N-MFP2 0000702149 XXXXXXXX 2019-07-31 0000702149 549300JT9Q5DF216GS94 S000007506 1 N N 002-77169 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP Boston MA None FIDELITY INVESTMENTS INSTIT. 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Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0212 49879278.00 49879278.00 0.0083 N N Y N Fannie Mae Fannie Mae, 2.42% 3135G0R39 B1V7KEBTPIMZEU4LTD58 US3135G0R397 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2019-10-24 2019-10-24 N N N 0.0214 10374157.17 10374157.17 0.0017 N N N N Fannie Mae Fannie Mae, 2.43% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-01-29 2021-01-29 N N N 0.0241 15003450.00 15003450.00 0.0025 N N N N Fannie Mae Fannie Mae, 2.45% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-30 2020-07-30 N N N 0.0242 25007771.75 25007771.75 0.0042 N N N N Fannie Mae Fannie Mae, 2.46% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-10-30 2019-10-30 N N N 0.0238 6001033.62 6001033.62 0.0010 N N N N Fannie Mae Fannie Mae, 2.47% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-10-30 2020-10-30 N N N 0.0243 15005691.45 15005691.45 0.0025 N N N N Fannie Mae Fannie Mae, 2.49% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-04-30 2020-04-30 N N N 0.0240 9005848.65 9005848.65 0.0015 N N N N Fannie Mae Fannie Mae, 2.55% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-01-30 2020-01-30 N N N 0.0238 4373617.05 4373617.05 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.06% 313312QW3 US313312QW38 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N N N 0.0209 20827800.00 20827800.00 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.07% 313312RA0 US313312RA09 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2019-12-27 2019-12-27 N N N 0.0209 49578611.00 49578611.00 0.0083 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.13% 3133EJYB9 US3133EJYB97 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0216 10999569.68 10999569.68 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.14% 3133EHL27 US3133EHL278 U.S. Government Agency Debt Y N/A N/A 2019-08-30 2019-08-30 2019-08-30 N N N 0.0231 1999677.92 1999677.92 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.19% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2019-12-20 2019-12-20 N N N 0.0227 999672.87 999672.87 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.21% 3133EJU80 US3133EJU804 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-11-21 2019-11-21 N N N 0.0224 14998095.15 14998095.15 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.21% 3133EJH93 US3133EJH934 U.S. Government Agency Debt Y N/A N/A 2019-08-22 2019-11-22 2019-11-22 N N N 0.0224 10998417.43 10998417.43 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.21% 3133EJV71 US3133EJV711 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-12-23 2019-12-23 N N N 0.0226 13997237.80 13997237.80 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.21% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2020-04-29 2020-04-29 N N N 0.0226 3998424.52 3998424.52 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.23% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-09-19 2019-09-19 N N N 0.0224 51997901.80 51997901.80 0.0087 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.25% 3133EKLV6 US3133EKLV61 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-05-20 2020-05-20 N N N 0.0230 16993176.03 16993176.03 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.26% 3133EJCD9 US3133EJCD91 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2019-10-08 2019-10-08 N N N 0.0235 49990754.50 49990754.50 0.0083 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.26% 3133EKEL6 US3133EKEL62 U.S. Government Agency Debt Y N/A N/A 2019-08-25 2020-03-25 2020-03-25 N N N 0.0229 17704946.76 17704946.76 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.27% 3133EJT41 US3133EJT418 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2019-08-14 2019-08-14 N N N 0.0227 18999779.03 18999779.03 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.29% 3133EJF38 US3133EJF383 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2019-08-09 2019-08-09 N N N 0.0228 3999983.08 3999983.08 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133EJQ36 US3133EJQ364 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0233 13998505.22 13998505.22 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-04-17 2020-04-17 N N N 0.0233 4998681.90 4998681.90 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.31% 3133EKKH8 US3133EKKH86 U.S. Government Agency Debt Y N/A N/A 2019-08-06 2019-11-06 2019-11-06 N N N 0.0233 99992096.00 99992096.00 0.0166 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.37% 3133EKFE1 US3133EKFE11 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-10-01 2019-10-01 N N N 0.0237 3999866.96 3999866.96 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 313312MJ6 US313312MJ62 U.S. Government Agency Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0213 18932866.73 18932866.73 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 313312MU1 US313312MU18 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0211 39836666.80 39836666.80 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.49% 3133EGRQ0 US3133EGRQ01 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0224 18902166.89 18902166.89 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.55% 3133EGED3 US3133EGED35 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2019-08-09 2019-08-09 N N N 0.0230 1000055.61 1000055.61 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AELC2 2549001DPIFGXC1TOL40 US3130AELC28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0209 4999411.75 4999411.75 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRY3 2549001DPIFGXC1TOL40 US3130AGRY32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0207 14999021.55 14999021.55 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRU1 2549001DPIFGXC1TOL40 US3130AGRU10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0207 14999005.05 14999005.05 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGSS5 2549001DPIFGXC1TOL40 US3130AGSS54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0206 7000231.07 7000231.07 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PD5 2549001DPIFGXC1TOL40 US313384PD50 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0212 3976195.56 3976195.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PE3 2549001DPIFGXC1TOL40 US313384PE34 U.S. Government Agency Debt Y N/A N/A 2019-11-13 2019-11-13 2019-11-13 N N N 0.0212 17891839.98 17891839.98 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384NS4 2549001DPIFGXC1TOL40 US313384NS48 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0211 6962791.08 6962791.08 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384NV7 2549001DPIFGXC1TOL40 US313384NV76 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0212 11934133.32 11934133.32 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384PT0 2549001DPIFGXC1TOL40 US313384PT03 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0212 10925640.00 10925640.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384PU7 2549001DPIFGXC1TOL40 US313384PU75 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0212 7945457.76 7945457.76 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0212 14908133.40 14908133.40 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0212 25881700.00 25881700.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NR6 2549001DPIFGXC1TOL40 US313384NR64 U.S. Government Agency Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0213 14920375.05 14920375.05 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 313384MU0 2549001DPIFGXC1TOL40 US313384MU03 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0211 13942833.38 13942833.38 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% to 2.47% 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0212 20908125.00 20908125.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AGCR4 2549001DPIFGXC1TOL40 US3130AGCR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2019-10-25 2019-10-25 N N N 0.0207 24003172.32 24003172.32 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 313384NA3 2549001DPIFGXC1TOL40 US313384NA30 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2019-10-16 2019-10-16 N N N 0.0212 1991133.34 1991133.34 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-08-27 2019-08-27 N N N 0.0221 999946.78 999946.78 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-08-21 2019-08-21 N N N 0.0224 11999372.52 11999372.52 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 313384MF3 2549001DPIFGXC1TOL40 US313384MF36 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0214 59798599.80 59798599.80 0.0100 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AEZA1 2549001DPIFGXC1TOL40 US3130AEZA16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2019-09-26 2019-09-26 N N N 0.0225 39994992.00 39994992.00 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-09-27 2019-09-27 N N N 0.0222 7999300.88 7999300.88 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0221 3999838.60 3999838.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0221 7999677.20 7999677.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-01-28 2020-01-28 N N N 0.0226 2998754.28 2998754.28 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0221 3999838.60 3999838.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 313384MD8 2549001DPIFGXC1TOL40 US313384MD87 U.S. Government Agency Debt Y N/A N/A 2019-09-25 2019-09-25 2019-09-25 N N N 0.0214 16047853.87 16047853.87 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2020-01-23 2020-01-23 N N N 0.0228 999596.02 999596.02 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2019-11-29 2019-11-29 N N N 0.0223 11998417.80 11998417.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2019-11-29 2019-11-29 N N N 0.0223 15997890.40 15997890.40 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-22 2019-10-22 2019-10-22 N N N 0.0226 11998269.12 11998269.12 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 313384MB2 2549001DPIFGXC1TOL40 US313384MB22 U.S. Government Agency Debt Y N/A N/A 2019-09-23 2019-09-23 2019-09-23 N N N 0.0213 13956304.46 13956304.46 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-11-21 2019-11-21 N N N 0.0226 32994967.83 32994967.83 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2019-11-26 2019-11-26 N N N 0.0225 7998977.52 7998977.52 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-07-28 2020-07-28 N N N 0.0225 3998709.24 3998709.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-01-24 2020-01-24 N N N 0.0229 5998412.28 5998412.28 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-01-24 2020-01-24 N N N 0.0229 52985975.14 52985975.14 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-01-24 2020-01-24 N N N 0.0229 1999470.76 1999470.76 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-25 2019-11-25 2019-11-25 N N N 0.0226 19997447.40 19997447.40 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-25 2020-02-25 2020-02-25 N N N 0.0229 7997224.00 7997224.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-07-28 2020-07-28 N N N 0.0225 7997810.40 7997810.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-08-28 2020-08-28 N N N 0.0226 32990353.77 32990353.77 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AEXA3 2549001DPIFGXC1TOL40 US3130AEXA34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-09-13 2019-09-13 N N N 0.0230 96990892.67 96990892.67 0.0161 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-11-19 2019-11-19 N N N 0.0229 17996765.40 17996765.40 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2020-03-23 2020-03-23 N N N 0.0228 7997745.28 7997745.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-18 2019-12-18 2019-12-18 N N N 0.0229 2999371.77 2999371.77 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0227 7999822.16 7999822.16 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-03-20 2020-03-20 N N N 0.0229 19994475.40 19994475.40 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-04-20 2020-04-20 N N N 0.0230 2998890.09 2998890.09 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-03-20 2020-03-20 N N N 0.0229 19994475.40 19994475.40 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-03-24 2020-03-24 N N N 0.0229 19994351.40 19994351.40 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2020-08-26 2020-08-26 N N N 0.0228 4998560.65 4998560.65 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2020-05-26 2020-05-26 N N N 0.0229 1999261.68 1999261.68 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGMH5 2549001DPIFGXC1TOL40 US3130AGMH53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0208 15003478.65 15003478.65 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGNE1 2549001DPIFGXC1TOL40 US3130AGNE14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-01-27 2020-01-27 N N N 0.0230 7998096.72 7998096.72 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0229 3999920.64 3999920.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0229 3999920.64 3999920.64 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0229 7999841.28 7999841.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-01-17 2020-01-17 N N N 0.0233 2999030.13 2999030.13 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2019-12-17 2019-12-17 N N N 0.0231 999792.44 999792.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-01-17 2020-01-17 N N N 0.0233 6997575.62 6997575.62 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2019-12-17 2019-12-17 N N N 0.0231 6998547.08 6998547.08 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-01-17 2020-01-17 N N N 0.0233 14994804.90 14994804.90 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-05-20 2020-05-20 N N N 0.0230 15994289.28 15994289.28 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2020-08-21 2020-08-21 N N N 0.0229 15995576.00 15995576.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-08-24 2020-08-24 N N N 0.0229 11996590.32 11996590.32 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AEVR8 2549001DPIFGXC1TOL40 US3130AEVR86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0222 5000094.60 5000094.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0231 9999966.60 9999966.60 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0231 6999976.62 6999976.62 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2020-01-13 2020-01-13 N N N 0.0234 3998656.60 3998656.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2020-01-14 2020-01-14 N N N 0.0234 6997634.28 6997634.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2020-01-14 2020-01-14 N N N 0.0234 19993240.80 19993240.80 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0230 6999826.19 6999826.19 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-09-16 2019-09-16 N N N 0.0231 14998964.10 14998964.10 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFSC2 2549001DPIFGXC1TOL40 US3130AFSC20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 7999813.60 7999813.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFSG3 2549001DPIFGXC1TOL40 US3130AFSG34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 7999813.60 7999813.60 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AESF8 2549001DPIFGXC1TOL40 US3130AESF85 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 29999303.10 29999303.10 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-03-17 2020-03-17 N N N 0.0234 1999336.58 1999336.58 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 10994916.35 10994916.35 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-04-17 2020-04-17 N N N 0.0234 5997808.56 5997808.56 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0227 1000000.00 1000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 1999123.88 1999123.88 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2019-09-12 2019-09-12 N N N 0.0234 11999181.00 11999181.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-10-15 2019-10-15 N N N 0.0231 11999263.32 11999263.32 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2020-04-16 2020-04-16 N N N 0.0236 7996826.08 7996826.08 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-07-17 2020-07-17 N N N 0.0232 7998377.12 7998377.12 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 6997079.53 6997079.53 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 1999165.58 1999165.58 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 1999165.58 1999165.58 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 999582.79 999582.79 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-10 2020-02-10 2020-02-10 N N N 0.0240 2998583.34 2998583.34 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AE2F6 2549001DPIFGXC1TOL40 US3130AE2F68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2019-10-11 2019-10-11 N N N 0.0236 999875.32 999875.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-03-12 2020-03-12 N N N 0.0239 3998099.80 3998099.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-02-12 2020-02-12 N N N 0.0239 5997626.28 5997626.28 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2020-04-13 2020-04-13 N N N 0.0235 15994871.68 15994871.68 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2020-06-15 2020-06-15 N N N 0.0236 1999179.60 1999179.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2020-04-16 2020-04-16 N N N 0.0236 1999276.72 1999276.72 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-04 2019-12-04 2019-12-04 N N N 0.0237 14996897.55 14996897.55 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-04 2019-12-04 2019-12-04 N N N 0.0237 3999172.68 3999172.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-10 2020-01-10 2020-01-10 N N N 0.0240 10996349.87 10996349.87 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2020-05-11 2020-05-11 N N N 0.0240 4997149.40 4997149.40 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2020-05-11 2020-05-11 N N N 0.0240 15990878.08 15990878.08 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2020-07-15 2020-07-15 N N N 0.0234 3999204.52 3999204.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% to 2.34% 313384LJ6 2549001DPIFGXC1TOL40 US313384LJ66 U.S. Government Agency Debt Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0211 28838732.00 28838732.00 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-01-03 2020-01-03 N N N 0.0239 15995601.12 15995601.12 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0235 32997361.32 32997361.32 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0235 3999680.16 3999680.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0235 7999360.32 7999360.32 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2019-11-08 2019-11-08 N N N 0.0235 2999757.45 2999757.45 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0232 13000000.00 13000000.00 0.0022 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0232 13000000.00 13000000.00 0.0022 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-10-02 2019-10-02 N N N 0.0238 7999231.20 7999231.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 3999075.12 3999075.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2020-05-08 2020-05-08 N N N 0.0239 23991092.40 23991092.40 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2020-02-11 2020-02-11 N N N 0.0239 10997096.66 10997096.66 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2019-10-11 2019-10-11 N N N 0.0236 7999534.48 7999534.48 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-08-12 2020-08-12 N N N 0.0238 31985278.08 31985278.08 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-12-12 2019-12-12 N N N 0.0236 23997816.96 23997816.96 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384LM9 2549001DPIFGXC1TOL40 US313384LM95 U.S. Government Agency Debt Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0212 14965549.95 14965549.95 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-07-07 2020-07-07 N N N 0.0239 7996698.48 7996698.48 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-08-07 2020-08-07 N N N 0.0237 5998225.86 5998225.86 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-10 2020-02-10 2020-02-10 N N N 0.0240 39990546.00 39990546.00 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-05-12 2020-05-12 N N N 0.0240 15993925.12 15993925.12 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-12-02 2019-12-02 N N N 0.0239 7998912.80 7998912.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-12-02 2019-12-02 N N N 0.0239 7998912.80 7998912.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0248 3997510.96 3997510.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0248 7995021.92 7995021.92 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-06-03 2020-06-03 N N N 0.0242 1999228.74 1999228.74 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-06-03 2020-06-03 N N N 0.0242 999614.37 999614.37 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-04-03 2020-04-03 N N N 0.0241 17994559.32 17994559.32 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-04-03 2020-04-03 N N N 0.0241 7997581.92 7997581.92 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-06-03 2020-06-03 N N N 0.0242 11995372.44 11995372.44 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-04-03 2020-04-03 N N N 0.0241 3998790.96 3998790.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-05 2020-06-03 2020-06-03 N N N 0.0242 3998457.48 3998457.48 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384KR9 2549001DPIFGXC1TOL40 US313384KR91 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0201 24972291.75 24972291.75 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-09-01 2020-09-01 N N N 0.0242 1999396.86 1999396.86 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGLX1 2549001DPIFGXC1TOL40 US3130AGLX13 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-12-11 2019-12-11 N N N 0.0241 49994166.50 49994166.50 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGQB4 2549001DPIFGXC1TOL40 US3130AGQB48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-10-10 2019-10-10 N N N 0.0240 55997396.56 55997396.56 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGTG0 2549001DPIFGXC1TOL40 US3130AGTG08 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-01-24 2020-01-24 N N N 0.0242 49995099.00 49995099.00 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-12-20 2019-12-20 N N N 0.0242 15998548.48 15998548.48 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-11-13 2019-11-13 N N N 0.0241 49997185.50 49997185.50 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.45% 313384JX8 2549001DPIFGXC1TOL40 US313384JX88 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0106 13999183.38 13999183.38 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KB4 2549001DPIFGXC1TOL40 US313384KB40 U.S. Government Agency Debt Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0176 2999124.99 2999124.99 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KL2 2549001DPIFGXC1TOL40 US313384KL22 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0197 2997549.99 2997549.99 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KM0 2549001DPIFGXC1TOL40 US313384KM05 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0198 10990375.00 10990375.00 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KX6 2549001DPIFGXC1TOL40 US313384KX69 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2019-08-26 2019-08-26 N N N 0.0203 11982500.04 11982500.04 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KY4 2549001DPIFGXC1TOL40 US313384KY43 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-08-27 2019-08-27 N N N 0.0204 1996966.66 1996966.66 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384LB3 2549001DPIFGXC1TOL40 US313384LB31 U.S. Government Agency Debt Y N/A N/A 2019-08-30 2019-08-30 2019-08-30 N N N 0.0207 10981391.63 10981391.63 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384LF4 2549001DPIFGXC1TOL40 US313384LF45 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0211 2994170.01 2994170.01 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-04-22 2020-04-22 N N N 0.0243 4999417.70 4999417.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-17 2020-07-17 N N N 0.0244 4998976.70 4998976.70 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGBA2 2549001DPIFGXC1TOL40 US3130AGBA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0210 8000587.04 8000587.04 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0213 7976444.48 7976444.48 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0211 8967449.97 8967449.97 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-02-21 2020-02-21 N N N 0.0242 18000043.74 18000043.74 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-08-25 2020-08-25 N N N 0.0242 6000604.26 6000604.26 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2019-10-09 2019-10-09 N N N 0.0211 8963775.00 8963775.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGFS9 2549001DPIFGXC1TOL40 US3130AGFS91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-11-01 2019-11-01 N N N 0.0235 4000752.80 4000752.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-01-22 2021-01-22 N N N 0.0246 4998271.60 4998271.60 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-01-17 2020-01-17 N N N 0.0242 7000529.69 7000529.69 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2019-09-17 2019-09-17 N N N 0.0213 1994464.44 1994464.44 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 U.S. Government Agency Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0213 1994228.88 1994228.88 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384MJ5 2549001DPIFGXC1TOL40 US313384MJ57 U.S. Government Agency Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0213 23915200.08 23915200.08 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-09-10 2019-09-10 N N N 0.0243 16000006.24 16000006.24 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384JW0 2549001DPIFGXC1TOL40 US313384JW06 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0000 3000000.00 3000000.00 0.0005 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-11-15 2019-11-15 N N N 0.0241 15001560.00 15001560.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-03-27 2020-03-27 N N N 0.0243 33005665.77 33005665.77 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-01-28 2021-01-28 N N N 0.0248 7997625.28 7997625.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-07-23 2021-07-23 N N N 0.0249 14994129.75 14994129.75 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-24 2020-07-24 N N N 0.0244 10002260.90 10002260.90 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-10-01 2020-10-01 N N N 0.0245 9004661.28 9004661.28 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-06-10 2020-06-10 N N N 0.0243 12006453.00 12006453.00 0.0020 N N N N Freddie Mac Freddie Mac, 2.05% to 2.11% 313396QR7 S6XOOCT0IEG5ABCC6L87 US313396QR75 U.S. Government Agency Debt Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0209 56846454.46 56846454.46 0.0095 N N N N Freddie Mac Freddie Mac, 2.24% 3134GB3P5 S6XOOCT0IEG5ABCC6L87 US3134GB3P52 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0224 49917819.00 49917819.00 0.0083 N N N N Freddie Mac Freddie Mac, 2.26% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0226 64999745.85 64999745.85 0.0108 N N N N Freddie Mac Freddie Mac, 2.38% 3134GSY90 S6XOOCT0IEG5ABCC6L87 US3134GSY909 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-05 2019-08-05 N N N 0.0242 199998118.00 199998118.00 0.0333 N N Y N Freddie Mac Freddie Mac, 2.39% 3134GTPS6 S6XOOCT0IEG5ABCC6L87 US3134GTPS60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-11-22 2019-11-22 N N N 0.0241 99989972.00 99989972.00 0.0166 N N N N Freddie Mac Freddie Mac, 2.40% 3134GTLX9 S6XOOCT0IEG5ABCC6L87 US3134GTLX91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-11-01 2019-11-01 N N N 0.0242 99992405.00 99992405.00 0.0166 N N N N Freddie Mac Freddie Mac, 2.40% 3134GTQA4 S6XOOCT0IEG5ABCC6L87 US3134GTQA44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-02-21 2020-02-21 N N N 0.0243 49991255.00 49991255.00 0.0083 N N N N Freddie Mac Freddie Mac, 2.41% 3134GTZR7 S6XOOCT0IEG5ABCC6L87 US3134GTZR77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-08 2020-07-08 N N N 0.0244 49985600.50 49985600.50 0.0083 N N N N Freddie Mac Freddie Mac, 2.41% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-02-06 2020-02-06 N N N 0.0244 15997475.20 15997475.20 0.0027 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-05-08 2020-05-08 N N N 0.0244 15997489.44 15997489.44 0.0027 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-09-08 2020-09-08 N N N 0.0243 30997912.46 30997912.46 0.0052 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-09-09 2020-09-09 N N N 0.0243 29997931.80 29997931.80 0.0050 N N N N Freddie Mac Freddie Mac, 2.43% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-05-06 2020-05-06 N N N 0.0245 32994890.61 32994890.61 0.0055 N N N N Freddie Mac Freddie Mac, 2.44% 313396LF8 S6XOOCT0IEG5ABCC6L87 US313396LF82 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0211 99805667.00 99805667.00 0.0166 N N Y N Freddie Mac Freddie Mac, 2.44% 313396LM3 S6XOOCT0IEG5ABCC6L87 US313396LM34 U.S. Government Agency Debt Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0212 74827749.75 74827749.75 0.0125 N N Y N Freddie Mac Freddie Mac, 2.45% 313396LW1 S6XOOCT0IEG5ABCC6L87 US313396LW16 U.S. Government Agency Debt Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0213 55841706.48 55841706.48 0.0093 N N Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.53%, dated 7/31/2019 due 08/01/2019 L3I9ZG2KFGXZ61BMYR72 EIH343000_00324 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-06 2027-11-15 0 - 2.875 77469537.76 79308512.18 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 77748000.00 77748000.00 0.0129 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.30% 549300HN4UKV1E2R3U73 EIB544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 6799200.00 7146466.26 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0228 7000000.00 7000000.00 0.0012 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.53%, dated 7/31/2019 due 08/01/2019 E57ODZWZ7FF32TWEFA76 EIH343000_00276 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-11-15 0 - 8.75 59564138.60 62508319.62 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 61226000.00 61226000.00 0.0102 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.52% ANGGYXNX0JLX3X63JN86 EIH101000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2028-08-15 1.5 - 2.875 472582400.00 484533915.01 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0249 475000000.00 475000000.00 0.0790 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.56% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2023-02-15 2 - 2 1004200.00 1020138.93 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 1000000.00 1000000.00 0.0002 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.30% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2027-11-15 0 - 2.25 12957700.00 13262572.58 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0227 13000000.00 13000000.00 0.0022 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.42% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2049-02-15 0 - 3 24252400.00 26790790.38 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0239 26000000.00 26000000.00 0.0043 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.25% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-14 2027-02-15 0 - 6.625 20358600.00 20401336.49 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 20000000.00 20000000.00 0.0033 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.53% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2024-01-31 2.5 - 2.5 9926000.00 10205168.75 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 10000000.00 10000000.00 0.0017 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.53%, dated 7/31/2019 due 08/01/2019 ZBUT11V806EZRVTWT807 EIH343000_00267 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2038-05-15 1.125 - 6.875 48822952.87 51527283.24 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 50513000.00 50513000.00 0.0084 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.42% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2026-01-31 0 - 2.625 6847100.00 7148292.09 U.S. Treasuries (including strips) Y N/A N/A 2019-10-29 2019-10-29 2019-11-15 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 90 N N/A N/A N N 0.0239 7000000.00 7000000.00 0.0012 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.52% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.625 - 2.625 31070000.00 31618606.51 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0249 31000000.00 31000000.00 0.0052 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.55% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-03 2026-07-31 0 - 1.875 13293200.00 13261004.47 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 13000000.00 13000000.00 0.0022 N Y Y N Societe Generale Societe Generale, 2.33% O2RNE8IBXP4R0TD8PU41 EIA991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-24 2046-08-15 0 - 5.25 150500700.00 153165717.23 U.S. Treasuries (including strips) Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0231 150000000.00 150000000.00 0.0250 N N N Y Societe Generale Societe Generale, 2.34% O2RNE8IBXP4R0TD8PU41 EHH789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2041-05-15 1.25 - 6.375 13257300.00 13280839.35 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0232 13000000.00 13000000.00 0.0022 N N N Y Societe Generale Societe Generale, 2.36% O2RNE8IBXP4R0TD8PU41 EHI186000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-06 2048-11-15 0 - 6.375 12862900.00 13297782.18 U.S. Treasuries (including strips) Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0234 13000000.00 13000000.00 0.0022 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EHG985000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2039-11-15 1.5 - 8.125 27525800.00 27594784.26 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0240 27000000.00 27000000.00 0.0045 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EIF552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2039-05-15 2.625 - 6.75 10042600.00 10204236.21 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0242 10000000.00 10000000.00 0.0017 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.55% SUVUFHICNZMP2WKHG940 EIH119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 19453000.00 20401482.89 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 20000000.00 20000000.00 0.0033 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.53%, dated 7/31/2019 due 08/01/2019 VYVVCKR63DVZZN70PB21 EIH343000_08395 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2027-11-15 1.875 - 3.625 336257220.05 341911681.91 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 335184000.00 335184000.00 0.0558 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% to 2.07% 912796SY6 254900HROIFWPRGM1V77 US912796SY61 U.S. Treasury Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0208 89250912.90 89250912.90 0.0149 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0208 24753906.25 24753906.25 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% to 2.07% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0207 54924651.61 54924651.61 0.0091 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.07% to 2.10% 912796TB5 254900HROIFWPRGM1V77 US912796TB59 U.S. Treasury Debt Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0208 8914914.99 8914914.99 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.10% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0209 22790763.25 22790763.25 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.25% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0194 45097785.17 45097785.17 0.0075 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.41% to 2.47% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0170 74022138.69 74022138.69 0.0123 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.46% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0000 204300000.00 204300000.00 0.0340 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0186 31625568.10 31625568.10 0.0053 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RF8 254900HROIFWPRGM1V77 US912796RF81 U.S. Treasury Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0206 4980108.35 4980108.35 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0205 32458266.61 32458266.61 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SS9 254900HROIFWPRGM1V77 US912796SS93 U.S. Treasury Debt Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0207 8946640.35 8946640.35 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0205 49841411.00 49841411.00 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% to 2.49% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0194 65922390.60 65922390.60 0.0110 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0196 23936245.44 23936245.44 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0186 3994075.92 3994075.92 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.04% 9128283Y4 254900HROIFWPRGM1V77 US9128283Y48 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0215 5002929.70 5002929.70 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-08-01 2020-01-31 2020-01-31 N N N 0.0219 63957348.48 63957348.48 0.0106 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.07% 9128283S7 254900HROIFWPRGM1V77 US9128283S79 U.S. Treasury Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0214 5995781.28 5995781.28 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.08% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-08-01 2020-04-30 2020-04-30 N N N 0.0220 3996597.28 3996597.28 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-10-31 2019-10-31 N N N 0.0215 19996656.20 19996656.20 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% to 2.48% 912828LJ7 254900HROIFWPRGM1V77 US912828LJ77 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0224 20011121.40 20011121.40 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 912828F62 254900HROIFWPRGM1V77 US912828F627 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0218 1996562.50 1996562.50 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% 9128282B5 254900HROIFWPRGM1V77 US9128282B53 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0206 64964649.10 64964649.10 0.0108 N Y Y N North Carolina Capital Management Trust: Government Portfolio 2019-08-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer