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Fannie Mae, 2.51% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-07-30 2019-07-30 N N N 0.0241 8003931.12 8003931.12 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.22% 3133EHDJ9 US3133EHDJ96 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0242 999704.96 999704.96 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-05-06 2019-05-06 N N N 0.0241 2999960.64 2999960.64 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-12-20 2019-12-20 N N N 0.0250 999307.78 999307.78 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.44% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-09-19 2019-09-19 N N N 0.0247 1999622.80 1999622.80 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.45% 3133EJT41 US3133EJT418 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-08-14 2019-08-14 N N N 0.0248 15997437.12 15997437.12 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 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 0.0196 11996808.00 11996808.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0204 1999336.00 1999336.00 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 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 0.0209 19992040.00 19992040.00 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 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 0.0214 6996745.00 6996745.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 8994024.00 8994024.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 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 0.0224 18986130.00 18986130.00 0.0037 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 0.0226 1000000.00 1000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 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 0.0227 3996548.00 3996548.00 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 18982349.00 18982349.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 2996415.00 2996415.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 15830013.15 15830013.15 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 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 0.0233 4990665.00 4990665.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 27940276.00 27940276.00 0.0054 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEDF4 2549001DPIFGXC1TOL40 US3130AEDF41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0238 999971.21 999971.21 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 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 0.0235 38935260.00 38935260.00 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 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 0.0235 5986800.00 5986800.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 5989644.00 5989644.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 24936675.00 24936675.00 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 2991999.00 2991999.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 13961738.00 13961738.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 32907600.00 32907600.00 0.0063 N N Y 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 2019-02-28 2019-02-28 2019-02-28 N N N 0.0241 9999517.50 9999517.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 22929459.00 22929459.00 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 35887212.00 35887212.00 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 14952000.00 14952000.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 57810514.00 57810514.00 0.0111 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-03-04 2019-03-04 N N N 0.0241 7999608.96 7999608.96 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0239 2999982.84 2999982.84 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-03-12 2019-03-12 N N N 0.0243 10999186.88 10999186.88 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADNJ7 2549001DPIFGXC1TOL40 US3130ADNJ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0240 5999917.68 5999917.68 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADNC2 2549001DPIFGXC1TOL40 US3130ADNC27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0240 5999899.20 5999899.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADNF5 2549001DPIFGXC1TOL40 US3130ADNF57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0240 5999899.20 5999899.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-03-15 2019-03-15 N N N 0.0242 2999764.44 2999764.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEHT0 2549001DPIFGXC1TOL40 US3130AEHT09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0241 4999804.70 4999804.70 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AED64 2549001DPIFGXC1TOL40 US3130AED649 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0240 1999933.68 1999933.68 0.0004 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 2019-02-25 2019-03-25 2019-03-25 N N N 0.0244 11998644.84 11998644.84 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AECY4 2549001DPIFGXC1TOL40 US3130AECY49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0240 2999900.52 2999900.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AED49 2549001DPIFGXC1TOL40 US3130AED490 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0240 2999900.52 2999900.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADB27 2549001DPIFGXC1TOL40 US3130ADB272 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0240 2999908.44 2999908.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 18932873.00 18932873.00 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 30888400.00 30888400.00 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 25902942.00 25902942.00 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 15999307.04 15999307.04 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEAK6 2549001DPIFGXC1TOL40 US3130AEAK62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0238 11999969.88 11999969.88 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDT4 2549001DPIFGXC1TOL40 US3130AEDT45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-03-04 2019-03-04 N N N 0.0241 5999734.14 5999734.14 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-06-14 2019-06-14 N N N 0.0249 2998868.73 2998868.73 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-03-15 2019-03-15 N N N 0.0243 7999438.32 7999438.32 0.0015 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 2019-02-22 2019-02-22 2019-02-22 N N N 0.0240 8989850.05 8989850.05 0.0017 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 2019-02-25 2019-02-25 2019-02-25 N N N 0.0241 5999825.52 5999825.52 0.0012 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 2019-02-25 2019-02-25 2019-02-25 N N N 0.0241 1999941.84 1999941.84 0.0004 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 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 15996757.44 15996757.44 0.0031 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 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 5998784.04 5998784.04 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 3999857.80 3999857.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 5999763.42 5999763.42 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 4999822.25 4999822.25 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-04-01 2019-04-01 N N N 0.0245 13998407.92 13998407.92 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 5999763.42 5999763.42 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-04-02 2019-04-02 N N N 0.0245 5999260.62 5999260.62 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-08-02 2019-08-02 N N N 0.0251 8994990.78 8994990.78 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-08-02 2019-08-02 N N N 0.0251 5996660.52 5996660.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEB41 2549001DPIFGXC1TOL40 US3130AEB411 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0240 5999942.34 5999942.34 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-07-19 2019-07-19 N N N 0.0249 999582.48 999582.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-21 2019-08-21 2019-08-21 N N N 0.0249 11994179.76 11994179.76 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0249 5998216.74 5998216.74 0.0012 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 2019-02-26 2019-07-26 2019-07-26 N N N 0.0249 6996953.95 6996953.95 0.0013 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 2019-02-26 2019-07-26 2019-07-26 N N N 0.0249 5997389.10 5997389.10 0.0012 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 2019-02-26 2019-07-26 2019-07-26 N N N 0.0249 2998694.55 2998694.55 0.0006 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 2019-02-26 2019-05-24 2019-05-24 N N N 0.0247 13996282.58 13996282.58 0.0027 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 0.0232 11030575.23 11030575.23 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DU0 2549001DPIFGXC1TOL40 US313384DU04 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0240 9960670.00 9960670.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DV8 2549001DPIFGXC1TOL40 US313384DV86 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0240 6972000.00 6972000.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 38841387.00 38841387.00 0.0075 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 2987601.00 2987601.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384DY2 2549001DPIFGXC1TOL40 US313384DY26 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0240 42819400.00 42819400.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EB1 2549001DPIFGXC1TOL40 US313384EB14 U.S. Government Agency Debt Y N/A N/A 2019-04-08 2019-04-08 2019-04-08 N N N 0.0240 17074540.00 17074540.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 12941929.00 12941929.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 48777883.00 48777883.00 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 4977000.00 4977000.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 17793568.04 17793568.04 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384EZ8 2549001DPIFGXC1TOL40 US313384EZ81 U.S. Government Agency Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0240 8947197.00 8947197.00 0.0017 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 0.0225 16002432.00 16002432.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-05-01 2019-05-01 N N N 0.0248 8998026.03 8998026.03 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-07-17 2019-07-17 N N N 0.0244 14997877.95 14997877.95 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 5000000.00 5000000.00 0.0010 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0249 2999202.06 2999202.06 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 18906273.00 18906273.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 32835000.00 32835000.00 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 9949330.00 9949330.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 27850676.00 27850676.00 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 11935200.00 11935200.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EU9 2549001DPIFGXC1TOL40 US313384EU94 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0241 6961269.00 6961269.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384EV7 2549001DPIFGXC1TOL40 US313384EV77 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0241 24860000.00 24860000.00 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 20878200.00 20878200.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FA2 2549001DPIFGXC1TOL40 US313384FA22 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0241 39761680.00 39761680.00 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FB0 2549001DPIFGXC1TOL40 US313384FB05 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 13915650.00 13915650.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FF1 2549001DPIFGXC1TOL40 US313384FF19 U.S. Government Agency Debt Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0241 16197424.10 16197424.10 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 22852179.00 22852179.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FJ3 2549001DPIFGXC1TOL40 US313384FJ31 U.S. Government Agency Debt Y N/A N/A 2019-05-09 2019-05-09 2019-05-09 N N N 0.0241 993506.00 993506.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384FK0 2549001DPIFGXC1TOL40 US313384FK04 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0241 18875341.00 18875341.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-01 2019-08-01 N N N 0.0251 999554.57 999554.57 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-07-05 2019-07-05 N N N 0.0249 5997958.08 5997958.08 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-09 2019-04-09 2019-04-09 N N N 0.0245 4999545.15 4999545.15 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-05-17 2019-05-17 N N N 0.0248 999794.23 999794.23 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-03-20 2019-03-20 N N N 0.0242 999970.87 999970.87 0.0002 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 2019-02-25 2019-04-25 2019-04-25 N N N 0.0247 1999718.86 1999718.86 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 2019-02-25 2019-04-25 2019-04-25 N N N 0.0247 999859.43 999859.43 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-08-27 2019-08-27 N N N 0.0249 999610.62 999610.62 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FQ7 2549001DPIFGXC1TOL40 US313384FQ73 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0242 16882785.00 16882785.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FS3 2549001DPIFGXC1TOL40 US313384FS30 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0242 6950797.00 6950797.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FZ7 2549001DPIFGXC1TOL40 US313384FZ72 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0242 10917522.00 10917522.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-06-21 2019-06-21 N N N 0.0246 28996373.55 28996373.55 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 1998460.18 1998460.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 999230.09 999230.09 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 999184.55 999184.55 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 999230.09 999230.09 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2020-01-02 2020-01-02 N N N 0.0251 5995380.54 5995380.54 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0238 12000025.80 12000025.80 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2019-07-10 2019-07-10 N N N 0.0250 7997362.96 7997362.96 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2019-07-10 2019-07-10 N N N 0.0250 2999011.11 2999011.11 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-07-11 2019-07-11 N N N 0.0250 2999004.87 2999004.87 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-07-11 2019-07-11 N N N 0.0250 2999004.87 2999004.87 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-03-13 2019-03-13 N N N 0.0243 999975.64 999975.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACB45 2549001DPIFGXC1TOL40 US3130ACB456 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0240 2000010.64 2000010.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-07-19 2019-07-19 N N N 0.0249 5998468.20 5998468.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-05-20 2019-05-20 N N N 0.0247 17997280.92 17997280.92 0.0035 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 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 1999999.74 1999999.74 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 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 999999.87 999999.87 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFT49 2549001DPIFGXC1TOL40 US3130AFT493 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0240 3000009.00 3000009.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-01-17 2020-01-17 N N N 0.0247 4998541.20 4998541.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2020-02-07 2020-02-07 N N N 0.0251 9993656.70 9993656.70 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC3G7 2549001DPIFGXC1TOL40 US3130AC3G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0241 1000001.41 1000001.41 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-07-11 2019-07-11 N N N 0.0250 1999424.88 1999424.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC3Z5 2549001DPIFGXC1TOL40 US3130AC3Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0241 1000001.48 1000001.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC3H5 2549001DPIFGXC1TOL40 US3130AC3H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0241 1000001.48 1000001.48 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-07-15 2019-07-15 N N N 0.0249 8997754.32 8997754.32 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ACA53 2549001DPIFGXC1TOL40 US3130ACA532 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0240 2000009.90 2000009.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AC6Y5 2549001DPIFGXC1TOL40 US3130AC6Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0240 3000014.85 3000014.85 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-11-19 2019-11-19 N N N 0.0249 14993830.65 14993830.65 0.0029 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 2019-02-22 2019-10-22 2019-10-22 N N N 0.0249 61975361.20 61975361.20 0.0119 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-23 2020-01-23 2020-01-23 N N N 0.0248 999621.13 999621.13 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-23 2019-07-23 2019-07-23 N N N 0.0249 5998430.70 5998430.70 0.0012 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 2019-02-25 2019-07-25 2019-07-25 N N N 0.0249 16995504.01 16995504.01 0.0033 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 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 4999574.60 4999574.60 0.0010 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 2019-02-26 2019-04-26 2019-04-26 N N N 0.0246 23997958.08 23997958.08 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-09-27 2019-09-27 N N N 0.0249 5998049.94 5998049.94 0.0012 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 2019-02-28 2020-01-28 2020-01-28 N N N 0.0250 1998764.32 1998764.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-08-28 2019-08-28 N N N 0.0249 2999159.37 2999159.37 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-08-28 2019-08-28 N N N 0.0249 2999159.37 2999159.37 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-08-28 2019-08-28 N N N 0.0249 5998318.74 5998318.74 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0242 999999.38 999999.38 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-09-10 2019-09-10 N N N 0.0248 12997495.81 12997495.81 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-03 2020-01-03 2020-01-03 N N N 0.0250 11994562.80 11994562.80 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-12-04 2019-12-04 N N N 0.0250 2998681.02 2998681.02 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-12-04 2019-12-04 N N N 0.0250 11994724.08 11994724.08 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2020-02-10 2020-02-10 N N N 0.0252 2997874.77 2997874.77 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-09-12 2019-09-12 N N N 0.0250 9996648.50 9996648.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-08-13 2019-08-13 N N N 0.0250 5998343.88 5998343.88 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-08-13 2019-08-13 N N N 0.0250 2999171.94 2999171.94 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-08-13 2019-08-13 N N N 0.0250 2999171.94 2999171.94 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2019-08-16 2019-08-16 N N N 0.0250 5998297.98 5998297.98 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2019-09-16 2019-09-16 N N N 0.0250 11996258.04 11996258.04 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-12-17 2019-12-17 N N N 0.0250 5997468.00 5997468.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-01-17 2020-01-17 N N N 0.0250 11994159.48 11994159.48 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-01-17 2020-01-17 N N N 0.0250 5997079.74 5997079.74 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-12-17 2019-12-17 N N N 0.0250 999578.00 999578.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFRU3 2549001DPIFGXC1TOL40 US3130AFRU37 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0240 7000399.00 7000399.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS57 2549001DPIFGXC1TOL40 US3130AFS578 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0240 1000062.00 1000062.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS81 2549001DPIFGXC1TOL40 US3130AFS818 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 1000090.00 1000090.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-11-15 2019-11-15 N N N 0.0245 13000433.16 13000433.16 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-01 2019-08-01 N N N 0.0251 11997305.76 11997305.76 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-01 2019-08-01 N N N 0.0251 11997305.76 11997305.76 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-02 2019-10-02 2019-10-02 N N N 0.0251 5998009.86 5998009.86 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNS2 2549001DPIFGXC1TOL40 US3130AFNS27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-03 2019-05-03 2019-05-03 N N N 0.0247 13999044.50 13999044.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-07-03 2019-07-03 N N N 0.0249 7999000.40 7999000.40 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-07-05 2019-07-05 N N N 0.0249 20997317.46 20997317.46 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFNR4 2549001DPIFGXC1TOL40 US3130AFNR44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-05-07 2019-05-07 N N N 0.0248 12998959.74 12998959.74 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-10 2020-01-10 2020-01-10 N N N 0.0251 8995799.79 8995799.79 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2020-01-13 2020-01-13 N N N 0.0251 2998578.78 2998578.78 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2020-01-14 2020-01-14 N N N 0.0251 5997140.10 5997140.10 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2020-01-14 2020-01-14 N N N 0.0251 16991896.95 16991896.95 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-01-17 2020-01-17 N N N 0.0250 1999121.72 1999121.72 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-18 2019-12-18 2019-12-18 N N N 0.0251 1999152.40 1999152.40 0.0004 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 2019-02-20 2019-06-20 2019-06-20 N N N 0.0248 44995109.85 44995109.85 0.0087 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 2019-02-28 2019-06-28 2019-06-28 N N N 0.0248 24997001.50 24997001.50 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFS99 2549001DPIFGXC1TOL40 US3130AFS990 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0239 7000728.00 7000728.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSF5 2549001DPIFGXC1TOL40 US3130AFSF50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0238 14001666.00 14001666.00 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSR9 2549001DPIFGXC1TOL40 US3130AFSR98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0241 7000623.00 7000623.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSA6 2549001DPIFGXC1TOL40 US3130AFSA63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0239 10001090.00 10001090.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSQ1 2549001DPIFGXC1TOL40 US3130AFSQ16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0239 3000276.00 3000276.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-07-24 2020-07-24 N N N 0.0250 7996453.92 7996453.92 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-07 2019-07-05 2019-07-05 N N N 0.0249 11998466.28 11998466.28 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFPJ0 2549001DPIFGXC1TOL40 US3130AFPJ00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0249 9999042.10 9999042.10 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-06-24 2019-06-24 N N N 0.0250 2999656.20 2999656.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-07-25 2019-07-25 N N N 0.0250 19997076.00 19997076.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2020-04-16 2020-04-16 N N N 0.0251 5997851.34 5997851.34 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-03-17 2020-03-17 N N N 0.0251 1999333.90 1999333.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-04-17 2020-04-17 N N N 0.0251 4998205.40 4998205.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2020-01-24 2020-01-24 N N N 0.0252 1999374.36 1999374.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2020-01-24 2020-01-24 N N N 0.0252 3998748.72 3998748.72 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2020-01-24 2020-01-24 N N N 0.0252 42986548.74 42986548.74 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2020-07-28 2020-07-28 N N N 0.0251 2998678.74 2998678.74 0.0006 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 0.0247 6000092.52 6000092.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2020-02-11 2020-02-11 N N N 0.0252 8997259.23 8997259.23 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-16 2020-04-16 2020-04-16 N N N 0.0251 999641.89 999641.89 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2020-07-28 2020-07-28 N N N 0.0252 5997356.88 5997356.88 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2020-08-07 2020-08-07 N N N 0.0251 4998512.10 4998512.10 0.0010 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 0.0249 3999840.68 3999840.68 0.0008 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 0.0237 10001960.00 10001960.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-06-10 2020-06-10 N N N 0.0253 9995850.60 9995850.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2020-07-17 2020-07-17 N N N 0.0253 6996986.43 6996986.43 0.0013 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 0.0238 3000675.00 3000675.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFSC2 2549001DPIFGXC1TOL40 US3130AFSC20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-08-23 2019-08-23 N N N 0.0255 6998932.92 6998932.92 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFSG3 2549001DPIFGXC1TOL40 US3130AFSG34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-08-23 2019-08-23 N N N 0.0255 6998932.92 6998932.92 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFQN0 2549001DPIFGXC1TOL40 US3130AFQN03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-08-15 2019-08-15 N N N 0.0256 16997796.29 16997796.29 0.0033 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 0.0255 10998482.00 10998482.00 0.0021 N N N N Freddie Mac Freddie Mac, 2.37% 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 0.0237 3987468.00 3987468.00 0.0008 N N Y N Freddie Mac Freddie Mac, 2.42% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-06-19 2019-06-19 N N N 0.0245 5999257.98 5999257.98 0.0012 N N N N Freddie Mac Freddie Mac, 2.42% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-08-08 2019-08-08 N N N 0.0250 1999241.00 1999241.00 0.0004 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 0.0237 1002027.00 1002027.00 0.0002 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 0.0227 1000256.00 1000256.00 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 0.0220 10003540.00 10003540.00 0.0019 N N N N Barclays Bank PLC Barclays Bank PLC, 2.39% G5GSEF7VJP5I7OUK5573 EBB138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 9352700.00 9271940.60 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0236 9000000.00 9000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.42% G5GSEF7VJP5I7OUK5573 EAI873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 9356400.00 9275608.66 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.45% G5GSEF7VJP5I7OUK5573 EAG073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 6241100.00 6187208.88 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 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 2023-07-31 2026-02-15 1.625 - 2.75 11090000.00 11335801.26 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 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, 2.40% 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 3135000.00 3104375.30 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 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, 2.41% 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 6175000.00 6188971.27 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 6070000.00 6169999.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ533000 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 4030000.00 4102158.04 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBB385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2045-02-15 1.625 - 2.5 6775000.00 6182856.06 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAG040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2026-02-15 1.625 - 2.75 5015000.00 5132793.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 5000000.00 5000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EAJ522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 4075000.00 4102210.26 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 4000000.00 4000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.46% 3Y4U8VZURTYWI1W2K376 EAC054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-01-31 2026-02-15 1.625 - 2.25 6210000.00 6130886.19 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 6000000.00 6000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAA520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2041-11-15 1.125 - 6.5 12624900.00 12263229.98 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAB792000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2044-05-15 1.75 - 8.125 12463500.00 12259084.97 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAA907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2044-02-15 1.125 - 8.75 21783900.00 22556557.87 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 22000000.00 22000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EAB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2045-08-15 0 - 8.125 20220900.00 21521615.62 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 21000000.00 21000000.00 0.0040 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 2019-02-28 2047-05-15 0 - 4.625 7047300.00 7239368.26 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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 EAE873000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2040-02-15 0 - 6.5 11303200.00 12254974.99 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAB337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-14 2046-02-15 0 - 3.625 21854100.00 21509495.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 21000000.00 21000000.00 0.0040 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EAD992000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2040-02-15 0 - 4.625 12183900.00 12257528.02 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0023 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 2019-04-25 2045-08-15 0 - 7.125 9395700.00 9228382.93 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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 EAB803000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2041-11-15 1.133 - 3.125 12352800.00 12259127.83 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0023 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 2019-04-11 2039-05-15 0 - 4.75 7188200.00 7163839.48 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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 EAA055000 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 8419300.00 9221339.31 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAI463000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2044-02-15 0 - 7.875 23210300.00 24662150.55 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 24000000.00 24000000.00 0.0046 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAH138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-02-15 0 - 3.875 36244900.00 38991780.39 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 38000000.00 38000000.00 0.0073 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAG043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2039-11-15 0 - 8.125 25829300.00 25529713.43 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 25000000.00 25000000.00 0.0048 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 2019-02-28 2047-08-15 0 - 4.625 5950500.00 6196455.30 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 6000000.00 6000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAG540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-15 2047-08-15 1.5 - 8.125 25720600.00 25528007.27 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 25000000.00 25000000.00 0.0048 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 DJJ522000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-10-31 2046-11-15 1.625 - 3.625 12679800.00 12265252.91 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0247 12000000.00 12000000.00 0.0023 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAH877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2045-02-15 1.133 - 6.75 9236200.00 10209885.40 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 10000000.00 10000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBA158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2044-08-15 0 - 8.125 11896900.00 12363465.09 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 12000000.00 12000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAJ793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2047-11-15 0 - 6.75 29597000.00 30614917.24 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 30000000.00 30000000.00 0.0058 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EBA839000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-11-15 1.375 - 3.625 5079700.00 5102971.08 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-27 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 5000000.00 5000000.00 0.0010 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EAA454000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-11-15 1.375 - 3.625 6285500.00 6183246.17 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 4 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EAH207000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 1.375 - 3.625 11125400.00 11276977.09 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 11000000.00 11000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.44% 549300IMBXQ8SGH3HJ31 EBA061000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2028-11-15 1.625 - 3.125 13279100.00 13266366.34 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0244 13000000.00 13000000.00 0.0025 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.55% 549300IMBXQ8SGH3HJ31 EBC353000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2026-02-15 1.625 - 2.625 13152600.00 13261014.73 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0252 13000000.00 13000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.58% 549300IMBXQ8SGH3HJ31 EBC358000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2024-08-15 2.375 - 2.875 77672000.00 78545687.65 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 77000000.00 77000000.00 0.0148 N Y Y N Credit AG Credit AG, 2.40% 1VUV7VQFKUOQSJ21A208 EBA070000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2020-09-30 2 - 2 6132100.00 6122946.26 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0240 6000000.00 6000000.00 0.0012 N Y Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 EAI930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2020-09-30 2 - 2 6132900.00 6123745.06 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N Deutsche Bank AG Deutsche Bank AG, 2.59% 7LTWFZYICNSX8D621K86 EBC340000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2047-05-15 1.375 - 5.25 8271300.00 10200751.99 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 10000000.00 10000000.00 0.0019 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.42% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-08-15 2041-08-15 3.75 - 3.75 12543600.00 14426814.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0242 14000000.00 14000000.00 0.0027 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.42% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-08-15 2041-08-15 3.75 - 3.75 11643700.00 13391809.05 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0239 13000000.00 13000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.48% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2022-01-15 2.5 - 2.5 18316000.00 18361276.65 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0245 18000000.00 18000000.00 0.0035 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.59% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2041-08-15 3.75 - 8.125 9313300.00 10242024.83 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 10000000.00 10000000.00 0.0019 N Y Y N DNB Bank ASA DNB Bank ASA, 2.42% 549300GKFG0RYRRQ1414 EBC328000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 29861900.00 29582053.14 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0239 29000000.00 29000000.00 0.0056 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.55% 549300H47WTHXPU08X20 EBC309000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-31 2020-01-02 0 - 1.625 51306700.00 51000066.09 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 50000000.00 50000000.00 0.0096 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.57% 549300H47WTHXPU08X20 EBC313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2025-05-15 0 - 2.125 101237700.00 98940020.11 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 97000000.00 97000000.00 0.0187 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.43% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-07 2045-08-15 0 - 2.875 27552700.00 27541884.32 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0240 27000000.00 27000000.00 0.0052 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.57% CYYGQCGNHMHPSMRL3R97 0000853784 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 17802000.00 17381953.50 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 17000000.00 17000000.00 0.0033 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.57% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2020-05-31 1.375 - 1.375 5167000.00 5099173.99 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 5000000.00 5000000.00 0.0010 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.57% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-31 2020-12-31 1.75 - 1.75 2070000.00 2043345.89 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 2000000.00 2000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.59% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2027-11-15 0 - 2.25 14632600.00 14281121.26 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 14000000.00 14000000.00 0.0027 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.59% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2028-08-15 0 - 2.875 14810300.00 15301119.47 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 15000000.00 15000000.00 0.0029 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EAE860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2027-11-15 6.125 - 6.75 7969200.00 10208554.70 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0247 9999562.00 9999562.00 0.0019 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.49% H7FNTJ4851HG0EXQ1Z70 EAI535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 8 - 8 7896600.00 9182148.91 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0250 8999541.00 8999541.00 0.0017 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.56% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.75 - 1.75 59005000.00 58132251.66 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 57000000.00 57000000.00 0.0110 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.60% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 5065000.00 5098820.85 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 5000000.00 5000000.00 0.0010 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.40% 549300Y1PMK3RWXMWR72 EBA056000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2026-11-15 1.125 - 2.875 11588800.00 11225259.23 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0240 11000000.00 11000000.00 0.0021 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.40% 549300Y1PMK3RWXMWR72 EBB178000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2024-03-31 1.125 - 2.125 7348000.00 7141469.83 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0237 7000000.00 7000000.00 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EBC383000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2025-06-30 2.25 - 2.75 4120300.00 4080298.30 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0240 4000000.00 4000000.00 0.0008 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.47% 549300Y1PMK3RWXMWR72 EAB735000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2025-12-31 1.25 - 2.875 6100500.00 6129691.31 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0247 5999845.20 5999845.20 0.0012 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB270000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-02-15 2046-02-15 2.5 - 2.5 3410000.00 3100157.78 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBA672000 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 5187000.00 5101090.32 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 5000000.00 5000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB272000 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 5137000.00 5162824.60 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 5000000.00 5000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EBB269000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 1001000.00 1023270.18 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAJ536000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2019-09-30 1.75 - 1.75 2042000.00 2043227.16 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0239 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAI973000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2028-02-15 2.75 - 2.75 1009000.00 1027418.36 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBB274000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2020-08-31 2.625 - 2.625 4035000.00 4083450.35 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBA676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2048-05-15 2048-05-15 3.125 - 3.125 4053000.00 4130603.20 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EAI444000 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 15126000.00 15322524.96 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 15000000.00 15000000.00 0.0029 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBA126000 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 7990000.00 8186914.75 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 8000000.00 8000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EAA911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-02-28 2019-02-28 1.5 - 1.5 2032000.00 2043295.04 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0243 2000000.00 2000000.00 0.0004 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EAC825000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 3013000.00 3080033.01 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.57% U7M81AY481YLIOR75625 EBC357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 4060000.00 4091279.77 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 4000000.00 4000000.00 0.0008 N Y Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 EAJ001000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2020-10-31 1.75 - 1.75 6176200.00 6123754.88 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 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 2020-09-30 2047-02-15 1.125 - 7.625 6265900.00 6162263.69 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0012 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EAE827000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2047-02-15 1.875 - 7.625 31480900.00 31658795.40 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-03-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 31000000.00 31000000.00 0.0060 N N Y N Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 EAA153000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2047-02-15 1.375 - 7.625 15477700.00 15330516.42 U.S. Treasuries (including strips) Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0243 15000000.00 15000000.00 0.0029 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 2019-11-30 2048-02-15 1.625 - 7.625 6208500.00 6142587.62 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 6000000.00 6000000.00 0.0012 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.40% OXTKY6Q8X53C9ILVV871 EBA125000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-02-15 0 - 8.875 97525600.00 97966640.88 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0240 96000000.00 96000000.00 0.0185 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.56% OXTKY6Q8X53C9ILVV871 EBC311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2023-02-28 2.625 - 2.625 2004300.00 2040194.23 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 2000000.00 2000000.00 0.0004 N Y Y N 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 3080788.47 U.S. Treasuries (including strips) Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0248 2999963.10 2999963.10 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 5129613.48 U.S. Treasuries (including strips) Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0248 4999957.50 4999957.50 0.0010 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 8200334.02 U.S. Treasuries (including strips) Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0251 7999808.00 7999808.00 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 6146475.04 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0253 5999928.00 5999928.00 0.0012 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 3070720.54 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0255 2999856.90 2999856.90 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 3070720.54 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0255 2999903.70 2999903.70 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 6141441.07 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0256 5999745.60 5999745.60 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAH853000 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 5075000.00 5109477.61 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0254 4999870.00 4999870.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 2.55% 5493007VSMFZCPV1NB83 EAI926000 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 5070000.00 5104443.64 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0254 4999867.50 4999867.50 0.0010 N N N Y 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 2022-04-30 2048-02-15 1.75 - 3 6180500.00 6051509.79 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 5900000.00 5900000.00 0.0011 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 2019-03-31 2048-02-15 1.5 - 3 5098100.00 5126679.24 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 5000000.00 5000000.00 0.0010 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 2022-04-30 2025-10-31 1.75 - 3 4995200.00 5127004.79 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 5000000.00 5000000.00 0.0010 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 2024-05-15 2045-02-15 2.125 - 2.5 11490400.00 11278917.45 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 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 2022-04-30 2048-02-15 1.75 - 3.125 5177500.00 5127106.14 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 5000000.00 5000000.00 0.0010 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 2021-02-15 2048-05-15 2 - 3.125 5098200.00 5126824.05 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 5000000.00 5000000.00 0.0010 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 2036-02-15 2047-11-15 2.75 - 4.5 5416400.00 5177038.70 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 5000000.00 5000000.00 0.0010 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 2022-04-30 2048-02-15 1.75 - 3 5216900.00 5127100.01 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 5000000.00 5000000.00 0.0010 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 2023-05-15 2044-08-15 1.75 - 3.125 5115400.00 5125180.97 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 5000000.00 5000000.00 0.0010 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 2020-08-15 2028-08-15 2.125 - 3 6253100.00 6151992.13 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0012 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 2019-03-31 2023-10-31 1.5 - 2.875 6009100.00 6151999.61 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0012 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 2025-05-15 2025-05-15 2.125 - 2.125 11476800.00 11264881.20 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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 2025-05-15 2045-02-15 2.125 - 2.5 11475300.00 11263402.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2025-05-15 2045-02-15 2.125 - 2.5 7303500.00 7168623.06 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 7000000.00 7000000.00 0.0013 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 2023-05-15 2023-05-15 1.75 - 1.75 8401100.00 8191235.28 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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 DJC372000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2048-05-15 1.75 - 3.125 8382700.00 8191324.87 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 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 Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EAB347000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2024-02-15 1.75 - 7.625 6187200.00 6129966.88 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EAB344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2022-11-15 1.75 - 7.625 6187000.00 6129940.31 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-08 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EAI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2025-07-31 1.75 - 2.875 3086100.00 3062100.72 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 3000000.00 3000000.00 0.0006 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.41% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2020-05-31 1.375 - 1.375 13434400.00 13262708.81 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 13000000.00 13000000.00 0.0025 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.49% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2020-05-31 1.375 - 1.375 36164700.00 35702516.33 U.S. Treasuries (including strips) Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0246 35000000.00 35000000.00 0.0067 N N Y N Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAC726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2043-05-15 1.125 - 7.5 5423800.00 6129277.69 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0247 5999878.20 5999878.20 0.0012 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAD994000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2043-05-15 1.125 - 5.25 20961100.00 20429433.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0247 19999544.00 19999544.00 0.0038 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EAB965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2048-05-15 0 - 5.25 6365800.00 6176694.14 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0248 5999729.40 5999729.40 0.0012 N N N Y Societe Generale Societe Generale, 2.48% O2RNE8IBXP4R0TD8PU41 EAA512000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-15 2048-05-15 1.25 - 5.25 12077300.00 12320619.68 U.S. Treasuries (including strips) Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0246 11999942.40 11999942.40 0.0023 N N N Y Societe Generale Societe Generale, 2.49% O2RNE8IBXP4R0TD8PU41 EAA921000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2044-11-15 0 - 3 12350300.00 12260479.35 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 11999254.80 11999254.80 0.0023 N N N Y Societe Generale Societe Generale, 2.52% O2RNE8IBXP4R0TD8PU41 DJJ555000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2044-11-15 0 - 4.5 12725800.00 12265019.36 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 11999721.60 11999721.60 0.0023 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 2.58%, dated 1/31/2019 due 02/01/2019 B4TYDEB6GKMZO031MB27 EBC556000_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 183070039.70 58476571.19 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 57159892.38 57159892.38 0.0110 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EBA021000 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 2038-11-01 2038-11-01 4 - 4 9019284.00 9184302.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 9000000.00 9000000.00 0.0017 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% 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 1023.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.44 - 4.44 2069.00 2206.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.58 - 3.58 1000.00 1031.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2049-01-01 0 - 4.5 6493282.00 243645.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-01-20 2068-12-20 3.5 - 5.5 1356112.00 1481284.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2049-01-01 3.5 - 5 5471234.00 5419003.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0013 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% 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 2048-12-01 2048-12-01 4.5 - 4.5 3873191.00 4030009.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 1022100.00 1063981.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2049-01-01 3.5 - 5 13506.00 12205.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-13 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 5000000.00 5000000.00 0.0010 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.09 - 4.44 2753.00 2915.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2049-01-01 0 - 2.5 2135600.00 2028073.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-01-20 2034-01-20 3.5 - 3.5 6888.00 7077.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2049-01-01 3.5 - 4 2432.00 2484.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-28 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 2000000.00 2000000.00 0.0004 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 FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.44 - 4.44 2490.00 2654.98 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-05-15 2020-05-15 2.55 - 2.55 618000.00 622395.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-01-01 0 - 4 4195051.00 4091338.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-01-20 2049-01-20 3 - 5 1777933.00 1312388.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-06-01 2056-10-01 3.5 - 5 106191.00 95370.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-22 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 5999853.00 5999853.00 0.0012 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 FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2049-01-01 0 - 3.5 3322524.00 1542617.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-11-20 5 - 5.5 2423815.00 2539147.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2034-01-01 3.5 - 3.5 2880.00 2936.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-13 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ552000 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 2029-04-01 2029-04-01 3 - 3 992828.00 462400.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-08-20 2046-08-20 3 - 3 1532696.00 1155133.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-03-01 2043-06-01 3.5 - 5 6555449.00 1443911.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAJ549000 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 2044-02-15 1.375 - 2.75 7154800.00 7139476.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-02-01 2033-02-01 3 - 3 4000.00 3964.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EAF485000 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 2048-10-01 3 - 4 727015.00 683774.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-08-20 3 - 3 9680454.00 6401718.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-17 2048-06-01 1.58 - 4 79841.00 62700.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0013 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.58%, dated 1/31/2019 due 02/01/2019 R0MUWSFPU8MPRO8K5P83 EBC556000_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 2019-03-28 2048-05-15 0 - 8.75 15996911.45 16328276.43 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-10-19 2031-01-14 2.48 - 3.34 207959.44 197251.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-09-14 2029-09-14 3.5 - 3.5 15719.42 16493.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-02-01 2.75 - 8 5066103.99 3272106.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2049-01-20 0 - 8 17785848.98 10210753.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2057-06-25 2.5 - 8 38375748.17 11171930.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 40346519.16 40346519.16 0.0078 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EAC707000 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 2047-11-15 0 - 2.25 16063800.00 10082257.89 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 2000.00 2027.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-05 2029-09-14 0.875 - 3.5 2675000.00 2774393.94 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4 - 4 1000.00 1023.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-01-01 2048-10-01 4 - 5 459049.00 467816.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAC724000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2045-05-15 0 - 1.133 16021816.72 13339953.30 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 6000.00 6081.62 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2044-03-20 3.5 - 3.5 34111.00 11574.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 4 - 6.625 9000.00 11883.69 Agency Debentures and Agency Strips Y N/A N/A 2019-02-07 2019-02-07 2019-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 13000000.00 13000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EAD993000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2048-02-15 0 - 3.125 12504686.40 13283268.24 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2048-10-20 3.5 - 4 15143.00 6475.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 0 - 4 122728.00 95207.65 Agency Debentures and Agency Strips Y N/A N/A 2019-02-07 2019-02-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 13000000.00 13000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EAI465000 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 2041-08-20 2048-10-20 3 - 4 6289347.00 3502553.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.562 - 3.562 1000.00 918.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-10-01 3.5 - 4 7871949.00 7724227.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 11000000.00 11000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 DJJ605000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2032-02-15 2044-05-15 N/A 24681.25 16397.41 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 1000.00 1013.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2048-10-15 2.755 - 4 9611223.00 9084914.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-20 2048-10-20 3.125 - 4 86695.00 86638.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 0 - 4 14000.00 10177.00 Agency Debentures and Agency Strips Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0245 9000000.00 9000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.49% R0MUWSFPU8MPRO8K5P83 EAH876000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2032-02-15 2048-05-15 N/A 8312.12 4061.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2032-07-15 N/A 784000.00 635542.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2029-10-24 4 - 4 50000.00 55046.58 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2044-03-20 3.5 - 3.5 1000.00 339.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.562 - 3.562 1000.00 918.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 0 - 4.5 324378.00 325119.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 1000000.00 1000000.00 0.0002 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.58%, dated 1/31/2019 due 02/01/2019 VJW2DOOHGDT6PR0ZRO63 EBC556000_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 - 0 139.41 97.48 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-11-15 0 - 8.125 8226832.31 8243361.06 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-03-15 2026-01-26 0.93 - 5.375 494460.95 495742.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-02-06 2031-07-11 0 - 5.375 945801.04 960742.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-26 2048-11-01 1.125 - 6.5 5324077.48 4809455.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2049-01-20 2.5 - 7.5 2124669.61 956934.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-02-19 2048-11-01 0.875 - 9.5 2442666.88 1601557.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 16729724.60 16729724.60 0.0032 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.48% 2IGI19DL77OX0HC3ZE78 EAE225000 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 2046-01-20 2046-01-20 4 - 4 635767.00 295357.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2049-01-01 3.5 - 4 7241488.00 6853496.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 7000000.00 7000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.48% 2IGI19DL77OX0HC3ZE78 EAH738000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-15 2024-02-15 2.75 - 2.75 960700.00 985706.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 1962327.00 1988951.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-01-20 2046-01-20 4 - 4 1683.00 781.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-05-01 2049-01-01 3.5 - 4.5 4208368.00 4171481.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 7000000.00 7000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.49% 2IGI19DL77OX0HC3ZE78 EAE428000 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 2049-01-01 2049-01-01 3.5 - 3.5 12197114.00 12253545.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0247 12000000.00 12000000.00 0.0023 N N Y N Citibank NA Citibank NA, 2.41% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2029-10-15 2029-10-15 N/A 1000.00 713.46 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2046-11-15 2 - 3.625 3041300.00 3058659.43 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-07-15 2037-07-15 5.625 - 5.625 1000.00 1320.03 Agency Debentures and Agency Strips Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0238 3000000.00 3000000.00 0.0006 N N Y N Citibank NA Citibank NA, 2.42% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-02-15 0.75 - 3.625 16585000.00 16368223.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 72000.00 71879.15 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-11-15 2048-09-20 4 - 6 173260.00 15757.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0239 16000000.00 16000000.00 0.0031 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.58%, dated 1/31/2019 due 02/01/2019 E57ODZWZ7FF32TWEFA76 EBC556000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 217941.23 157346.54 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-15 2047-08-15 0 - 8.75 12128011.11 12590901.84 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 1578299.62 1577823.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-21 2036-07-15 1.125 - 5.5 50957.86 57634.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-02-15 2048-02-01 0 - 10 1458775.35 67976.92 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 21.12 22.56 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 924968.68 859153.08 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 143611.40 144219.25 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 3.5 - 4.25 14310.45 14303.04 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-20 2048-12-01 0 - 8.5 565075.18 185641.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 15335580.88 15335580.88 0.0030 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 MBNUM2BPBDO7JBLYG310 EBC556000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-14 2021-07-14 1.125 - 1.125 139.41 135.21 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-07-15 2037-07-15 5.625 - 5.625 13.94 18.40 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-28 2024-08-15 1.5 - 2.75 14231279.64 14224532.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2022-01-13 2.375 - 2.375 27.88 27.84 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 13941437.17 13941437.17 0.0027 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.58%, dated 1/31/2019 due 02/01/2019 1VUV7VQFKUOQSJ21A208 EBC556000_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 2019-02-05 2048-08-15 0 - 8.125 56829920.48 57085172.90 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 55876150.91 55876150.91 0.0108 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.60% 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 2050-03-15 2050-03-15 3.25 - 3.25 7327376.00 7210521.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 7000000.00 7000000.00 0.0013 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 CYYGQCGNHMHPSMRL3R97 EBC556000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-10-15 2026-10-15 0 - 0 41.82 38.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2039-01-01 2048-09-01 3 - 4.5 5167413.11 4063638.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-01-01 3 - 5 19504520.81 13712928.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 17426796.46 17426796.46 0.0034 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.44% CYYGQCGNHMHPSMRL3R97 0000853784 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 2048-11-01 2048-11-01 4 - 4 15613802.00 15809223.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-02-01 2047-02-01 4 - 4 19867648.00 16832988.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0241 32000000.00 32000000.00 0.0062 N N Y N 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 US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2040-02-15 0 - 4.625 4167500.00 4079931.98 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-10-01 3.5 - 4 2000.00 1988.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0241 4000000.00 4000000.00 0.0008 N Y Y N 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 2800.00 2887.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 2965636.00 3074320.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0244 2999968.80 2999968.80 0.0006 N N Y N 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 2800.00 2887.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 2964706.00 3073356.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0245 2999973.90 2999973.90 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 6500.00 6702.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 6892980.00 7145594.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0249 6999729.80 6999729.80 0.0013 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 2049-01-01 2049-01-01 4 - 4 2800.00 2887.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 2957816.00 3066214.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0247 2999982.90 2999982.90 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 US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2040-11-15 0 - 4.25 3200.00 3866.59 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 3943504.00 4088025.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0247 3999977.60 3999977.60 0.0008 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 2049-01-01 2049-01-01 4 - 4 4700.00 4846.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 4922174.00 5102562.27 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 4999710.00 4999710.00 0.0010 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 2049-01-01 2049-01-01 4 - 4 3800.00 3918.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 3944605.00 4089167.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 3999891.20 3999891.20 0.0008 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 2049-01-01 2049-01-01 4 - 4 8400.00 8661.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 8873658.00 9198860.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 8999766.00 8999766.00 0.0017 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 5600.00 5774.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 5916256.00 6133075.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0251 5999912.40 5999912.40 0.0012 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 1900.00 1959.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 1969160.00 2041325.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0252 1999934.80 1999934.80 0.0004 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 1900.00 1959.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 1968333.00 2040468.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0252 1999926.40 1999926.40 0.0004 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 8400.00 8661.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-11-20 4.5 - 4.5 8855787.00 9180334.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0252 8999646.30 8999646.30 0.0017 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.58%, dated 1/31/2019 due 02/01/2019 KBVRJ5K57JZ3E2AVWX40 EBC556000_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 2019-03-31 2048-11-15 0 - 5 4457073.28 4389972.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 6522.14 6658.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2049-01-01 3 - 4.91 1519317.91 1380094.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 105180.31 107544.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-02-01 2.5 - 5.5 7059449.85 4072004.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 9759006.02 9759006.02 0.0019 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 ZBUT11V806EZRVTWT807 EBC556000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-25 2049-12-25 2 - 10.503 42733017.56 32299531.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2061-04-16 2.5 - 6 5461381.38 3607794.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2056-08-01 0 - 8 65523806.12 46955960.69 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 81125222.87 81125222.87 0.0156 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 EBC336000 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 2068-11-20 2068-11-20 3.8 - 3.8 5959184.00 6120415.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-03-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.47% 8NAV47T0Y26Q87Y0QP81 EAA080000 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 2068-09-20 2068-12-20 3.812 - 4.629 19620757.00 20439191.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0244 20000000.00 20000000.00 0.0038 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 8NAV47T0Y26Q87Y0QP81 EBC556000_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 2048-11-15 2048-11-15 3.375 - 3.375 1955061.84 2112518.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-10-01 2043-10-01 4.08 - 4.08 12109.84 12285.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-08-01 2038-08-01 4.03 - 4.03 20153.18 20446.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2049-01-01 2 - 5.5 10879753.14 4042933.63 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2033-10-25 2047-03-25 3.728 - 4.423 25883.31 25493.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2049-02-01 2 - 6 23202826.54 6605984.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 12547293.45 12547293.45 0.0024 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EBA615000 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 2035-03-01 2046-03-01 2.694 - 4.258 61975047.00 7141951.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-29 2019-03-29 2019-03-29 N N N 0.0246 6999778.80 6999778.80 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAF907000 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 2025-04-01 2048-07-01 3.5 - 4.601 25986348.00 5402664.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-11-01 2045-03-01 4 - 5.5 41611481.00 1745663.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0248 6999700.40 6999700.40 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAF910000 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 2043-08-01 2043-08-01 2.603 - 2.603 8378256.00 3063569.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0248 2999878.20 2999878.20 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAH788000 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 2027-10-01 2048-08-01 2.5 - 4.5 13824918.00 11230777.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0248 10999578.70 10999578.70 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAH792000 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 2041-10-01 2047-04-01 3.5 - 4 12929896.00 7469375.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-06-01 2044-02-01 4.5 - 4.645 54024098.00 1719442.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0248 8999660.70 8999660.70 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAJ502000 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 2037-03-01 2048-08-01 3.275 - 3.669 9208010.00 955186.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2049-01-01 3.873 - 4.436 55770762.00 2106492.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-26 2019-03-26 2019-03-26 N N N 0.0247 2999913.30 2999913.30 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EAJ505000 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 2035-03-01 2048-09-01 3.673 - 4.47 16772959.00 2116784.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-01-01 2040-01-01 3.625 - 3.625 21393216.00 944895.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0247 2999916.30 2999916.30 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBA062000 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 2027-10-01 2038-12-01 2.5 - 4.33 17093826.00 4908863.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-09-01 2048-12-01 2.5 - 4 4717547.00 4275545.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0247 8999774.10 8999774.10 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.48% K5HU16E3LMSVCCJJJ255 EAB275000 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 2026-10-01 2048-05-01 3.5 - 4 12912484.00 2882429.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2048-12-01 3 - 4.07 15067190.00 6312748.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0249 8999687.70 8999687.70 0.0017 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.58%, dated 1/31/2019 due 02/01/2019 7TK5RJIZDFROZCA6XF66 EBC556000_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 2019-10-01 2048-04-01 2.356 - 10.183 17311615.02 7414129.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2060-08-16 0 - 8.5 11848059.76 8102826.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 46561815.91 13713917.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 28579946.19 28579946.19 0.0055 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.57% 549300Y1PMK3RWXMWR72 EBC350000 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 2019-04-15 0.125 - 0.125 2889000.00 3090289.60 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0257 3000000.00 3000000.00 0.0006 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.42% OXTKY6Q8X53C9ILVV871 EBA127000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2047-02-15 0.125 - 7.625 7742100.00 9536579.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-09-26 2022-09-26 2.15 - 2.15 6385000.00 6292012.41 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-09-12 2036-05-01 2.875 - 4.339 579954.00 591579.06 Agency Debentures and Agency Strips Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0242 16000000.00 16000000.00 0.0031 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.58% OXTKY6Q8X53C9ILVV871 EBC312000 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 2045-02-01 2049-01-01 3.5 - 5.5 13636102.00 10553379.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-12-15 2059-04-15 3 - 3.35 6274165.00 5660315.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-02-01 2029-02-01 6.5 - 6.5 11097296.00 107475.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 16000000.00 16000000.00 0.0031 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 28345463.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 2023-09-01 2.667 - 2.667 16628.00 16649.52 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2028-09-20 2028-09-20 3.73 - 3.73 158000.00 161492.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2038-06-15 2048-02-01 2.699 - 5 170766.00 168177.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2048-11-20 2.5 - 3.5 3210591.00 245428.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2019-12-25 2048-09-01 1.5 - 4 4073782.00 2802708.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 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 0.0060 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAI435000 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 9101311.00 7874435.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2047-09-20 4 - 4 9365.00 7722.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-07-01 2051-06-01 3 - 4.5 31006938.00 25800937.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 33000000.00 33000000.00 0.0064 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EBA640000 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 3.668 - 3.668 1000.00 1018.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-04-01 2048-04-01 3.5 - 4 3065541.00 2254572.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-08-20 4 - 4 35421.00 35571.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-07-25 2048-09-01 3 - 4.5 24591357.00 11075006.97 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-02-07 2019-02-07 2019-04-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 13000000.00 13000000.00 0.0025 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EBB171000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2048-06-01 3.5 - 5 2605481.00 2174827.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2047-12-20 3.5 - 4.5 11144060.00 8033935.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2051-06-01 3 - 5 6618984.00 3064131.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 13000000.00 13000000.00 0.0025 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAE881000 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 2043-02-15 2048-07-01 3.5 - 4.5 7776619.00 4786633.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4 84816.00 85179.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2048-08-01 2.562 - 5 5858192.00 3303529.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 8000000.00 8000000.00 0.0015 N N Y N RBC Financial Group RBC Financial Group, 2.47% ES7IP3U3RHIGC71XBU11 EAJ498000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2048-06-01 3.5 - 4.5 8594247.00 5608179.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-11-15 2047-09-20 4 - 4 68626.00 67882.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2051-06-01 3 - 5 592107.00 447628.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-04-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0245 6000000.00 6000000.00 0.0012 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 2.58%, dated 1/31/2019 due 02/01/2019 O2RNE8IBXP4R0TD8PU41 EBC556000_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 2021-03-31 2047-11-15 0 - 6.75 15444641.96 16115013.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-05-01 2048-05-01 3.5 - 3.5 5460158.65 5263454.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 20912155.75 20912155.75 0.0040 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.58%, dated 1/31/2019 due 02/01/2019 5U0XI89JRFVHWIBS4F54 EBC556000_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 2019-02-15 2044-08-15 0.75 - 3.125 50064837.31 49534944.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2048-02-01 3.5 - 3.5 2261262.71 1966291.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-06-20 2048-09-20 3 - 5 51279495.80 27292566.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-01-01 3 - 4 14021693.88 13574527.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 90396278.59 90396278.59 0.0174 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.57% SUVUFHICNZMP2WKHG940 EBC324000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4.5 - 4.5 6840899.00 7140509.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 7000000.00 7000000.00 0.0013 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.58%, dated 1/31/2019 due 02/01/2019 VYVVCKR63DVZZN70PB21 EBC556000_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 2019-07-15 2026-01-15 0 - 0 16141.59 15941.30 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-02-05 2048-08-15 0 - 8.875 18365784.46 18965203.68 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-10-30 2026-10-30 3.35 - 3.35 55906.77 58590.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2050-02-25 2 - 7.503 3397193.34 2986911.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-12-15 2049-01-20 2 - 9 65450703.93 58852506.62 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-01-28 1.46 - 4.3 22291.34 22127.86 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-07-15 2025-09-15 0 - 0 115512.90 96726.51 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-03-01 2049-01-01 2 - 6.5 9449449.44 8672304.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0258 87844995.58 87844995.58 0.0169 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.98% 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0198 999622.61 999622.61 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0229 5992174.14 5992174.14 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0229 18866511.47 18866511.47 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0230 20944094.85 20944094.85 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0231 53879894.82 53879894.82 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796UQ0 254900HROIFWPRGM1V77 US912796UQ00 U.S. Treasury Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0232 29501570.80 29501570.80 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.32% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0232 19937466.60 19937466.60 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0236 48372590.15 48372590.15 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0236 7963890.00 7963890.00 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0236 33830963.22 33830963.22 0.0065 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0229 27941552.52 27941552.52 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0223 20921926.62 20921926.62 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0248 14819565.00 14819565.00 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.28% 912828W30 254900HROIFWPRGM1V77 US912828W309 U.S. Treasury Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0234 3996228.52 3996228.52 0.0008 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 0.0235 18987336.50 18987336.50 0.0037 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 0.0234 13589682.77 13589682.77 0.0026 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 0.0238 1000136.84 1000136.84 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-02-01 2020-01-31 2020-01-31 N N N 0.0243 8997795.63 8997795.63 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 7989734.72 7989734.72 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.44% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-02-01 2020-04-30 2020-04-30 N N N 0.0246 3998816.96 3998816.96 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-10-31 2019-10-31 N N N 0.0241 13004084.99 13004084.99 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-02-01 2019-04-30 2019-04-30 N N N 0.0238 41007840.02 41007840.02 0.0079 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 0.0245 2993906.25 2993906.25 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 0.0245 3005625.03 3005625.03 0.0006 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EBB701000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-02-07 2019-02-07 2019-04-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 6000000.00 6000000.00 0.0012 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Variable Insurance Products Fund V: Government Money Market Portfolio 2019-02-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer