N N 0.0163 32986156.17 32986156.17 0.0034 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-09-08 2020-09-08 N N N 0.0163 34985452.25 34985452.25 0.0036 N N N N Freddie Mac Freddie Mac, 1.59% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-12-14 2020-12-14 N N N 0.0166 53960019.48 53960019.48 0.0056 N N N N Freddie Mac Freddie Mac, 1.59% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-06 2020-05-06 N N N 0.0160 35998823.16 35998823.16 0.0037 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 0.0153 11975619.96 11975619.96 0.0012 N N Y N Freddie Mac Freddie Mac, 2.05% 313396QR7 S6XOOCT0IEG5ABCC6L87 US313396QR75 U.S. Government Agency Debt Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0135 9893048.02 9893048.02 0.0010 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.64%, dated 11/29/2019 due 12/02/2019 B4TYDEB6GKMZO031MB27 FDI473000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-11-20 3 - 5.25 316830401.26 71581850.75 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 69988000.00 69988000.00 0.0073 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.64%, dated 11/29/2019 due 12/02/2019 L3I9ZG2KFGXZ61BMYR72 FDI473000_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 2021-02-15 2028-02-15 1.5 - 7.875 13351910.32 13612731.16 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 13344000.00 13344000.00 0.0014 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.59% G5GSEF7VJP5I7OUK5573 FCI450000 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 2034-11-01 2034-11-01 2.5 - 2.5 31223832.00 31554194.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 30900000.00 30900000.00 0.0032 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FCG385000 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 2034-11-01 2034-11-01 2.5 - 2.5 19203520.00 19406701.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0159 19000000.00 19000000.00 0.0020 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FDA749000 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 2034-11-01 2034-11-01 2.5 - 2.5 28286108.00 28585387.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 28000000.00 28000000.00 0.0029 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.60% 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 2029-07-01 2029-07-01 3.081 - 3.081 3989821.00 4217941.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2049-11-20 3.5 - 5 109251.00 114561.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-07-01 2049-11-01 3.5 - 3.83 744962.00 768630.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-27 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 5000000.00 5000000.00 0.0005 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.62% 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 2034-11-01 2034-11-01 2.5 - 2.5 1000.00 1010.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 2815.00 3068.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-10-20 2049-11-20 3 - 4 7899637.00 8162006.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-04-01 2039-04-01 4.506 - 4.506 18124.00 4196.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 8000000.00 8000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FCI991000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2044-02-15 0 - 3.625 3875300.00 4311349.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-12-01 3.5 - 4.5 873358.00 806621.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-02-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 5000000.00 5000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FCH344000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-07-15 2029-07-15 0.25 - 0.25 14200.00 14381.21 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 4 - 4 20551678.00 21330672.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-30 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 20900000.00 20900000.00 0.0022 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.65% 3Y4U8VZURTYWI1W2K376 FDI458000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2021-03-31 1.25 - 1.25 400.00 398.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 3081891.00 3060022.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 2999966.70 2999966.70 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FCH365000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2049-11-15 0 - 7.5 6005932.48 5352784.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-04-15 2049-04-01 3 - 4 2615.00 1772.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-08-08 2036-08-08 2.79 - 2.79 15000.00 14978.14 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2049-07-20 3 - 4 786550.00 657092.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2049-10-01 0 - 7.125 4469269.00 2195375.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 8000000.00 8000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FDD700000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-05 2049-11-15 0 - 4.25 12806476.56 13413327.08 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-05-26 2038-03-09 3.32 - 3.46 754000.00 758577.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2033-05-01 0 - 4 11473.00 9971.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-11-26 4.05 - 4.05 55000.00 57083.70 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-08-20 2049-07-20 3.25 - 3.5 173537.00 164949.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-02-01 2033-06-01 5 - 7.125 792715.00 14627.07 Agency Debentures and Agency Strips Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 14000000.00 14000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDE855000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2049-02-15 0 - 6.25 4181656.91 3078191.10 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-05-26 2032-05-26 3.32 - 3.32 1000.00 1005.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2039-09-01 6.5 - 6.5 3806502.00 1895261.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 185000.00 190043.94 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-12-20 2048-12-20 2.424 - 4 1248364.00 976790.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2030-11-15 0 - 6.625 14000.00 11752.07 Agency Debentures and Agency Strips Y N/A N/A 2019-12-06 2019-12-06 2020-01-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 6000000.00 6000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAH689000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-11-15 0 - 6.875 22768848.40 23387623.84 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 1000.00 1005.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 N/A 1000.00 746.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 415000.00 418672.06 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2047-11-20 3 - 3 1030880.00 858956.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-05-15 2048-01-01 0 - 7.125 134362.00 120172.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 24000000.00 24000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAC499000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-05-15 0 - 4.5 14092448.94 9607121.07 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2036-06-02 2037-10-26 3.13 - 3.43 20000.00 20125.68 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2044-07-01 4 - 5.5 8570.00 5158.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2036-02-25 3.5 - 4.05 80000.00 82217.96 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2048-09-20 3.5 - 6.5 155371.00 117930.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-04-05 2049-11-01 0 - 8 2224835.00 510300.42 Agency Debentures and Agency Strips Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0200 10000000.00 10000000.00 0.0010 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAI443000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-05 2047-11-15 0 - 6.25 16202454.58 12413012.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 N/A 506000.00 377800.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 90000.00 92453.81 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-04-20 2049-06-20 2 - 6 1606866.00 1520978.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-07-01 0 - 7.125 52582.00 54617.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 14000000.00 14000000.00 0.0015 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.64%, dated 11/29/2019 due 12/02/2019 VJW2DOOHGDT6PR0ZRO63 FDI473000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 225.39 2.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 8452.29 17.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 28739.01 119.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 22571.28 2116.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 9466.56 21.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 20182.21 66.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2027-05-01 3 - 3 16904.57 3715.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 315.55 7.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 135.24 27.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-06-01 3 - 5 5297.58 4528.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 337794.58 251469.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 13786.47 138.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 428.25 32.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 1059.80 38.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 5634.86 20.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 8150.84 116.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 845.23 14.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 563.49 43.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 188.63 8.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 1622.84 27.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 1352.37 66.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 139838.67 146049.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 383.17 324.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 889.50 780.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 1600.30 1010.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 608.56 12.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3 - 3 283.68 219.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 57173.40 238.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2049-12-01 3 - 5 3407383.89 3455668.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 6007.21 650.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 6220.88 254.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 684363.05 345097.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-11-20 2.5 - 10 4804683.35 3158160.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 22.54 4.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 1083.31 537.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 69.17 36.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 42267.99 43364.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 3 - 4.5 784795.27 778116.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 419686.32 422282.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 347445.29 61.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 2752.83 887.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 135.42 73.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2042-11-01 3 - 6.5 50291.21 1552.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-03-01 3.5 - 4.5 1555.22 839.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 315.55 185.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2037-09-01 5.5 - 5.5 7888.80 32.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2048-10-01 3 - 5 5783.71 4471.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 3630.13 937.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 44193.67 26157.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 27291.55 928.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 36964.66 25103.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 41044.30 14629.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 2.5 - 2.5 17354.32 17419.47 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8 1228304.19 1293733.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-12-04 2024-11-27 0 - 5.625 6821017.11 6840904.84 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-02-12 2025-06-04 1.59 - 5.05 5468854.25 5482634.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2049-06-01 0 - 7.5 3486760.88 2407043.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-25 2049-11-01 0 - 9.5 17532343.70 15510798.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 39444000.00 39444000.00 0.0041 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.67% 549300HN4UKV1E2R3U73 FDG007000 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 2033-07-19 2038-03-23 3.94 - 4 18575000.00 19317883.61 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-01-15 2022-01-15 N/A 11757000.00 11299711.48 Agency Debentures and Agency Strips Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 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 0.0166 30000000.00 30000000.00 0.0031 N N 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 FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2032-07-06 2036-08-08 2.79 - 3.17 7795000.00 7828709.54 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 2020-04-01 2020-04-01 N/A 7168000.00 7128762.37 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-07-15 2028-07-15 N/A 6596000.00 5476645.61 Agency Debentures and Agency Strips Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BANK OF AMERICA CORPORATION 1.0000 3 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0168 20000000.00 20000000.00 0.0021 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.63% 2IGI19DL77OX0HC3ZE78 FDB020000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2024-09-30 0 - 2.5 22934300.00 23482691.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2048-04-01 3.5 - 4.5 16436072.00 11280490.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-07-01 2047-01-01 3 - 4.5 1300393.00 967565.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 35000000.00 35000000.00 0.0036 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 US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2048-02-15 0 - 2.5 10988500.00 11390751.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2048-10-01 4 - 4.5 981443.00 916412.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 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 US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-02-15 0 - 3 27900.00 32569.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2044-10-01 4 - 4 8208.00 4512.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 4 - 4 1000.00 1029.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-04-01 2049-09-01 3 - 5 2242457.00 2006422.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 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 US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-02-15 0 - 2.5 3793500.00 4101982.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2044-10-01 2044-10-01 4 - 4 19310.00 10617.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-09-01 4 - 5 20517.00 16630.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-03-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 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 US TREASURY 254900HROIFWPRGM1V77 2049-02-15 2049-02-15 1 - 1 300.00 349.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-07-01 2044-10-01 3 - 4.025 524497.00 16515.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2048-10-01 3.01 - 4.5 15134699.00 4034216.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 36716.00 38522.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 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 Citibank NA Citibank NA, 1.58% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-02-15 0.125 - 7.5 4778500.00 5030141.05 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-07-29 2032-07-29 3 - 3 51000.00 51745.62 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2031-03-15 2031-03-15 6.75 - 6.75 4000.00 5949.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-08-20 3.5 - 3.5 10527.00 10881.64 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2035-06-15 N/A 1000.00 660.69 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-06 2024-09-06 2.625 - 2.625 2000.00 2099.05 Agency Debentures and Agency Strips Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0157 5000000.00 5000000.00 0.0005 N N Y N Citibank NA Citibank NA, 1.59% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-02-15 0 - 3 29601200.00 30518649.53 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2020-01-01 10 - 10 92814.00 0.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2020-02-26 2020-02-26 N/A 100000.00 99615.60 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-06-20 2047-06-20 4 - 4 1378.00 871.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 1000.00 1093.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2040-01-01 5 - 5.5 4649.00 88.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0158 30000000.00 30000000.00 0.0031 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.64%, dated 11/29/2019 due 12/02/2019 E57ODZWZ7FF32TWEFA76 FDI473000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-25 2023-12-20 1.708 - 3.5 81336.36 81500.90 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 17040.99 1718.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-12-01 0 - 10 935054.72 120254.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-09-20 2.5 - 10.5 492801.82 335683.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2048-12-01 1.375 - 9.5 2528834.05 1406659.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 51983.72 368.09 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 463145.23 374361.08 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8.75 32505951.03 34655440.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-02-26 2043-06-22 0 - 5.5 805239.07 825857.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 326.39 0.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 475.24 2.70 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 82312.22 88673.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 47.29 51.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 37086000.00 37086000.00 0.0039 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.64%, dated 11/29/2019 due 12/02/2019 1VUV7VQFKUOQSJ21A208 FDI473000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2048-02-15 1.125 - 4.75 29811006.91 31442083.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 501017.83 507110.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2048-09-01 3 - 4.5 5170604.22 3698066.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2049-08-20 3 - 4.5 10344040.13 5321123.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-04-01 3 - 4.5 9512813.47 8366953.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 48309000.00 48309000.00 0.0050 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.66% 7LTWFZYICNSX8D621K86 FDI291000 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 10852936.00 11331567.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 11000000.00 11000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.62% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2044-12-01 4 - 4 689211.00 546466.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-11-01 2040-11-01 4.5 - 4.5 1328822.00 435303.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3 - 3 2410908.00 1806941.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-01-01 2049-11-01 3 - 4.505 65453724.00 31895971.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0161 34000000.00 34000000.00 0.0035 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.65% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2049-10-20 4 - 4.5 15178206.00 11514134.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.5 - 4.5 11172240.00 10928951.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 22000000.00 22000000.00 0.0023 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.64%, dated 11/29/2019 due 12/02/2019 CYYGQCGNHMHPSMRL3R97 FDI473000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2022-04-15 2022-04-15 0 - 0 1929.07 1852.81 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 4.18 - 4.18 51214.29 58216.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2048-11-01 3 - 5.5 4713481.35 2737696.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-08-20 2047-08-20 4 - 4.5 4297953.39 2373150.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-04-01 2049-10-01 3.5 - 4.5 2516802.99 2143488.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 7170000.00 7170000.00 0.0007 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.65% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2025-07-15 2025-07-15 N/A 134000.00 120078.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 3997952.00 4083932.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 4 - 4 4784584.00 4547654.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2047-09-01 3.5 - 3.5 8546320.00 8590725.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0164 17000000.00 17000000.00 0.0018 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.64%, dated 11/29/2019 due 12/02/2019 KBVRJ5K57JZ3E2AVWX40 FDI473000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 619881.44 621955.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2049-04-01 3.5 - 4.5 589786.59 554671.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 758.06 767.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2052-07-01 3 - 7 7731046.28 5215818.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 6267000.00 6267000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 2048.00 2072.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 4240.00 3643.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 4104298.00 4078113.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0163 4000000.00 4000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1024.00 1036.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 5448.00 4681.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 4104296.00 4078111.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-30 2020-01-30 2020-01-30 N N N 0.0163 4000000.00 4000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.69% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2049-04-01 3.5 - 4.5 26710046.00 10200435.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1039.00 955.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0168 10000000.00 10000000.00 0.0010 N N N Y 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 2049-08-01 2049-08-01 3.5 - 3.5 1040.00 1043.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4 8467649.00 8172889.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1053.00 968.25 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 0.0008 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 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1024.00 1036.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2049-04-01 3 - 4.5 13174472.00 12270928.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1004.00 923.19 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 2045-08-01 2049-02-01 3.5 - 4.5 12717880.00 10228243.07 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 0.0010 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 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2022-08-31 1.625 - 2.75 2000.00 2032.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 5043200.00 5104525.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 6696.00 5385.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1004.00 923.19 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 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1152.00 1166.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 85708.00 72796.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 4039937.00 4014162.90 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 2049-08-01 2049-08-01 3.5 - 3.5 2480.00 2488.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 4129408.00 4179622.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 988716.00 929808.61 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, 1.95% 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 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 5605300.00 5721915.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 2552729.00 2463515.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1055.00 970.09 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 0.0008 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1024.00 1036.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 8154333.00 5354122.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-08-01 2048-09-01 4 - 4 813020.00 790969.68 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 2045-08-01 2049-04-01 3.5 - 4 7564973.00 6146195.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2048-03-01 4 - 4 1019.00 936.98 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, 1.57% 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 2028-01-01 2037-09-01 2.5 - 6 16144870.00 5059288.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-16 2050-06-16 3.111 - 3.464 1336000.00 1361007.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3 - 3 2448456.00 2339159.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-03-01 2038-03-01 5.5 - 5.5 73372.00 5847.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-12-01 2049-12-01 3 - 3 6394752.00 6560052.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 15000000.00 15000000.00 0.0016 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.62% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4 - 4 11435507.00 9181239.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0161 9000000.00 9000000.00 0.0009 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.64%, dated 11/29/2019 due 12/02/2019 ZBUT11V806EZRVTWT807 FDI473000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 91194.67 98581.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 4.5 - 4.5 69806.48 52558.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2023-01-01 2 - 2 15183.08 1900.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 519987.14 523139.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 100314.60 99640.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2054-09-15 2 - 7.5 12983316.63 6305839.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-08-20 2061-03-15 2 - 7.5 46460978.19 30487783.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 4685.51 4174.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 32547.66 28537.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 106.28 78.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6 - 6 44182.76 1418.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 133374.23 3355.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2059-08-25 0 - 6 18654040.33 14942376.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 625291.13 642149.30 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2024-03-31 2.125 - 2.5 64309709.95 66048289.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2025-08-01 5 - 5.5 57532.99 1428.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 15288.36 6533.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1098016.87 1118078.01 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 117885000.00 117885000.00 0.0123 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FCH402000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2027-08-01 3 - 3 2414946.00 597986.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-11-01 2049-10-01 2.5 - 5 12227398.00 9615023.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0163 10000000.00 10000000.00 0.0010 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FCI443000 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 2031-02-01 2031-02-01 3 - 3 3918204.00 2574118.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2048-12-01 3.57 - 4.55 12918359.00 8659171.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0163 11000000.00 11000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FCI444000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-09-01 2047-12-01 2.5 - 4 29808226.00 14489641.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2048-10-01 4 - 4.5 10860736.00 2870896.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0163 17000000.00 17000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.66% K5HU16E3LMSVCCJJJ255 FDA724000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 4 - 4 7835232.00 6668945.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-06-01 2036-06-01 4.81 - 4.81 2802500.00 477639.05 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-13 2020-01-13 2020-01-13 N N N 0.0165 7000000.00 7000000.00 0.0007 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.67% K5HU16E3LMSVCCJJJ255 FDB444000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2048-12-01 4 - 4.5 12393812.00 8048219.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-12-01 2049-11-01 2.5 - 4.763 71086913.00 16453357.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0166 24000000.00 24000000.00 0.0025 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.64%, dated 11/29/2019 due 12/02/2019 K5HU16E3LMSVCCJJJ255 FDI473000_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 2026-01-15 2029-01-15 0 - 0 1707000.00 1474619.49 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 2046-05-20 3 - 3 42426.87 24273.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2031-11-20 2069-08-20 2 - 5.14 7695348.16 3725245.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 5121000.00 5121000.00 0.0005 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.64%, dated 11/29/2019 due 12/02/2019 7TK5RJIZDFROZCA6XF66 FDI473000_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 2049-06-01 2049-06-01 3.5 - 3.5 25415.64 25020.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 39228.49 40268.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2048-09-15 1.875 - 3.5 50521.87 21997.85 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-05-16 2049-07-20 3 - 5 1478757.39 1507537.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-11-01 2.5 - 4 11059405.09 11190037.48 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-02-15 1 - 7.125 23919415.81 27955949.80 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 39781000.00 39781000.00 0.0041 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.65% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 5 - 5 2979650.00 3183842.29 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2047-02-15 2.875 - 3.125 5100.00 5977.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 462204.00 470208.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 2.5 - 2.5 536349.00 480599.81 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2029-05-01 2029-05-01 2.95 - 2.95 7677000.00 8112082.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-11-01 2049-04-01 2.5 - 6 3046755.00 3285599.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2033-11-01 4 - 4 27085110.00 28327777.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 43000000.00 43000000.00 0.0045 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FCH403000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2024-04-30 0.125 - 2.375 2900.00 2998.36 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 3.5 - 3.5 379031.00 304273.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2049-07-01 4 - 4.5 7426086.00 6841844.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0163 7000000.00 7000000.00 0.0007 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FCI448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2047-08-15 1.125 - 2.75 3300.00 3395.07 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2049-04-01 4 - 4 1541656.00 1450015.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-05-15 2040-05-15 5 - 5 331020.00 27889.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2048-12-01 4 - 4.5 9735077.00 8730787.75 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0163 10000000.00 10000000.00 0.0010 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.64%, dated 11/29/2019 due 12/02/2019 OXTKY6Q8X53C9ILVV871 FDI473000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 47582.95 51370.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 2.5 - 9 7713290.64 1058076.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4 - 5 125149.55 123398.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-08-20 2.5 - 7.5 7943627.48 6463473.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 271673.19 207077.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2055-09-01 2.86 - 8 11206176.12 9626736.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3.5 - 4.5 1877689.04 1887091.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 426.05 387.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 746040.55 757390.08 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2028-01-15 0 - 2.75 7070337.78 7443333.02 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 60711.56 63371.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 259845.47 278982.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 9825832.12 7727237.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 34964000.00 34964000.00 0.0036 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.59% OXTKY6Q8X53C9ILVV871 FDH685000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2024-04-15 0.5 - 2.75 7590500.00 7776677.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 807021.00 856649.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2026-08-01 4 - 5 11036501.00 231828.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 4.5 - 4.5 1024.00 680.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2027-04-01 6 - 6 2940954.00 83196.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-01-01 2057-02-01 2.5 - 6 21200649.00 18161654.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.6 - 2.6 1000.00 1028.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 5253696.00 5535499.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0158 32000000.00 32000000.00 0.0033 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.63% OXTKY6Q8X53C9ILVV871 FDI328000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-04-15 2026-02-28 0.125 - 2.5 87100.00 92018.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 4 - 5 2577728.00 2547902.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2049-03-01 3.5 - 7.5 13669597.00 5576548.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 28511534.00 27469527.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2069-05-20 4.396 - 5 1702181.00 249614.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-01-01 2049-11-01 3 - 6 8569310.00 7435990.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3.5 2488183.00 2534842.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0162 45000000.00 45000000.00 0.0047 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.64%, dated 11/29/2019 due 12/02/2019 549300QJJX6CVVUXLE15 FDI473000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-08-15 0 - 8.75 25803345.39 29582087.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 648108.87 486936.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2049-11-20 3 - 4 42166276.73 33815711.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 45983.78 50773.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4 - 4 13709.52 12736.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 137574.80 122110.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 3.5 - 3.5 190.82 179.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 374640.40 393985.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 63009000.00 63009000.00 0.0066 N Y Y N RBC Financial Group RBC Financial Group, 1.63% ES7IP3U3RHIGC71XBU11 FDD692000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2026-09-30 1.375 - 2 68400.00 69285.31 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2048-11-01 3.5 - 4.5 94844929.00 87702348.37 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0162 86000000.00 86000000.00 0.0090 N N Y N RBC Financial Group RBC Financial Group, 1.64% ES7IP3U3RHIGC71XBU11 FDD686000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2027-11-15 1.625 - 2.5 55600.00 57949.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-11-01 4 - 4 113344582.00 87714000.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0163 86000000.00 86000000.00 0.0090 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 1.64%, dated 11/29/2019 due 12/02/2019 O2RNE8IBXP4R0TD8PU41 FDI473000_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 2020-02-29 2048-11-15 1.125 - 6.75 182097183.68 193931686.81 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 190045000.00 190045000.00 0.0198 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.64%, dated 11/29/2019 due 12/02/2019 5U0XI89JRFVHWIBS4F54 FDI473000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2044-08-15 1.5 - 3.75 139269353.11 145953989.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-01-20 3 - 4.5 224429524.41 133440329.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 617398890.35 521549791.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 784947000.00 784947000.00 0.0818 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.64%, dated 11/29/2019 due 12/02/2019 5U0XI89JRFVHWIBS4F54 FDI473000_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 14648144.74 14921583.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 155374302.12 150768577.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 9300054.35 9384899.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 171121000.00 171121000.00 0.0178 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.60% SUVUFHICNZMP2WKHG940 FDH661000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-01-01 3.5 - 3.5 17926044.00 15303400.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0159 15000000.00 15000000.00 0.0016 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.60% SUVUFHICNZMP2WKHG940 FDH662000 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 2049-11-01 2049-11-01 3 - 3 23079956.00 23465214.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0159 23000000.00 23000000.00 0.0024 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.64%, dated 11/29/2019 due 12/02/2019 VYVVCKR63DVZZN70PB21 FDI473000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2025-11-15 2 - 8.75 22886232.16 23576012.31 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2049-11-20 1.5 - 6 141658474.01 103807724.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 124869000.00 124869000.00 0.0130 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.60% VYVVCKR63DVZZN70PB21 0000276523 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 2048-12-20 2048-12-20 4.5 - 4.5 29390138.00 30606800.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0159 30000000.00 30000000.00 0.0031 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 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 0.0153 32896279.02 32896279.02 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0158 14882940.30 14882940.30 0.0016 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 0.0142 21978699.60 21978699.60 0.0023 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 0.0156 20882139.60 20882139.60 0.0022 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 0.0159 40547143.52 40547143.52 0.0042 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 0.0154 63819455.45 63819455.45 0.0066 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 0.0154 32835550.11 32835550.11 0.0034 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 0.0153 64698627.50 64698627.50 0.0067 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 0.0140 2996914.50 2996914.50 0.0003 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 0.0153 29914200.00 29914200.00 0.0031 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 0.0151 31927777.92 31927777.92 0.0033 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 0.0150 14970703.20 14970703.20 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 0.0146 52327612.19 52327612.19 0.0055 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 0.0149 28952042.70 28952042.70 0.0030 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 0.0123 34984660.90 34984660.90 0.0036 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-12-02 2020-01-31 2020-01-31 N N N 0.0159 18998980.65 18998980.65 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.58% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0167 15072070.35 15072070.35 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 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 0.0169 15060351.60 15060351.60 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0165 18997031.25 18997031.25 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0166 6007500.00 6007500.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0166 16982734.46 16982734.46 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.60% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0168 33206250.00 33206250.00 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0166 15996249.92 15996249.92 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0167 20043750.00 20043750.00 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0170 19123945.36 19123945.36 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 4992578.10 4992578.10 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 2997421.86 2997421.86 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-12-02 2020-04-30 2020-04-30 N N N 0.0163 5999182.08 5999182.08 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0168 19133593.75 19133593.75 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0167 10033984.40 10033984.40 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0168 1995468.76 1995468.76 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% to 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 0.0170 8022500.00 8022500.00 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0167 1995078.12 1995078.12 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2019-12-02 2021-10-31 2021-10-31 N N N 0.0179 78077557.74 78077557.74 0.0081 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 0.0171 2003593.76 2003593.76 0.0002 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FDI432000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 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. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDI428000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0156 9000000.00 9000000.00 0.0009 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 securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDI435000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 21000000.00 21000000.00 0.0022 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 securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FDI430000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0157 3000000.00 3000000.00 0.0003 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 securities as collateral on settlement date. RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2020-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 16000000.00 16000000.00 0.0017 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 2019-12-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer