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ASL Capital Markets Inc. 2.6% 182ASL9S2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-09-30 2045-11-15 1.38 - 3 35403800.00 35395586.81 U.S. Treasuries (including strips) FMAC 2033-02-01 4 331005.00 307038.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0264 35000000.00 35000000.00 0.0607 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.56% 182CAH9Q1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FNMA 2034-02-25 2048-06-25 1.47 - 3.99 40669719.00 2134446.77 Agency Mortgage-Backed Securities FMAC 2044-05-01 3.07 2381220.00 445058.03 Agency Mortgage-Backed Securities USTR 2021-08-31 2029-01-15 0.88 - 2.38 2705400.00 2686636.46 U.S. Treasuries (including strips) Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0260 5000000.00 5000000.00 0.0087 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.44% 182CAH9Y3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N GNMA 2044-07-20 2068-06-20 3 - 4.23 8229436.00 658616.68 Agency Mortgage-Backed Securities USTR 2019-05-31 2027-08-15 1.13 - 2.25 12854200.00 12655156.23 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0247 13000000.00 13000000.00 0.0225 N N Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.59% 182CAH9A5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2048-06-01 4 281716.00 276919.88 Agency Mortgage-Backed Securities GNMA 2046-01-20 2048-08-20 3.6 - 4 51927534.00 6808671.27 Agency Mortgage-Backed Securities FNMA 2034-02-25 2048-05-25 3 - 4 68352017.00 21498257.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0263 27000000.00 27000000.00 0.0468 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.56% 181CAH9A6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2047-08-15 1.46 7564224.00 250193.41 Agency Mortgage-Backed Securities USTR 2021-10-15 2024-02-29 2.38 - 2.88 1827800.00 1827872.34 U.S. Treasuries (including strips) GNMA 2046-06-20 3.6 100000.00 11402.60 Agency Mortgage-Backed Securities FNMA 2034-02-25 2047-09-25 1.26 - 4 28669081.00 4268279.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0260 6000000.00 6000000.00 0.0104 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.58% 182CAH9M0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-05-31 2048-02-15 0.75 - 3 6121600.00 6139749.93 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 6000000.00 6000000.00 0.0104 N N N Y Credit Agricole Corp. & Investment Bank Credit Agricole Corp. & Investment Bank 2.57% 184CAS9J0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2048-01-01 3.5 13143352.00 12240874.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 12000000.00 12000000.00 0.0208 N Y Y N Deutsche Bank Securities, Inc. 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Farm Credit Bank Federal Farm Credit Bank 1.4% 3133EHSC8 US3133EHSC88 3133EHSC8 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0262 1492767.61 1492767.61 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.45375% 3133EHER0 US3133EHER04 3133EHER0 U.S. Government Agency Debt Y N/A N/A 2019-03-03 2019-04-03 2019-04-03 N N N 0.0238 200013.55 200013.55 0.0003 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 2994115.00 2994115.00 0.0052 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.721931% 313312MN7 US313312MN74 313312MN7 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0272 2952079.16 2952079.16 0.0051 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.480529% 313312KH2 US313312KH25 313312KH2 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2019-08-12 2019-08-12 N N N 0.0248 988975.55 988975.55 0.0017 N N N N Federal Farm 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 1977353.33 1977353.33 0.0034 N N N 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 3984866.67 3984866.67 0.0069 N N N 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 2979262.50 2979262.50 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.4% 3133EHUD3 US3133EHUD34 3133EHUD3 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-08 2019-08-08 N N N 0.0246 1999362.90 1999362.90 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.43375% 3133EJT41 US3133EJT418 3133EJT41 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-08-14 2019-08-14 N N N 0.0245 2999972.64 2999972.64 0.0052 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 10499004.57 10499004.57 0.0182 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.428% 3133EJHE2 US3133EJHE20 3133EJHE2 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0227 5000000.00 5000000.00 0.0087 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.43188% 3133EJFG9 US3133EJFG95 3133EJFG9 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-07-09 2019-07-09 N N N 0.0244 5999812.49 5999812.49 0.0104 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.39413% 3133EJFQ7 US3133EJFQ77 3133EJFQ7 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0224 4999995.48 4999995.48 0.0087 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.34913% 3133EJDX4 US3133EJDX47 3133EJDX4 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0237 2999943.28 2999943.28 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.439% 3133EJE88 US3133EJE881 3133EJE88 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-11-05 2019-11-05 N N N 0.0244 4999819.07 4999819.07 0.0087 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.46471% 3133EJ6Q7 US3133EJ6Q74 3133EJ6Q7 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-01-30 2020-01-30 N N N 0.0247 2000000.00 2000000.00 0.0035 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 0.0219 3754421.40 3754421.40 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.38123% 313384DE6 US313384DE61 313384DE6 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0238 1997771.11 1997771.11 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.337295% 313384DG1 US313384DG10 313384DG1 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0234 1997561.67 1997561.67 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.166443% 313384DQ9 US313384DQ91 313384DQ9 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0217 998410.00 998410.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank 4.25% 3133XTFG6 2549001DPIFGXC1TOL40 US3133XTFG66 3133XTFG6 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0235 791265.91 791265.91 0.0014 N N N 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 1987730.17 1987730.17 0.0034 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 1995362.50 1995362.50 0.0035 N N Y 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 2968903.33 2968903.33 0.0051 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 2969901.75 2969901.75 0.0052 N N N 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 2965700.00 2965700.00 0.0051 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 1976054.16 1976054.16 0.0034 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 3952655.67 3952655.67 0.0069 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 1988692.67 1988692.67 0.0034 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 4984398.61 4984398.61 0.0086 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 4986750.00 4986750.00 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.436315% 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 3981197.22 3981197.22 0.0069 N N N 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 3977951.11 3977951.11 0.0069 N N N 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 3977680.00 3977680.00 0.0069 N N N 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 729665.83 729665.83 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.423% 3130ADXW7 2549001DPIFGXC1TOL40 US3130ADXW70 3130ADXW7 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-04-05 2019-04-05 N N N 0.0238 3000000.00 3000000.00 0.0052 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 4997321.19 4997321.19 0.0087 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.414% 3130ADXV9 2549001DPIFGXC1TOL40 US3130ADXV97 3130ADXV9 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-04-12 2019-04-12 N N N 0.0240 799975.05 799975.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.452% 3130ADWW8 2549001DPIFGXC1TOL40 US3130ADWW89 3130ADWW8 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 1199822.85 1199822.85 0.0021 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 3076422.57 3076422.57 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.399% 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 3130AEE48 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-06-04 2019-06-04 N N N 0.0244 5999273.73 5999273.73 0.0104 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 6998901.06 6998901.06 0.0121 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 1999455.76 1999455.76 0.0035 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 3000000.00 3000000.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.37% 3130AED72 2549001DPIFGXC1TOL40 US3130AED722 3130AED72 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0225 3999892.34 3999892.34 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.36% 3130ABQ25 2549001DPIFGXC1TOL40 US3130ABQ258 3130ABQ25 U.S. Government Agency Debt Y N/A N/A 2019-03-29 2019-03-29 2019-03-29 N N N 0.0230 699496.66 699496.66 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.371% 3130ACPQ1 2549001DPIFGXC1TOL40 US3130ACPQ12 3130ACPQ1 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-04-22 2019-04-22 N N N 0.0239 5999843.69 5999843.69 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.632% 3130ABL53 2549001DPIFGXC1TOL40 US3130ABL531 3130ABL53 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0261 6000333.76 6000333.76 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.375% 3130AAXX1 2549001DPIFGXC1TOL40 US3130AAXX15 3130AAXX1 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0206 4998153.77 4998153.77 0.0087 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 0.0227 6938438.31 6938438.31 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.379% 3130ADL91 2549001DPIFGXC1TOL40 US3130ADL917 3130ADL91 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 2000000.00 2000000.00 0.0035 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.424% 3130ADW40 2549001DPIFGXC1TOL40 US3130ADW401 3130ADW40 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0242 4000000.00 4000000.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.388% 3130ADJY9 2549001DPIFGXC1TOL40 US3130ADJY92 3130ADJY9 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-05-28 2019-05-28 N N N 0.0239 4999960.15 4999960.15 0.0087 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.37% 3130ADGD8 2549001DPIFGXC1TOL40 US3130ADGD82 3130ADGD8 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0237 5000000.00 5000000.00 0.0087 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.379% 3130ADHN5 2549001DPIFGXC1TOL40 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-05-24 2019-05-24 N N N 0.0238 3000000.00 3000000.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.404% 3130AEZA1 2549001DPIFGXC1TOL40 US3130AEZA16 3130AEZA1 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-09-26 2019-09-26 N N N 0.0243 2000000.00 2000000.00 0.0035 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 3000000.00 3000000.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.38% 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 3130AFVU8 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-11-13 2019-11-13 N N N 0.0241 2000000.00 2000000.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.5% 3133782M2 2549001DPIFGXC1TOL40 US3133782M28 3133782M2 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0224 1749753.74 1749753.74 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.405% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 3130AFWY9 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-02-21 2020-02-21 N N N 0.0244 2500000.00 2500000.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.416% 3130AF6V4 2549001DPIFGXC1TOL40 US3130AF6V46 3130AF6V4 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-10-17 2019-10-17 N N N 0.0244 2000000.00 2000000.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.618% 3130AEZT0 2549001DPIFGXC1TOL40 US3130AEZT07 3130AEZT0 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-06-28 2019-06-28 N N N 0.0265 5000000.00 5000000.00 0.0087 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.435% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 3130AFMH7 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0243 3000000.00 3000000.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.42% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 3130AFQY6 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-01-17 2020-01-17 N N N 0.0246 1000000.00 1000000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.39% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 3130AFQX8 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-17 2019-07-17 N N N 0.0241 1000000.00 1000000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.374% 3130AEP61 2549001DPIFGXC1TOL40 US3130AEP619 3130AEP61 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-08-27 2019-08-27 N N N 0.0237 4000000.00 4000000.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.379% 3130AEPJ3 2549001DPIFGXC1TOL40 US3130AEPJ35 3130AEPJ3 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0238 10000000.00 10000000.00 0.0173 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 1499568.00 1499568.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.375% 3130AELZ1 2549001DPIFGXC1TOL40 US3130AELZ13 3130AELZ1 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0245 454874.86 454874.86 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.385% 3130AENG1 2549001DPIFGXC1TOL40 US3130AENG14 3130AENG1 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-07-24 2019-07-24 N N N 0.0238 1000000.00 1000000.00 0.0017 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 998811.10 998811.10 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.875% 313378QK0 2549001DPIFGXC1TOL40 US313378QK09 313378QK0 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0225 3399753.30 3399753.30 0.0059 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 1229404.34 1229404.34 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.369% 3130AEPL8 2549001DPIFGXC1TOL40 US3130AEPL80 3130AEPL8 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0233 3000000.00 3000000.00 0.0052 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 750019.93 750019.93 0.0013 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 0.0252 3998478.18 3998478.18 0.0069 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 0.0254 6411558.43 6411558.43 0.0111 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 0.0160 3838918.89 3838918.89 0.0067 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.75% 3137EACA5 S6XOOCT0IEG5ABCC6L87 US3137EACA57 3137EACA5 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0238 2915846.43 2915846.43 0.0051 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 993434.13 993434.13 0.0017 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.36% 3134GSU60 S6XOOCT0IEG5ABCC6L87 US3134GSU600 3134GSU60 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-04-17 2019-04-17 N N N 0.0239 4000000.00 4000000.00 0.0069 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 497995.68 497995.68 0.0009 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 0.0197 2295954.51 2295954.51 0.0040 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 0.0255 1532241.76 1532241.76 0.0027 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 0.0271 2081830.36 2081830.36 0.0036 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 499038.07 499038.07 0.0009 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 0.0260 2089416.51 2089416.51 0.0036 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.375% 3136G1HL6 B1V7KEBTPIMZEU4LTD58 US3136G1HL65 3136G1HL6 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0231 499655.90 499655.90 0.0009 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 1294486.89 1294486.89 0.0022 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 0.0257 2702016.84 2702016.84 0.0047 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.49% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 3136G4TG8 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-30 2019-07-30 N N N 0.0251 6000000.00 6000000.00 0.0104 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 496371.18 496371.18 0.0009 N N N N Guggenheim Securities LLC Guggenheim Securities LLC 2.57% 010GUG9H9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2030-07-01 2047-10-01 3.5 - 4.5 595226.00 509042.36 Agency Mortgage-Backed Securities FMAC 2042-08-01 2048-02-01 3.5 - 4.35 4132769.00 2551176.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 3000000.00 3000000.00 0.0052 N Y Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.44% 1639989T6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2038-03-15 2068-11-20 3 - 5.5 30156531.00 3310831.67 Agency Mortgage-Backed Securities FMAC 2029-07-01 2049-01-01 2.96 - 4 5212103.00 2289037.62 Agency Mortgage-Backed Securities FNMA 2034-03-01 2049-03-01 3.03 - 6 15706350.00 8709198.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0247 14000000.00 14000000.00 0.0243 N N Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.44% 1639989U3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2019-07-01 2048-07-01 2.5 - 6 36519134.00 8193662.46 Agency Mortgage-Backed Securities GNMA 2041-05-20 2046-07-15 4.5 - 5 10765143.00 10833006.62 Agency Mortgage-Backed Securities FNMA 2021-01-01 2049-03-01 2.5 - 5.5 50897021.00 19755076.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0247 38000000.00 38000000.00 0.0659 N N Y N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 2.37% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0237 17507429.79 17507429.79 0.0304 N Y Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc. 2.56% 49RBCD9E4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2045-11-01 2.65 1394.00 1353.36 Agency Mortgage-Backed Securities FNMA 2041-09-01 2048-11-01 4.5 - 5 34393.00 6359.13 Agency Mortgage-Backed Securities USTR 2021-02-28 2047-11-15 0 - 3.75 7161100.00 7159790.76 U.S. Treasuries (including strips) GNMA 2047-06-20 2048-11-20 3 - 4.5 9990873.00 8133584.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 15000000.00 15000000.00 0.0260 N Y Y N South Street Securities LLC South Street Securities LLC 2.45% 45SSTS9V5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2030-07-01 2048-10-01 2.55 - 4.74 57528.00 37851.64 Agency Mortgage-Backed Securities FHLB 2024-03-08 2036-06-02 3 - 3.25 515000.00 534878.11 Agency Mortgage-Backed Securities FMAC 2027-02-01 2047-05-01 2.87 - 4.76 41733552.00 3512268.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0248 4000000.00 4000000.00 0.0069 N N N Y South Street Securities LLC South Street Securities LLC 2.44% 46SSTS9L5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2022-02-15 2026-02-15 1.63 - 2.5 6300.00 6303.34 U.S. Treasuries (including strips) FMAC 2030-11-01 2048-09-01 2.87 - 5.55 6738790.00 3569554.84 Agency Mortgage-Backed Securities FNMA 2026-12-01 2048-07-01 2.5 - 4.74 22170366.00 6626215.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0247 10000000.00 10000000.00 0.0173 N N Y N South Street Securities LLC South Street Securities LLC 2.45% 46SSTS9H4 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 2048-09-01 2.87 - 5.55 39818227.00 1598258.78 Agency Mortgage-Backed Securities USTR 2022-02-15 2.5 2800.00 2804.28 U.S. Treasuries (including strips) FNMA 2026-02-01 2048-09-01 2.5 - 5 153567979.00 8603796.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0248 10000000.00 10000000.00 0.0173 N Y Y N South Street Securities LLC South Street Securities LLC 2.58% 46SSTS9N1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2019-06-14 2028-03-10 1.5 - 3 20705000.00 20659997.37 Agency Mortgage-Backed Securities GNMA 2020-02-15 2035-03-15 3.5 - 6 92662.00 25556.25 Agency Mortgage-Backed Securities FMAC 2045-02-01 2048-09-01 4 - 4.5 316374.00 194923.98 Agency Mortgage-Backed Securities FNMA 2027-06-01 2039-12-01 2.5 - 4.74 37037034.00 10741788.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0262 31000000.00 31000000.00 0.0538 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC 2.56% 183TDS9B8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2045-10-01 4 10629574.00 7140507.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 7000000.00 7000000.00 0.0121 N Y Y N Oppenheimer Government Cash Reserves 2019-03-06 Jan Miller Jan Miller Assistant Fund Treasurer