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B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-04-30 2020-04-30 N N N 0.0247 4002325.36 4002325.36 0.0008 N N N N Fannie Mae Fannie Mae, 2.55% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-07-30 2019-07-30 N N N 0.0244 8002587.04 8002587.04 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.39% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2019-04-06 2019-05-06 2019-05-06 N N N 0.0237 2999984.82 2999984.82 0.0006 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 2019-04-20 2019-12-20 2019-12-20 N N N 0.0249 999381.43 999381.43 0.0002 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 2019-04-19 2019-09-19 2019-09-19 N N N 0.0245 1999718.94 1999718.94 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 2019-04-14 2019-08-14 2019-08-14 N N N 0.0245 15998212.96 15998212.96 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.61% 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 0.0061 6999529.46 6999529.46 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 0.98% 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 0.0098 38994756.84 38994756.84 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.22% 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 0.0122 2999394.99 2999394.99 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.40% 313384DY2 2549001DPIFGXC1TOL40 US313384DY26 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0140 42988437.73 42988437.73 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 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 0.0171 17141929.90 17141929.90 0.0033 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 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 0.0178 12993008.86 12993008.86 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 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 0.0184 48970355.00 48970355.00 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 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 0.0188 4996638.90 4996638.90 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 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 0.0192 19862302.15 19862302.15 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 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 0.0204 8491429.20 8491429.20 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 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 0.0206 9989244.40 9989244.40 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 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 0.0208 9988572.20 9988572.20 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 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 0.0214 27960473.24 27960473.24 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 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 0.0216 11982253.32 11982253.32 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 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 0.0219 24957986.00 24957986.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 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 0.0221 11977413.36 11977413.36 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 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 0.0221 8982455.04 8982455.04 0.0018 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 39919333.20 39919333.20 0.0078 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 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 0.0222 13970825.54 13970825.54 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 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 0.0225 16261649.69 16261649.69 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 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 0.0226 51870664.56 51870664.56 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 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 0.0226 25933584.56 25933584.56 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 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 0.0227 18950188.27 18950188.27 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 41875773.24 41875773.24 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 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 0.0229 43863942.32 43863942.32 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 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 0.0231 37869723.46 37869723.46 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 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 0.0231 34875302.70 34875302.70 0.0068 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 1992202.22 1992202.22 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 15935466.72 15935466.72 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384GM5 2549001DPIFGXC1TOL40 US313384GM50 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0235 14934458.40 14934458.40 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 313384GP8 2549001DPIFGXC1TOL40 US313384GP81 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0235 43801828.84 43801828.84 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 313384GU7 2549001DPIFGXC1TOL40 US313384GU76 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2019-06-12 2019-06-12 N N N 0.0236 15715566.72 15715566.72 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 12936206.14 12936206.14 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 12935332.28 12935332.28 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEQ86 2549001DPIFGXC1TOL40 US3130AEQ864 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0237 14000000.00 14000000.00 0.0027 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-05-01 2019-05-01 N N N 0.0243 8999325.27 8999325.27 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEQB9 2549001DPIFGXC1TOL40 US3130AEQB99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0236 5999987.28 5999987.28 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-08-02 2019-08-02 N N N 0.0247 5997664.14 5997664.14 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-08-02 2019-08-02 N N N 0.0247 8996496.21 8996496.21 0.0018 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 2019-04-14 2019-06-14 2019-06-14 N N N 0.0245 2999368.32 2999368.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AENX4 2549001DPIFGXC1TOL40 US3130AENX47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-05-24 2019-05-24 N N N 0.0244 5999161.02 5999161.02 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 9938827.80 9938827.80 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 313384HQ5 2549001DPIFGXC1TOL40 US313384HQ55 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0237 8944340.04 8944340.04 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 2980841.67 2980841.67 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-08-01 2019-08-01 N N N 0.0247 999680.55 999680.55 0.0002 N N N 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 2019-04-19 2019-07-19 2019-07-19 N N N 0.0246 999714.83 999714.83 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADJE3 2549001DPIFGXC1TOL40 US3130ADJE39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-05-24 2019-05-24 N N N 0.0244 2999624.55 2999624.55 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 15999034.08 15999034.08 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPK0 2549001DPIFGXC1TOL40 US3130AEPK08 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 5999637.78 5999637.78 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEAV2 2549001DPIFGXC1TOL40 US3130AEAV28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-09 2019-05-09 2019-05-09 N N N 0.0243 22998037.64 22998037.64 0.0045 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 2019-05-28 2019-05-28 2019-05-28 N N N 0.0238 3999899.04 3999899.04 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFHD2 2549001DPIFGXC1TOL40 US3130AFHD22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0236 6000024.12 6000024.12 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384HL6 2549001DPIFGXC1TOL40 US313384HL68 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0238 18887604.36 18887604.36 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384HX0 2549001DPIFGXC1TOL40 US313384HX07 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0238 7946760.00 7946760.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384HY8 2549001DPIFGXC1TOL40 US313384HY89 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0238 34268083.41 34268083.41 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384HZ5 2549001DPIFGXC1TOL40 US313384HZ54 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0238 38735211.84 38735211.84 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384JD2 2549001DPIFGXC1TOL40 US313384JD25 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0238 3971766.68 3971766.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 313384JW0 2549001DPIFGXC1TOL40 US313384JW06 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0238 2975498.34 2975498.34 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-07-05 2019-07-05 N N N 0.0245 5998826.76 5998826.76 0.0012 N N N 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 2019-04-17 2019-05-17 2019-05-17 N N N 0.0244 999910.27 999910.27 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-21 2019-08-21 2019-08-21 N N N 0.0247 11995650.60 11995650.60 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-07-26 2019-07-26 N N N 0.0248 2999084.76 2999084.76 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-05-24 2019-05-24 N N N 0.0245 13998249.30 13998249.30 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-07-26 2019-07-26 N N N 0.0248 6997864.44 6997864.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-07-26 2019-07-26 N N N 0.0248 5998169.52 5998169.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 4958829.15 4958829.15 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 10905742.21 10905742.21 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 11895566.64 11895566.64 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 15853257.76 15853257.76 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 999292.24 999292.24 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 999292.24 999292.24 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 999254.99 999254.99 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 5995753.44 5995753.44 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2020-01-02 2020-01-02 N N N 0.0249 1998584.48 1998584.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADYK2 2549001DPIFGXC1TOL40 US3130ADYK24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0241 4999943.60 4999943.60 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-07-10 2019-07-10 N N N 0.0246 7998460.96 7998460.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-07-10 2019-07-10 N N N 0.0246 2999422.86 2999422.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-07-11 2019-07-11 N N N 0.0246 2999416.83 2999416.83 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-07-11 2019-07-11 N N N 0.0246 2999416.83 2999416.83 0.0006 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 2019-04-25 2019-04-25 2019-04-25 N N N 0.0243 999959.10 999959.10 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 2019-04-25 2019-04-25 2019-04-25 N N N 0.0243 1999918.20 1999918.20 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 4952469.45 4952469.45 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2020-02-07 2020-02-07 N N N 0.0249 9993559.00 9993559.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-07-11 2019-07-11 N N N 0.0246 1999666.54 1999666.54 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-15 2019-07-15 2019-07-15 N N N 0.0245 8998697.88 8998697.88 0.0018 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 2019-04-19 2019-07-19 2019-07-19 N N N 0.0246 5998915.92 5998915.92 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-27 2019-08-27 2019-08-27 N N N 0.0248 999701.64 999701.64 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFVT1 2549001DPIFGXC1TOL40 US3130AFVT18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-05-13 2019-05-13 N N N 0.0243 999955.82 999955.82 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2020-02-10 2020-02-10 N N N 0.0250 2998051.05 2998051.05 0.0006 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 2019-04-16 2019-09-16 2019-09-16 N N N 0.0247 11996989.92 11996989.92 0.0023 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 2019-04-16 2019-08-16 2019-08-16 N N N 0.0247 5998710.24 5998710.24 0.0012 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 2019-04-19 2019-11-19 2019-11-19 N N N 0.0248 14994092.85 14994092.85 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFLD7 2549001DPIFGXC1TOL40 US3130AFLD75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-20 2019-05-20 2019-05-20 N N N 0.0244 17998767.54 17998767.54 0.0035 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 2019-04-23 2019-07-23 2019-07-23 N N N 0.0246 5998872.18 5998872.18 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-23 2020-01-23 2020-01-23 N N N 0.0249 999433.88 999433.88 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFBV8 2549001DPIFGXC1TOL40 US3130AFBV83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0243 6999840.82 6999840.82 0.0014 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 2019-04-25 2019-07-25 2019-07-25 N N N 0.0246 16996736.85 16996736.85 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-08-01 2019-08-01 N N N 0.0247 11997957.24 11997957.24 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-08-01 2019-08-01 N N N 0.0247 11997957.24 11997957.24 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-10-02 2019-10-02 N N N 0.0249 5998297.44 5998297.44 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-12-04 2019-12-04 N N N 0.0249 2998714.02 2998714.02 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-12-04 2019-12-04 N N N 0.0249 11994856.08 11994856.08 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFNR4 2549001DPIFGXC1TOL40 US3130AFNR44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2019-05-07 2019-05-07 N N N 0.0244 12999605.97 12999605.97 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-09-12 2019-09-12 N N N 0.0248 9997343.10 9997343.10 0.0020 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 2019-04-13 2019-08-13 2019-08-13 N N N 0.0248 2999366.64 2999366.64 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 2019-04-13 2019-08-13 2019-08-13 N N N 0.0248 5998733.28 5998733.28 0.0012 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 2019-04-13 2019-08-13 2019-08-13 N N N 0.0248 2999366.64 2999366.64 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-14 2020-01-14 2020-01-14 N N N 0.0249 16992023.26 16992023.26 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-14 2020-01-14 2020-01-14 N N N 0.0249 5997184.68 5997184.68 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 2019-04-17 2020-01-17 2020-01-17 N N N 0.0248 1999131.28 1999131.28 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 2019-04-17 2019-12-17 2019-12-17 N N N 0.0248 999577.03 999577.03 0.0002 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 2019-04-17 2020-01-17 2020-01-17 N N N 0.0248 11994316.20 11994316.20 0.0023 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 2019-04-17 2020-01-17 2020-01-17 N N N 0.0248 5997158.10 5997158.10 0.0012 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 2019-04-17 2019-06-17 2019-06-17 N N N 0.0244 9999361.50 9999361.50 0.0020 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 2019-04-17 2019-12-17 2019-12-17 N N N 0.0248 5997462.18 5997462.18 0.0012 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 2019-04-18 2019-12-18 2019-12-18 N N N 0.0248 1999150.64 1999150.64 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 2019-04-19 2019-08-19 2019-08-19 N N N 0.0247 6998845.84 6998845.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-22 2019-10-22 2019-10-22 N N N 0.0249 61977941.64 61977941.64 0.0121 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 23999382.72 23999382.72 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFCT2 2549001DPIFGXC1TOL40 US3130AFCT29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 4999871.40 4999871.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-27 2019-09-27 2019-09-27 N N N 0.0249 5998349.40 5998349.40 0.0012 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 2019-04-28 2020-01-28 2020-01-28 N N N 0.0250 1998845.12 1998845.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFT49 2549001DPIFGXC1TOL40 US3130AFT493 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0240 3000039.21 3000039.21 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFNS2 2549001DPIFGXC1TOL40 US3130AFNS27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2019-05-03 2019-05-03 N N N 0.0244 13999665.82 13999665.82 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2020-01-03 2020-01-03 N N N 0.0249 11994615.24 11994615.24 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-07-05 2019-07-05 N N N 0.0245 20998623.66 20998623.66 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2019-07-05 2019-07-05 N N N 0.0245 11999213.52 11999213.52 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2020-01-10 2020-01-10 N N N 0.0250 8995855.77 8995855.77 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2020-03-12 2020-03-12 N N N 0.0250 2998224.45 2998224.45 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2020-02-12 2020-02-12 N N N 0.0250 5996839.32 5996839.32 0.0012 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 2019-04-13 2020-01-13 2020-01-13 N N N 0.0250 2998598.34 2998598.34 0.0006 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 2019-04-20 2019-06-20 2019-06-20 N N N 0.0245 44997468.75 44997468.75 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-21 2019-11-21 2019-11-21 N N N 0.0249 25991289.48 25991289.48 0.0051 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 2019-04-24 2019-05-24 2019-05-24 N N N 0.0244 9999555.80 9999555.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-06-24 2019-06-24 N N N 0.0245 2999825.88 2999825.88 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-07-25 2019-07-25 N N N 0.0247 19997736.40 19997736.40 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2019-08-28 2019-08-28 N N N 0.0248 5998686.48 5998686.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2019-08-28 2019-08-28 N N N 0.0248 2999343.24 2999343.24 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2019-08-28 2019-08-28 N N N 0.0248 2999343.24 2999343.24 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-07-17 2019-07-17 N N N 0.0247 14998598.55 14998598.55 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-07-03 2019-07-03 N N N 0.0246 7999487.76 7999487.76 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2020-05-11 2020-05-11 N N N 0.0250 3997484.24 3997484.24 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2020-05-11 2020-05-11 N N N 0.0250 11992452.72 11992452.72 0.0023 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 2019-04-16 2020-04-16 2020-04-16 N N N 0.0249 5997516.60 5997516.60 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 2019-04-17 2020-03-17 2020-03-17 N N N 0.0249 1999268.32 1999268.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2020-01-24 2020-01-24 N N N 0.0249 1999345.80 1999345.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2020-01-24 2020-01-24 N N N 0.0249 42985934.70 42985934.70 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2020-01-24 2020-01-24 N N N 0.0249 3998691.60 3998691.60 0.0008 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 2019-04-25 2020-02-25 2020-02-25 N N N 0.0249 5997471.36 5997471.36 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 2019-04-28 2019-06-28 2019-06-28 N N N 0.0246 24998462.25 24998462.25 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 0.0241 7000199.29 7000199.29 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 0.0240 1000044.09 1000044.09 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 0.0241 1000030.95 1000030.95 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 2019-04-01 2020-02-28 2020-02-28 N N N 0.0250 3998654.36 3998654.36 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2020-02-11 2020-02-11 N N N 0.0250 8997193.26 8997193.26 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2020-08-12 2020-08-12 N N N 0.0251 27981233.00 27981233.00 0.0055 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 2019-04-16 2020-04-16 2020-04-16 N N N 0.0249 999637.46 999637.46 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 2019-04-17 2020-04-17 2020-04-17 N N N 0.0249 4998177.75 4998177.75 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-20 2020-04-20 2020-04-20 N N N 0.0251 1999079.36 1999079.36 0.0004 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 0.0240 7000367.64 7000367.64 0.0014 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 0.0239 14000828.52 14000828.52 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSR9 2549001DPIFGXC1TOL40 US3130AFSR98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0243 7000034.51 7000034.51 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 0.0242 10000228.50 10000228.50 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 0.0242 3000042.54 3000042.54 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFUR6 2549001DPIFGXC1TOL40 US3130AFUR60 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0237 2000091.64 2000091.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0246 6908066.69 6908066.69 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-06-01 2020-06-01 N N N 0.0250 27990602.92 27990602.92 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-06-21 2019-06-21 N N N 0.0249 28997901.56 28997901.56 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-02-21 2020-02-21 N N N 0.0250 13995459.52 13995459.52 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2020-08-07 2020-08-07 N N N 0.0250 4997672.55 4997672.55 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-13 2019-12-12 2019-12-12 N N N 0.0250 17996262.84 17996262.84 0.0035 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 2019-04-17 2020-07-17 2020-07-17 N N N 0.0250 6997485.74 6997485.74 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFUV7 2549001DPIFGXC1TOL40 US3130AFUV72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0238 3000066.66 3000066.66 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFZS9 2549001DPIFGXC1TOL40 US3130AFZS98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0244 10001017.40 10001017.40 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFZZ3 2549001DPIFGXC1TOL40 US3130AFZZ32 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0244 4000426.16 4000426.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AG5W1 2549001DPIFGXC1TOL40 US3130AG5W10 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0245 20000889.00 20000889.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-03-30 2020-01-17 2020-01-17 N N N 0.0249 4999439.75 4999439.75 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AEKZ2 2549001DPIFGXC1TOL40 US3130AEKZ22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0249 4999954.05 4999954.05 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2020-08-07 2020-08-07 N N N 0.0251 2998802.94 2998802.94 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-07 2020-08-07 2020-08-07 N N N 0.0251 7996807.84 7996807.84 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-08 2020-08-07 2020-08-07 N N N 0.0251 1999201.96 1999201.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-13 2020-04-13 2020-04-13 N N N 0.0251 13995700.46 13995700.46 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2020-07-28 2020-07-28 N N N 0.0251 2998472.10 2998472.10 0.0006 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 2019-04-28 2020-07-28 2020-07-28 N N N 0.0251 5997334.74 5997334.74 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2019-10-11 2019-10-11 N N N 0.0251 6998900.02 6998900.02 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-10-15 2019-10-15 N N N 0.0251 9998395.70 9998395.70 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-09-10 2019-09-10 N N N 0.0248 13000391.69 13000391.69 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2020-08-28 2020-08-28 N N N 0.0252 25989187.12 25989187.12 0.0051 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 0.0238 10000828.80 10000828.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-11-15 2019-11-15 N N N 0.0248 13001009.19 13001009.19 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-03-27 2020-03-27 N N N 0.0253 25992244.98 25992244.98 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-07-24 2020-07-24 N N N 0.0253 7997314.48 7997314.48 0.0016 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 0.0240 3000291.54 3000291.54 0.0006 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 6999165.39 6999165.39 0.0014 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 6999165.39 6999165.39 0.0014 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 2999232.00 2999232.00 0.0006 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 5998464.00 5998464.00 0.0012 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 0.0255 16998273.82 16998273.82 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.54% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-06-10 2020-06-10 N N N 0.0252 10002103.70 10002103.70 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.55% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2021-03-12 2021-03-12 N N N 0.0255 13998576.90 13998576.90 0.0027 N N N N Freddie Mac Freddie Mac, 2.39% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-08 2019-08-08 2019-08-08 N N N 0.0246 1999483.20 1999483.20 0.0004 N N N N Freddie Mac Freddie Mac, 2.46% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-06-19 2019-06-19 N N N 0.0245 5999966.76 5999966.76 0.0012 N N N N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 ECH836000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 11761200.00 12256683.31 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0023 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 ECJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 5879400.00 6127091.10 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.60% G5GSEF7VJP5I7OUK5573 EDF361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2046-11-15 2046-11-15 2.875 - 2.875 78649700.00 80357441.79 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 78000000.00 78000000.00 0.0152 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.62% G5GSEF7VJP5I7OUK5573 EDD059000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-08-15 2028-08-15 2.875 - 2.875 9792700.00 10205253.09 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 10000000.00 10000000.00 0.0020 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.43% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-02 2049-02-15 0 - 3.125 6076500.00 6129926.53 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 ECD931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2040-08-15 2.875 - 3.875 11740000.00 12259888.36 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0023 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECH136000 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 11795000.00 12399625.53 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 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 ECI724000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2040-08-15 1.875 - 3.875 6137000.00 6128683.73 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECH235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2024-05-31 2 - 2 6175000.00 6149765.62 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 ECF473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-02-15 2046-02-15 2.5 - 2.5 13115000.00 12398928.24 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-10 Y BMO CHICAGO BRH IL (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, 2.44% 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 6095000.00 6167630.68 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2045-02-15 2045-02-15 2.5 - 2.5 6555000.00 6216561.10 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0012 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.45% 3Y4U8VZURTYWI1W2K376 EDB165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2027-02-15 2.25 - 2.25 12345000.00 12307785.97 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0023 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 2040-08-15 2.375 - 3.875 4985000.00 5124604.05 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 4134971.17 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 2020-05-15 2040-08-15 2.25 - 3.875 6117000.00 6151378.07 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 6000000.00 6000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH845000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2044-11-15 0 - 4.75 11906600.00 12272108.03 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 12000000.00 12000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECE930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2025-02-15 0 - 7.875 8122200.00 8175609.37 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 8000000.00 8000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EDA435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2042-05-15 0 - 4.375 11884600.00 12251769.52 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 12000000.00 12000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECF412000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2046-11-15 1.143 - 3 9127000.00 9241028.32 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ938000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-08-15 0 - 3 12524900.00 12370435.17 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 12000000.00 12000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECJ229000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2045-11-15 0 - 6.5 6896400.00 7148802.15 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 ECH241000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2045-02-15 1.143 - 6.625 20611500.00 20429171.64 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 20000000.00 20000000.00 0.0039 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 2019-05-23 2026-11-15 0 - 6.5 21817400.00 21497615.39 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 EAG043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-05-15 1.181 - 7.625 22518500.00 25882446.84 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 25000000.00 25000000.00 0.0049 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 2019-05-23 2045-02-15 0 - 7.125 26430100.00 25760595.23 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 2019-10-31 2043-02-15 1.181 - 7.875 22586000.00 24595505.22 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 24000000.00 24000000.00 0.0047 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 2019-04-30 2045-02-15 0 - 4.25 34437600.00 39190215.62 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 38000000.00 38000000.00 0.0074 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 2019-07-31 2042-02-15 0 - 4.5 20910400.00 20478479.44 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 EBE887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-30 2045-11-15 0 - 7.875 11991500.00 12285298.76 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 EBG521000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2037-02-15 0 - 4.75 12397100.00 12281054.03 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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, 2.47% R0MUWSFPU8MPRO8K5P83 EAJ793000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2047-11-15 0 - 4.25 30205500.00 30847889.14 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 30000000.00 30000000.00 0.0059 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 2019-10-31 2046-02-15 0 - 6.75 9976800.00 10251137.71 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 10000000.00 10000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 EDE073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2043-02-15 1.181 - 6.625 2337400.00 3061152.61 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 3000000.00 3000000.00 0.0006 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 2019-07-31 2040-08-15 1.133 - 6.25 12391000.00 12289596.76 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 EBA158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2047-11-15 0 - 8.125 12361300.00 12357086.37 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-29 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, 2.47% R0MUWSFPU8MPRO8K5P83 EBE375000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2040-08-15 1.181 - 6.75 7061600.00 9217442.10 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 2019-07-31 2047-11-15 1.133 - 7.5 12109200.00 12327770.09 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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 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 2019-05-15 2048-11-15 2 - 3.375 6081000.00 6138851.94 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 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 2021-05-15 2048-11-15 2 - 3.625 10869800.00 11347130.06 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 11000000.00 11000000.00 0.0021 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 2021-05-15 2048-11-15 2 - 3.375 6127300.00 6143945.86 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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., 2.47% 2IGI19DL77OX0HC3ZE78 ECC037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-11-15 1.375 - 3.375 3038500.00 3067294.77 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y CIBC NY BRNCH (GOV REPO) 1.0000 6 N N/A N/A N N 0.0244 3000000.00 3000000.00 0.0006 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.47% 2IGI19DL77OX0HC3ZE78 ECF906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2048-11-15 1.375 - 3.375 6077000.00 6130862.74 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 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., 2.47% 2IGI19DL77OX0HC3ZE78 ECC637000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2048-11-15 2 - 3.375 6001500.00 6134581.58 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0250 5999889.60 5999889.60 0.0012 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.70% 549300IMBXQ8SGH3HJ31 EDF355000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2025-05-15 1.125 - 2.125 13549900.00 13263046.74 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0267 13000000.00 13000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.85% 549300IMBXQ8SGH3HJ31 EDE754000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2028-11-15 1.125 - 3.125 12373700.00 13264271.37 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0281 13000000.00 13000000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.95% 549300IMBXQ8SGH3HJ31 EDF357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2048-05-15 1.125 - 3.625 59448900.00 59316266.98 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0295 58000000.00 58000000.00 0.0113 N Y Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EDE113000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2031-02-15 0 - 5.375 5927500.00 6122170.86 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-26 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.53% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2019-07-11 N/A 13352200.00 13262860.43 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0250 13000000.00 13000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.63% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2021-04-30 2.25 - 2.25 42481400.00 42849460.96 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 42000000.00 42000000.00 0.0082 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.80% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2019-07-11 N/A 13354600.00 13265244.37 U.S. Treasuries (including strips) Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0276 13000000.00 13000000.00 0.0025 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.82% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2019-07-11 N/A 13353600.00 13264251.06 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0278 13000000.00 13000000.00 0.0025 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.65% 549300H47WTHXPU08X20 EDF260000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-05-31 2.75 - 2.75 63330100.00 65280058.14 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 64000000.00 64000000.00 0.0125 N Y 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 2026-08-15 2026-08-15 1.5 - 1.5 12973000.00 12280035.94 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0258 12000000.00 12000000.00 0.0023 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.71% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2024-03-31 2.125 - 2.375 16186700.00 16324927.32 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0267 16000000.00 16000000.00 0.0031 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.55% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2025-02-15 0 - 2.625 1004100.00 1020259.51 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0255 1000000.00 1000000.00 0.0002 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-28 2023-02-28 1.5 - 1.5 9429000.00 9182026.82 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 9000000.00 9000000.00 0.0018 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-25 2021-09-30 0 - 2.125 2025700.00 2040513.55 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 2000000.00 2000000.00 0.0004 N Y Y N 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 7843600.00 9218098.81 U.S. Treasuries (including strips) Y N/A N/A 2019-04-24 2019-04-24 2019-04-24 N N N 0.0252 8999660.70 8999660.70 0.0018 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.51% H7FNTJ4851HG0EXQ1Z70 ECJ932000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 4140500.00 5137165.25 U.S. Treasuries (including strips) Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0250 4999937.50 4999937.50 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.51% H7FNTJ4851HG0EXQ1Z70 ECF366000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.875 - 1.875 9233800.00 9200948.99 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0251 8999792.10 8999792.10 0.0018 N N N Y Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 3.48% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-15 2044-05-15 0 - 3.375 5094100.00 5101516.19 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0348 5000000.00 5000000.00 0.0010 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.46% 549300Y1PMK3RWXMWR72 ECF335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2025-02-15 2 - 2.875 4144300.00 4087566.20 U.S. Treasuries (including strips) Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0249 3999801.20 3999801.20 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.65% 549300Y1PMK3RWXMWR72 EDD045000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2020-12-31 1.75 - 3.375 5012400.00 5102707.42 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y MITSUBISHI UFJ SECS HLDGS LTD 1.0000 7 N N/A N/A N N 0.0262 5000000.00 5000000.00 0.0010 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.70% 549300Y1PMK3RWXMWR72 EDE123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2025-02-15 1.75 - 2.875 3039500.00 3061178.45 U.S. Treasuries (including strips) Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0267 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.71% 549300Y1PMK3RWXMWR72 EDE853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2021-12-15 1.75 - 2.625 3073700.00 3060975.52 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0267 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.72% 549300Y1PMK3RWXMWR72 EDD556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-15 2023-11-15 2.5 - 3.375 4950700.00 5102340.97 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0268 5000000.00 5000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 ECG727000 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 984000.00 1027872.26 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EBJ371000 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 2953000.00 3084661.38 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECC936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-15 2024-02-15 2.75 - 2.75 5984000.00 6150822.62 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECI765000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2028-02-15 2.75 - 2.75 1985000.00 2052123.99 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 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 MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 ECJ247000 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 3972000.00 4089939.32 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0008 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 1070000.00 1026207.96 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-11 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 ECD321000 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 6975000.00 7332546.68 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 7000000.00 7000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.58% U7M81AY481YLIOR75625 EDB633000 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 1988000.00 2047029.04 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0255 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.59% U7M81AY481YLIOR75625 EDF312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-03-31 2.125 - 2.125 12290000.00 12373772.31 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0259 12000000.00 12000000.00 0.0023 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.68% U7M81AY481YLIOR75625 EDB631000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2026-02-28 2.5 - 2.5 2018000.00 2048777.14 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0268 2000000.00 2000000.00 0.0004 N Y 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 2019-08-31 2041-11-15 1.25 - 8.75 6130800.00 6134643.20 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-25 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 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 2020-01-02 2041-11-15 0 - 3.125 6152800.00 6133379.63 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 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, 2.46% KX1WK48MPD4Y2NCUIZ63 EBJ990000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-12-31 2047-08-15 2.5 - 3.125 5996500.00 6137177.40 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 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, 2.48% KX1WK48MPD4Y2NCUIZ63 ECJ138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-26 2020-03-26 N/A 17773900.00 17361545.52 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0245 17000000.00 17000000.00 0.0033 N N Y N Natixis SA Natixis SA, 2.48% KX1WK48MPD4Y2NCUIZ63 ECF851000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2045-11-15 0 - 3.125 14391200.00 14349614.57 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 14000000.00 14000000.00 0.0027 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.60% OXTKY6Q8X53C9ILVV871 EDF348000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2042-02-15 1.25 - 4.375 67747700.00 69439221.08 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 68000000.00 68000000.00 0.0133 N Y Y N 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 3025000.00 3069639.32 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 2999922.90 2999922.90 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 7060000.00 7164183.00 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 9070000.00 9203844.16 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0253 8999829.90 8999829.90 0.0018 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECE873000 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 6045000.00 6134204.85 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0252 6000000.00 6000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDA433000 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 3020000.00 3064565.53 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0254 2999889.00 2999889.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDB005000 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 3020000.00 3064565.53 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0254 2999884.50 2999884.50 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDC509000 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 6035000.00 6124057.28 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0254 5999719.80 5999719.80 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 5055000.00 5129595.62 U.S. Treasuries (including strips) Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0256 4999892.50 4999892.50 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 5050000.00 5124521.83 U.S. Treasuries (including strips) Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0256 4999897.00 4999897.00 0.0010 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 ECF405000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2024-01-31 1.75 - 2.5 3018500.00 3065643.60 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0006 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 ECG251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2041-05-15 1.75 - 4.375 4799000.00 6190421.32 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECG678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2041-05-15 1.75 - 4.375 5830800.00 6139913.26 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0012 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 2019-11-30 2024-01-31 1.75 - 2.5 9059100.00 9200587.11 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0018 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 2019-11-30 2041-05-15 1.75 - 4.375 5400500.00 6169914.41 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 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 2019-11-30 2041-05-15 1.75 - 4.375 5379000.00 6169193.30 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0012 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 2019-11-30 2024-01-31 1.75 - 2.5 6041900.00 6136263.84 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0012 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 2019-11-30 2025-08-15 1.75 - 2 12467100.00 12266623.87 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0023 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 2019-11-30 2041-05-15 1.75 - 4.375 3203700.00 4132573.43 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0008 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 2041-05-15 1.75 - 4.375 3203700.00 4132573.43 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0008 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 2019-11-30 2024-01-31 1.75 - 2.5 2014800.00 2046267.17 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 2000000.00 2000000.00 0.0004 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 2019-11-30 2025-08-15 1.75 - 2 12478900.00 12278233.81 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0023 N N Y N 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 2019-11-30 2041-05-15 1.75 - 4.375 3203700.00 4132573.43 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0008 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2046-08-15 1.75 - 4.375 4305000.00 5154205.56 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 5000000.00 5000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.46% 549300QJJX6CVVUXLE15 EDB458000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-30 2046-08-15 1.75 - 4.375 5000600.00 5134165.37 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 5000000.00 5000000.00 0.0010 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 2023-06-30 2048-08-15 1.375 - 4.75 5950200.00 6140361.23 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 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 2023-03-31 2048-11-15 1.375 - 6.25 5533300.00 6160871.61 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 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, 2.46% ES7IP3U3RHIGC71XBU11 EAI436000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2048-08-15 1.375 - 4.5 2991000.00 3074486.96 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 3000000.00 3000000.00 0.0006 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.55% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2022-05-15 1.75 - 1.75 29832100.00 29586310.36 U.S. Treasuries (including strips) Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0252 29000000.00 29000000.00 0.0057 N N Y N Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECG671000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2046-11-15 0 - 7.625 11440400.00 12300694.02 U.S. Treasuries (including strips) Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0248 11999551.20 11999551.20 0.0023 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH214000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2048-08-15 0 - 6.25 5830500.00 6128908.46 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0248 5999779.20 5999779.20 0.0012 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 ECH854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2048-08-15 0 - 6.25 18058800.00 18385293.65 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0248 17999370.00 17999370.00 0.0035 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 2.60% SUVUFHICNZMP2WKHG940 EDF334000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2021-07-31 1.125 - 1.125 22996800.00 22444886.20 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 22000000.00 22000000.00 0.0043 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.63%, dated 3/29/2019 due 04/01/2019 B4TYDEB6GKMZO031MB27 EDF575000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2044-09-20 3 - 5.25 221221427.74 38972158.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 38090024.21 38090024.21 0.0074 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.63%, dated 3/29/2019 due 04/01/2019 B4TYDEB6GKMZO031MB27 EDF665000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2044-09-20 3 - 5.25 4185164.99 737292.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 720603.96 720603.96 0.0001 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.63%, dated 3/29/2019 due 04/01/2019 L3I9ZG2KFGXZ61BMYR72 EDF665000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2024-01-31 1 - 3.375 51115.73 51383.46 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 50364.89 50364.89 0.0000 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.63%, dated 3/29/2019 due 04/01/2019 L3I9ZG2KFGXZ61BMYR72 EDF575000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2024-01-31 1 - 3.375 4328512.74 4351183.81 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 4264931.15 4264931.15 0.0008 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.46% G5GSEF7VJP5I7OUK5573 ECJ843000 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 2049-02-20 2049-02-20 4 - 4 10859841.00 11233034.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 11000000.00 11000000.00 0.0021 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.66% G5GSEF7VJP5I7OUK5573 EDD069000 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 2049-02-20 2049-02-20 4 - 4 9866227.00 10205275.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0266 10000000.00 10000000.00 0.0020 N Y 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 3002.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2049-04-01 2.5 - 5 2133787.00 2012651.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-11-20 2049-03-20 4 - 5.5 25886.00 22884.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.71 - 3.71 3712.00 3950.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-12-01 2039-12-01 4.5 - 4.5 20914.00 1954.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 5 N N/A N/A N N 0.0242 2000000.00 2000000.00 0.0004 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 2049-03-01 2049-03-01 4.24 - 4.24 1000.00 1098.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4.5 - 5 67947.00 72702.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2062-12-20 3 - 5.5 12685807.00 13181207.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2049-03-01 3.29 - 4.5 34083.00 23942.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 6 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0025 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.45% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 5 - 5 9300.00 10008.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2049-03-20 3.5 - 5 6977275.00 7137674.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.71 - 3.71 1000.00 1064.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 6 N N/A N/A N N 0.0242 7000000.00 7000000.00 0.0014 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.46% 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 2048-06-01 2049-04-01 3.5 - 5 959752.00 1013613.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2049-03-20 3 - 4.5 5833431.00 6131215.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-04-01 2034-04-01 3.5 - 3.5 1000.00 1025.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.46% 3Y4U8VZURTYWI1W2K376 EDA527000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2049-02-15 0.375 - 3.625 9000.00 9157.25 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2049-03-01 3 - 4.5 876197.00 821179.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 6023570.00 6262463.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-17 2048-11-01 1.58 - 6.5 55528.00 52666.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.46% 3Y4U8VZURTYWI1W2K376 EDA530000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2025-11-30 1.375 - 2.875 5723700.00 5828906.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2043-05-01 2047-12-01 2.18 - 3 1455133.00 522465.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-08-20 2046-08-20 3 - 3 18908.00 14224.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-04-01 3 - 4 1096467.00 779800.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 7000000.00 7000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.47% 3Y4U8VZURTYWI1W2K376 EDE935000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2026-02-28 0 - 2.625 7111400.00 7141548.95 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 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 2.63%, dated 3/29/2019 due 04/01/2019 R0MUWSFPU8MPRO8K5P83 EDF575000_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 2019-10-31 2049-02-15 0 - 8.125 2143245.07 1665337.53 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2035-05-01 3.37 - 3.37 9.57 9.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-01-01 2048-10-15 2.501 - 4.947 362561.01 70439.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 2 - 4.5 3263089.52 1145941.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-06-25 0 - 8 4847238.16 2011906.32 Agency Debentures and Agency Strips Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 4787350.20 4787350.20 0.0009 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.63%, dated 3/29/2019 due 04/01/2019 R0MUWSFPU8MPRO8K5P83 EDF665000_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 2019-10-31 2049-02-15 0 - 8.125 31272.18 24299.01 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2035-05-01 3.37 - 3.37 0.14 0.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-01-01 2048-10-15 2.501 - 4.947 5290.14 1027.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 2 - 4.5 47611.88 16720.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2057-06-25 0 - 8 70726.27 29355.81 Agency Debentures and Agency Strips Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 69852.44 69852.44 0.0000 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 ECI741000 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 2045-05-15 0 - 3.625 13780296.84 13275520.52 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2038-04-05 1.375 - 3.98 7000.00 7150.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2043-06-01 4.13 - 4.13 2695.00 493.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2048-02-20 3.5 - 4 34747.00 12273.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 4 - 6.625 16000.00 22043.82 Agency Debentures and Agency Strips Y N/A N/A 2019-04-05 2019-04-05 2019-05-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 13000000.00 13000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 ECJ939000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2043-08-15 0 - 7.125 8290241.82 6789556.09 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 23000.00 23029.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-11-01 2046-11-01 3 - 3 63208.00 54877.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2048-12-20 3 - 4.5 12753822.00 6191219.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-03-01 2030-11-15 0 - 6.625 307000.00 282481.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 13000000.00 13000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.47% R0MUWSFPU8MPRO8K5P83 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 2019-10-31 2045-02-15 0 - 1.858 24446885.97 13378278.12 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 2000.00 2049.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 1084.00 990.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-12-20 3.185 - 4 3221.00 3229.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 4 - 6.625 35000.00 48701.25 Agency Debentures and Agency Strips Y N/A N/A 2019-04-05 2019-04-05 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, 2.47% 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 2019-10-31 2045-02-15 0 - 3.75 6848927.67 5523225.70 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 4000.00 4005.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 N/A 1000.00 662.86 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-02-15 2049-03-20 3 - 5 4966038.00 3131070.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.781 - 3.781 1000.00 898.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-07-01 3.5 - 4.5 2795066.00 2625983.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 11000000.00 11000000.00 0.0021 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 2019-07-31 2041-02-15 1.133 - 2.125 5434300.00 5451510.48 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2038-04-05 1.375 - 3.98 2000.00 2026.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-30 2048-10-15 1.75 - 4 3746218.00 3638267.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-20 2048-12-20 3.185 - 4.125 114545.00 114894.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-01-01 0 - 5.625 11000.00 8776.40 Agency Debentures and Agency Strips Y N/A N/A 2019-04-05 2019-04-05 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 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 2019-07-31 2047-08-15 0 - 5.25 10424600.00 13275143.36 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 1000.00 1001.30 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2048-12-20 3.185 - 3.5 2000.00 1667.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2030-11-15 6.625 - 6.625 24000.00 33672.55 Agency Debentures and Agency Strips Y N/A N/A 2019-04-05 2019-04-05 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 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 2019-10-31 2048-02-15 0 - 2.021 24767203.65 13406154.81 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2048-12-20 3.185 - 3.185 1788.00 1777.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2041-07-01 4.5 - 6.625 36300.00 32131.01 Agency Debentures and Agency Strips Y N/A N/A 2019-04-05 2019-04-05 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 2019-07-31 2019-07-31 1.133 - 1.133 200.00 200.80 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2025-12-11 N/A 770000.00 642210.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2029-10-24 4 - 4 50000.00 56452.16 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4 - 4 308990.00 313690.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2048-07-01 0 - 5.625 12707.00 12596.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 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 2.63%, dated 3/29/2019 due 04/01/2019 VJW2DOOHGDT6PR0ZRO63 EDF575000_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 - 0 137.85 100.66 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-04-04 2049-02-15 0 - 7.5 2061617.74 2101892.40 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-04-03 2026-01-23 0 - 6.9 4597403.45 4603347.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-04-05 2024-03-08 0 - 4.75 1609053.99 1612506.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2049-03-01 1.134 - 10 5849395.09 3613048.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-06-20 2049-03-20 2.5 - 10 3984795.39 1626436.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-04-25 2049-03-01 1.125 - 9.5 6457794.66 4730282.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 17920805.51 17920805.51 0.0035 N Y 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 2023-08-31 2044-05-15 2.75 - 3.375 1840200.00 1976766.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2049-03-01 3 - 4.5 40064.00 39330.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-03-01 2049-01-01 3.5 - 4.5 5328613.00 5179039.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 7000000.00 7000000.00 0.0014 N N 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 2022-01-15 2022-01-15 2.5 - 2.5 9500.00 9613.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2049-03-01 3.5 - 4.5 2065.00 2092.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4.5 - 4.5 236350.00 242339.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2049-01-01 3 - 5 7294230.00 6923884.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-11 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 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 2022-11-30 2048-11-15 0.375 - 3.625 11969200.00 12254232.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-10-01 3 - 4 6473.00 6331.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-04-01 2049-01-01 4 - 5 49082.00 43890.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0246 12000000.00 12000000.00 0.0023 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.63%, dated 3/29/2019 due 04/01/2019 E57ODZWZ7FF32TWEFA76 EDF575000_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 144507.78 108630.71 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-02-15 0 - 8.5 4901676.07 5087810.31 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 7.00 7.35 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2021-07-27 0 - 2.22 1033264.95 1033815.28 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-17 2036-07-15 1.375 - 5.5 84250.68 90094.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2047-07-01 0 - 10.5 970317.26 47830.04 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 14.01 14.43 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 582270.53 537886.25 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 95231.99 95604.85 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 24819.99 28084.49 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-09-01 0 - 8.5 370867.06 119224.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 7003381.87 7003381.87 0.0014 N Y Y N Citibank NA In a joint trading account with Citibank NA at 2.63%, dated 3/29/2019 due 04/01/2019 E57ODZWZ7FF32TWEFA76 EDF665000_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 76981.04 57868.89 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-02-15 0 - 8.5 2611182.09 2710338.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 3.73 3.92 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2021-07-27 0 - 2.22 550432.73 550725.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-09-17 2036-07-15 1.375 - 5.5 44881.36 47994.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2047-07-01 0 - 10.5 516899.73 25479.64 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 7.46 7.69 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 310182.55 286538.51 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 50731.23 50929.86 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 13221.91 14960.95 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-01 2048-09-01 0 - 8.5 197565.37 63512.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 3730786.17 3730786.17 0.0007 N Y Y N Citibank NA Citibank NA, 2.73% 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 2022-07-15 2029-10-15 N/A 2000.00 1669.42 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-11-15 2044-11-15 0.625 - 8 723100.00 845839.03 U.S. Treasuries (including strips) TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2035-06-15 4.65 - 4.65 1000.00 1188.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2037-07-15 1.5 - 5.625 2232000.00 2218647.13 Agency Debentures and Agency Strips Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0269 3000000.00 3000000.00 0.0006 N N Y N Citibank NA Citibank NA, 2.74% 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 2020-03-26 2043-08-15 0 - 5 3634200.00 3598728.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-03-11 2022-03-11 2.5 - 2.5 11585000.00 11693748.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-11-15 2048-09-20 4 - 6 172533.00 14921.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0270 15000000.00 15000000.00 0.0029 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.65% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-15 2050-03-15 3.25 - 3.25 7299244.00 7211593.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 7000000.00 7000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 CYYGQCGNHMHPSMRL3R97 EDF575000_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 2046-12-01 2048-06-01 3.5 - 4 2833224.25 2589885.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2056-02-01 3 - 5.5 16617718.97 7842653.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 10225763.26 10225763.26 0.0020 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.74% CYYGQCGNHMHPSMRL3R97 0000853784 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 2048-08-01 2049-03-01 4.5 - 5 16599875.00 17345279.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0270 17000000.00 17000000.00 0.0033 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 4879398.00 5101054.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0245 5000000.00 5000000.00 0.0010 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 5863746.00 6130118.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0248 5999826.60 5999826.60 0.0012 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 2937807.00 3071262.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0253 2999829.00 2999829.00 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 6852511.00 7163800.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0251 6999657.70 6999657.70 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 6847768.00 7158841.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0250 6999789.30 6999789.30 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 6835460.00 7145974.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 6999862.80 6999862.80 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 4882471.00 5104267.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 4999902.00 4999902.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 6835460.00 7145974.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 6999862.80 6999862.80 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 6834984.00 7145476.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0250 6999864.20 6999864.20 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 4881791.00 5103556.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0250 4999892.00 4999892.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 1962557.00 2051710.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0256 1999955.20 1999955.20 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 1961737.00 2050852.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0258 1999918.40 1999918.40 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.52% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 5 - 5 8825973.00 9226910.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0258 8999546.40 8999546.40 0.0018 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.63%, dated 3/29/2019 due 04/01/2019 KBVRJ5K57JZ3E2AVWX40 EDF575000_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 2019-04-18 2048-11-15 0 - 3.5 1373945.60 1381720.38 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.313 - 3.313 45666.72 48124.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.295 - 3.295 34012.38 35786.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2049-04-01 2.31 - 7.5 3892130.26 1996479.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.332 - 3.332 51746.78 54604.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2058-05-01 2.147 - 5.5 10153233.38 3812756.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 7181018.41 7181018.41 0.0014 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.63%, dated 3/29/2019 due 04/01/2019 KBVRJ5K57JZ3E2AVWX40 EDF665000_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 2019-04-18 2048-11-15 0 - 3.5 20047.32 20160.76 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.313 - 3.313 666.33 702.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.295 - 3.295 496.28 522.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2049-04-01 2.31 - 7.5 56790.30 29130.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.332 - 3.332 755.04 796.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2058-05-01 2.147 - 5.5 148146.42 55632.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 104778.66 104778.66 0.0000 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.72% 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 976047.00 1020385.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0268 1000000.00 1000000.00 0.0002 N N Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 ZBUT11V806EZRVTWT807 EDF575000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-02-01 2049-03-01 2 - 10.49 36330063.75 25913474.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-09-20 2061-03-16 2.5 - 6.5 6963083.26 4817641.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2059-04-25 0 - 8.5 57686909.87 40438290.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 69666359.45 69666359.45 0.0136 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 ZBUT11V806EZRVTWT807 EDF665000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-02-01 2049-03-01 2 - 10.49 1316624.62 939120.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-09-20 2061-03-16 2.5 - 6.5 252346.57 174594.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2059-04-25 0 - 8.5 2090610.31 1465509.38 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 2524753.18 2524753.18 0.0005 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.75% ZBUT11V806EZRVTWT807 0001287279 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 2023-12-01 2043-08-01 3 - 6 55970681.00 10203895.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0271 10000000.00 10000000.00 0.0020 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.44% 8NAV47T0Y26Q87Y0QP81 ECE921000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2068-11-20 2068-11-20 3.73 - 3.73 6000554.00 6131614.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 5 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 ECF422000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2068-12-20 2069-03-20 3.73 - 4.553 14477553.00 15326962.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 5 N N/A N/A N N 0.0241 15000000.00 15000000.00 0.0029 N N Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 8NAV47T0Y26Q87Y0QP81 EDF575000_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 2021-02-28 2021-02-28 2.5 - 2.5 433604.58 436189.77 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2047-06-20 4 - 4 16620343.12 11819083.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 12012371.07 12012371.07 0.0023 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECF338000 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 2027-07-01 2046-03-01 2.5 - 4 17397546.00 9197005.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0248 8999657.10 8999657.10 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECH210000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2035-10-01 2041-06-01 3.814 - 4.424 31187794.00 2534196.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2048-01-01 3.065 - 5 13403783.00 4616091.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0248 6999742.40 6999742.40 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECH750000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-06-01 2045-04-01 3 - 4.276 10988788.00 3064199.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0248 2999876.40 2999876.40 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECH756000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-06-01 2049-02-01 3 - 4 20389715.00 11235396.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0248 10999550.10 10999550.10 0.0021 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 ECJ174000 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 2041-03-01 2041-03-01 4.474 - 4.474 999993.00 68485.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-10-01 2043-09-01 3.962 - 4.295 12948712.00 9122852.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0248 8999651.70 8999651.70 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EDA964000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 3.984 - 3.984 2704412.00 2528676.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-06-01 2048-06-01 3.224 - 3.224 564157.00 534053.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0247 2999901.30 2999901.30 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EDB494000 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 2036-02-01 2047-09-01 2.38 - 5.445 30633991.00 1816806.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-09-01 2044-01-01 2.967 - 4.639 68319921.00 5329071.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0247 6999808.20 6999808.20 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EDB495000 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 13127982.00 3499623.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-05-01 2040-12-01 3 - 4.678 47736052.00 5687934.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0247 8999761.50 8999761.50 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 EDD037000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-11-01 2049-01-01 4.261 - 4.5 106321000.00 7143470.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0249 6999902.00 6999902.00 0.0014 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 7TK5RJIZDFROZCA6XF66 EDF575000_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 2019-05-01 2049-11-25 2.37 - 10.17 8784196.69 3435213.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2066-05-20 2.785 - 8.5 6471459.62 4264692.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 17503459.04 3453485.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 10893423.55 10893423.55 0.0021 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.63%, dated 3/29/2019 due 04/01/2019 7TK5RJIZDFROZCA6XF66 EDF665000_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 2019-05-01 2049-11-25 2.37 - 10.17 637084.78 249143.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2066-05-20 2.785 - 8.5 469350.65 309302.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2051-08-25 2 - 8.5 1269460.11 250468.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 790059.08 790059.08 0.0002 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.65% OXTKY6Q8X53C9ILVV871 EDF350000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2023-06-30 2.625 - 2.625 19991700.00 20430642.07 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-08-01 2048-08-01 3 - 4.5 10504538.00 10176115.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 30000000.00 30000000.00 0.0059 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 2021-12-31 2021-12-31 2 - 2 49300.00 49237.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-08-15 2039-08-15 5 - 5 50000.00 56583.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-04-20 2065-08-20 2.5 - 3.027 3174817.00 189279.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-01 2047-06-01 1.46 - 3.59 37881710.00 33418491.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-05-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 33000000.00 33000000.00 0.0064 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 ECI747000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-02-15 2048-02-15 N/A 18917300.00 8250629.06 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.45% 549300QJJX6CVVUXLE15 ECJ225000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-02-15 2048-02-15 N/A 18916100.00 8250105.69 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.48% 549300QJJX6CVVUXLE15 EDC611000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-02-15 2048-02-15 N/A 18906000.00 8245700.65 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 8000000.00 8000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.48% 549300QJJX6CVVUXLE15 EDD661000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-02-15 2048-02-15 N/A 11812200.00 5151796.53 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 5000000.00 5000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.48% 549300QJJX6CVVUXLE15 EDE040000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-02-15 2048-02-15 N/A 11812200.00 5151796.53 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 5000000.00 5000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.48% 549300QJJX6CVVUXLE15 EDD052000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2048-02-15 2048-02-15 N/A 23627600.00 10304988.72 U.S. Treasuries (including strips) Y N/A N/A 2019-04-05 2019-04-05 2019-04-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 10000000.00 10000000.00 0.0020 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 2040-05-15 2048-12-01 3.5 - 5 2661609.00 2230771.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2048-12-20 3.5 - 4.5 7643396.00 7927969.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 2.763 - 5 8162994.00 3166217.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 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 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 2047-01-01 2048-11-01 3.5 - 4.5 17583847.00 16867499.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2047-09-20 4 - 4 4235.00 4029.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2051-06-01 2.66 - 4.5 21181603.00 16947823.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-22 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 33000000.00 33000000.00 0.0064 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 2040-05-15 2048-12-01 3.5 - 4.566 7912345.00 4915078.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4 84816.00 85366.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-01-01 2.563 - 4.5 5574577.00 3206521.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 8000000.00 8000000.00 0.0016 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 2040-05-15 2048-12-01 3.5 - 4.566 3328761.00 2474523.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2048-02-20 4 - 4.5 11585446.00 10048070.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2048-09-01 2.66 - 4.5 907170.00 795076.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 13000000.00 13000000.00 0.0025 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 2048-11-01 3.5 - 5 8459218.00 5545527.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4 65472.00 65683.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 2.763 - 5 1659117.00 536922.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 6000000.00 6000000.00 0.0012 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.63%, dated 3/29/2019 due 04/01/2019 5U0XI89JRFVHWIBS4F54 EDF575000_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 2021-01-31 2047-11-15 1.375 - 3.75 4809517.00 4901416.83 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 6395326.74 6095129.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-02-01 3.5 - 3.5 15665121.05 15881183.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 26330405.41 26330405.41 0.0051 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.63%, dated 3/29/2019 due 04/01/2019 5U0XI89JRFVHWIBS4F54 EDF665000_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 2021-01-31 2047-11-15 1.375 - 3.75 678469.85 691433.99 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 902177.15 859828.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-02-01 3.5 - 3.5 2209850.24 2240329.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 3714382.58 3714382.58 0.0007 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.65% SUVUFHICNZMP2WKHG940 EDF335000 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 2048-12-01 2048-12-01 4 - 4 9050990.00 9182028.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0265 9000000.00 9000000.00 0.0018 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.63%, dated 3/29/2019 due 04/01/2019 VYVVCKR63DVZZN70PB21 EDF575000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-09 2048-11-15 0 - 8 11296813.47 11844879.63 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-03-14 2029-03-14 3 - 3 47354.92 48341.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2027-03-12 1.125 - 5.625 1186127.60 1203354.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2048-09-01 0 - 9.5 6910435.07 2137843.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-07-15 2049-03-20 1.5 - 8 34054036.34 28620736.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2053-10-01 0 - 8.5 9724063.39 3494168.05 Agency Debentures and Agency Strips Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 46396165.92 46396165.92 0.0091 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.63%, dated 3/29/2019 due 04/01/2019 VYVVCKR63DVZZN70PB21 EDF665000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-09 2048-11-15 0 - 8 1298612.48 1361614.81 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2029-03-14 2029-03-14 3 - 3 5443.63 5557.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2027-03-12 1.125 - 5.625 136349.96 138330.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-04-15 2048-09-01 0 - 9.5 794381.29 245753.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-07-15 2049-03-20 1.5 - 8 3914643.43 3290064.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-01 2053-10-01 0 - 8.5 1117818.77 401668.16 Agency Debentures and Agency Strips Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.2630 5333419.05 5333419.05 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 0.60% 912796UV9 254900HROIFWPRGM1V77 US912796UV94 U.S. Treasury Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0060 20998614.63 20998614.63 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.19% 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0119 43561424.55 43561424.55 0.0085 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.02% 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y N/A N/A 2019-04-16 2019-04-16 2019-04-16 N N N 0.0202 14985054.75 14985054.75 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0206 33961573.54 33961573.54 0.0066 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.18% 912796UZ0 254900HROIFWPRGM1V77 US912796UZ09 U.S. Treasury Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0218 3992306.96 3992306.96 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0224 9970343.70 9970343.70 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.24% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0224 4983027.80 4983027.80 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.26% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0226 18926745.69 18926745.69 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.29% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0229 28874393.75 28874393.75 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0231 12937585.70 12937585.70 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0235 13887082.16 13887082.16 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.36% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0236 44616359.25 44616359.25 0.0087 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0237 35675606.16 35675606.16 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0237 51507847.04 51507847.04 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0240 1979341.42 1979341.42 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.40% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0240 19784355.20 19784355.20 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.41% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0241 25695966.14 25695966.14 0.0050 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0242 18785408.11 18785408.11 0.0037 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 2019-04-01 2020-01-31 2020-01-31 N N N 0.0249 8995246.02 8995246.02 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-04-01 2020-04-30 2020-04-30 N N N 0.0253 3996858.40 3996858.40 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 2019-04-01 2019-10-31 2019-10-31 N N N 0.0246 13000485.94 13000485.94 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.48% 912828LJ7 254900HROIFWPRGM1V77 US912828LJ77 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0250 14059609.34 14059609.34 0.0027 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 2019-04-01 2019-04-30 2019-04-30 N N N 0.0243 41001406.30 41001406.30 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 0.0236 2998005.18 2998005.18 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 0.0249 3002348.67 3002348.67 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.47% to 2.55% 912828C99 254900HROIFWPRGM1V77 US912828C996 U.S. Treasury Debt Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0305 132208897.46 132208897.46 0.0258 N Y Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2019-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer