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Mae Fannie Mae, 2.49% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-30 2019-07-30 N N N 0.0239 8003270.16 8003270.16 0.0016 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 0.0241 999871.82 999871.82 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-12-20 2019-12-20 N N N 0.0248 999372.22 999372.22 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 2019-03-06 2019-05-06 2019-05-06 N N N 0.0240 2999972.94 2999972.94 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-09-19 2019-09-19 N N N 0.0244 1999672.00 1999672.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.43% 3133EJT41 US3133EJT418 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-08-14 2019-08-14 N N N 0.0246 15997834.72 15997834.72 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 5000000.00 5000000.00 0.0010 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0191 22494060.00 22494060.00 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 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 0.0200 5998014.00 5998014.00 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 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 0.0218 24983475.00 24983475.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 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 0.0221 2997621.00 2997621.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 13987974.00 13987974.00 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 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 0.0224 18982406.00 18982406.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 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 0.0227 22972630.00 22972630.00 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 35954784.00 35954784.00 0.0070 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 14980170.00 14980170.00 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 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 0.0229 57919496.00 57919496.00 0.0113 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 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 0.0231 18968593.00 18968593.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 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 0.0231 30946711.00 30946711.00 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 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 0.0231 25951874.00 25951874.00 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEGD6 2549001DPIFGXC1TOL40 US3130AEGD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0239 2999919.90 2999919.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVT1 2549001DPIFGXC1TOL40 US3130AFVT18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-05-13 2019-05-13 N N N 0.0238 999934.46 999934.46 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AEHH6 2549001DPIFGXC1TOL40 US3130AEHH60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0241 11999394.12 11999394.12 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEGE4 2549001DPIFGXC1TOL40 US3130AEGE49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0241 10999773.62 10999773.62 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-06-14 2019-06-14 N N N 0.0246 2999123.13 2999123.13 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEE30 2549001DPIFGXC1TOL40 US3130AEE308 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0240 7999815.52 7999815.52 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 15997900.48 15997900.48 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 5999212.68 5999212.68 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 9979250.00 9979250.00 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 6985006.00 6985006.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 38913849.00 38913849.00 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 2993172.00 2993172.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 42899251.00 42899251.00 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEEE6 2549001DPIFGXC1TOL40 US3130AEEE66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 6000000.00 6000000.00 0.0012 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEEG1 2549001DPIFGXC1TOL40 US3130AEEG15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 6000000.00 6000000.00 0.0012 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADKU5 2549001DPIFGXC1TOL40 US3130ADKU51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 16000000.00 16000000.00 0.0031 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-07-19 2019-07-19 N N N 0.0245 999675.29 999675.29 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-08-21 2019-08-21 N N N 0.0246 11995488.60 11995488.60 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-05-24 2019-05-24 N N N 0.0245 5998690.68 5998690.68 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0246 6997614.33 6997614.33 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0246 2998977.57 2998977.57 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0246 5997955.14 5997955.14 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-05-24 2019-05-24 N N N 0.0245 13997267.90 13997267.90 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 3999891.08 3999891.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 17106370.40 17106370.40 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 12966057.00 12966057.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 48868778.00 48868778.00 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDU1 2549001DPIFGXC1TOL40 US3130AEDU18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 4000000.00 4000000.00 0.0008 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-05-01 2019-05-01 N N N 0.0246 8998628.94 8998628.94 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-04-01 2019-04-01 N N N 0.0243 13999147.40 13999147.40 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEDP2 2549001DPIFGXC1TOL40 US3130AEDP23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 5000000.00 5000000.00 0.0010 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-17 2019-07-17 N N N 0.0242 14998129.65 14998129.65 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-08-02 2019-08-02 N N N 0.0249 8996029.92 8996029.92 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-04-02 2019-04-02 N N N 0.0244 5999617.98 5999617.98 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-08-02 2019-08-02 N N N 0.0249 5997353.28 5997353.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEE71 2549001DPIFGXC1TOL40 US3130AEE712 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0240 7999961.84 7999961.84 0.0016 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 2019-03-04 2019-03-04 2019-03-04 N N N 0.0241 5999973.90 5999973.90 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-05-17 2019-05-17 N N N 0.0244 999852.55 999852.55 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-05-24 2019-05-24 N N N 0.0245 2999414.22 2999414.22 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 26925885.00 26925885.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 19821105.88 19821105.88 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 18941499.00 18941499.00 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 32896182.00 32896182.00 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 9967870.00 9967870.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 8963847.00 8963847.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-01 2019-08-01 N N N 0.0248 999645.15 999645.15 0.0002 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 0.0226 11040858.13 11040858.13 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ACGL2 2549001DPIFGXC1TOL40 US3130ACGL26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0240 999988.07 999988.07 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADY89 2549001DPIFGXC1TOL40 US3130ADY894 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-04-25 2019-04-25 N N N 0.0244 1999819.42 1999819.42 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADY97 2549001DPIFGXC1TOL40 US3130ADY977 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-04-25 2019-04-25 N N N 0.0244 999909.71 999909.71 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-08-27 2019-08-27 N N N 0.0246 999708.26 999708.26 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 27902532.00 27902532.00 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 11957424.00 11957424.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 6974226.00 6974226.00 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 24906275.00 24906275.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 39835960.00 39835960.00 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 13941648.00 13941648.00 0.0027 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 0.0244 16001344.00 16001344.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-02-21 2020-02-21 N N N 0.0240 13999966.40 13999966.40 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-06-21 2019-06-21 N N N 0.0243 28997113.05 28997113.05 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0241 999992.31 999992.31 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-07-19 2019-07-19 N N N 0.0245 5998852.08 5998852.08 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-05-20 2019-05-20 N N N 0.0244 17998026.84 17998026.84 0.0035 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 20917050.00 20917050.00 0.0041 N N Y 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 16227676.90 16227676.90 0.0032 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 51762308.00 51762308.00 0.0101 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 25879412.00 25879412.00 0.0051 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 18910586.00 18910586.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 41788236.00 41788236.00 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 43772256.00 43772256.00 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-01-17 2020-01-17 N N N 0.0245 4998623.05 4998623.05 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 1998765.84 1998765.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 999341.45 999341.45 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 5996297.52 5996297.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 999382.92 999382.92 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2020-01-02 2020-01-02 N N N 0.0250 999382.92 999382.92 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 2019-03-05 2019-07-05 2019-07-05 N N N 0.0248 5998454.70 5998454.70 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-07-15 2019-07-15 N N N 0.0246 8998327.17 8998327.17 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2019-08-16 2019-08-16 N N N 0.0246 5998759.20 5998759.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2019-09-16 2019-09-16 N N N 0.0246 11997399.24 11997399.24 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-11-19 2019-11-19 N N N 0.0246 14995735.20 14995735.20 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-10-22 2019-10-22 N N N 0.0246 61982223.98 61982223.98 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-23 2019-07-23 2019-07-23 N N N 0.0246 5998821.12 5998821.12 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-07-25 2019-07-25 N N N 0.0246 16996610.88 16996610.88 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 23998678.80 23998678.80 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0243 4999724.75 4999724.75 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-09-27 2019-09-27 N N N 0.0246 5998635.36 5998635.36 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384FX2 2549001DPIFGXC1TOL40 US313384FX25 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0242 37790544.00 37790544.00 0.0074 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 34802355.00 34802355.00 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-09-10 2019-09-10 N N N 0.0246 12997881.26 12997881.26 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0243 1000000.00 1000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-04-09 2019-04-09 N N N 0.0245 4999742.65 4999742.65 0.0010 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 2019-03-10 2019-07-10 2019-07-10 N N N 0.0249 2999249.52 2999249.52 0.0006 N N N 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 2019-03-10 2019-07-10 2019-07-10 N N N 0.0249 7997998.72 7997998.72 0.0016 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 2019-03-11 2019-07-11 2019-07-11 N N N 0.0249 2999243.52 2999243.52 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 2019-03-11 2019-07-11 2019-07-11 N N N 0.0249 2999243.52 2999243.52 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-08-13 2019-08-13 N N N 0.0248 2999393.91 2999393.91 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-08-13 2019-08-13 N N N 0.0248 5998787.82 5998787.82 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-08-13 2019-08-13 N N N 0.0248 2999393.91 2999393.91 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-01-17 2020-01-17 N N N 0.0247 11995720.56 11995720.56 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-12-17 2019-12-17 N N N 0.0246 5998219.92 5998219.92 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-01-17 2020-01-17 N N N 0.0247 5997860.28 5997860.28 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-01-17 2020-01-17 N N N 0.0247 1999373.78 1999373.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-12-17 2019-12-17 N N N 0.0246 999703.32 999703.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFXC6 2549001DPIFGXC1TOL40 US3130AFXC64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-06-17 2019-06-17 N N N 0.0245 9999109.00 9999109.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-12-18 2019-12-18 N N N 0.0246 1999402.80 1999402.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-08-19 2019-08-19 N N N 0.0246 6999022.66 6999022.66 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-11-21 2019-11-21 N N N 0.0246 25994411.82 25994411.82 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-23 2020-01-23 2020-01-23 N N N 0.0248 999542.76 999542.76 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-01-28 2020-01-28 N N N 0.0248 1999062.20 1999062.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-08-28 2019-08-28 N N N 0.0247 2999412.93 2999412.93 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-08-28 2019-08-28 N N N 0.0247 2999412.93 2999412.93 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-08-28 2019-08-28 N N N 0.0247 5998825.86 5998825.86 0.0012 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 0.0248 3000093.00 3000093.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384GE3 2549001DPIFGXC1TOL40 US313384GE35 U.S. Government Agency Debt Y N/A N/A 2019-05-29 2019-05-29 2019-05-29 N N N 0.0243 1987999.84 1987999.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-11-15 2019-11-15 N N N 0.0239 13003626.87 13003626.87 0.0025 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 2019-03-07 2020-02-07 2020-02-07 N N N 0.0250 9994638.70 9994638.70 0.0020 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 2019-03-11 2019-07-11 2019-07-11 N N N 0.0249 1999567.52 1999567.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-09-12 2019-09-12 N N N 0.0248 9997622.40 9997622.40 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2020-01-13 2020-01-13 N N N 0.0248 2998957.20 2998957.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2020-01-14 2020-01-14 N N N 0.0248 5997902.40 5997902.40 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2020-01-14 2020-01-14 N N N 0.0248 16993757.77 16993757.77 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0245 44996581.80 44996581.80 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFPJ0 2549001DPIFGXC1TOL40 US3130AFPJ00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-05-24 2019-05-24 N N N 0.0245 9999310.60 9999310.60 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 313384GG8 2549001DPIFGXC1TOL40 US313384GG82 U.S. Government Agency Debt Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0244 15902128.00 15902128.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-01 2019-08-01 N N N 0.0248 11997992.88 11997992.88 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-07-24 2020-07-24 N N N 0.0248 7996580.80 7996580.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-25 2019-07-25 N N N 0.0246 19998001.00 19998001.00 0.0039 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-08-01 2019-08-01 N N N 0.0248 11997992.88 11997992.88 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-10-02 2019-10-02 N N N 0.0249 5998602.48 5998602.48 0.0012 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 2019-03-04 2019-12-04 2019-12-04 N N N 0.0249 2999068.05 2999068.05 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 2019-03-04 2019-12-04 2019-12-04 N N N 0.0249 11996272.20 11996272.20 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 2019-03-10 2020-02-10 2020-02-10 N N N 0.0250 2998363.68 2998363.68 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2020-02-12 2020-02-12 N N N 0.0249 5997547.80 5997547.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2020-03-12 2020-03-12 N N N 0.0248 2999083.59 2999083.59 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2020-04-16 2020-04-16 N N N 0.0246 5999155.26 5999155.26 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-03-17 2020-03-17 N N N 0.0246 1999823.34 1999823.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-06-24 2019-06-24 N N N 0.0246 2999762.34 2999762.34 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2020-02-25 2020-02-25 N N N 0.0248 5998251.78 5998251.78 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-06-28 2019-06-28 N N N 0.0246 24997971.75 24997971.75 0.0049 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 0.0252 6999608.00 6999608.00 0.0014 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 0.0251 999959.00 999959.00 0.0002 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 0.0252 999938.00 999938.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-02-28 2020-02-28 N N N 0.0246 4000000.00 4000000.00 0.0008 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 2019-03-03 2019-05-03 2019-05-03 N N N 0.0247 13999355.44 13999355.44 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-03 2020-01-03 2020-01-03 N N N 0.0250 11996054.40 11996054.40 0.0023 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 2019-03-07 2019-05-07 2019-05-07 N N N 0.0247 12999283.70 12999283.70 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 2019-03-10 2020-01-10 2020-01-10 N N N 0.0250 8996915.43 8996915.43 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2020-04-16 2020-04-16 N N N 0.0246 999914.76 999914.76 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-04-17 2020-04-17 N N N 0.0246 4999567.20 4999567.20 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2020-01-24 2020-01-24 N N N 0.0248 42991705.73 42991705.73 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2020-01-24 2020-01-24 N N N 0.0248 1999614.22 1999614.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2020-01-24 2020-01-24 N N N 0.0248 3999228.44 3999228.44 0.0008 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 0.0252 13998978.00 13998978.00 0.0027 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 0.0252 6999412.00 6999412.00 0.0014 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 0.0253 6999349.00 6999349.00 0.0014 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 0.0252 9999280.00 9999280.00 0.0020 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 0.0252 2999745.00 2999745.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384GV5 2549001DPIFGXC1TOL40 US313384GV59 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0246 2978853.00 2978853.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384GW3 2549001DPIFGXC1TOL40 US313384GW33 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0246 12907479.00 12907479.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-07-03 2019-07-03 N N N 0.0248 7999322.08 7999322.08 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-07-05 2019-07-05 N N N 0.0248 20998189.17 20998189.17 0.0041 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 2019-03-07 2019-07-05 2019-07-05 N N N 0.0248 11998965.84 11998965.84 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2020-05-11 2020-05-11 N N N 0.0250 3998587.08 3998587.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2020-05-11 2020-05-11 N N N 0.0250 11995761.24 11995761.24 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2020-08-12 2020-08-12 N N N 0.0250 27988057.44 27988057.44 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2020-07-17 2020-07-17 N N N 0.0248 6999447.63 6999447.63 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-07-28 2020-07-28 N N N 0.0249 2999268.93 2999268.93 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-06-01 2020-06-01 N N N 0.0247 28000000.00 28000000.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-06-10 2020-06-10 N N N 0.0251 9996144.60 9996144.60 0.0020 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 0.0246 6000091.98 6000091.98 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-07-28 2020-07-28 N N N 0.0249 5998953.42 5998953.42 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2020-08-28 2020-08-28 N N N 0.0251 25988590.16 25988590.16 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 313384HP7 2549001DPIFGXC1TOL40 US313384HP72 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 9916290.00 9916290.00 0.0019 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 0.0250 4998998.25 4998998.25 0.0010 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 2019-03-11 2020-02-11 2020-02-11 N N N 0.0250 8998439.31 8998439.31 0.0018 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 0.0244 10001910.00 10001910.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 313384HT9 2549001DPIFGXC1TOL40 US313384HT94 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0249 2974065.00 2974065.00 0.0006 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 0.0248 3000405.00 3000405.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 313384JX8 2549001DPIFGXC1TOL40 US313384JX88 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0251 1978696.00 1978696.00 0.0004 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 6998993.47 6998993.47 0.0014 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 6998993.47 6998993.47 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 313384KC2 2549001DPIFGXC1TOL40 US313384KC23 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0252 10879022.00 10879022.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2019-08-09 2019-08-09 N N N 0.0252 2966592.00 2966592.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 313384KM0 2549001DPIFGXC1TOL40 US313384KM05 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0252 8895420.00 8895420.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 313384KS7 2549001DPIFGXC1TOL40 US313384KS74 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-08-21 2019-08-21 N N N 0.0252 4940170.00 4940170.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0256 5998319.52 5998319.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0256 2999159.76 2999159.76 0.0006 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 16997878.40 16997878.40 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 0.0254 10999450.00 10999450.00 0.0022 N N N N Freddie Mac Freddie Mac, 2.28% 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 0.0228 3994976.00 3994976.00 0.0008 N N Y N Freddie Mac Freddie Mac, 2.40% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-06-19 2019-06-19 N N N 0.0238 6000243.72 6000243.72 0.0012 N N N N Freddie Mac Freddie Mac, 2.41% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-08-08 2019-08-08 N N N 0.0248 1999362.14 1999362.14 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 0.0266 1000996.00 1000996.00 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 0.0236 1000220.00 1000220.00 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 0.0248 10001510.00 10001510.00 0.0020 N N N N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 EBJ277000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 6302300.00 6125849.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 ECB780000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 12596000.00 12243340.25 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-25 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EBG478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2024-02-29 2.125 - 3.5 12470000.00 12249458.38 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EBF441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 3.125 - 3.125 12030000.00 12298815.48 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0023 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EBD893000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2023-07-31 2.75 - 2.75 12160000.00 12313165.80 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0023 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 4112329.91 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 EBI601000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2027-05-15 2.375 - 2.375 6215000.00 6137398.34 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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, 2.44% 3Y4U8VZURTYWI1W2K376 EBB385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2045-02-15 1.625 - 3.5 6870000.00 6191269.94 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 2020-05-15 2026-02-15 1.625 - 3.5 5060000.00 5121817.23 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 4111120.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 2020-11-15 2026-02-15 1.625 - 2.625 6215000.00 6150317.54 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 ECB819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2043-02-15 1.5 - 6.875 3120600.00 3060956.72 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 3000000.00 3000000.00 0.0006 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 2019-07-31 2048-02-15 1.133 - 5.5 7460300.00 7188509.67 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 7000000.00 7000000.00 0.0014 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 2019-07-31 2045-08-15 0 - 7.125 9304500.00 9234168.89 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0018 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 2019-07-05 2045-05-15 0 - 6.875 12427200.00 12278173.42 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2019-03-21 2048-11-15 0 - 6.875 21293800.00 21565090.05 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 21000000.00 21000000.00 0.0041 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 2019-03-21 2045-02-15 0 - 6.875 12402000.00 12282844.10 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0023 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 2019-03-28 2047-08-15 0 - 6.875 13206400.00 12395543.27 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2019-03-28 2045-02-15 0 - 6.875 7238500.00 7177494.53 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 7000000.00 7000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF392000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-02-15 0 - 4.375 19246900.00 21563326.65 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 21000000.00 21000000.00 0.0041 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 2019-03-21 2048-11-15 0 - 6.875 27298000.00 25709512.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 25000000.00 25000000.00 0.0049 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 2019-03-21 2045-08-15 0 - 6.875 25873200.00 25578518.04 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 25000000.00 25000000.00 0.0049 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 2019-03-21 2045-08-15 0 - 8.75 24542900.00 24543613.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 24000000.00 24000000.00 0.0047 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBF938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2043-05-15 0 - 6.875 20175800.00 20434984.28 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 20000000.00 20000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBG521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-02-15 1.5 - 7.5 12449900.00 12255178.90 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 12000000.00 12000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBE887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-05-15 1.5 - 8.125 12244600.00 12259291.60 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 12000000.00 12000000.00 0.0023 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 2019-03-21 2048-11-15 0 - 7.875 36638800.00 39071306.27 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 38000000.00 38000000.00 0.0074 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 2019-03-21 2045-02-15 0 - 6.875 30817300.00 30673507.18 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 30000000.00 30000000.00 0.0059 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBC945000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2045-08-15 0 - 8.125 12244500.00 12263598.78 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-01 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 EBE375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2046-05-15 0 - 6.875 9097600.00 9198058.10 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 9000000.00 9000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBE386000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2046-02-15 1.125 - 6.875 12682400.00 12259394.28 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-05-09 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 EAH877000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-02-15 0 - 6.875 9692400.00 10261382.72 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 10000000.00 10000000.00 0.0020 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 2019-03-21 2045-08-15 0 - 7.5 12220400.00 12266912.46 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EBF445000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-02-15 1.875 - 3 6259800.00 6129057.62 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.45% 2IGI19DL77OX0HC3ZE78 EBI596000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-02-15 2.125 - 3 6107200.00 6126078.30 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 6000000.00 6000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.46% 2IGI19DL77OX0HC3ZE78 EBB701000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-05-15 1.625 - 3.625 6231900.00 6134970.18 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 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 2021-09-15 2047-02-15 1.625 - 4.25 10976400.00 11260065.65 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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 0.0022 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2024-02-15 2.75 - 2.875 3008600.00 3060659.55 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 3000000.00 3000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECC637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2048-05-15 2 - 3.125 6116200.00 6150757.79 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0248 5999779.80 5999779.80 0.0012 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.44% 549300IMBXQ8SGH3HJ31 ECB354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2027-08-15 1.625 - 2.75 17150000.00 17348263.66 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0244 17000000.00 17000000.00 0.0033 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.51% 549300IMBXQ8SGH3HJ31 ECD281000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2048-02-15 1.625 - 3 13555900.00 13333006.64 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0248 13000000.00 13000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.59% 549300IMBXQ8SGH3HJ31 ECD284000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2027-08-15 1.5 - 2.5 73753100.00 73445351.48 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 72000000.00 72000000.00 0.0141 N Y Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 ECB823000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-08-15 2047-08-15 2.75 - 2.75 6604700.00 6181672.72 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-27 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, 2.60% 7LTWFZYICNSX8D621K86 ECD306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2024-07-31 2.125 - 2.375 13313500.00 13261003.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 13000000.00 13000000.00 0.0025 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.41% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2021-05-15 2.625 - 2.625 17182200.00 17348213.56 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 17000000.00 17000000.00 0.0033 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 2021-05-15 2021-05-15 2.625 - 2.625 13134900.00 13261808.75 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 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 2021-05-15 2021-05-15 2.625 - 2.625 13134100.00 13261001.02 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0245 13000000.00 13000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.60% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2021-08-15 2.75 - 2.75 13177300.00 13260970.18 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 13000000.00 13000000.00 0.0025 N Y Y N DNB Bank ASA DNB Bank ASA, 2.46% 549300GKFG0RYRRQ1414 ECD271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-15 2023-08-15 2.5 - 2.5 28578700.00 28562575.61 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0243 28000000.00 28000000.00 0.0055 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.45% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2024-08-15 1.375 - 2.375 16435400.00 16321110.73 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0242 16000000.00 16000000.00 0.0031 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2020-02-29 1.375 - 1.375 15484000.00 15304966.25 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 15000000.00 15000000.00 0.0029 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.56% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-15 2020-01-15 1.375 - 1.375 1050000.00 1041254.83 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 1000000.00 1000000.00 0.0002 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2019-04-30 1.25 - 1.25 2036100.00 2040151.12 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0265 2000000.00 2000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% 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 2022-08-31 0 - 2.375 2038700.00 2040168.39 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0265 2000000.00 2000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2023-09-30 0 - 1.75 5108600.00 5100450.37 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0265 5000000.00 5000000.00 0.0010 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 7973200.00 10238949.02 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0244 9999985.00 9999985.00 0.0020 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 7899000.00 9209133.03 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0249 8999724.60 8999724.60 0.0018 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.57% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2020-02-15 3.625 - 3.625 61510000.00 62205173.45 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 61000000.00 61000000.00 0.0119 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.58% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-16 2047-11-15 0 - 2.75 19496000.00 19381421.08 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 19000000.00 19000000.00 0.0037 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.41% 549300Y1PMK3RWXMWR72 ECB311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2026-08-15 1.125 - 3.375 16328000.00 16327704.09 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0241 16000000.00 16000000.00 0.0031 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 ECC467000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2026-08-15 1.125 - 3.375 7031100.00 7141496.31 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0239 7000000.00 7000000.00 0.0014 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 ECC817000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2026-11-15 1.125 - 2.75 5061300.00 5100701.68 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0239 5000000.00 5000000.00 0.0010 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.46% 549300Y1PMK3RWXMWR72 EBE697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2026-08-15 1.125 - 2.875 5988500.00 6129690.09 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0245 5999893.20 5999893.20 0.0012 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.57% 549300Y1PMK3RWXMWR72 ECD295000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2027-11-15 1.125 - 2.75 42008000.00 41822991.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 N/A N/A N 0.0257 41000000.00 41000000.00 0.0080 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 ECC525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 3210000.00 3069232.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 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 ECC931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 2.125 - 2.125 5150000.00 5117945.87 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 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 ECC523000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2022-08-15 1.625 - 1.625 4200000.00 4082357.01 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 4000000.00 4000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBI045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2045-05-15 3 - 3 3100000.00 3095975.14 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBI612000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2028-08-15 1.625 - 2.875 5034000.00 5115313.00 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 5000000.00 5000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EBH509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-06-30 2025-06-30 2.75 - 2.75 2020000.00 2049569.25 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 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, 2.43% U7M81AY481YLIOR75625 EBD000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 1.625 - 1.625 1056000.00 1025388.40 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0240 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 1090000.00 1023192.33 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EBJ371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2028-08-15 2.75 - 2.875 3015000.00 3063780.99 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.60% U7M81AY481YLIOR75625 ECD273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2028-08-15 2.875 - 2.875 5020000.00 5101267.07 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 5000000.00 5000000.00 0.0010 N Y Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EBD889000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2040-08-15 0 - 3.875 13120800.00 13282499.97 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0241 13000000.00 13000000.00 0.0025 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 2019-06-30 2045-02-15 0 - 4.625 31451600.00 31718705.09 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-14 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 31000000.00 31000000.00 0.0061 N N Y N Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECD288000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2025-07-31 0 - 2.875 6093400.00 6120428.94 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-29 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 Natixis SA Natixis SA, 2.45% KX1WK48MPD4Y2NCUIZ63 ECB809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2042-05-15 0 - 3.875 6211900.00 6121710.35 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-25 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 Natixis SA Natixis SA, 2.46% KX1WK48MPD4Y2NCUIZ63 EBJ990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2042-05-15 0 - 3.875 6072100.00 6124263.76 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 6000000.00 6000000.00 0.0012 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.40% OXTKY6Q8X53C9ILVV871 ECB382000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-08-15 0 - 7.625 99274200.00 98034418.10 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 96000000.00 96000000.00 0.0188 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.57% OXTKY6Q8X53C9ILVV871 ECD298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2019-03-07 N/A 2041000.00 2040199.93 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 2000000.00 2000000.00 0.0004 N Y Y N 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 6159114.27 U.S. Treasuries (including strips) Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0254 5999979.00 5999979.00 0.0012 N N Y N 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 3077034.97 U.S. Treasuries (including strips) Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0256 2999919.60 2999919.60 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EBI606000 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 3040000.00 3066946.33 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 2999866.20 2999866.20 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECA008000 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 7085000.00 7147800.92 U.S. Treasuries (including strips) Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0252 7000000.00 7000000.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECD341000 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 9100000.00 9180661.73 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0252 9000000.00 9000000.00 0.0018 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 3077034.97 U.S. Treasuries (including strips) Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0256 2999942.70 2999942.70 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 6154069.95 U.S. Treasuries (including strips) Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0257 5999836.20 5999836.20 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 5070000.00 5114940.10 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0254 4999931.00 4999931.00 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 5114940.10 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0254 4999929.00 4999929.00 0.0010 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ356000 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 1.125 - 6.125 4049800.00 4084061.20 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 4000000.00 4000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECC875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2047-05-15 0 - 4.25 9325200.00 9181266.09 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0018 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ357000 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 1.125 - 3.75 4163000.00 4083986.70 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 4000000.00 4000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBI507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-04 2048-11-15 0 - 3.75 12523400.00 12303919.07 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECD310000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2048-11-15 2 - 6.125 12166800.00 12332255.81 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECA925000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-04 2048-05-15 0 - 3.125 6126300.00 6123375.45 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ331000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2047-05-15 0 - 6.125 2093000.00 2042041.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 2000000.00 2000000.00 0.0004 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ410000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2047-05-15 0 - 3.75 4137300.00 4108369.23 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 4000000.00 4000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2047-11-15 1.75 - 3.75 6248200.00 6125941.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EBJ961000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2048-05-15 1.375 - 4.25 6165400.00 6124201.90 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 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 2020-07-31 2047-11-15 1.75 - 3.75 8412100.00 8207351.24 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 DJC371000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-01 2048-05-15 0 - 4.25 8425900.00 8207012.74 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 8000000.00 8000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EBG524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2039-08-15 2 - 7.625 6251100.00 6127535.81 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.45% ES7IP3U3RHIGC71XBU11 EBJ316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2027-11-15 2.25 - 7.625 6078200.00 6125910.84 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-04-16 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 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 2022-11-15 2039-08-15 2 - 7.625 3029800.00 3068020.58 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 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., 2.42% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2020-02-27 N/A 13600400.00 13262702.07 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 13000000.00 13000000.00 0.0025 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.48% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-05-15 2028-05-15 2.875 - 2.875 25964000.00 26521916.73 U.S. Treasuries (including strips) Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0245 26000000.00 26000000.00 0.0051 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 2019-04-25 2048-02-15 0 - 7.5 5447200.00 6141115.05 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0247 5999938.80 5999938.80 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 2019-03-28 2048-05-15 0 - 7.5 21278600.00 20658245.99 U.S. Treasuries (including strips) Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0247 19999784.00 19999784.00 0.0039 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 2019-04-25 2048-02-15 0 - 7.625 6479600.00 6141135.61 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0247 5999904.60 5999904.60 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 2019-03-14 2048-05-15 0 - 5.375 12205200.00 12356468.50 U.S. Treasuries (including strips) Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0248 11999923.20 11999923.20 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 2019-03-28 2047-02-15 0 - 7.5 12203000.00 12284409.01 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0253 11999535.60 11999535.60 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 2019-03-28 2047-05-15 0 - 7.25 11793100.00 12365407.17 U.S. Treasuries (including strips) Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0253 11999730.00 11999730.00 0.0023 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 2.6%, dated 2/28/2019 due 03/01/2019 B4TYDEB6GKMZO031MB27 ECD466000_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 2041-11-20 2045-07-20 3 - 4 95241568.38 40589398.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 39790665.35 39790665.35 0.0078 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 ECB330000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 10065700.00 10204832.72 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 10000000.00 10000000.00 0.0020 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 HOME LOAN MORTGAGE CORP 2048-05-01 2049-03-01 3.5 - 4.5 1816408.00 1816456.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-07-15 2049-02-20 3.5 - 5.5 2830589.00 2235172.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-02-01 2049-03-01 3.5 - 4.5 2949196.00 3096082.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-20 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0014 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 2048-02-01 2049-03-01 3.5 - 4.5 13181356.00 12319809.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-07-15 2049-02-20 3.5 - 5 1466629.00 813537.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-02-01 2049-03-01 3 - 4.5 144038.00 141868.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-11 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 13000000.00 13000000.00 0.0025 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 2025-10-01 2025-10-01 3.46 - 3.46 1000.00 1030.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.44 - 4.44 2069.00 2217.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.58 - 3.58 1000.00 1032.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-07-01 2049-03-01 3.276 - 4.5 10692687.00 4496192.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2068-12-20 3.5 - 5.5 1288126.00 1406668.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2049-03-01 3.32 - 5 1294136.00 1240117.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-25 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 7000000.00 7000000.00 0.0014 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.45% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 4.09 - 4.44 2753.00 2934.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2049-03-01 2.5 - 4.5 2141888.00 2017524.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-05-20 2048-05-20 5.5 - 5.5 9904.00 10200.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-02-01 2049-03-01 3.5 - 4 9301.00 9479.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-03 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 2000000.00 2000000.00 0.0004 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECA838000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2028-11-15 0 - 3.125 2900.00 2967.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2041-10-01 4.345 - 4.345 768190.00 555566.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-04-01 2049-02-01 3.321 - 6.5 36556000.00 6585362.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EBI147000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2049-02-15 0 - 3.125 12200.00 12500.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2049-02-01 3 - 4.5 857004.00 815766.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-04-20 2046-08-20 3 - 3 9576621.00 6275258.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-17 2048-11-01 1.58 - 6.5 44350.00 43826.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 7000000.00 7000000.00 0.0014 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.6%, dated 2/28/2019 due 03/01/2019 R0MUWSFPU8MPRO8K5P83 ECD466000_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 2019-08-29 2049-02-15 0 - 7.5 7548965.23 7125010.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-02-21 2048-10-15 0 - 6.25 575639.65 239350.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 2 - 4.5 4270148.39 1815542.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-06-25 0 - 8 5724135.80 2497829.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 11423917.65 11423917.65 0.0022 N Y 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 2019-08-15 2044-08-15 0 - 6.875 6635732.35 6153976.67 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 23000.00 22975.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2047-12-01 3.08 - 3.5 52000.00 49464.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2048-10-20 3 - 4.5 12753077.00 6194802.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-03-01 2038-08-01 0 - 6.625 964704.00 942583.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 2020-07-31 2047-05-15 0 - 8.125 16659042.39 13354496.39 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2038-04-05 1.375 - 3.98 24000.00 23550.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2043-06-01 3.08 - 4.13 44916.00 42588.53 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2048-02-20 3.5 - 4 34900.00 12327.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4 1000.00 999.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2047-05-15 0 - 6.875 6736776.83 5489785.20 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 4000.00 3995.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2024-02-21 3.08 - 3.08 40000.00 40018.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-02-15 2048-10-20 3 - 4 4664869.00 3119498.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.782 - 3.782 1000.00 908.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-02-01 2048-07-01 3.5 - 5 2796066.00 2604076.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 11000000.00 11000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EBH446000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-11-15 0 - 4.25 21658978.58 10991458.55 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2031-01-14 2038-04-05 3.34 - 3.98 3000.00 3010.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2024-02-21 3.08 - 3.08 220000.00 220102.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-09-14 2029-09-14 3.5 - 3.5 2070000.00 2161995.86 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4 - 4 1000.00 1020.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-02-01 2048-10-01 4 - 5 2000.00 2047.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-05-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 13000000.00 13000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBC948000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-15 2043-11-15 0 - 2.51 13359818.16 13280713.61 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-12-20 2047-12-20 4 - 4 1000.00 903.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2030-11-15 6.625 - 6.625 1000.00 1357.43 Agency Debentures and Agency Strips Y N/A N/A 2019-03-07 2019-03-07 2019-05-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 13000000.00 13000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD956000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2049-02-15 0 - 3.5 54658.65 42675.75 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2038-04-05 1.375 - 3.98 2000.00 2015.34 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2048-10-15 2.808 - 4 9611223.00 9057990.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-20 2048-10-20 3.5 - 4.125 86618.00 86262.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-01-01 0 - 3.5 10000.00 7118.96 Agency Debentures and Agency Strips Y N/A N/A 2019-03-07 2019-03-07 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 9000000.00 9000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.48% R0MUWSFPU8MPRO8K5P83 EBD965000 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 2045-08-15 0 - 6.875 17055740.85 13335286.20 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-12-07 2032-12-07 3.28 - 3.28 13000.00 12781.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2032-07-15 3.08 - 6.25 54000.00 58459.25 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-07-01 2041-07-01 4.5 - 4.5 16300.00 4071.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 13000000.00 13000000.00 0.0025 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 2025-08-15 2026-08-15 1.5 - 6.875 2500.00 2340.62 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2033-02-01 2033-02-01 3.33 - 3.33 1000.00 967.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2024-02-21 2032-07-15 0 - 3.08 785000.00 640097.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2029-10-24 4 - 4 50000.00 54793.24 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4 - 4 309082.00 313681.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-07-01 4.5 - 6.625 10802.00 11183.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 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 2.6%, dated 2/28/2019 due 03/01/2019 VJW2DOOHGDT6PR0ZRO63 ECD466000_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 - 0 134.61 94.82 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-03-07 2049-02-15 0 - 8.5 6642379.12 6618490.10 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-04-04 2026-12-21 1.187 - 5.375 496608.96 497475.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-03-15 2049-02-01 1.05 - 10 4702534.92 2599296.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-03-06 2026-06-15 0 - 4.75 1499841.99 1509407.30 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-06-20 2049-02-20 2.5 - 10 3411328.55 1168810.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-03-25 2049-02-01 0.875 - 9.5 7251773.08 5461112.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 17499502.69 17499502.69 0.0034 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 US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2021-09-15 2.75 - 2.75 13600.00 13848.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-06-01 3 - 3.5 12545.00 11677.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-08-20 2048-11-20 4 - 5 1137965.00 315601.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2049-03-01 3.5 - 5 7243331.00 6821551.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 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 0.0014 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 2024-09-30 2025-01-15 2.125 - 2.375 7300.00 7242.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-02-01 3 - 3 7846.00 7270.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-11-20 4.5 - 5 4751.00 4923.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-05-01 2049-03-01 3.5 - 5 7283573.00 7141262.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 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 0.0014 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 US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2044-11-15 2.75 - 3 11300.00 11479.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3 - 3 6419.00 5949.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2049-01-20 4.5 - 5 11775225.00 12229228.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2048-11-01 4 - 5 36125.00 30677.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 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, 2.42% 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 2046-11-15 0.75 - 3.625 15682200.00 15303816.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-11-15 2048-09-20 4 - 6 172805.00 15225.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-12-01 2047-11-01 2.675 - 4.57 123791.00 115433.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 15000000.00 15000000.00 0.0029 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 RESOLUTION FUNDING CORP 2029-10-15 2029-10-15 N/A 1000.00 718.58 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2045-02-15 0.125 - 3.625 2404900.00 2379180.01 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2024-05-20 2024-05-20 3.05 - 3.05 675000.00 673533.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2023-11-28 2023-11-28 3.02 - 3.02 6000.00 5992.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-07-15 2037-07-15 5.625 - 5.625 1000.00 1308.60 Agency Debentures and Agency Strips Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 3000000.00 3000000.00 0.0006 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.6%, dated 2/28/2019 due 03/01/2019 E57ODZWZ7FF32TWEFA76 ECD466000_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 202687.76 147351.35 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-03-21 2047-08-15 0 - 8.75 13411709.32 13823295.48 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 9.82 10.18 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2027-07-19 0 - 2.43 1454104.96 1454739.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-17 2036-07-15 1.375 - 5.5 45230.53 51337.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-08-01 2048-02-01 0 - 10 1455894.88 161721.02 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 19.64 21.03 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 860927.70 799354.49 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 133560.20 134070.00 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2065-09-15 3.5 - 4.25 13308.87 13215.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-12-01 0 - 8.5 551497.12 199043.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 16439503.96 16439503.96 0.0032 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.6%, dated 2/28/2019 due 03/01/2019 1VUV7VQFKUOQSJ21A208 ECD466000_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 2019-03-07 2049-02-15 0 - 8.125 33143293.45 32927246.92 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 32225347.66 32225347.66 0.0063 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.41% ANGGYXNX0JLX3X63JN86 ECB296000 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 2043-04-20 2048-06-20 3 - 4.5 16982544.00 13266213.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 13000000.00 13000000.00 0.0025 N Y Y N Credit Suisse AG, New York Credit Suisse AG, New York, 2.46% ANGGYXNX0JLX3X63JN86 ECD277000 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 2020-08-01 2043-11-01 3 - 5.5 153275949.00 10269556.89 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0243 10000000.00 10000000.00 0.0020 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.61% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2056-01-15 2056-01-15 3 - 3 9436892.00 9270672.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 9000000.00 9000000.00 0.0018 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 CYYGQCGNHMHPSMRL3R97 ECD466000_03556 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 2024-06-01 2049-02-01 2.5 - 6 12357313.65 9612173.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-12-01 2057-01-01 2.943 - 5 3281055.17 3045218.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 12408318.52 12408318.52 0.0024 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.47% CYYGQCGNHMHPSMRL3R97 0000853784 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 N/A 3000.00 2778.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2048-11-01 3.5 - 5 4853418.00 4177910.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-02-01 2049-01-01 4 - 5 40053096.00 15200641.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0244 19000000.00 19000000.00 0.0037 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 2019-04-25 2027-11-15 0 - 2.25 6400.00 6298.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 4877056.00 5095757.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 1662.00 346.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 5000000.00 5000000.00 0.0010 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.43% 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 2020-05-31 2020-05-31 1.375 - 1.375 200.00 197.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-02-01 2037-07-01 2.5 - 6.5 8640329.00 1020028.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0240 1000000.00 1000000.00 0.0002 N N Y N 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 US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2028-11-15 0 - 3.125 7600.00 7836.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1007.00 1009.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2049-01-20 3.5 - 5 6849653.00 7156741.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 2376.00 495.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0248 6999952.40 6999952.40 0.0014 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 2019-08-15 2027-11-15 0 - 2.25 6500.00 6357.88 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 4891273.00 5110611.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 1718.00 358.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0249 4999915.50 4999915.50 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% 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 2019-08-15 2027-11-15 0 - 3 3800.00 3800.44 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 2929318.00 3060676.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 1031.00 214.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0250 2999883.30 2999883.30 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 6832704.00 7139101.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 2411.00 502.41 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2021-10-31 0 - 1.25 9100.00 8848.63 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0250 6999743.80 6999743.80 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.50% 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 2019-04-25 2028-11-15 0 - 3.125 7600.00 7800.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1017.00 1019.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 6827964.00 7134149.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 2411.00 502.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0250 6999783.00 6999783.00 0.0014 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 US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2028-11-15 0 - 3.125 10800.00 11216.77 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2049-01-20 3.5 - 5 8873469.00 9213591.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 3153.00 657.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 8999852.40 8999852.40 0.0018 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 US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2022-11-30 0 - 2 5200.00 5137.51 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 3919919.00 4095699.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 1384.00 288.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0251 3999932.40 3999932.40 0.0008 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 US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2028-11-15 0 - 3.125 7500.00 7611.89 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 5879176.00 6142815.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 2086.00 434.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0251 5999920.80 5999920.80 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 US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2025-09-30 0 - 3 1500.00 1529.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1000.00 1002.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 1956798.00 2044546.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 1000.00 208.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0251 1999966.00 1999966.00 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 US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2025-09-30 0 - 3 1500.00 1530.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 4 - 4 1000.00 1002.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 1955979.00 2043690.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 1000.00 208.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0253 1999926.20 1999926.20 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 US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2027-11-15 0 - 2.25 11600.00 11464.61 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2049-01-20 3.5 - 5 8800439.00 9194983.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-12-01 2041-12-01 3.052 - 3.052 3104.00 646.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0253 8999628.30 8999628.30 0.0018 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.6%, dated 2/28/2019 due 03/01/2019 KBVRJ5K57JZ3E2AVWX40 ECD466000_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 2019-04-25 2048-05-15 0 - 3.125 1009623.71 1008122.78 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 1100.33 1130.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2049-01-01 3.5 - 4.91 332830.15 309830.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 17745.32 18262.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-02-01 2.5 - 5.5 1442660.90 833994.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 2128612.58 2128612.58 0.0004 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 ZBUT11V806EZRVTWT807 ECD466000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-31 2028-08-15 0.75 - 8.75 35677120.61 35453473.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2021-06-25 2049-02-01 2 - 10.514 32856022.12 23545639.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-12-20 2061-04-16 2 - 6.951 3139035.09 2185043.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2058-10-25 0 - 7.5 54822847.36 37880429.62 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 97032588.61 97032588.61 0.0190 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 2047-09-20 2047-09-20 3 - 3 6822142.00 6132029.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 4 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0012 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 EBD942000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-08-15 2049-02-20 4 - 4.5 16797337.00 17369382.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 6 N N/A N/A N N 0.0241 17000000.00 17000000.00 0.0033 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 8NAV47T0Y26Q87Y0QP81 ECD466000_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 2019-10-31 2039-08-15 1.181 - 4.5 3588727.74 3709198.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.75 - 3.75 222181.88 230923.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2049-02-01 2.5 - 4.5 2599459.11 2192849.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-07-01 2049-03-01 2.5 - 5 3692191.58 2986773.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 8933980.72 8933980.72 0.0017 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBE282000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2040-12-01 3.5 - 4 1086831.00 307495.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-08-01 2048-05-01 2.498 - 4.5 49423373.00 8887621.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0245 8999981.10 8999981.10 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBH391000 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 2044-08-01 2046-06-01 3.045 - 4 6706752.00 4628633.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-20 2048-02-01 2.5 - 4.528 11381546.00 2519694.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0246 6999917.40 6999917.40 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBH392000 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 2025-11-01 2032-01-01 2.5 - 4 7849591.00 2959404.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-01-01 3 - 4 105168.00 104165.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0246 2999946.90 2999946.90 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBH943000 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 2043-04-01 2048-08-01 2.528 - 3.275 12015776.00 6233071.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2042-10-01 3 - 4.061 23077115.00 4999245.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0246 10999774.50 10999774.50 0.0022 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EBI514000 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 2038-04-01 2038-04-01 4.185 - 4.185 13127855.00 3506586.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2047-09-01 3.5 - 3.5 6214974.00 5682861.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0248 8999610.30 8999610.30 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECA236000 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 2046-11-01 2048-12-01 2.361 - 3.267 1481126.00 1342381.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-05-01 2044-02-01 3.452 - 4 5113129.00 1719507.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0244 3000000.00 3000000.00 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECA914000 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 2041-10-01 3.134 - 3.134 25248221.00 6409662.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-06-01 2048-06-01 4 - 4 733098.00 734256.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-23 2019-04-23 2019-04-23 N N N 0.0247 6999755.70 6999755.70 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECB869000 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 2025-05-01 2048-07-01 4.5 - 4.561 34216429.00 5580801.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2038-10-01 4 - 4.5 1831974.00 1561158.01 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 7000000.00 7000000.00 0.0014 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 7TK5RJIZDFROZCA6XF66 ECD466000_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 2.369 - 10.194 11531299.92 4826419.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2063-08-20 0.506 - 8.5 10635701.06 7730816.02 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2022-01-03 2022-01-03 0 - 0 26803.33 26809.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 24231871.97 6165633.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 18315612.18 18315612.18 0.0036 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.41% OXTKY6Q8X53C9ILVV871 ECB376000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2025-01-31 1.125 - 2.5 700.00 746.74 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2029-01-01 3.76 - 3.83 2000.00 2082.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2049-02-01 0 - 7.5 27545127.00 4421051.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-07-20 2054-01-15 3 - 3.84 13122142.00 13299125.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-01 2051-02-01 1.25 - 6 7827753.00 2686556.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 20000000.00 20000000.00 0.0039 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.59% OXTKY6Q8X53C9ILVV871 ECD299000 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 2022-01-01 2052-09-01 3.14 - 5 19288142.00 15301101.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 15000000.00 15000000.00 0.0029 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 US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2047-02-15 0 - 6.375 25200.00 26045.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 2023-11-01 3.5 - 3.5 27581225.00 28446475.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-09-15 2046-06-15 2.869 - 7.5 292367.00 168370.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-05-15 2065-08-20 2.5 - 10 7328154.00 216778.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-01 2042-08-25 1.46 - 8 4661663.00 2942022.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 31000000.00 31000000.00 0.0061 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.6%, dated 2/28/2019 due 03/01/2019 549300QJJX6CVVUXLE15 ECD466000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-03-19 2048-11-15 0 - 6.125 38099.28 38221.57 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 37422.01 37422.01 0.0000 N Y 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 2046-07-01 2048-07-01 3.5 - 5 9041891.00 7656729.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2047-09-20 4 - 4 4235.00 4014.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2051-06-01 2.945 - 4.5 31438681.00 26087014.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 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 0.0065 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 HOME LOAN MORTGAGE CORP 2042-04-01 2048-12-01 3.5 - 4.5 3233845.00 2404140.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-08-20 4 - 4 35421.00 35523.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2048-12-01 2.945 - 4.5 24478128.00 10949648.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-03-07 2019-03-07 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 2048-12-01 3.5 - 5 2813247.00 2362538.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-01-20 3.5 - 5 7449896.00 7755528.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 3 - 5 6530927.00 3179525.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 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 2048-12-01 3.5 - 4.5 7892216.00 4871947.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4 84816.00 85064.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-01-01 2.571 - 5 5711180.00 3233224.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 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 0.0016 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 2048-12-01 3.5 - 5 8554398.00 5565279.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4 65472.00 65450.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 3 - 5 593562.00 504386.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 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 2.6%, dated 2/28/2019 due 03/01/2019 O2RNE8IBXP4R0TD8PU41 ECD466000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 0 - 8.5 14884021.93 15201834.52 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 14880971.33 14880971.33 0.0029 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.6%, dated 2/28/2019 due 03/01/2019 5U0XI89JRFVHWIBS4F54 ECD466000_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 2019-05-09 2047-11-15 0 - 3.625 27048153.36 26507994.95 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 5231875.66 4967477.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-03-01 3.5 - 3.5 12489157.79 12550891.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 43119797.66 43119797.66 0.0084 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.58% SUVUFHICNZMP2WKHG940 ECD291000 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 2045-10-01 2045-10-01 4 - 4 9111069.00 6120438.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 6000000.00 6000000.00 0.0012 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.6%, dated 2/28/2019 due 03/01/2019 VYVVCKR63DVZZN70PB21 ECD466000_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 2030-01-15 0 - 0 33719.44 32404.25 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-03-28 2048-05-15 0 - 8 7501894.26 7556753.36 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-05-03 2032-07-19 1.1 - 5.22 1054360.64 1050519.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-12-11 2049-02-01 0 - 6.75 3214477.69 2932201.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-07-05 2033-03-11 2.375 - 3.5 475077.79 481398.55 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 0 - 0 3629.81 3598.91 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-04-20 2049-02-20 2 - 8.5 33575225.44 31445301.01 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-05-13 2022-02-01 1.46 - 4.3 22148.40 22004.29 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-11-01 2025-11-01 0 - 2.875 227922.37 191280.16 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-24 2049-03-01 0 - 6.625 13886654.88 12643933.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 55237759.06 55237759.06 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.00% 912796XJ3 254900HROIFWPRGM1V77 US912796XJ30 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0000 1000000.00 1000000.00 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.87% 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0187 15995873.76 15995873.76 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.00% 912796QZ5 254900HROIFWPRGM1V77 US912796QZ54 U.S. Treasury Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0200 20891915.67 20891915.67 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.20% 912796RB7 254900HROIFWPRGM1V77 US912796RB77 U.S. Treasury Debt Y N/A N/A 2019-03-14 2019-03-14 2019-03-14 N N N 0.0220 20982169.74 20982169.74 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.23% 912796UZ0 254900HROIFWPRGM1V77 US912796UZ09 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0223 996243.33 996243.33 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.25% 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0225 19973958.40 19973958.40 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.30% 912796UU1 254900HROIFWPRGM1V77 US912796UU12 U.S. Treasury Debt Y N/A N/A 2019-03-26 2019-03-26 2019-03-26 N N N 0.0230 4991750.00 4991750.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0231 43473463.26 43473463.26 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.34% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0234 20955573.24 20955573.24 0.0041 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 33892322.00 33892322.00 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0237 14954191.65 14954191.65 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0238 9949667.60 9949667.60 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 4972463.00 4972463.00 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0239 18886475.00 18886475.00 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0243 14846521.80 14846521.80 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0244 43527244.64 43527244.64 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.45% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0245 35595024.84 35595024.84 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0246 51389888.16 51389888.16 0.0100 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-03-01 2020-01-31 2020-01-31 N N N 0.0244 8997926.04 8997926.04 0.0018 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 0.0239 7994660.64 7994660.64 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-03-01 2020-04-30 2020-04-30 N N N 0.0248 3998479.84 3998479.84 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-10-31 2019-10-31 N N N 0.0243 13003008.20 13003008.20 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.49% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y N/A N/A 2019-03-01 2019-04-30 2019-04-30 N N N 0.0241 41004074.99 41004074.99 0.0080 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 0.0244 2995848.48 2995848.48 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 0.0247 3003973.11 3003973.11 0.0006 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECD316000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-03-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 2000000.00 2000000.00 0.0004 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC936000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y MUFG SECS EMEA 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 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. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 ECD321000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-03-07 2019-03-07 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0014 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 2019-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer