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Mae, 2.54% 3136G4TF0 B1V7KEBTPIMZEU4LTD58 US3136G4TF09 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-30 2019-01-30 N N N 0.0249 16000321.44 16000321.44 0.0030 N N N N Fannie Mae Fannie Mae, 2.56% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2020-04-30 2020-04-30 N N N 0.0254 4001015.40 4001015.40 0.0007 N N N N Fannie Mae Fannie Mae, 2.58% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-07-30 2019-07-30 N N N 0.0253 8002247.60 8002247.60 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.28% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2019-01-06 2019-05-06 2019-05-06 N N N 0.0228 2999949.00 2999949.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.38% 3133EJT41 US3133EJT418 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2019-08-14 2019-08-14 N N N 0.0241 15997056.48 15997056.48 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.39% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-01-20 2019-12-20 2019-12-20 N N N 0.0246 999245.39 999245.39 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-01-19 2019-09-19 2019-09-19 N N N 0.0243 1999572.94 1999572.94 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 313384AB5 2549001DPIFGXC1TOL40 US313384AB59 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0000 36000000.00 36000000.00 0.0067 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0121 13998152.00 13998152.00 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 313384AH2 2549001DPIFGXC1TOL40 US313384AH20 U.S. Government Agency Debt Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0183 5997618.00 5997618.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 313384AJ8 2549001DPIFGXC1TOL40 US313384AJ85 U.S. Government Agency Debt Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0189 72966201.00 72966201.00 0.0137 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 313384AK5 2549001DPIFGXC1TOL40 US313384AK58 U.S. Government Agency Debt Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0195 16991007.00 16991007.00 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0199 3997620.00 3997620.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AEMD9 2549001DPIFGXC1TOL40 US3130AEMD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0207 6000000.00 6000000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AELN8 2549001DPIFGXC1TOL40 US3130AELN82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0207 6000000.00 6000000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AEJL5 2549001DPIFGXC1TOL40 US3130AEJL54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0207 6000000.00 6000000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AEKW9 2549001DPIFGXC1TOL40 US3130AEKW90 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0210 5999975.58 5999975.58 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AEMP2 2549001DPIFGXC1TOL40 US3130AEMP22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0210 5999977.26 5999977.26 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AEMR8 2549001DPIFGXC1TOL40 US3130AEMR87 0001026214 U.S. Government Agency Debt Y 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Bank Federal Home Loan Bank, 2.22% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-03-01 2019-03-01 N N N 0.0224 5999696.34 5999696.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-03-01 2019-03-01 N N N 0.0224 15999057.44 15999057.44 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-08-02 2019-08-02 N N N 0.0232 5996686.14 5996686.14 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-08-02 2019-08-02 N N N 0.0232 8995029.21 8995029.21 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-03-04 2019-03-04 N N N 0.0224 7999575.92 7999575.92 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-03-01 2019-03-01 N N N 0.0224 4999788.50 4999788.50 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-03-01 2019-03-01 N N N 0.0224 3999830.80 3999830.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-04-01 2019-04-01 N N N 0.0227 13998055.96 13998055.96 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-05-01 2019-05-01 N N N 0.0228 8998386.21 8998386.21 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-04-02 2019-04-02 N N N 0.0227 5999155.50 5999155.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130ADA36 2549001DPIFGXC1TOL40 US3130ADA365 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0221 5999997.54 5999997.54 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-03-04 2019-03-04 N N N 0.0224 5999733.48 5999733.48 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-02-04 2019-02-04 N N N 0.0223 11999760.72 11999760.72 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-02-01 2019-02-01 N N N 0.0223 4999950.45 4999950.45 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-08-01 2019-08-01 N N N 0.0232 999566.08 999566.08 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 313384BA6 2549001DPIFGXC1TOL40 US313384BA67 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0224 23963496.00 23963496.00 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2020-01-02 2020-01-02 N N N 0.0235 999080.81 999080.81 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-06 2019-02-06 2019-02-06 N N N 0.0226 2999911.74 2999911.74 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2020-01-02 2020-01-02 N N N 0.0232 5996208.60 5996208.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2020-01-02 2020-01-02 N N N 0.0232 999368.10 999368.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2020-01-02 2020-01-02 N N N 0.0232 1998736.20 1998736.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2020-01-02 2020-01-02 N N N 0.0232 999368.10 999368.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 313384BD0 2549001DPIFGXC1TOL40 US313384BD07 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0226 11979372.00 11979372.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AERB8 2549001DPIFGXC1TOL40 US3130AERB80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0233 999921.21 999921.21 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-03-01 2019-03-01 N N N 0.0224 1000028.00 1000028.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-02-04 2019-02-04 N N N 0.0228 6999780.20 6999780.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 U.S. Government Agency Debt Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0227 8983935.00 8983935.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 313384BF5 2549001DPIFGXC1TOL40 US313384BF54 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0227 998149.00 998149.00 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-05 2019-07-05 2019-07-05 N N N 0.0230 5999551.32 5999551.32 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-02-11 2019-02-11 N N N 0.0228 5999861.58 5999861.58 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 313384BG3 2549001DPIFGXC1TOL40 US313384BG38 U.S. Government Agency Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0228 5988498.00 5988498.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-08-01 2019-08-01 N N N 0.0232 11997917.16 11997917.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-08-01 2019-08-01 N N N 0.0232 11997917.16 11997917.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-10-02 2019-10-02 N N N 0.0231 5998832.70 5998832.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2020-01-03 2020-01-03 N N N 0.0232 11996556.00 11996556.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AD4P4 2549001DPIFGXC1TOL40 US3130AD4P41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0227 3999995.40 3999995.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-12 2019-02-12 2019-02-12 N N N 0.0230 5999784.48 5999784.48 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-12 2019-03-12 2019-03-12 N N N 0.0231 10999235.39 10999235.39 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130ABUJ3 2549001DPIFGXC1TOL40 US3130ABUJ31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0224 8000101.60 8000101.60 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-09 2019-04-09 2019-04-09 N N N 0.0231 4999640.70 4999640.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-10 2019-07-10 2019-07-10 N N N 0.0231 2999837.88 2999837.88 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-10 2019-07-10 2019-07-10 N N N 0.0231 7999567.68 7999567.68 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-07 2020-02-07 2020-02-07 N N N 0.0240 9991044.30 9991044.30 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-08 2019-02-08 2019-02-08 N N N 0.0227 1000019.29 1000019.29 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-07-11 2019-07-11 N N N 0.0232 2999835.15 2999835.15 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-07-11 2019-07-11 N N N 0.0232 2999835.15 2999835.15 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2019-02-14 2019-02-14 N N N 0.0232 5999776.98 5999776.98 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2019-02-14 2019-02-14 N N N 0.0232 5999776.98 5999776.98 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130ABUE4 2549001DPIFGXC1TOL40 US3130ABUE44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0226 16000256.64 16000256.64 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-10 2020-02-10 2020-02-10 N N N 0.0237 2998136.67 2998136.67 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-02-11 2019-02-11 N N N 0.0228 1000020.15 1000020.15 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-07-11 2019-07-11 N N N 0.0231 2000104.66 2000104.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-02-11 2019-02-11 N N N 0.0229 1000008.52 1000008.52 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2019-06-14 2019-06-14 N N N 0.0238 2999141.31 2999141.31 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADZF2 2549001DPIFGXC1TOL40 US3130ADZF20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0231 8999956.62 8999956.62 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 313384BM0 2549001DPIFGXC1TOL40 US313384BM06 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0232 11972796.00 11972796.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2019-03-15 2019-03-15 N N N 0.0234 2999780.55 2999780.55 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384BP3 2549001DPIFGXC1TOL40 US313384BP37 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0233 19952000.00 19952000.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0233 6982731.00 6982731.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-15 2019-03-15 2019-03-15 N N N 0.0235 7999559.28 7999559.28 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ADFF4 2549001DPIFGXC1TOL40 US3130ADFF40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0234 5999914.20 5999914.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0234 8975997.00 8975997.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384CL1 2549001DPIFGXC1TOL40 US313384CL14 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0234 8965800.00 8965800.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-13 2019-03-13 2019-03-13 N N N 0.0236 999936.62 999936.62 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384BU2 2549001DPIFGXC1TOL40 US313384BU22 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0235 25928942.00 25928942.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384BW8 2549001DPIFGXC1TOL40 US313384BW87 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0235 3988532.00 3988532.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0235 19941340.00 19941340.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ACNP5 2549001DPIFGXC1TOL40 US3130ACNP56 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0235 5999954.52 5999954.52 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0236 29904000.00 29904000.00 0.0056 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0236 4980505.00 4980505.00 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-10 2020-01-10 2020-01-10 N N N 0.0240 8997274.08 8997274.08 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-13 2019-08-13 2019-08-13 N N N 0.0240 2999356.23 2999356.23 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-13 2019-08-13 2019-08-13 N N N 0.0240 5998712.46 5998712.46 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-13 2019-08-13 2019-08-13 N N N 0.0240 2999356.23 2999356.23 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-13 2020-01-13 2020-01-13 N N N 0.0240 2999080.71 2999080.71 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2019-05-17 2019-05-17 N N N 0.0239 999884.47 999884.47 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-19 2019-07-19 2019-07-19 N N N 0.0243 999646.41 999646.41 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-02-25 2019-02-25 N N N 0.0239 4999704.60 4999704.60 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130ADJK9 2549001DPIFGXC1TOL40 US3130ADJK98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0238 4999867.75 4999867.75 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEHR4 2549001DPIFGXC1TOL40 US3130AEHR43 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-02-28 2019-02-28 N N N 0.0239 9999370.80 9999370.80 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384CC1 2549001DPIFGXC1TOL40 US313384CC15 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-02-20 2019-02-20 N N N 0.0237 31895456.00 31895456.00 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384CQ0 2549001DPIFGXC1TOL40 US313384CQ01 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0237 10954889.00 10954889.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0237 32862456.00 32862456.00 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384CS6 2549001DPIFGXC1TOL40 US313384CS66 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0237 5974590.00 5974590.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384CX5 2549001DPIFGXC1TOL40 US313384CX51 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0237 24885725.00 24885725.00 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-12-04 2019-12-04 N N N 0.0241 2999180.10 2999180.10 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-12-04 2019-12-04 N N N 0.0241 11996720.40 11996720.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-12 2019-09-12 2019-09-12 N N N 0.0240 9997923.50 9997923.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-21 2019-08-21 2019-08-21 N N N 0.0245 11994673.20 11994673.20 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AED98 2549001DPIFGXC1TOL40 US3130AED987 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0238 2999950.11 2999950.11 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADZL9 2549001DPIFGXC1TOL40 US3130ADZL97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0238 3999945.68 3999945.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-03-25 2019-03-25 N N N 0.0243 11998204.20 11998204.20 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADFE7 2549001DPIFGXC1TOL40 US3130ADFE74 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0238 7999836.32 7999836.32 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0238 9999795.40 9999795.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADFC1 2549001DPIFGXC1TOL40 US3130ADFC19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0238 4999897.70 4999897.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384CJ6 2549001DPIFGXC1TOL40 US313384CJ67 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0238 38856987.00 38856987.00 0.0073 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384CK3 2549001DPIFGXC1TOL40 US313384CK31 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-02-27 2019-02-27 N N N 0.0238 15940272.00 15940272.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0238 13934116.00 13934116.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384DA4 2549001DPIFGXC1TOL40 US313384DA40 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0238 13933178.00 13933178.00 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384DB2 2549001DPIFGXC1TOL40 US313384DB23 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0238 36820920.00 36820920.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384DF3 2549001DPIFGXC1TOL40 US313384DF37 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0238 22882493.00 22882493.00 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0238 44767080.00 44767080.00 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0238 15916112.00 15916112.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2020-01-14 2020-01-14 N N N 0.0241 16994792.73 16994792.73 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2020-01-14 2020-01-14 N N N 0.0241 5998162.14 5998162.14 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ACA53 2549001DPIFGXC1TOL40 US3130ACA532 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-15 2019-02-15 2019-02-15 N N N 0.0238 1999949.08 1999949.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AC6Y5 2549001DPIFGXC1TOL40 US3130AC6Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-15 2019-02-15 2019-02-15 N N N 0.0238 2999923.62 2999923.62 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-15 2019-07-15 2019-07-15 N N N 0.0241 8998559.46 8998559.46 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-08-16 2019-08-16 N N N 0.0242 5998701.54 5998701.54 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-02-22 2019-02-22 N N N 0.0243 5989529.31 5989529.31 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-03-20 2019-03-20 N N N 0.0237 1000013.73 1000013.73 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2019-05-24 2019-05-24 N N N 0.0244 5998665.42 5998665.42 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AECS7 2549001DPIFGXC1TOL40 US3130AECS70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-02-25 2019-02-25 N N N 0.0239 5999777.64 5999777.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AECW8 2549001DPIFGXC1TOL40 US3130AECW82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-02-25 2019-02-25 N N N 0.0239 1999925.88 1999925.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-04-26 2019-04-26 N N N 0.0243 5998976.16 5998976.16 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-04-26 2019-04-26 N N N 0.0243 15997269.76 15997269.76 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-02-26 2019-02-26 N N N 0.0239 2999883.69 2999883.69 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384DJ5 2549001DPIFGXC1TOL40 US313384DJ58 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0239 52718517.00 52718517.00 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384DN6 2549001DPIFGXC1TOL40 US313384DN60 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-03-26 2019-03-26 N N N 0.0239 18893999.00 18893999.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384DP1 2549001DPIFGXC1TOL40 US313384DP19 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0239 25853178.00 25853178.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384DR7 2549001DPIFGXC1TOL40 US313384DR74 U.S. Government Agency Debt Y N/A N/A 2019-03-29 2019-03-29 2019-03-29 N N N 0.0239 25849694.00 25849694.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ACX25 2549001DPIFGXC1TOL40 US3130ACX252 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0234 1000010.38 1000010.38 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-09-16 2019-09-16 N N N 0.0242 11997877.44 11997877.44 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2019-12-17 2019-12-17 N N N 0.0243 5998488.06 5998488.06 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2019-12-17 2019-12-17 N N N 0.0243 999748.01 999748.01 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2020-01-17 2020-01-17 N N N 0.0243 5998147.32 5998147.32 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2020-01-17 2020-01-17 N N N 0.0243 11996294.64 11996294.64 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-18 2019-12-18 2019-12-18 N N N 0.0243 1999491.88 1999491.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-19 2019-07-19 2019-07-19 N N N 0.0243 5999018.70 5999018.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ACB45 2549001DPIFGXC1TOL40 US3130ACB456 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-19 2019-02-19 2019-02-19 N N N 0.0240 1999944.64 1999944.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-20 2019-05-20 2019-05-20 N N N 0.0242 17997931.08 17997931.08 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2019-05-24 2019-05-24 N N N 0.0244 2999450.37 2999450.37 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ACZW7 2549001DPIFGXC1TOL40 US3130ACZW79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2019-01-24 2019-01-24 N N N 0.0241 999974.00 999974.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AE5S5 2549001DPIFGXC1TOL40 US3130AE5S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0238 8999930.70 8999930.70 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AE5Y2 2549001DPIFGXC1TOL40 US3130AE5Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0238 2999976.90 2999976.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AE5U0 2549001DPIFGXC1TOL40 US3130AE5U09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0238 2999976.90 2999976.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-07-26 2019-07-26 N N N 0.0248 6997045.51 6997045.51 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-05-24 2019-05-24 N N N 0.0244 13997437.02 13997437.02 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-07-26 2019-07-26 N N N 0.0248 5997467.58 5997467.58 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-07-26 2019-07-26 N N N 0.0248 2998733.79 2998733.79 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEDJ6 2549001DPIFGXC1TOL40 US3130AEDJ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0240 2999939.76 2999939.76 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.50% 3130AAXX1 2549001DPIFGXC1TOL40 US3130AAXX15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0245 11018856.49 11018856.49 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.41% 3130AEXU9 2549001DPIFGXC1TOL40 US3130AEXU97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0242 15997136.00 15997136.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2020-01-17 2020-01-17 N N N 0.0243 1999485.16 1999485.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-19 2019-11-19 2019-11-19 N N N 0.0244 14996062.80 14996062.80 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AE7K0 2549001DPIFGXC1TOL40 US3130AE7K09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0240 3999962.84 3999962.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AE7H7 2549001DPIFGXC1TOL40 US3130AE7H79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0240 5999944.26 5999944.26 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AE7J3 2549001DPIFGXC1TOL40 US3130AE7J36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0240 8999916.39 8999916.39 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AE5W6 2549001DPIFGXC1TOL40 US3130AE5W64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0240 2999972.13 2999972.13 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADZH8 2549001DPIFGXC1TOL40 US3130ADZH85 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0240 8999881.47 8999881.47 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-04-25 2019-04-25 N N N 0.0243 1999821.80 1999821.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-04-25 2019-04-25 N N N 0.0243 999910.90 999910.90 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-23 2019-07-23 2019-07-23 N N N 0.0246 5999000.28 5999000.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-27 2019-08-27 2019-08-27 N N N 0.0247 999674.72 999674.72 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACD27 2549001DPIFGXC1TOL40 US3130ACD270 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-02-28 2019-02-28 N N N 0.0240 2000040.12 2000040.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACD35 2549001DPIFGXC1TOL40 US3130ACD353 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-02-28 2019-02-28 N N N 0.0244 999945.63 999945.63 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384DW6 2549001DPIFGXC1TOL40 US313384DW69 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0243 38759448.00 38759448.00 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384DX4 2549001DPIFGXC1TOL40 US313384DX43 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0243 2981292.00 2981292.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384EC9 2549001DPIFGXC1TOL40 US313384EC96 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0243 7947408.00 7947408.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0243 4966790.00 4966790.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384EE5 2549001DPIFGXC1TOL40 US313384EE52 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0243 4966450.00 4966450.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-10-22 2019-10-22 N N N 0.0247 61983966.80 61983966.80 0.0116 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-07-25 2019-07-25 N N N 0.0247 16997140.60 16997140.60 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-04-26 2019-04-26 N N N 0.0246 23997698.64 23997698.64 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-04-26 2019-04-26 N N N 0.0246 4999520.55 4999520.55 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2020-01-28 2020-01-28 N N N 0.0248 1999233.28 1999233.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0244 3850721.69 3850721.69 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384EK1 2549001DPIFGXC1TOL40 US313384EK13 U.S. Government Agency Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0244 7943608.00 7943608.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384EL9 2549001DPIFGXC1TOL40 US313384EL95 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0244 9928830.00 9928830.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384EM7 2549001DPIFGXC1TOL40 US313384EM78 U.S. Government Agency Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0244 5956896.00 5956896.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384ER6 2549001DPIFGXC1TOL40 US313384ER65 U.S. Government Agency Debt Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0244 27791232.00 27791232.00 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384ES4 2549001DPIFGXC1TOL40 US313384ES49 U.S. Government Agency Debt Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0244 11909724.00 11909724.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-27 2019-09-27 2019-09-27 N N N 0.0247 5998860.30 5998860.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-08-28 2019-08-28 N N N 0.0247 2999414.25 2999414.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-08-28 2019-08-28 N N N 0.0247 5998828.50 5998828.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-08-28 2019-08-28 N N N 0.0247 2999414.25 2999414.25 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384EY1 2549001DPIFGXC1TOL40 US313384EY17 U.S. Government Agency Debt Y N/A N/A 2019-04-29 2019-04-29 2019-04-29 N N N 0.0245 11904840.00 11904840.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384FH7 2549001DPIFGXC1TOL40 US313384FH74 U.S. Government Agency Debt Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0245 15862800.00 15862800.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-20 2019-06-20 2019-06-20 N N N 0.0249 44993686.05 44993686.05 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2019-06-24 2019-06-24 N N N 0.0249 2999571.63 2999571.63 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-06-28 2019-06-28 N N N 0.0249 24996345.50 24996345.50 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AANP9 2549001DPIFGXC1TOL40 US3130AANP90 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0238 7000256.20 7000256.20 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2020-01-24 2020-01-24 N N N 0.0250 1999371.44 1999371.44 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2020-01-24 2020-01-24 N N N 0.0250 42986485.96 42986485.96 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2020-01-24 2020-01-24 N N N 0.0250 3998742.88 3998742.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFHD2 2549001DPIFGXC1TOL40 US3130AFHD22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-06-06 2019-06-06 N N N 0.0249 5999687.34 5999687.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFJ57 2549001DPIFGXC1TOL40 US3130AFJ577 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-05-28 2019-05-28 N N N 0.0252 3999492.24 3999492.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFD46 2549001DPIFGXC1TOL40 US3130AFD463 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0257 9996320.00 9996320.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-06-21 2019-06-21 N N N 0.0253 28995818.20 28995818.20 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFDK0 2549001DPIFGXC1TOL40 US3130AFDK01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0260 2998614.00 2998614.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-09-10 2019-09-10 N N N 0.0255 12997225.41 12997225.41 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-11-15 2019-11-15 N N N 0.0253 12999318.54 12999318.54 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AEWY2 2549001DPIFGXC1TOL40 US3130AEWY29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0261 10993389.00 10993389.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.57% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2020-06-10 2020-06-10 N N N 0.0260 9995650.10 9995650.10 0.0019 N N N N Freddie Mac Freddie Mac, 2.29% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-08 2019-08-08 2019-08-08 N N N 0.0236 1999124.46 1999124.46 0.0004 N N N N Freddie Mac Freddie Mac, 2.38% 313396DG5 S6XOOCT0IEG5ABCC6L87 US313396DG57 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0238 5968944.00 5968944.00 0.0011 N N N N Freddie Mac Freddie Mac, 2.45% 3137EACA5 S6XOOCT0IEG5ABCC6L87 US3137EACA57 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0245 1002971.00 1002971.00 0.0002 N N N N Freddie Mac Freddie Mac, 2.49% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-06-19 2019-06-19 N N N 0.0252 5999137.38 5999137.38 0.0011 N N N N Freddie Mac Freddie Mac, 2.53% 3134GSXX8 S6XOOCT0IEG5ABCC6L87 US3134GSXX80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0247 1000033.00 1000033.00 0.0002 N N N N Freddie Mac Freddie Mac, 2.53% 3134GSYA7 S6XOOCT0IEG5ABCC6L87 US3134GSYA78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0240 10001840.00 10001840.00 0.0019 N N N N Barclays Bank PLC Barclays Bank PLC, 2.95% G5GSEF7VJP5I7OUK5573 DJI786000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-05-15 2040-11-15 1.625 - 4.25 3273100.00 3060515.71 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 3000000.00 3000000.00 0.0006 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.95% G5GSEF7VJP5I7OUK5573 DJI747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2046-08-15 0 - 6.375 14858600.00 15366163.27 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 15000000.00 15000000.00 0.0028 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.95% G5GSEF7VJP5I7OUK5573 DJI557000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-15 2048-05-15 0 - 7.5 76650500.00 78593826.28 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 77000000.00 77000000.00 0.0144 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.34% 3Y4U8VZURTYWI1W2K376 DID829000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 5250000.00 5164687.50 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0231 5000000.00 5000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.34% 3Y4U8VZURTYWI1W2K376 DID094000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-20 2019-02-20 2.75 - 2.75 5085000.00 5138256.33 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 5000000.00 5000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.34% 3Y4U8VZURTYWI1W2K376 DID095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-01-31 2.375 - 2.375 5160000.00 5176282.48 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 5000000.00 5000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.36% 3Y4U8VZURTYWI1W2K376 DIE045000 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 2.125 - 2.125 6200000.00 6198870.37 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.36% 3Y4U8VZURTYWI1W2K376 DHJ806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-20 2019-02-20 2.75 - 2.75 11175000.00 11292038.26 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 11000000.00 11000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.37% 3Y4U8VZURTYWI1W2K376 DIA349000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2023-08-31 2.75 - 2.75 11135000.00 11333947.35 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 11000000.00 11000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 DJA753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2040-08-15 2040-08-15 3.875 - 3.875 2710000.00 3141482.81 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 3000000.00 3000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 DID743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 3160000.00 3112518.17 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 3000000.00 3000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 DJF841000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2021-02-28 2 - 2 11325000.00 11272159.04 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-09 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 11000000.00 11000000.00 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 DJF233000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2021-10-15 2.875 - 2.875 6085000.00 6178103.73 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 DIE047000 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 2.125 - 2.125 6200000.00 6198870.37 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 DJI606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2044-11-15 2.75 - 3 6200000.00 6187148.12 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 DJI579000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2044-11-15 2.75 - 3 12409000.00 12383689.09 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0022 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 DJI670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-15 2019-08-15 3.625 - 3.625 6025000.00 6144558.59 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.37% R0MUWSFPU8MPRO8K5P83 DIG368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-05-15 1.133 - 6.75 3866400.00 4091841.16 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.38% R0MUWSFPU8MPRO8K5P83 DJB889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 1.75 - 2.875 9430200.00 9196620.40 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 9000000.00 9000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.38% R0MUWSFPU8MPRO8K5P83 DIG776000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2047-11-15 1.875 - 2.875 11794400.00 11325859.13 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 11000000.00 11000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 DIH070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2047-02-15 0 - 8.125 16514000.00 16402470.70 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 16000000.00 16000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 DJD272000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 2.021 - 4.75 17258200.00 16504071.64 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 16000000.00 16000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 DJE183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-08-15 2025-11-30 2.375 - 2.875 11022100.00 11235036.80 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 11000000.00 11000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DJA702000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-04-30 2047-11-15 2 - 4.75 9420100.00 9198397.98 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DIJ804000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2046-11-15 1 - 4.375 7195600.00 7154600.97 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 7000000.00 7000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 DJF216000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2046-08-15 1.5 - 4.375 13302700.00 13295070.43 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 13000000.00 13000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 DJF576000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2046-08-15 1.375 - 3.375 5172500.00 5111793.40 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 5000000.00 5000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 DJE800000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-02-15 2.021 - 3 8346000.00 7219340.65 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 DJF683000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2046-08-15 0 - 4.25 14209300.00 14312641.80 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 14000000.00 14000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 DJG750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2024-04-30 2 - 2.75 6167000.00 6123776.69 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 6000000.00 6000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.31% 2IGI19DL77OX0HC3ZE78 DIB095000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2048-02-15 1.625 - 3.625 6206100.00 6190925.87 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0228 6000000.00 6000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.36% 2IGI19DL77OX0HC3ZE78 DIG033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-02-15 1.375 - 3.625 9995200.00 10271099.86 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 10000000.00 10000000.00 0.0019 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.41% 2IGI19DL77OX0HC3ZE78 DJD730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-02-15 2027-02-15 2.25 - 2.25 4174900.00 4085530.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0007 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.53% 549300IMBXQ8SGH3HJ31 DJH667000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-15 2026-02-15 1.625 - 2.125 11922800.00 11224801.86 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0249 11000004.40 11000004.40 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.65% 549300IMBXQ8SGH3HJ31 DJI611000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2026-05-15 1.625 - 2 10511400.00 10201592.77 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0262 10000000.00 10000000.00 0.0019 N N Y N Credit AG Credit AG, 2.47% 1VUV7VQFKUOQSJ21A208 DJG753000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2021-08-15 2.75 - 2.75 3011600.00 3061949.43 U.S. Treasuries (including strips) Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0246 2999975.40 2999975.40 0.0006 N N N Y Deutsche Bank AG Deutsche Bank AG, 2.90% 7LTWFZYICNSX8D621K86 DJI584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-24 2039-11-15 0 - 4.75 29419900.00 30659141.76 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 30000000.00 30000000.00 0.0056 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.58% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-11-15 2047-11-15 2.75 - 2.75 15148600.00 14425170.66 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0250 14000067.20 14000067.20 0.0026 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.63% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2023-11-15 2.25 - 2.75 27176400.00 27544080.69 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0260 27000000.00 27000000.00 0.0051 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.90% 9J6MBOOO7BECTDTUZW19 0000058056 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 1000900.00 1020240.88 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 1000000.00 1000000.00 0.0002 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.00% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2019-01-08 N/A 5103100.00 5100854.64 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 5000000.00 5000000.00 0.0009 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 3.00% 9J6MBOOO7BECTDTUZW19 0000058056 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 10008400.00 10201797.21 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 10000000.00 10000000.00 0.0019 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.85% 549300H47WTHXPU08X20 DJI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-12-31 2023-12-31 2.25 - 2.625 166658800.00 165240010.10 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0285 162000000.00 162000000.00 0.0303 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.95% 549300H47WTHXPU08X20 DJI548000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2020-03-31 2.25 - 3.375 50641000.00 51000003.52 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 50000000.00 50000000.00 0.0094 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 3.00% 549300H47WTHXPU08X20 DJI555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2024-01-31 2.25 - 2.25 51082800.00 51000089.43 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 50000000.00 50000000.00 0.0094 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.52% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2044-05-15 1.375 - 3.375 15082500.00 15306429.39 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0255 14999928.00 14999928.00 0.0028 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.52% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2044-05-15 2.625 - 3.375 7046500.00 7143005.71 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0255 6999966.40 6999966.40 0.0013 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.95% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 1.25 - 1.25 5250000.00 5123123.23 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 5000000.00 5000000.00 0.0009 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.95% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-11-15 2.375 - 2.75 4038000.00 4085463.98 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 4000000.00 4000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.00% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 1.375 - 1.375 3140000.00 3059289.49 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 3000000.00 3000000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 3.00% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2022-01-31 1.875 - 1.875 17546000.00 17342826.38 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 17000000.00 17000000.00 0.0032 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.95% 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 2023-02-28 0 - 2.625 4025600.00 4080688.05 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 4000000.00 4000000.00 0.0007 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.95% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2020-07-31 0 - 2.625 5039600.00 5100885.56 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 5000000.00 5000000.00 0.0009 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.95% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2023-03-31 0 - 1.5 4236100.00 4080732.86 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 4000000.00 4000000.00 0.0007 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.32% H7FNTJ4851HG0EXQ1Z70 DHA445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 6.75 - 6.75 6306700.00 8238126.88 U.S. Treasuries (including strips) Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0237 7999734.40 7999734.40 0.0015 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.37% H7FNTJ4851HG0EXQ1Z70 DHF818000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 4987000.00 6176867.27 U.S. Treasuries (including strips) Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0235 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.39% H7FNTJ4851HG0EXQ1Z70 DID268000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2020-09-15 1.375 - 1.375 3138300.00 3089760.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0243 2999877.30 2999877.30 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.40% H7FNTJ4851HG0EXQ1Z70 DIG309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2026-02-15 1.375 - 6 6212800.00 6136015.41 U.S. Treasuries (including strips) Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0243 5999798.40 5999798.40 0.0011 N N N Y Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.95% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2043-02-15 0 - 3.125 15024700.00 15302582.58 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 15000000.00 15000000.00 0.0028 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.47% 549300Y1PMK3RWXMWR72 DJE813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-05-15 2024-05-15 2.5 - 2.5 6123900.00 6128044.63 U.S. Treasuries (including strips) Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0250 5999620.80 5999620.80 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.50% 549300Y1PMK3RWXMWR72 DJF573000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2025-08-31 1.25 - 2.875 7062100.00 7147523.54 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-08 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 7 N N/A N/A Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0247 7000000.00 7000000.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.56% 549300Y1PMK3RWXMWR72 DJH319000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2025-07-31 2.125 - 3.5 5018400.00 5102636.99 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0256 5000000.00 5000000.00 0.0009 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.58% 549300Y1PMK3RWXMWR72 DJI011000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2025-06-30 1.25 - 2.875 12295600.00 12244402.37 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0256 11999984.40 11999984.40 0.0022 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.68% 549300Y1PMK3RWXMWR72 DJI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2023-10-31 1.25 - 2.875 12333900.00 12241885.17 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0265 12000000.00 12000000.00 0.0022 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 3.00% 549300Y1PMK3RWXMWR72 DJI576000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2025-08-31 2.25 - 2.75 9112000.00 9181603.80 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0300 9000000.00 9000000.00 0.0017 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 DJD286000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 4013000.00 4087401.74 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 DJD731000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 6019000.00 6130593.34 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 DJE238000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 - 2.875 4022000.00 4087150.32 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 DJF214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2047-02-15 2047-02-15 3 - 3 11295000.00 11337356.25 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 DJD743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-08-15 2027-08-15 2.25 - 2.25 3154000.00 3066772.03 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-25 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 DJG316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2047-02-15 3 - 3 7235000.00 7216581.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0242 7000000.00 7000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 DJF590000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-08-15 2046-08-15 2.25 - 2.25 9600000.00 8247000.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0243 8000000.00 8000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 DJG741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2022-08-15 1.625 - 1.625 11530000.00 11232742.19 U.S. Treasuries (including strips) Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0243 11000000.00 11000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.48% U7M81AY481YLIOR75625 DJF584000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2046-05-15 2.5 - 2.5 4575000.00 4123455.73 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0248 4000000.00 4000000.00 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.49% U7M81AY481YLIOR75625 DJD747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 2.625 - 2.625 13132000.00 13271526.85 U.S. Treasuries (including strips) Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0252 12999591.80 12999591.80 0.0024 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.50% U7M81AY481YLIOR75625 DJH689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 - 2.875 5024000.00 5105381.20 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.52% U7M81AY481YLIOR75625 DJH688000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-07-31 2 - 2 8250000.00 8165201.70 U.S. Treasuries (including strips) Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0255 7999878.40 7999878.40 0.0015 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.59% U7M81AY481YLIOR75625 DJI009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2047-02-15 2047-02-15 3 - 3 4170000.00 4185637.50 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0253 4000005.20 4000005.20 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.90% U7M81AY481YLIOR75625 DJI621000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2048-11-15 2048-11-15 3.375 - 3.375 1928000.00 2060986.06 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 2000000.00 2000000.00 0.0004 N Y Y N Natixis SA Natixis SA, 2.35% KX1WK48MPD4Y2NCUIZ63 DIJ839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1.375 - 7.625 11516100.00 11248364.51 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0232 11000000.00 11000000.00 0.0021 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 DII033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2047-11-15 1.5 - 2.875 6220100.00 6150298.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-28 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0011 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 DJE756000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2047-11-15 1.375 - 5.375 29162700.00 28682921.96 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 28000000.00 28000000.00 0.0052 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 DJG282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2025-07-31 1.5 - 2.875 6307700.00 6125528.69 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 6000000.00 6000000.00 0.0011 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.51% OXTKY6Q8X53C9ILVV871 DJH312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2041-11-15 1.375 - 7.625 3178600.00 3061606.76 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0246 3000002.70 3000002.70 0.0006 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.95% OXTKY6Q8X53C9ILVV871 DJI574000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2047-08-15 0 - 8.125 53231800.00 54087503.67 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 53000000.00 53000000.00 0.0099 N Y Y N Norinchukin Bank Norinchukin Bank, 2.39% 5493007VSMFZCPV1NB83 DHE504000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 4085000.00 4103241.89 U.S. Treasuries (including strips) Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0236 4000000.00 4000000.00 0.0007 N N N Y Norinchukin Bank Norinchukin Bank, 2.40% 5493007VSMFZCPV1NB83 DHF428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 6125000.00 6152351.68 U.S. Treasuries (including strips) Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0238 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.48% 5493007VSMFZCPV1NB83 DID768000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 3060000.00 3073664.67 U.S. Treasuries (including strips) Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0250 2999838.00 2999838.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 DIF408000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 5095000.00 5117752.13 U.S. Treasuries (including strips) Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0251 4999738.00 4999738.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 2.51% 5493007VSMFZCPV1NB83 DIH945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 8145000.00 8181372.15 U.S. Treasuries (including strips) Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0251 7999668.80 7999668.80 0.0015 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJA726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 6105000.00 6132262.37 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0252 6000021.00 6000021.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 DJF193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 3050000.00 3063620.02 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0253 2999928.60 2999928.60 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJF558000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 3050000.00 3063620.02 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0253 3000003.00 3000003.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 DJG714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 6100000.00 6127240.04 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0254 5999959.80 5999959.80 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHE039000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2048-02-15 1.25 - 5.375 5175800.00 5124681.32 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF175000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2042-11-15 1.25 - 3 5200700.00 5123248.55 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2047-11-15 1.25 - 4.5 5117600.00 5123349.00 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 1.625 - 4.5 5253000.00 5123650.22 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHF178000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2047-11-15 1.25 - 4.5 3076400.00 3074042.66 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 3000000.00 3000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.31% 549300QJJX6CVVUXLE15 DHD418000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-11-15 0.75 - 3 8397900.00 8200368.20 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 8000000.00 8000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.32% 549300QJJX6CVVUXLE15 DHF447000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1.25 - 5.375 6189200.00 6148064.70 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.32% 549300QJJX6CVVUXLE15 DHG312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2047-11-15 1.125 - 4.25 3165900.00 3073731.02 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 3000000.00 3000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.33% 549300QJJX6CVVUXLE15 DIC194000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-02-15 1.25 - 4.25 6222100.00 6141538.18 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0231 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.36% 549300QJJX6CVVUXLE15 DIC193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2047-11-15 1.25 - 4.25 6222300.00 6141768.41 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.37% 549300QJJX6CVVUXLE15 DIG278000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-28 2048-02-15 1.25 - 4.25 3168000.00 3068530.22 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 3000000.00 3000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DIC192000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2048-02-15 1.25 - 3 6235900.00 6039578.76 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 5900000.00 5900000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DID108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1.25 - 5.375 5014500.00 5116999.22 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.38% 549300QJJX6CVVUXLE15 DID539000 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 1.375 - 3.625 5177300.00 5116590.22 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2047-11-15 1.25 - 4.5 5121500.00 5116991.28 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2047-11-15 1.25 - 4.5 5121100.00 5116701.55 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2047-11-15 2.625 - 2.875 5069600.00 5116694.67 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DIH067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2048-02-15 1.875 - 4.5 10318800.00 11341263.04 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 11000000.00 11000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2048-02-15 1.25 - 5.375 5187200.00 5117037.95 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 DID540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2048-02-15 1.25 - 4.5 11621800.00 11256583.85 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 11000000.00 11000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 DII379000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2039-08-15 1.25 - 4.5 8184900.00 8178071.61 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 8000000.00 8000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 DIF409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2047-11-15 1.25 - 4.25 5176300.00 5115065.20 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 5000000.00 5000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 DIE292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2048-02-15 1.25 - 4.5 6027900.00 6139734.85 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 DIE293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2048-02-15 1.25 - 5.375 6027700.00 6139734.48 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 DJE799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-11-15 0.75 - 4.5 6046100.00 6147687.16 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DJA320000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2046-11-15 1.25 - 4.5 11439400.00 11242100.03 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 11000000.00 11000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DJA707000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2039-08-15 0.75 - 4.5 11515500.00 11240700.65 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 11000000.00 11000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 DIJ830000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2047-11-15 1.25 - 4.5 7082900.00 7154145.11 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 7000000.00 7000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJC372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2039-08-15 1.125 - 5.375 8284500.00 8174564.20 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 8000000.00 8000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJC371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2044-08-15 0 - 4.25 8190100.00 8174525.24 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 8000000.00 8000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJG239000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2039-05-15 1.75 - 4.25 11049900.00 11230039.67 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 11000000.00 11000000.00 0.0021 N N Y N RBC Financial Group RBC Financial Group, 2.31% ES7IP3U3RHIGC71XBU11 DIB909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2045-08-15 2 - 8.5 11056700.00 11350071.61 U.S. Treasuries (including strips) Y N/A N/A 2019-01-07 2019-01-07 2019-01-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0228 11000000.00 11000000.00 0.0021 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.54% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2021-06-15 2.625 - 2.625 17270800.00 17347393.34 U.S. Treasuries (including strips) Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0249 17000022.10 17000022.10 0.0032 N N Y N Societe Generale Societe Generale, 2.33% O2RNE8IBXP4R0TD8PU41 DHJ686000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2020-11-15 0 - 2.625 6129500.00 6144209.59 U.S. Treasuries (including strips) Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0230 6000000.00 6000000.00 0.0011 N N N Y Societe Generale Societe Generale, 2.40% O2RNE8IBXP4R0TD8PU41 DJA115000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2044-08-15 0 - 4.5 15977200.00 16509966.16 U.S. Treasuries (including strips) Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0237 16000000.00 16000000.00 0.0030 N N N Y Societe Generale Societe Generale, 2.41% O2RNE8IBXP4R0TD8PU41 DJA681000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2046-08-15 0 - 6.875 7815400.00 8238977.42 U.S. Treasuries (including strips) Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0238 8000000.00 8000000.00 0.0015 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 2.95% SUVUFHICNZMP2WKHG940 DJI587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2021-09-30 1.125 - 1.375 18841500.00 18363036.31 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 18000000.00 18000000.00 0.0034 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.98%, dated 12/31/2018 due 01/02/2019 B4TYDEB6GKMZO031MB27 DJI793000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 159254908.49 50958926.60 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 49805668.31 49805668.31 0.0093 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.98%, dated 12/31/2018 due 01/02/2019 L3I9ZG2KFGXZ61BMYR72 DJI793000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2047-11-15 1.25 - 8 4152003.05 4497389.09 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 4375700.64 4375700.64 0.0008 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.40% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2048-11-01 2.727 - 4 1803550.00 1731562.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2053-11-15 2053-11-15 3.9 - 3.9 3972329.00 4071742.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-12-01 2049-01-01 3.5 - 5 1025284.00 328935.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-25 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0011 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.44% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.125 - 2.125 630100.00 619524.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4.5 3955461.00 4092466.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-15 2068-08-20 4.862 - 5 1282126.00 1402360.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-12-01 2048-12-01 3.5 - 5 10880.00 11041.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0011 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.45% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2025-10-01 3.46 - 3.46 1000.00 1028.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.58 - 3.58 1000.00 1024.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2035-07-01 4.041 - 4.041 6448641.00 216787.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-08-15 2048-09-20 5 - 6.05 469282.00 459674.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-12-01 3.5 - 5 5496744.00 5448149.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-15 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0011 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.45% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2032-09-01 2.5 - 2.5 2139310.00 2040694.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-28 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 2000000.00 2000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 DJE909000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2047-12-01 3 - 4 701993.00 656750.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-08-20 3 - 3 8235503.00 5466894.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-17 2048-06-01 1.58 - 4 3073.00 3019.47 Agency Debentures and Agency Strips Y N/A N/A 2019-01-07 2019-01-07 2019-01-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0011 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.98%, dated 12/31/2018 due 01/02/2019 R0MUWSFPU8MPRO8K5P83 DJI793000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2048-05-15 0 - 8.125 17120765.62 17279593.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-12-01 2048-12-01 2.5 - 8 16912052.36 11355351.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-03-15 2048-11-20 2 - 8 19924797.58 6525513.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.563 - 3.563 44376.80 42054.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-06-01 2049-01-01 2 - 8 36523985.99 15358492.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 49538487.38 49538487.38 0.0093 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 DIG778000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2048-11-01 2.606 - 4.5 72641100.00 2936487.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2048-04-20 3 - 3.5 117207.00 103823.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-04-01 2048-10-01 3.282 - 4 1267587.00 1049984.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 DJF578000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2032-07-15 N/A 791000.00 639052.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2029-10-24 4 - 4 50000.00 53996.17 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.563 - 3.563 1000.00 947.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 2.435 - 6.625 324482.00 327049.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 1000000.00 1000000.00 0.0002 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 DJF684000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-09-15 2048-09-15 2.606 - 2.606 1001.00 945.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2048-05-20 3 - 4 448060.00 432282.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.563 - 3.563 1000.00 947.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-10-01 3.5 - 4 7871869.00 7733671.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 8000000.00 8000000.00 0.0015 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.98%, dated 12/31/2018 due 01/02/2019 VJW2DOOHGDT6PR0ZRO63 DJI793000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 157.17 109.45 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-01-10 2048-11-15 0 - 7.5 5329385.68 5339247.99 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-01-07 2037-06-22 1.12 - 5.375 2078526.17 2082082.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-01-09 2031-07-11 0 - 5.375 2100199.26 2132240.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-26 2048-11-01 1.25 - 9.5 4269694.57 3321232.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2048-12-20 2.5 - 7.5 844998.95 593294.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-25 2048-11-01 0.875 - 9.5 3342078.74 2567627.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 15716525.18 15716525.18 0.0029 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.37% 2IGI19DL77OX0HC3ZE78 DIF460000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2048-02-15 0.125 - 3 6000000.00 6105801.09 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-04-01 4 - 4 35802.00 35068.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 6000000.00 6000000.00 0.0011 N N Y N Citibank NA Citibank NA, 2.57% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-06-30 2047-05-15 1.625 - 3.75 3097100.00 3089518.27 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0257 3000000.00 3000000.00 0.0006 N Y Y N Citibank NA Citibank NA, 2.58% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2028-05-15 1.125 - 3 14845600.00 16355504.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.82 - 3.82 1000.00 1033.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 72000.00 72348.29 Agency Debentures and Agency Strips Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0258 16000000.00 16000000.00 0.0030 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 MBNUM2BPBDO7JBLYG310 DJI793000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2025-07-15 0 - 0.375 11184200.64 11135856.11 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-01-15 2068-10-20 2.5 - 10 12867388.03 8906037.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0298 19645656.48 19645656.48 0.0037 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.98%, dated 12/31/2018 due 01/02/2019 1VUV7VQFKUOQSJ21A208 DJI793000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-08 2048-08-15 0 - 8.75 30411903.50 30443341.99 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 29814248.28 29814248.28 0.0056 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.95% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2056-01-15 2056-01-15 3 - 3 3174247.00 3090506.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 3000000.00 3000000.00 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 CYYGQCGNHMHPSMRL3R97 DJI793000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2036-02-15 1.625 - 8.125 19399820.17 20041909.40 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 19645656.48 19645656.48 0.0037 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.53% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-11-15 2025-11-15 N/A 11242.53 9373.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-01-01 2042-01-01 2.904 - 2.904 3107025.00 791145.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2047-04-20 4.5 - 4.5 34840181.00 21649034.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0255 21999912.00 21999912.00 0.0041 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.32% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 1976137.00 2047509.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4 - 4 3360.00 3402.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0234 1999977.80 1999977.80 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.33% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 3000.00 3014.51 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 1975920.00 2047284.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0235 1999965.40 1999965.40 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.34% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 10000.00 10048.37 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 5918854.00 6132626.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0231 6000000.00 6000000.00 0.0011 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.36% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 3949539.00 4092185.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4 - 4 6720.00 6805.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0234 4000000.00 4000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.41% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 2959085.00 3065958.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4 - 4 5040.00 5103.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0243 2999871.60 2999871.60 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.45% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 2958056.00 3064892.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4 - 4 5040.00 5103.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0245 2999928.30 2999928.30 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 5000.00 5024.19 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 2951141.00 3057727.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0248 2999938.20 2999938.20 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 3934483.00 4076585.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2024-03-01 3.54 - 3.54 7000.00 6801.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0248 3999918.40 3999918.40 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 8853217.00 9172970.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2024-03-01 3.54 - 3.54 15800.00 15351.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0252 8999447.40 8999447.40 0.0017 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 7000.00 7033.86 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 3935383.00 4077517.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0252 3999746.80 3999746.80 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 5902621.00 6115806.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4 - 4 10064.00 10191.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0252 5999743.80 5999743.80 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.58% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 3932638.00 4074673.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4 - 4 6704.00 6788.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0255 4000000.00 4000000.00 0.0007 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.98%, dated 12/31/2018 due 01/02/2019 KBVRJ5K57JZ3E2AVWX40 DJI793000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2048-11-15 0 - 4.375 967633.33 957663.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-03-27 2048-11-01 2.375 - 5 3250348.45 1639038.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.57 - 3.57 115912.82 117716.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-01 2048-12-01 2.5 - 5.5 8398538.07 4280610.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 6852404.98 6852404.98 0.0013 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 ZBUT11V806EZRVTWT807 DJI793000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-31 2044-08-15 0.875 - 8.125 85021527.29 84758606.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-02-25 2056-08-25 2 - 10.347 44719758.12 34720216.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-08-20 2061-04-16 2.29 - 5.75 6613174.48 4504844.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-01 2056-08-01 0 - 8 71496286.10 51417885.20 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 171718754.17 171718754.17 0.0321 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.37% 8NAV47T0Y26Q87Y0QP81 DJA730000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-20 2048-08-20 4 - 4 18884002.00 19416999.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0234 19000000.00 19000000.00 0.0036 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.53% 8NAV47T0Y26Q87Y0QP81 DJH661000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 4 - 4 5043596.00 5102151.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0247 5000012.50 5000012.50 0.0009 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 8NAV47T0Y26Q87Y0QP81 DJI793000_00431 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2025-11-15 1.875 - 2.875 8255347.81 8218678.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2048-12-01 2.667 - 5 6741400.06 5059789.37 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2049-01-01 2049-01-01 0 - 0 1037811.65 1037811.65 Other Instrument CASH FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.81 - 3.81 59861.21 60497.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2049-01-01 2.447 - 5 12078031.83 8466268.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 22411764.91 22411764.91 0.0042 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 DJD246000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-10-01 2.804 - 3.25 8906418.00 8172218.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0244 7999911.20 7999911.20 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.48% K5HU16E3LMSVCCJJJ255 DJF102000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-10-01 2.804 - 3.25 7790045.00 7147870.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0244 7000018.90 7000018.90 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.49% K5HU16E3LMSVCCJJJ255 DJF843000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2048-10-01 2.657 - 3.25 57618.00 23573.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-12-01 2048-11-01 3.239 - 4.5 3399312.00 3039390.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0247 2999978.40 2999978.40 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 DJF844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2040-12-01 2048-10-01 2.657 - 4.5 5055826.00 2259150.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3 - 3 5306982.00 4719516.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-09-01 2048-12-01 2.5 - 4.5 4670323.00 4252242.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-20 2019-02-20 2019-02-20 N N N 0.0248 10999995.60 10999995.60 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 DJH111000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2048-10-01 2.657 - 3.25 355393.00 304233.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-12-01 2048-12-01 3 - 4.5 9994573.00 8881504.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0249 8999884.80 8999884.80 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 DJH109000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.25 - 3.25 3068325.00 3061912.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0251 2999868.60 2999868.60 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 DJH303000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2048-10-01 2.657 - 4 1023164.00 1000676.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-08-01 2045-06-01 3.09 - 4 6344689.00 6142794.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-27 2019-02-27 2019-02-27 N N N 0.0251 6999638.10 6999638.10 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 DJH306000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2048-10-01 2.657 - 4 7412904.00 5470184.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-09-01 2048-07-01 2.5 - 4 3863039.00 3714279.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0252 8999461.80 8999461.80 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 DJI583000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2048-10-01 2.657 - 4 382825.00 314088.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-09-01 2048-12-01 2.5 - 4.5 41894902.00 6826902.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0247 7000000.00 7000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 3.50% K5HU16E3LMSVCCJJJ255 DJI680000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 2.62 - 2.62 3328584.00 3060595.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0350 3000000.00 3000000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 7TK5RJIZDFROZCA6XF66 DJI793000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2019-03-25 2052-11-25 2.5 - 11.147 15467675.96 5936155.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2060-08-16 2.5 - 8.5 12190458.62 6438928.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-01-25 2048-12-01 2 - 8.5 35967365.87 6906609.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 18828397.17 18828397.17 0.0035 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 3.02% 549300Y1PMK3RWXMWR72 DJI577000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2025-07-31 0.625 - 2.875 1341400.00 1322292.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2048-12-01 4.5 - 4.5 1665374.00 1738296.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0302 3000000.00 3000000.00 0.0006 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.52% OXTKY6Q8X53C9ILVV871 DJH314000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2041-11-15 1.181 - 3.125 14093000.00 14019192.26 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 9065.00 9379.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-10-20 4.5 - 4.5 2078172.00 2168373.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2031-01-01 2045-08-01 2.704 - 6.5 4149802.00 131073.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0246 16000022.40 16000022.40 0.0030 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 3.00% OXTKY6Q8X53C9ILVV871 DJI575000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2041-11-15 2.125 - 3.125 6148400.00 6046260.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2047-11-01 3.5 - 5.5 9143744.00 8208240.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-04-20 2068-11-20 4 - 4.441 3167551.00 3077679.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2028-05-01 3.61 - 3.61 10816.00 10938.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 17000000.00 17000000.00 0.0032 N Y Y N RBC Capital Markets Corp. RBC Capital Markets Corp., 2.46% 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 2023-11-01 3.5 - 3.5 27581225.00 28324943.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 2023-09-01 2.627 - 2.627 16628.00 16650.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-06-15 2046-06-15 2.649 - 3.5 101479.00 100855.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2042-12-20 2 - 2.6 3174950.00 220600.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2021-08-01 2042-08-25 2.51 - 3 3576016.00 3008222.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-03-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 31000000.00 31000000.00 0.0058 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.98%, dated 12/31/2018 due 01/02/2019 549300QJJX6CVVUXLE15 DJI793000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-24 2031-02-15 0 - 5.375 1839052.63 1811783.03 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 1775967.35 1775967.35 0.0003 N Y Y N RBC Financial Group RBC Financial Group, 2.31% ES7IP3U3RHIGC71XBU11 DHD028000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2048-07-01 3.5 - 4.5 5305634.00 4974876.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2047-12-20 3.5 - 4 3000.00 2933.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2048-08-01 2.587 - 5 5366260.00 3223288.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0229 8000000.00 8000000.00 0.0015 N N Y N RBC Financial Group RBC Financial Group, 2.35% ES7IP3U3RHIGC71XBU11 DHG800000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2048-06-01 3 - 4.5 6445517.00 4722447.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2047-09-20 4 - 4 6982.00 5964.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2051-06-01 3 - 5 1421891.00 1316387.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0233 5900000.00 5900000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.36% ES7IP3U3RHIGC71XBU11 DHH387000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-01-01 2048-06-01 3 - 5 1606475.00 1258158.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2047-12-20 3.5 - 4 652947.00 590437.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2051-06-01 3 - 5 11914586.00 10442757.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0234 12000000.00 12000000.00 0.0022 N N Y N RBC Financial Group RBC Financial Group, 2.36% ES7IP3U3RHIGC71XBU11 DHH386000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.55 - 3.55 1000.00 1011.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2047-11-01 3 - 4.5 674300.00 465540.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-10-25 2048-05-01 3 - 4.5 25531353.00 11930064.42 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-01-07 2019-01-07 2019-01-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0234 12000000.00 12000000.00 0.0022 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 DJG299000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2048-07-01 3.5 - 5 15966870.00 14510443.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2047-09-20 3.5 - 4 2814095.00 2666400.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-07-01 2051-06-01 3 - 4.5 26703219.00 19576393.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 36000000.00 36000000.00 0.0067 N N Y N Societe Generale (Paris) In a joint trading account with Societe Generale (Paris) at 2.98%, dated 12/31/2018 due 01/02/2019 O2RNE8IBXP4R0TD8PU41 DJI793000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-15 2047-11-15 0 - 8.75 6469688.10 6539854.15 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-05-01 2048-05-01 3.5 - 3.5 1535644.54 1482243.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 7858262.59 7858262.59 0.0015 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.98%, dated 12/31/2018 due 01/02/2019 5U0XI89JRFVHWIBS4F54 DJI793000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-01-15 2047-05-15 0.75 - 3.625 58311853.12 57845469.38 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-03-20 2048-02-20 3 - 4 40543008.06 29338088.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-12-01 4 - 4 12191972.70 12412577.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 97395306.57 97395306.57 0.0182 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.98%, dated 12/31/2018 due 01/02/2019 VYVVCKR63DVZZN70PB21 DJI793000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 15.35 14.54 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-01-03 2048-11-15 0 - 8.875 26776037.51 27893889.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-09-01 2050-02-25 3 - 7.347 8927879.34 8578164.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-11-20 2048-12-20 2 - 8.5 61213624.36 56159849.73 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-12-12 2022-01-28 1.46 - 1.92 16199.14 16070.51 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-01 2049-01-01 0 - 7 44288569.15 26509102.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0298 116695199.50 116695199.50 0.0218 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796UG2 254900HROIFWPRGM1V77 US912796UG28 U.S. Treasury Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0000 41000000.00 41000000.00 0.0077 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.78% 912796PK9 254900HROIFWPRGM1V77 US912796PK94 U.S. Treasury Debt Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0078 1999873.26 1999873.26 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.75% 912796UH0 254900HROIFWPRGM1V77 US912796UH01 U.S. Treasury Debt Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0175 199924014.00 199924014.00 0.0374 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.23% 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0223 19962524.00 19962524.00 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.33% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0233 997597.74 997597.74 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0235 41782885.62 41782885.62 0.0078 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0236 36260327.74 36260327.74 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0237 8969959.98 8969959.98 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0237 58048704.85 58048704.85 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796UP2 254900HROIFWPRGM1V77 US912796UP27 U.S. Treasury Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0238 7974246.80 7974246.80 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0239 29856327.00 29856327.00 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796PX1 254900HROIFWPRGM1V77 US912796PX16 U.S. Treasury Debt Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0239 30823036.19 30823036.19 0.0058 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796UN7 254900HROIFWPRGM1V77 US912796UN78 U.S. Treasury Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0240 5983213.44 5983213.44 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796UQ0 254900HROIFWPRGM1V77 US912796UQ00 U.S. Treasury Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0244 51804249.64 51804249.64 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0244 33755306.08 33755306.08 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.45% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0245 8939311.29 8939311.29 0.0017 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.47% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0247 78500264.96 78500264.96 0.0147 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.24% to 2.27% 912828B33 254900HROIFWPRGM1V77 US912828B337 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0228 3997342.16 3997342.16 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.25% to 2.37% 912828W30 254900HROIFWPRGM1V77 US912828W309 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0236 7983883.60 7983883.60 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.35% 912828V56 254900HROIFWPRGM1V77 US912828V566 U.S. Treasury Debt Y N/A N/A 2019-01-31 2019-01-31 2019-01-31 N N N 0.0225 5994260.76 5994260.76 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.36% 912828C24 254900HROIFWPRGM1V77 US912828C244 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0237 21968514.92 21968514.92 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% to 2.36% 912828SH4 254900HROIFWPRGM1V77 US912828SH49 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0237 13577891.70 13577891.70 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.38% 912828KD1 254900HROIFWPRGM1V77 US912828KD17 U.S. Treasury Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0239 3001270.50 3001270.50 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-01-02 2020-01-31 2020-01-31 N N N 0.0247 8996033.79 8996033.79 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.43% to 2.44% 912828C65 254900HROIFWPRGM1V77 US912828C657 U.S. Treasury Debt Y N/A N/A 2019-03-31 2019-03-31 2019-03-31 N N N 0.0241 7984325.60 7984325.60 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-01-02 2020-04-30 2020-04-30 N N N 0.0249 3998554.84 3998554.84 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.48% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-01-02 2019-10-31 2019-10-31 N N N 0.0244 13004179.76 13004179.76 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.50% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-01-02 2019-04-30 2019-04-30 N N N 0.0234 41020107.22 41020107.22 0.0077 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.50% 912828D23 254900HROIFWPRGM1V77 US912828D234 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0247 2991562.50 2991562.50 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.53% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0251 3006679.68 3006679.68 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.39% to 2.40% 912828JX9 254900HROIFWPRGM1V77 US912828JX99 U.S. Treasury Debt Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0180 21171925.33 21171925.33 0.0040 N Y Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2019-01-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer