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ASL Capital Markets, Inc. 2.65% 183ASL9M4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-07-31 2023-10-31 0.88 - 2.88 15251800.00 15315851.91 U.S. Treasuries (including strips) Y N/A N/A 2019-04-08 2019-04-08 2019-04-08 N N N 0.0269 15000000.00 15000000.00 0.0084 N N Y Y ASL Capital Markets, Inc. ASL Capital Markets, Inc. 2.75% 183ASL9R3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-07-31 2029-02-15 0.63 - 3 210002200.00 214249131.69 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 210000000.00 210000000.00 0.1174 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.7% 183CAH9C0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2022-04-25 2049-01-01 2.5 - 5.5 31511936.00 11157668.55 Agency Mortgage-Backed Securities GNMA 2034-02-20 2048-12-20 3.12 - 4.72 211849176.00 16944305.30 Agency Mortgage-Backed Securities USTR 2022-02-28 2025-10-31 1.75 - 3 4575600.00 4546399.76 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0274 31000000.00 31000000.00 0.0173 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.57% 182CAH9P2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2019-04-18 2026-07-15 0 - 2.38 301600.00 307768.32 U.S. Treasuries (including strips) FMAC 2039-07-15 2048-12-15 3.61 - 4.16 60110953.00 2706681.48 Agency Mortgage-Backed Securities FNMA 2037-04-01 2048-10-01 0.48 - 7 57866305.00 13243985.59 Agency Mortgage-Backed Securities GNMA 2034-02-20 2048-10-20 3.67 - 5 43220590.00 8107281.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0261 23000000.00 23000000.00 0.0129 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.66% 183CAH9F3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2040-11-20 2047-08-15 0.88 - 5 36294919.00 3735013.21 Agency Mortgage-Backed Securities FMAC 2026-09-15 2027-03-15 0 - 0 9259000.00 7542061.51 Agency Mortgage-Backed Securities FNMA 2046-11-01 4 10480.00 7642.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0270 11000000.00 11000000.00 0.0061 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.58% 182CAH9M0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2019-04-18 2047-11-15 0 - 3 5145600.00 4510543.67 U.S. Treasuries (including strips) FNMA 2037-03-01 2048-10-01 0.48 - 7 10012472.00 106540.54 Agency Mortgage-Backed Securities GNMA 2047-06-15 2048-08-20 3.18 - 5 78589505.00 11542311.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 15000000.00 15000000.00 0.0084 N Y Y Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.75% 183CAH9G1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2037-10-15 2044-04-15 1.58 - 3.51 252773745.00 8391955.58 Agency Mortgage-Backed Securities GNMA 2040-01-20 2048-10-20 0.68 - 5 772150865.00 64075841.99 Agency Mortgage-Backed Securities USTR 2029-01-15 0.88 100.00 102.99 U.S. Treasuries (including strips) FNMA 2033-03-01 2048-09-25 3 - 4.43 154549514.00 22208293.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 87000000.00 87000000.00 0.0486 N Y Y N Credit Agricole Corp. & Investment Bank Credit Agricole Corp. & Investment Bank 2.6% 185CAS9H3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2042-09-01 3.5 4000.00 1671.21 Agency Mortgage-Backed Securities GNMA 2038-02-15 2039-06-15 5 - 5 3588.00 219.53 Agency Mortgage-Backed Securities FNMA 2047-02-01 3 3865600.00 3772926.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0264 3700000.00 3700000.00 0.0021 N Y Y N Deutsche Bank Securities, Inc. 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Credit Bank Federal Farm Credit Bank 2.63264% 313312KB5 US313312KB54 313312KB5 U.S. Government Agency Debt Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0263 7927186.67 7927186.67 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.186133% 313312DW7 US313312DW74 313312DW7 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0219 8998930.00 8998930.00 0.0050 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.316598% 313312EZ9 US313312EZ96 313312EZ9 U.S. Government Agency Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0232 10979885.28 10979885.28 0.0061 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.420514% 313312GW4 US313312GW48 313312GW4 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0242 9951283.33 9951283.33 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.60731% 3133EJF87 US3133EJF870 3133EJF87 U.S. Government Agency Debt Y N/A N/A 2019-04-15 2019-10-15 2019-10-15 N N N 0.0265 31997436.60 31997436.60 0.0179 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.40688% 3133EJE88 US3133EJE881 3133EJE88 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-11-05 2019-11-05 N N N 0.0241 14999524.32 14999524.32 0.0084 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.42863% 3133EJT41 US3133EJT418 3133EJT41 U.S. Government Agency Debt Y N/A N/A 2019-04-14 2019-08-14 2019-08-14 N N N 0.0248 8999933.25 8999933.25 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.40775% 3133EJFG9 US3133EJFG95 3133EJFG9 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-07-09 2019-07-09 N N N 0.0242 17999571.92 17999571.92 0.0101 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.41% 3133EHND1 US3133EHND17 3133EHND1 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-15 2019-04-15 N N N 0.0244 4999914.89 4999914.89 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.41% 3133EHUD3 US3133EHUD34 3133EHUD3 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-08-08 2019-08-08 N N N 0.0247 5998407.03 5998407.03 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.46977% 3133EJ6Q7 US3133EJ6Q74 3133EJ6Q7 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-01-30 2020-01-30 N N N 0.0247 5000000.00 5000000.00 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.400997% 313384EL9 US313384EL95 313384EL9 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0240 9989377.78 9989377.78 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.444212% 313384FK0 US313384FK04 313384FK0 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0244 11968488.00 11968488.00 0.0067 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.394996% 313384ED7 US313384ED79 313384ED7 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0239 9994037.50 9994037.50 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.375% 313380FB8 2549001DPIFGXC1TOL40 US313380FB82 313380FB8 U.S. Government Agency Debt Y N/A N/A 2019-09-13 2019-09-13 2019-09-13 N N N 0.0276 2285954.55 2285954.55 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.393881% 313384DY2 US313384DY26 313384DY2 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0239 4998675.00 4998675.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.503804% 313384FW4 US313384FW42 313384FW4 U.S. Government Agency Debt Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0250 11958666.67 11958666.67 0.0067 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.480726% 313384KM0 US313384KM05 313384KM0 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0248 11392778.47 11392778.47 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.485853% 313384JV2 US313384JV23 313384JV2 U.S. Government Agency Debt Y N/A N/A 2019-07-31 2019-07-31 2019-07-31 N N N 0.0249 7933987.78 7933987.78 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.494055% 313384KS7 US313384KS74 313384KS7 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-08-21 2019-08-21 N N N 0.0249 11883418.00 11883418.00 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.482777% 313384LP2 US313384LP27 313384LP2 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0248 4944489.45 4944489.45 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.494055% 313384KU2 US313384KU21 313384KU2 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0249 6931036.00 6931036.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.487903% 313384JQ3 US313384JQ38 313384JQ3 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0249 6944581.00 6944581.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.437934% 313384FZ7 US313384FZ72 313384FZ7 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0244 6975029.64 6975029.64 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.434894% 313384FX2 US313384FX25 313384FX2 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0243 11958860.00 11958860.00 0.0067 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.441983% 313384GG8 US313384GG82 313384GG8 U.S. Government Agency Debt Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0244 7967640.00 7967640.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.445427% 313384JD2 US313384JD25 313384JD2 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0245 4964635.42 4964635.42 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.435907% 313384GM5 US313384GM50 313384GM5 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0244 4978143.75 4978143.75 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.539% 3130ADY63 2549001DPIFGXC1TOL40 US3130ADY639 3130ADY63 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-10-11 2019-10-11 N N N 0.0263 14993081.86 14993081.86 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.457% 3130ADYR7 2549001DPIFGXC1TOL40 US3130ADYR76 3130ADYR7 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0246 9000000.00 9000000.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.875% 3130A8Y72 2549001DPIFGXC1TOL40 US3130A8Y728 3130A8Y72 U.S. Government Agency Debt Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0259 9213351.83 9213351.83 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.125% 3130A8DB6 2549001DPIFGXC1TOL40 US3130A8DB60 3130A8DB6 U.S. Government Agency Debt Y N/A N/A 2019-06-21 2019-06-21 2019-06-21 N N N 0.0211 15997051.67 15997051.67 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.411% 3130AEDS6 2549001DPIFGXC1TOL40 US3130AEDS61 3130AEDS6 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2019-11-25 2019-11-25 N N N 0.0245 5998558.52 5998558.52 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.381% 3130AENG1 2549001DPIFGXC1TOL40 US3130AENG14 3130AENG1 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-07-24 2019-07-24 N N N 0.0242 6000000.00 6000000.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.375% 3130AEP53 2549001DPIFGXC1TOL40 US3130AEP536 3130AEP53 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0245 4973871.42 4973871.42 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.375% 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 3130AEE48 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-06-04 2019-06-04 N N N 0.0247 17998532.16 17998532.16 0.0101 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.477% 3130AELM0 2549001DPIFGXC1TOL40 US3130AELM00 3130AELM0 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0262 24999184.64 24999184.64 0.0140 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.439% 3130ADW40 2549001DPIFGXC1TOL40 US3130ADW401 3130ADW40 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 15000000.00 15000000.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.391% 3130ADJY9 2549001DPIFGXC1TOL40 US3130ADJY92 3130ADJY9 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2019-05-28 2019-05-28 N N N 0.0239 13999929.50 13999929.50 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.393% 3130ADXW7 2549001DPIFGXC1TOL40 US3130ADXW70 3130ADXW7 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0247 9000000.00 9000000.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.402% 3130ADXV9 2549001DPIFGXC1TOL40 US3130ADXV97 3130ADXV9 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0251 3199973.86 3199973.86 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.394% 3130ADHN5 2549001DPIFGXC1TOL40 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-05-24 2019-05-24 N N N 0.0239 9000000.00 9000000.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.375% 3130ABF92 2549001DPIFGXC1TOL40 US3130ABF921 3130ABF92 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0175 24854905.09 24854905.09 0.0139 N N N N Federal Home Loan Bank Federal Home Loan Bank 1% 3130A9EP2 2549001DPIFGXC1TOL40 US3130A9EP21 3130A9EP2 U.S. Government Agency Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0265 2350994.44 2350994.44 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.381% 3130ACPQ1 2549001DPIFGXC1TOL40 US3130ACPQ12 3130ACPQ1 U.S. Government Agency Debt Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0240 16999828.42 16999828.42 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.473% 3130ABL53 2549001DPIFGXC1TOL40 US3130ABL531 3130ABL53 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0245 18000719.72 18000719.72 0.0101 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.45% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 3130AFQX8 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-07-17 2019-07-17 N N N 0.0247 3000000.00 3000000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.48% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 3130AFQY6 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-01-17 2020-01-17 N N N 0.0252 1000000.00 1000000.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.354% 3130AFPD3 2549001DPIFGXC1TOL40 US3130AFPD30 3130AFPD3 U.S. Government Agency Debt Y N/A N/A 2019-06-27 2019-06-27 2019-06-27 N N N 0.0246 9998784.03 9998784.03 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.417% 3130AF6V4 2549001DPIFGXC1TOL40 US3130AF6V46 3130AF6V4 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-10-17 2019-10-17 N N N 0.0246 6000000.00 6000000.00 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.443% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 3130AFMH7 U.S. Government Agency Debt Y N/A N/A 2019-04-20 2019-06-20 2019-06-20 N N N 0.0250 9000000.00 9000000.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.511% 3130AFSU2 2549001DPIFGXC1TOL40 US3130AFSU28 3130AFSU2 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-07-25 2019-07-25 N N N 0.0252 8000000.00 8000000.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.51% 3130AG6P5 2549001DPIFGXC1TOL40 US3130AG6P59 3130AG6P5 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-04-02 2020-04-02 N N N 0.0251 11000000.00 11000000.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.85% 313378VG3 2549001DPIFGXC1TOL40 US313378VG32 313378VG3 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0238 2548114.43 2548114.43 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.46% 3130AG2E4 2549001DPIFGXC1TOL40 US3130AG2E49 3130AG2E4 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-12-06 2019-12-06 N N N 0.0250 17000000.00 17000000.00 0.0095 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.44% 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 3130AFVU8 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-11-13 2019-11-13 N N N 0.0248 13000000.00 13000000.00 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.465% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 3130AFWY9 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-02-21 2020-02-21 N N N 0.0251 8000000.00 8000000.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.385% 3130AEP61 2549001DPIFGXC1TOL40 US3130AEP619 3130AEP61 U.S. Government Agency Debt Y N/A N/A 2019-04-27 2019-08-27 2019-08-27 N N N 0.0239 12000000.00 12000000.00 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.419% 3130AEZA1 2549001DPIFGXC1TOL40 US3130AEZA16 3130AEZA1 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-09-26 2019-09-26 N N N 0.0247 10000000.00 10000000.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.402% 3130AEZT0 2549001DPIFGXC1TOL40 US3130AEZT07 3130AEZT0 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0246 15000000.00 15000000.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.394% 3130AEPJ3 2549001DPIFGXC1TOL40 US3130AEPJ35 3130AEPJ3 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-07-26 2019-07-26 N N N 0.0243 30000000.00 30000000.00 0.0168 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.384% 3130AEPL8 2549001DPIFGXC1TOL40 US3130AEPL80 3130AEPL8 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0246 10000000.00 10000000.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.5% 3130AESN1 2549001DPIFGXC1TOL40 US3130AESN10 3130AESN1 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0249 2250048.69 2250048.69 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.625% 3130AEYZ7 2549001DPIFGXC1TOL40 US3130AEYZ75 3130AEYZ7 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0271 3748455.93 3748455.93 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.125% 3137EADZ9 S6XOOCT0IEG5ABCC6L87 US3137EADZ99 3137EADZ9 U.S. Government Agency Debt Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0169 11166490.29 11166490.29 0.0062 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.25% 3137EADM8 S6XOOCT0IEG5ABCC6L87 US3137EADM86 3137EADM8 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0269 9574659.67 9574659.67 0.0054 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.25% 3137EADK2 S6XOOCT0IEG5ABCC6L87 US3137EADK21 3137EADK2 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0222 1991613.69 1991613.69 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.5% 3134GAUM4 S6XOOCT0IEG5ABCC6L87 US3134GAUM45 3134GAUM4 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2019-10-28 2019-10-28 N N N 0.0173 10985500.40 10985500.40 0.0061 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.375% 3137EAEH8 S6XOOCT0IEG5ABCC6L87 US3137EAEH82 3137EAEH8 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0255 20365310.78 20365310.78 0.0114 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875% 3137EAEB1 S6XOOCT0IEG5ABCC6L87 US3137EAEB13 3137EAEB1 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0255 4973960.57 4973960.57 0.0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.15% 3134G9AW7 S6XOOCT0IEG5ABCC6L87 US3134G9AW74 3134G9AW7 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0251 1998142.86 1998142.86 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.25% 3134G93L9 S6XOOCT0IEG5ABCC6L87 US3134G93L91 3134G93L9 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0269 2327487.89 2327487.89 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2% 3134G3JM3 S6XOOCT0IEG5ABCC6L87 US3134G3JM32 3134G3JM3 U.S. Government Agency Debt Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0247 1142250.95 1142250.95 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.2% 3134G9NE3 S6XOOCT0IEG5ABCC6L87 US3134G9NE30 3134G9NE3 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0261 1495762.30 1495762.30 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.75% 3137EADG1 S6XOOCT0IEG5ABCC6L87 US3137EADG19 3137EADG1 U.S. Government Agency Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0237 1498504.59 1498504.59 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.75% 3134GB3P5 S6XOOCT0IEG5ABCC6L87 US3134GB3P52 3134GB3P5 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0257 9449608.85 9449608.85 0.0053 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.42% 3134GSU60 S6XOOCT0IEG5ABCC6L87 US3134GSU600 3134GSU60 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-17 2019-04-17 N N N 0.0245 10000000.00 10000000.00 0.0056 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1% 3135G0M26 B1V7KEBTPIMZEU4LTD58 US3135G0M265 3135G0M26 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0266 1989516.89 1989516.89 0.0011 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 0.875% 3135G0N33 B1V7KEBTPIMZEU4LTD58 US3135G0N339 3135G0N33 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0255 7779552.88 7779552.88 0.0043 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.1% 3136G3N50 B1V7KEBTPIMZEU4LTD58 US3136G3N506 3136G3N50 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0268 995013.22 995013.22 0.0006 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.15% 3136G32P9 B1V7KEBTPIMZEU4LTD58 US3136G32P99 3136G32P9 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0267 1491041.99 1491041.99 0.0008 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.75% 3135G0ZE6 B1V7KEBTPIMZEU4LTD58 US3135G0ZE65 3135G0ZE6 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0238 2496508.78 2496508.78 0.0014 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.75% 3135G0ZG1 B1V7KEBTPIMZEU4LTD58 US3135G0ZG14 3135G0ZG1 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0254 7613642.50 7613642.50 0.0043 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.5% 3136G0YK1 B1V7KEBTPIMZEU4LTD58 US3136G0YK17 3136G0YK1 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0269 2916822.68 2916822.68 0.0016 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.15% 3136G34X0 B1V7KEBTPIMZEU4LTD58 US3136G34X06 3136G34X0 U.S. Government Agency Debt Y N/A N/A 2019-09-13 2019-09-13 2019-09-13 N N N 0.0273 1837110.07 1837110.07 0.0010 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.55% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 3136G4TG8 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-07-30 2019-07-30 N N N 0.0257 18000000.00 18000000.00 0.0101 N N N N Guggenheim Securities LLC Guggenheim Securities LLC 2.5% 010GUG9X4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2047-05-01 4 10752.00 9870.21 Agency Mortgage-Backed Securities FMAC 2045-01-01 3.5 14251075.00 9183517.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0253 9000000.00 9000000.00 0.0050 N N Y N Guggenheim Securities LLC Guggenheim Securities LLC 2.75% 011GUG9M7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2042-04-01 2047-10-01 3.5 - 4 22884305.00 21424909.22 Agency Mortgage-Backed Securities GNMA 2065-08-20 4.53 31874.00 22451.05 Agency Mortgage-Backed Securities FMAC 2029-10-01 2048-09-01 3 - 4.5 29177969.00 22777088.08 Agency Mortgage-Backed Securities FNMA 2028-06-01 2049-03-01 2.9 - 5 97325419.00 79223836.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 121000000.00 121000000.00 0.0676 N Y Y N Guggenheim Securities LLC Guggenheim Securities LLC 2.72% 011GUG9H8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2027-01-01 2048-06-01 3 - 4.5 8635123.00 4140068.71 Agency Mortgage-Backed Securities FNMA 2033-10-01 2049-02-01 2.35 - 4.5 18776578.00 13209102.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0276 17000000.00 17000000.00 0.0095 N Y Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.72% 1639989C3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2022-02-03 2.03 170000.00 169651.12 Agency Mortgage-Backed Securities FMAC 2019-04-15 2049-01-01 2.5 - 10 103014770.00 11635993.21 Agency Mortgage-Backed Securities GNMA 2019-05-15 2049-03-20 3 - 8 65410200.00 19321041.14 Agency Mortgage-Backed Securities USTR 2019-07-11 2023-04-30 0 - 3.38 320800.00 320358.97 U.S. Treasuries (including strips) FNMA 2022-05-01 2049-03-01 2 - 7.5 92964797.00 55322190.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0276 85000000.00 85000000.00 0.0475 N N Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.72% 1639989B5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2020-01-01 2049-03-01 1.77 - 9 65370923.00 20432705.65 Agency Mortgage-Backed Securities GNMA 2027-06-15 2048-11-20 2 - 7 1208767.00 210150.66 Agency Mortgage-Backed Securities FHLB 2020-09-11 2.88 18050000.00 18204282.38 Agency Mortgage-Backed Securities FMAC 2021-12-17 2049-02-01 2 - 7.75 5670454.00 5124160.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0276 43000000.00 43000000.00 0.0240 N Y Y N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 2.42% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0237 45190249.58 45190249.58 0.0253 N Y Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc. 2.65% 50RBCD9B8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2048-02-15 0 6997300.00 3060688.99 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0269 3000000.00 3000000.00 0.0017 N Y Y N South Street Securities LLC South Street Securities LLC 2.59% 47SSTS9W9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2029-10-01 2049-01-01 2.24 - 4.9 1008553299.00 61508324.68 Agency Mortgage-Backed Securities FMAC 2029-07-01 2048-08-01 2.53 - 4.69 204485072.00 8886865.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0263 69000000.00 69000000.00 0.0386 N N Y N South Street Securities LLC South Street Securities LLC 2.73% 47SSTS9T6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2020-01-09 2041-06-06 1.45 - 3.18 1045000.00 1045571.55 Agency Mortgage-Backed Securities FMAC 2033-09-01 2045-02-01 4 - 6 3358411.00 424559.14 Agency Mortgage-Backed Securities FNMA 2026-08-01 2048-07-01 2.31 - 4.9 167962852.00 23200267.87 Agency Mortgage-Backed Securities GNMA 2059-08-15 2060-02-15 3.19 - 3.45 1764094.00 1762719.19 Agency Mortgage-Backed Securities FCSB 2020-01-27 2038-10-18 3.84 - 4.88 4098000.00 4180805.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0277 30000000.00 30000000.00 0.0168 N Y Y N South Street Securities LLC South Street Securities LLC 2.75% 47SSTS9R0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2037-02-09 3.7 40000.00 40205.96 Agency Mortgage-Backed Securities FNMA 2033-12-01 2048-08-01 2.62 - 4.96 209590127.00 16288520.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 16000000.00 16000000.00 0.0089 N Y Y N South Street Securities LLC South Street Securities LLC 2.46% 46SSTS9Z4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2027-07-01 2048-07-01 2.42 - 4.74 10062117.00 2346132.28 Agency Mortgage-Backed Securities GNMA 2020-02-15 2049-02-20 3.5 - 4.5 14222996.00 10144835.72 Agency Mortgage-Backed Securities FHLB 2020-01-09 2041-06-06 1.45 - 4.5 6420000.00 6432244.76 Agency Mortgage-Backed Securities FMAC 2025-10-01 2046-06-01 3.5 - 5.5 5287844.00 2527525.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0249 21000000.00 21000000.00 0.0117 N N N Y South Street Securities LLC South Street Securities LLC 2.75% 47SSTS9X7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2030-11-01 2046-02-01 2.92 - 5.55 61071772.00 13052825.04 Agency Mortgage-Backed Securities FHLB 2019-06-28 2023-03-28 1.5 - 2.22 3590000.00 2868794.34 Agency Mortgage-Backed Securities GNMA 2049-02-20 2060-02-15 3.19 - 4.5 13799635.00 14260295.87 Agency Mortgage-Backed Securities FNMA 2027-07-01 2048-07-01 2.43 - 4.9 596346189.00 35113045.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 64000000.00 64000000.00 0.0358 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC 2.65% 184TDS9Y7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2048-05-20 3 27479743.00 25505631.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0269 25000000.00 25000000.00 0.0140 N Y Y N Oppenheimer Government Money Market Fund 2019-04-30 Jan Miller Jan Miller Assistant Fund Treasurer