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1706516986.18 1.0002 1.0002 1.0003 1.0002 13909118.48 10765544.58 2539603.25 5659269.94 9560683.14 4201103.93 4388726.87 16877142.43 33535486.21 42790985.86 0.0230 N Fannie Mae Fannie Mae, 2.54% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-10-30 2020-10-30 N N N 0.0254 12000000.00 12000000.00 0.0024 N N N N Fannie Mae Fannie Mae, 2.54% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-07-30 2020-07-30 N N N 0.0256 19995028.40 19995028.40 0.0039 N N N N Fannie Mae Fannie Mae, 2.55% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-10-30 2019-10-30 N N N 0.0251 5000894.10 5000894.10 0.0010 N N N N Fannie Mae Fannie Mae, 2.58% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-04-30 2020-04-30 N N N 0.0251 4002581.32 4002581.32 0.0008 N N N N Fannie Mae Fannie Mae, 2.60% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-07-30 2019-07-30 N N N 0.0248 8001988.16 8001988.16 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.38% 3133EJEY1 US3133EJEY11 U.S. Government Agency Debt Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0236 2999996.46 2999996.46 0.0006 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-05-20 2019-12-20 2019-12-20 N N N 0.0249 999460.48 999460.48 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.41% 3133EJT41 US3133EJT418 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-08-14 2019-08-14 N N N 0.0243 15998625.76 15998625.76 0.0031 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 2019-05-19 2019-09-19 2019-09-19 N N N 0.0245 1999769.12 1999769.12 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.45% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-05-29 2020-04-29 2020-04-29 N N N 0.0248 2999187.12 2999187.12 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.46% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-04-17 2020-04-17 N N N 0.0249 3998859.44 3998859.44 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.00% 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 0.0000 40000000.00 40000000.00 0.0079 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.21% 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 0.0121 13999062.84 13999062.84 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 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 0.0202 16294544.06 16294544.06 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 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 0.0212 51975632.28 51975632.28 0.0102 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 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 0.0216 25986075.44 25986075.44 0.0051 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 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 0.0218 18988552.50 18988552.50 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 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 0.0226 41960636.76 41960636.76 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 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 0.0228 43952871.16 43952871.16 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 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 0.0232 37946578.46 37946578.46 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 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 0.0233 34946109.80 34946109.80 0.0069 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 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 0.0234 1996251.12 1996251.12 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-06-14 2019-06-14 N N N 0.0243 2999632.35 2999632.35 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 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 0.0236 15967866.72 15967866.72 0.0031 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 2019-05-02 2019-08-02 2019-08-02 N N N 0.0247 5998241.34 5998241.34 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 2019-05-02 2019-08-02 2019-08-02 N N N 0.0247 8997362.01 8997362.01 0.0018 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 2019-05-24 2019-05-24 2019-05-24 N N N 0.0243 5999632.08 5999632.08 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 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 0.0237 14964854.10 14964854.10 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-05 2019-07-05 2019-07-05 N N N 0.0244 5999199.96 5999199.96 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 0.0239 22999767.93 22999767.93 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0243 999967.91 999967.91 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 2019-05-19 2019-07-19 2019-07-19 N N N 0.0246 999794.05 999794.05 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 2019-05-24 2019-05-24 2019-05-24 N N N 0.0243 2999835.15 2999835.15 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130ADJ60 2549001DPIFGXC1TOL40 US3130ADJ606 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0244 13999233.64 13999233.64 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-26 2019-07-26 2019-07-26 N N N 0.0246 2999322.78 2999322.78 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-26 2019-07-26 2019-07-26 N N N 0.0246 6998419.82 6998419.82 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-26 2019-07-26 2019-07-26 N N N 0.0246 5998645.56 5998645.56 0.0012 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 3999938.76 3999938.76 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 5999986.20 5999986.20 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 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 0.0238 43891014.64 43891014.64 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEQ45 2549001DPIFGXC1TOL40 US3130AEQ450 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0239 3000000.00 3000000.00 0.0006 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-07-10 2019-07-10 N N N 0.0244 7998925.20 7998925.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-07-10 2019-07-10 N N N 0.0244 2999596.95 2999596.95 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2019-07-11 2019-07-11 N N N 0.0245 2999591.01 2999591.01 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2019-07-11 2019-07-11 N N N 0.0245 2999591.01 2999591.01 0.0006 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 2019-05-21 2019-08-21 2019-08-21 N N N 0.0247 11996604.60 11996604.60 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 15747598.11 15747598.11 0.0031 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 12962578.07 12962578.07 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 12961707.72 12961707.72 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 9959163.90 9959163.90 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 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 0.0239 8962644.96 8962644.96 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-08-01 2019-08-01 N N N 0.0248 999757.42 999757.42 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 2019-05-02 2020-01-02 2020-01-02 N N N 0.0249 999415.78 999415.78 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-02-07 2020-02-07 N N N 0.0247 9994497.80 9994497.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2019-07-11 2019-07-11 N N N 0.0245 1999766.08 1999766.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-07-15 2019-07-15 N N N 0.0244 8999071.65 8999071.65 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AF6G7 2549001DPIFGXC1TOL40 US3130AF6G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-07-17 2019-07-17 N N N 0.0245 12998348.87 12998348.87 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-27 2019-08-27 2019-08-27 N N N 0.0246 999762.57 999762.57 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 18926227.18 18926227.18 0.0037 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 2986945.83 2986945.83 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 7963046.64 7963046.64 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 34338329.21 34338329.21 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 38814630.66 38814630.66 0.0076 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 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 0.0240 3979916.68 3979916.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384JF7 2549001DPIFGXC1TOL40 US313384JF72 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0240 24672162.94 24672162.94 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2020-01-02 2020-01-02 N N N 0.0250 5996219.34 5996219.34 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2020-01-02 2020-01-02 N N N 0.0250 999369.89 999369.89 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2020-01-02 2020-01-02 N N N 0.0250 1998739.78 1998739.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2020-01-02 2020-01-02 N N N 0.0250 999369.89 999369.89 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2020-02-10 2020-02-10 N N N 0.0248 2998320.06 2998320.06 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2019-08-13 2019-08-13 N N N 0.0245 5999028.18 5999028.18 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2019-08-13 2019-08-13 N N N 0.0245 2999514.09 2999514.09 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2019-08-13 2019-08-13 N N N 0.0245 2999514.09 2999514.09 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-16 2019-08-16 2019-08-16 N N N 0.0246 5998994.82 5998994.82 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2019-07-25 2019-07-25 N N N 0.0245 16997592.29 16997592.29 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2020-01-28 2020-01-28 N N N 0.0248 1999029.16 1999029.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JG5 2549001DPIFGXC1TOL40 US313384JG55 U.S. Government Agency Debt Y N/A N/A 2019-07-18 2019-07-18 2019-07-18 N N N 0.0241 15916453.28 15916453.28 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JH3 2549001DPIFGXC1TOL40 US313384JH39 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0241 994711.39 994711.39 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JN0 2549001DPIFGXC1TOL40 US313384JN07 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0241 42360446.14 42360446.14 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384JU4 2549001DPIFGXC1TOL40 US313384JU40 U.S. Government Agency Debt Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0241 6957825.00 6957825.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 2981523.33 2981523.33 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 13912838.38 13912838.38 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 313384KB4 2549001DPIFGXC1TOL40 US313384KB40 U.S. Government Agency Debt Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0241 2980519.17 2980519.17 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0241 10927833.84 10927833.84 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-04 2019-12-04 2019-12-04 N N N 0.0248 11995485.84 11995485.84 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-04 2019-12-04 2019-12-04 N N N 0.0248 2998871.46 2998871.46 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFNR4 2549001DPIFGXC1TOL40 US3130AFNR44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0242 12999926.81 12999926.81 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-12 2019-09-12 2019-09-12 N N N 0.0247 9997818.30 9997818.30 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2020-01-13 2020-01-13 N N N 0.0247 2998860.21 2998860.21 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2020-01-14 2020-01-14 N N N 0.0247 16993514.67 16993514.67 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2020-01-14 2020-01-14 N N N 0.0247 5997711.06 5997711.06 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-16 2019-09-16 2019-09-16 N N N 0.0246 11997532.80 11997532.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-12-17 2019-12-17 N N N 0.0248 999626.14 999626.14 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-01-17 2020-01-17 N N N 0.0247 1999298.34 1999298.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFXC6 2549001DPIFGXC1TOL40 US3130AFXC64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-06-17 2019-06-17 N N N 0.0243 9999611.20 9999611.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-01-17 2020-01-17 N N N 0.0247 11995367.64 11995367.64 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-01-17 2020-01-17 N N N 0.0247 5997683.82 5997683.82 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-12-17 2019-12-17 N N N 0.0248 5997756.84 5997756.84 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-19 2019-07-19 2019-07-19 N N N 0.0246 5999217.60 5999217.60 0.0012 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 2019-05-20 2019-05-20 2019-05-20 N N N 0.0244 17999511.48 17999511.48 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-10-22 2019-10-22 N N N 0.0248 61981214.62 61981214.62 0.0122 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 2019-05-23 2020-01-23 2020-01-23 N N N 0.0245 999801.80 999801.80 0.0002 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 2019-05-23 2019-07-23 2019-07-23 N N N 0.0246 5999172.36 5999172.36 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-27 2019-09-27 2019-09-27 N N N 0.0247 5998629.54 5998629.54 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-08-28 2019-08-28 N N N 0.0246 2999480.97 2999480.97 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-08-28 2019-08-28 N N N 0.0246 5998961.94 5998961.94 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-08-28 2019-08-28 N N N 0.0246 2999480.97 2999480.97 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0242 11919666.72 11919666.72 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384KL2 2549001DPIFGXC1TOL40 US313384KL22 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0242 2978711.67 2978711.67 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGBA2 2549001DPIFGXC1TOL40 US3130AGBA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0241 6000400.62 6000400.62 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0242 24820923.50 24820923.50 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0242 4962511.10 4962511.10 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384KU2 2549001DPIFGXC1TOL40 US313384KU21 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0242 6946578.31 6946578.31 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384KX6 2549001DPIFGXC1TOL40 US313384KX69 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2019-08-26 2019-08-26 N N N 0.0242 27780690.00 27780690.00 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384KY4 2549001DPIFGXC1TOL40 US313384KY43 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-08-27 2019-08-27 N N N 0.0242 1984201.12 1984201.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-04 2019-07-03 2019-07-03 N N N 0.0244 7999654.00 7999654.00 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-05 2019-07-05 2019-07-05 N N N 0.0244 20999060.46 20999060.46 0.0041 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 0.0238 3000018.30 3000018.30 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-07-05 2019-07-05 N N N 0.0243 11999463.96 11999463.96 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2020-01-10 2020-01-10 N N N 0.0248 8996620.50 8996620.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-12 2020-03-12 2020-03-12 N N N 0.0249 2998391.04 2998391.04 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-12 2020-02-12 2020-02-12 N N N 0.0248 5997286.14 5997286.14 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 2019-05-18 2019-12-18 2019-12-18 N N N 0.0248 1999248.96 1999248.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-19 2019-11-19 2019-11-19 N N N 0.0249 14994865.80 14994865.80 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFPJ0 2549001DPIFGXC1TOL40 US3130AFPJ00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0244 9999801.20 9999801.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2019-07-25 2019-07-25 N N N 0.0245 19998329.40 19998329.40 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-06-28 2019-06-28 N N N 0.0244 24999007.50 24999007.50 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-08-01 2019-08-01 N N N 0.0248 11998448.40 11998448.40 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-08-01 2019-08-01 N N N 0.0248 11998448.40 11998448.40 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-10-02 2019-10-02 N N N 0.0249 5998578.06 5998578.06 0.0012 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 2019-05-03 2019-05-03 2019-05-03 N N N 0.0243 13999975.64 13999975.64 0.0027 N N Y 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 2019-05-03 2020-01-03 2020-01-03 N N N 0.0250 11995203.84 11995203.84 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2020-05-11 2020-05-11 N N N 0.0250 11992375.44 11992375.44 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2020-05-11 2020-05-11 N N N 0.0250 3997458.48 3997458.48 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-03-17 2020-03-17 N N N 0.0248 1999326.36 1999326.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-19 2019-08-19 2019-08-19 N N N 0.0247 6999095.74 6999095.74 0.0014 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 2019-05-20 2019-06-20 2019-06-20 N N N 0.0245 44998452.45 44998452.45 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 2019-05-21 2019-11-21 2019-11-21 N N N 0.0249 25992454.80 25992454.80 0.0051 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 2019-05-24 2019-06-24 2019-06-24 N N N 0.0244 2999888.31 2999888.31 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2019-11-25 2019-11-25 N N N 0.0247 14997453.00 14997453.00 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2020-02-25 2020-02-25 N N N 0.0248 5997790.62 5997790.62 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-26 2019-11-26 2019-11-26 N N N 0.0247 5998976.52 5998976.52 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-29 2019-11-29 2019-11-29 N N N 0.0247 9998279.40 9998279.40 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-29 2019-11-29 2019-11-29 N N N 0.0247 11997936.12 11997936.12 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-12-02 2019-12-02 N N N 0.0247 5998953.66 5998953.66 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-11 2020-02-11 2020-02-11 N N N 0.0248 8997692.31 8997692.31 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-12 2020-08-12 2020-08-12 N N N 0.0251 27977864.88 27977864.88 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2020-04-13 2020-04-13 N N N 0.0249 13995645.44 13995645.44 0.0027 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 2019-05-16 2020-04-16 2020-04-16 N N N 0.0249 5997521.76 5997521.76 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-16 2020-04-16 2020-04-16 N N N 0.0249 999634.26 999634.26 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-04-17 2020-04-17 N N N 0.0249 4998158.45 4998158.45 0.0010 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 0.0238 7000175.35 7000175.35 0.0014 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 0.0238 1000027.04 1000027.04 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFS81 2549001DPIFGXC1TOL40 US3130AFS818 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0237 1000032.61 1000032.61 0.0002 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 2019-05-24 2020-01-24 2020-01-24 N N N 0.0248 3998979.28 3998979.28 0.0008 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 2019-05-24 2020-01-24 2020-01-24 N N N 0.0248 42989027.26 42989027.26 0.0084 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 2019-05-24 2020-01-24 2020-01-24 N N N 0.0248 1999489.64 1999489.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2019-12-02 2019-12-02 N N N 0.0247 5998953.66 5998953.66 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384LB3 2549001DPIFGXC1TOL40 US313384LB31 U.S. Government Agency Debt Y N/A N/A 2019-08-30 2019-08-30 2019-08-30 N N N 0.0245 8927097.48 8927097.48 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384LF4 2549001DPIFGXC1TOL40 US313384LF45 U.S. Government Agency Debt Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0245 2975000.01 2975000.01 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0245 6922066.69 6922066.69 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384NA3 2549001DPIFGXC1TOL40 US313384NA30 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2019-10-16 2019-10-16 N N N 0.0245 1977600.00 1977600.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0245 14830000.05 14830000.05 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 313384NG0 2549001DPIFGXC1TOL40 US313384NG00 U.S. Government Agency Debt Y N/A N/A 2019-10-22 2019-10-22 2019-10-22 N N N 0.0245 10872400.00 10872400.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-08-07 2020-08-07 N N N 0.0250 7995831.44 7995831.44 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-08-07 2020-08-07 N N N 0.0250 4997083.30 4997083.30 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2020-08-07 2020-08-07 N N N 0.0250 2998436.79 2998436.79 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-08 2020-08-07 2020-08-07 N N N 0.0250 1998957.86 1998957.86 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-13 2019-12-12 2019-12-12 N N N 0.0249 17996704.92 17996704.92 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2020-07-15 2020-07-15 N N N 0.0249 2998930.68 2998930.68 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2020-07-17 2020-07-17 N N N 0.0250 6996790.64 6996790.64 0.0014 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 2019-05-20 2020-04-20 2020-04-20 N N N 0.0250 1999248.26 1999248.26 0.0004 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 0.0237 14000630.14 14000630.14 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2020-07-28 2020-07-28 N N N 0.0251 5996680.50 5996680.50 0.0012 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 0.0237 7000292.95 7000292.95 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2020-07-28 2020-07-28 N N N 0.0251 2998156.65 2998156.65 0.0006 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 0.0240 7000140.14 7000140.14 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 0.0239 10000290.50 10000290.50 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 0.0240 3000073.68 3000073.68 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 0.0236 2000073.34 2000073.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LN7 2549001DPIFGXC1TOL40 US313384LN78 U.S. Government Agency Debt Y N/A N/A 2019-09-10 2019-09-10 2019-09-10 N N N 0.0246 3964800.00 3964800.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 U.S. Government Agency Debt Y N/A N/A 2019-09-13 2019-09-13 2019-09-13 N N N 0.0246 8919000.00 8919000.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LU1 2549001DPIFGXC1TOL40 US313384LU12 U.S. Government Agency Debt Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0246 8917200.00 8917200.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 U.S. Government Agency Debt Y N/A N/A 2019-09-17 2019-09-17 2019-09-17 N N N 0.0246 1981466.66 1981466.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LX5 2549001DPIFGXC1TOL40 US313384LX50 U.S. Government Agency Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0246 1981200.00 1981200.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0246 5943199.98 5943199.98 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 313384MJ5 2549001DPIFGXC1TOL40 US313384MJ57 U.S. Government Agency Debt Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0246 18806264.22 18806264.22 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFVT1 2549001DPIFGXC1TOL40 US3130AFVT18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-05-13 2019-05-13 N N N 0.0248 999984.68 999984.68 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-02-28 2020-02-28 N N N 0.0251 3998830.08 3998830.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2020-08-24 2020-08-24 N N N 0.0250 9996122.50 9996122.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-26 2020-08-26 2020-08-26 N N N 0.0250 3998439.68 3998439.68 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2020-08-28 2020-08-28 N N N 0.0251 25984700.56 25984700.56 0.0051 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 0.0237 3000107.31 3000107.31 0.0006 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 0.0241 4000506.72 4000506.72 0.0008 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 0.0241 10001232.50 10001232.50 0.0020 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 0.0242 20001866.60 20001866.60 0.0039 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 0.0250 6999071.59 6999071.59 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 0.0250 9998640.20 9998640.20 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-21 2020-08-21 2020-08-21 N N N 0.0250 11996914.80 11996914.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-06-01 2020-06-01 N N N 0.0252 27989202.92 27989202.92 0.0055 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 0.0240 10000033.30 10000033.30 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-07-17 2019-07-17 N N N 0.0251 14998944.45 14998944.45 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFDK0 2549001DPIFGXC1TOL40 US3130AFDK01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-14 2019-05-14 2019-05-14 N N N 0.0238 3000113.55 3000113.55 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-06-21 2019-06-21 N N N 0.0253 28998478.08 28998478.08 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-02-21 2020-02-21 N N N 0.0255 13995917.04 13995917.04 0.0027 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 0.0254 6999359.29 6999359.29 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 0.0254 6999359.29 6999359.29 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-01-17 2020-01-17 N N N 0.0254 4999486.00 4999486.00 0.0010 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 2999314.20 2999314.20 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 5998628.40 5998628.40 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 0.0254 16998722.62 16998722.62 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.54% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-09-10 2019-09-10 N N N 0.0253 13000272.87 13000272.87 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.55% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-03-27 2020-03-27 N N N 0.0251 26006685.12 26006685.12 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.55% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-11-15 2019-11-15 N N N 0.0253 13000922.48 13000922.48 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.56% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-07-24 2020-07-24 N N N 0.0258 7997395.28 7997395.28 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.59% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-06-10 2020-06-10 N N N 0.0255 10003727.80 10003727.80 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.59% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-10-01 2020-10-01 N N N 0.0257 7000935.90 7000935.90 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.60% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2021-03-12 2021-03-12 N N N 0.0259 14001172.64 14001172.64 0.0028 N N N N Freddie Mac Freddie Mac, 2.37% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-08 2019-08-08 2019-08-08 N N N 0.0241 1999753.80 1999753.80 0.0004 N N N N Freddie Mac Freddie Mac, 2.47% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-02-06 2020-02-06 N N N 0.0247 13000000.00 13000000.00 0.0026 N N N N Freddie Mac Freddie Mac, 2.49% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0249 26000000.00 26000000.00 0.0051 N N N N Freddie Mac Freddie Mac, 2.50% 3134GSY33 S6XOOCT0IEG5ABCC6L87 US3134GSY339 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-07 2019-05-07 2022-02-07 N N N 0.0255 2000354.00 2000354.00 0.0004 N N Y N Freddie Mac Freddie Mac, 2.51% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-06-19 2019-06-19 N N N 0.0251 5999814.60 5999814.60 0.0012 N N N N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EEB566000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-31 2025-01-31 2.5 - 2.5 6037000.00 6126633.81 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0012 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EEB158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-31 2026-04-30 2.375 - 2.5 12170600.00 12255621.54 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 12000000.00 12000000.00 0.0024 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.75% G5GSEF7VJP5I7OUK5573 EEH980000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2026-04-30 1.875 - 2.375 57304500.00 57124433.37 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 56000000.00 56000000.00 0.0110 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EEE794000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-07-12 2019-07-12 0 - 0 3085000.00 3075988.41 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EED997000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2026-11-15 2 - 2 6309000.00 6169705.30 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 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 EEB698000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2046-11-15 2.875 - 3 6045000.00 6188092.78 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-08 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, 2.43% 3Y4U8VZURTYWI1W2K376 EED273000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2023-05-31 2.75 - 2.75 8975000.00 9233047.11 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0018 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEH525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2024-02-29 2.125 - 2.125 12350000.00 12281579.99 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0024 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEE103000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-11-15 2047-02-15 2.875 - 3 4085000.00 4148260.35 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 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 BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EEC137000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-30 2045-02-15 0 - 6.875 14422900.00 18377404.16 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EED018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2042-05-15 0 - 3 9210000.00 9188115.84 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EEB677000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2045-02-15 1.125 - 2.625 12456900.00 12252459.36 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EED487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2045-02-15 0 - 2.51 13448200.00 13268058.44 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 13000000.00 13000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-29 2046-02-15 0 - 7.625 8557000.00 9188236.27 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-04 2045-02-15 0 - 5.25 12307000.00 12260397.09 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEH562000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-11-15 1.181 - 3.375 5614400.00 6180532.52 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB554000 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 - 7.625 23457500.00 23485523.56 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 23000000.00 23000000.00 0.0045 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED486000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2047-02-15 0 - 3.75 14157700.00 14427107.77 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 14000000.00 14000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEF854000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2025-07-31 1.133 - 2.875 12248200.00 12244169.50 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEC143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2047-02-15 0 - 3.875 18665800.00 19587308.30 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0037 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 2046-08-15 0 - 6 8214100.00 8193983.85 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0016 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 2020-06-30 2046-02-15 1.625 - 3 9233000.00 9215833.71 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0018 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 2020-02-15 2045-02-15 1.25 - 3.625 20515500.00 20470862.98 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 20000000.00 20000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEH567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2024-01-31 1.133 - 2.349 6099000.00 6120919.65 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 6000000.00 6000000.00 0.0012 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EDA435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-02-15 2.021 - 4.375 12006200.00 12276714.46 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-23 2040-05-15 0 - 7.625 8870600.00 9183817.33 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-24 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 2019-10-31 2045-02-15 1.181 - 4.625 12081200.00 12279170.35 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0024 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 2019-10-31 2026-02-15 0 - 6 12203700.00 12281698.82 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0024 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 2019-07-11 2045-02-15 0 - 2.51 7152300.00 7163413.76 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 7000000.00 7000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEF853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2042-05-15 0 - 5.25 16094700.00 18366307.21 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 18000000.00 18000000.00 0.0035 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EBE887000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-02-15 1.125 - 6.25 12448200.00 12310342.56 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 12000000.00 12000000.00 0.0024 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 2019-07-11 2046-05-15 0 - 3.625 22432600.00 21636425.83 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 21000000.00 21000000.00 0.0041 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 2019-10-31 2046-02-15 1.125 - 7.625 11368000.00 12306634.15 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 12000000.00 12000000.00 0.0024 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 2019-10-31 2046-02-15 1.181 - 6.25 20583900.00 20514597.34 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-14 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, 2.47% 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 2046-08-15 1.133 - 4.375 12245600.00 12314835.76 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0247 12000000.00 12000000.00 0.0024 N Y 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 2019-05-16 2045-02-15 0 - 6.75 9210900.00 9236339.58 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 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 2019-05-23 2042-11-15 0 - 7.625 11419300.00 12310608.18 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 12000000.00 12000000.00 0.0024 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2045-02-15 2.125 - 4.25 6049300.00 6127131.98 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2048-08-15 2.125 - 6.25 2002200.00 2042801.93 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 2000000.00 2000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EDJ397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2046-11-15 2 - 3.125 8163900.00 8204737.15 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EED900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2045-02-15 2.125 - 6.25 11020000.00 11228307.29 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 11000000.00 11000000.00 0.0022 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.44% 2IGI19DL77OX0HC3ZE78 EEI026000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2046-05-15 2.125 - 4.5 6125400.00 6125542.45 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-17 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 Commerz Markets LLC Commerz Markets LLC, 2.48% 549300IMBXQ8SGH3HJ31 EEE782000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2021-05-31 1.375 - 3.125 12179300.00 12245976.16 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0248 12000000.00 12000000.00 0.0024 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.48% 549300IMBXQ8SGH3HJ31 EEF235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2023-07-31 1.25 - 2.25 12249600.00 12245068.85 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0245 12000000.00 12000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.77% 549300IMBXQ8SGH3HJ31 EEI003000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2045-05-15 1.25 - 3 75136400.00 75690944.72 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 74000000.00 74000000.00 0.0145 N Y Y N Credit AG Credit AG, 2.44% 1VUV7VQFKUOQSJ21A208 EEF881000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 6499400.00 6122118.27 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-28 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 Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EEE932000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2021-08-31 1.125 - 1.125 14635300.00 14286874.63 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0245 14000000.00 14000000.00 0.0027 N Y Y N Credit AG Credit AG, 2.48% 1VUV7VQFKUOQSJ21A208 EEH556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 6498100.00 6120893.73 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0245 6000000.00 6000000.00 0.0012 N N Y N Credit AG Credit AG, 2.48% 1VUV7VQFKUOQSJ21A208 EEI158000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 6497600.00 6120422.76 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 6000000.00 6000000.00 0.0012 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.78% 7LTWFZYICNSX8D621K86 EEI036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2024-12-31 2.25 - 2.25 28474300.00 28562216.21 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0278 28000000.00 28000000.00 0.0055 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.47% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-11-15 2040-11-15 4.25 - 4.25 9894900.00 12366012.25 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0247 12000000.00 12000000.00 0.0024 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.47% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2040-11-15 0 - 4.25 23679300.00 25612106.86 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0244 25000000.00 25000000.00 0.0049 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.75% 549300H47WTHXPU08X20 EEH970000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2020-04-23 N/A 134709800.00 131580087.22 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 129000000.00 129000000.00 0.0253 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.44% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2024-11-30 0.75 - 2.875 16942000.00 17347053.62 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 17000000.00 17000000.00 0.0033 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.76% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-10-31 2023-10-31 2.875 - 2.875 6974000.00 7140721.84 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 7000000.00 7000000.00 0.0014 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.74% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-30 2022-11-30 2 - 2 11255000.00 11235829.40 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 11000000.00 11000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.76% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-01-15 2020-01-15 1.375 - 1.375 1040000.00 1036185.34 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 1000000.00 1000000.00 0.0002 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.75% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2037-02-15 2037-02-15 4.75 - 4.75 3136600.00 4080346.31 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 4000000.00 4000000.00 0.0008 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.45% H7FNTJ4851HG0EXQ1Z70 EDI784000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2027-11-15 6.125 - 6.75 1572500.00 2051984.89 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0243 1999995.80 1999995.80 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.45% H7FNTJ4851HG0EXQ1Z70 EEE409000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2019-11-30 1 - 1 3074900.00 3061711.30 U.S. Treasuries (including strips) Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0243 2999991.30 2999991.30 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EEE403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 6.75 - 6.75 4727000.00 6140158.12 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0245 5999914.80 5999914.80 0.0012 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 9280600.00 9242578.86 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0251 8999947.80 8999947.80 0.0018 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.74% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2022-10-31 2 - 2 60765000.00 60176339.06 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 59000000.00 59000000.00 0.0116 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EDH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-07-31 2.75 - 2.75 3969300.00 4087721.50 U.S. Treasuries (including strips) Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0246 3999812.00 3999812.00 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EEF321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2025-11-30 2.75 - 2.875 6936000.00 7142947.55 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0241 7000000.00 7000000.00 0.0014 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.48% 549300Y1PMK3RWXMWR72 EEH598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2025-11-30 2.75 - 2.875 8915300.00 9181302.97 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0245 9000000.00 9000000.00 0.0018 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.48% 549300Y1PMK3RWXMWR72 EEI159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2023-07-31 2.75 - 2.75 5943200.00 6120511.12 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 6000000.00 6000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB583000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-11-15 2045-11-15 3 - 3 8058000.00 8249433.14 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 8000000.00 8000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB586000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-08-15 2046-08-15 2.25 - 2.25 4735000.00 4124211.74 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EEB967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2025-08-15 2 - 2 3127000.00 3066495.35 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EDJ272000 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 5981000.00 6130504.34 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEE413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-08-15 2026-05-15 1.625 - 2 4275000.00 4083881.20 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEF335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-11-15 2022-11-15 1.625 - 1.625 2080000.00 2048699.45 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EEE400000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-15 2022-08-15 1.625 - 1.625 3117000.00 3062091.93 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 3000000.00 3000000.00 0.0006 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EDJ161000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2025-09-30 0 - 3 14573400.00 14301168.92 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 14000000.00 14000000.00 0.0027 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EDG936000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2023-07-31 0 - 2.75 22436900.00 22279394.79 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 21800000.00 21800000.00 0.0043 N N Y N Natixis SA Natixis SA, 2.42% KX1WK48MPD4Y2NCUIZ63 EEA655000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2028-05-15 0 - 2.875 12243200.00 12256527.39 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0024 N N Y N Natixis SA Natixis SA, 2.43% KX1WK48MPD4Y2NCUIZ63 EEF211000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-02-15 0 - 3.125 18554800.00 18367465.30 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0035 N N Y N Natixis SA Natixis SA, 2.44% KX1WK48MPD4Y2NCUIZ63 EED883000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2028-05-15 0 - 3 5946400.00 6123804.46 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 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 EEH575000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2042-02-15 0 - 3.125 6226700.00 6120881.25 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 6000000.00 6000000.00 0.0012 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.49% OXTKY6Q8X53C9ILVV871 EEH524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-09 2047-05-15 0 - 8.75 94656000.00 95961094.02 U.S. Treasuries (including strips) Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0246 94000000.00 94000000.00 0.0185 N N Y N Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEB956000 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 2010000.00 2042053.92 U.S. Treasuries (including strips) Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0248 2000000.00 2000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 2.50% 5493007VSMFZCPV1NB83 EEC390000 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 6030000.00 6126161.75 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0248 6000000.00 6000000.00 0.0012 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EBI606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 3030000.00 3078320.08 U.S. Treasuries (including strips) Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0254 2999962.20 2999962.20 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 ECA008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 7065000.00 7177667.13 U.S. Treasuries (including strips) Y N/A N/A 2019-05-20 2019-05-20 2019-05-20 N N N 0.0251 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 2026-08-15 2026-08-15 1.5 - 1.5 9805000.00 9219605.73 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0253 8999834.40 8999834.40 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 6050000.00 6146480.70 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0251 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 3025000.00 3073240.35 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0253 2999950.20 2999950.20 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 3025000.00 3073240.35 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0253 2999955.60 2999955.60 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 6045000.00 6141400.96 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0253 5999916.00 5999916.00 0.0012 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EDJ201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2042-02-15 2049-02-15 3 - 3.125 5910600.00 6189178.60 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 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, 2.43% 549300QJJX6CVVUXLE15 EED297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-15 2049-02-15 1.125 - 4.5 16310200.00 16334758.92 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 16000000.00 16000000.00 0.0031 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EEE361000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-30 2049-02-15 1.25 - 4.5 11901800.00 12246797.39 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0024 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.43% 549300QJJX6CVVUXLE15 EEE824000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-28 2048-11-15 1.875 - 6.5 9251900.00 9184464.35 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0018 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 2019-10-10 2048-11-15 0 - 4.5 5032700.00 5114715.70 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 5000000.00 5000000.00 0.0010 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 2019-09-30 2049-02-15 1.125 - 4.5 5090400.00 5116647.59 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-20 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 5000000.00 5000000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2043-05-15 2.75 - 8.5 5811600.00 6147547.82 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 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, 2.43% ES7IP3U3RHIGC71XBU11 EEB111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2021-08-15 2.75 - 2.75 6029000.00 6127896.98 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-07-11 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 RBS Securities, Inc. RBS Securities, Inc., 2.46% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2022-11-30 2 - 2 25526900.00 25510529.68 U.S. Treasuries (including strips) Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0243 25000000.00 25000000.00 0.0049 N N Y N Societe Generale Societe Generale, 2.44% O2RNE8IBXP4R0TD8PU41 EDH453000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2043-08-15 1.625 - 8.5 3047600.00 3066852.46 U.S. Treasuries (including strips) Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0241 3000000.00 3000000.00 0.0006 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 2020-02-15 2046-02-15 1.5 - 8.5 11740500.00 12285487.47 U.S. Treasuries (including strips) Y N/A N/A 2019-05-08 2019-05-08 2019-05-08 N N N 0.0250 11999844.00 11999844.00 0.0024 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 2019-08-15 2043-11-15 2 - 8.5 6158700.00 6141534.84 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0250 5999908.20 5999908.20 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 2019-05-23 2045-05-15 0 - 8.5 18181500.00 18502435.00 U.S. Treasuries (including strips) Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0249 17999670.60 17999670.60 0.0035 N N N Y Bank of America NA In a joint trading account with Bank of America NA at 2.77%, dated 4/30/2019 due 05/01/2019 B4TYDEB6GKMZO031MB27 EEI316000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 133548583.50 42256548.39 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 41307993.00 41307993.00 0.0081 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 EEE777000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-10-20 4 - 4 11175639.00 11225323.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0244 11000000.00 11000000.00 0.0022 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.77% G5GSEF7VJP5I7OUK5573 EEH982000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4 - 4 28452891.00 28562197.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 28000000.00 28000000.00 0.0055 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.44% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-04-01 2049-04-01 3.93 - 4.35 4555.00 4801.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-09-01 2033-09-01 3.78 - 3.78 5890.00 6200.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.5 - 3.5 164596.00 58874.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2053-11-15 2068-11-20 3.497 - 4.671 8699174.00 7063846.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-05-01 2049-04-01 3.675 - 4.5 9274.00 9664.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 7000000.00 7000000.00 0.0014 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.44% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-04-01 2049-04-01 3.93 - 4.23 6853.00 7147.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-09-01 2033-09-01 3.78 - 3.78 1000.00 1052.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2049-05-01 3.206 - 4.5 8531599.00 3281719.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2053-11-15 4.21 - 5.5 2128380.00 2229088.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-02-01 2049-04-01 3 - 4.66 1313463.00 606385.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 Y BMO CAP MARKETS CORP(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, 2.43% 3Y4U8VZURTYWI1W2K376 EEC984000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-05-30 2048-11-15 0 - 3.875 5152700.00 5521748.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 3.5 - 3.5 3010.00 1933.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-03-10 2028-03-10 3.375 - 3.375 615000.00 641979.74 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 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, 2.44% 3Y4U8VZURTYWI1W2K376 EEC988000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-08-15 2040-08-15 3.875 - 3.875 5900.00 6944.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2048-08-01 3 - 4 7658408.00 5122278.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-03-10 2028-03-10 3.375 - 3.375 905000.00 944701.90 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-05-17 2048-11-01 1.58 - 6.5 55452.00 51631.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-24 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 EEG047000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2046-11-15 2.25 - 3.875 21400.00 22815.54 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2048-08-01 3.5 - 4.481 7406687.00 7047942.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-03-10 2028-03-10 3.375 - 3.375 10000.00 10438.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-07-01 2049-02-01 4 - 4 63194.00 60028.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-29 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 BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.77%, dated 4/30/2019 due 05/01/2019 R0MUWSFPU8MPRO8K5P83 EEI316000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2049-02-15 0 - 4.375 3058801.58 2383127.62 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2035-05-01 2035-05-01 3.37 - 3.37 10.74 10.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-04-29 2049-03-01 0 - 4.947 372613.30 111714.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-01-20 2 - 5 3019528.10 659876.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2049-04-01 0 - 8 4909661.66 2342173.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 5368518.35 5368518.35 0.0011 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 2019-08-15 2048-11-15 0 - 2.349 14336908.15 13254235.49 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2038-04-05 1.375 - 3.98 25000.00 25103.92 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-01-20 3.168 - 4 43296.00 14617.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2045-10-01 0 - 6.625 147580.00 138649.92 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-05-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 13000000.00 13000000.00 0.0026 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EED482000 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 2048-11-15 0 - 4.25 9542953.93 6776815.90 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 4000.00 4015.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-04-29 2032-07-15 0 - 2.75 7000.00 6669.47 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-01-15 2049-03-20 3 - 5 4158205.00 2879888.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.783 - 3.783 1000.00 889.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-07-01 3.5 - 6.625 2827011.00 2633080.37 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 12000000.00 12000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.46% R0MUWSFPU8MPRO8K5P83 EED271000 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 - 3.625 306900.00 304693.56 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 1000.00 1003.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2046-04-15 0 - 3 772253.00 638915.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2029-10-24 4 - 4 50000.00 55022.73 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2047-04-20 3.168 - 3.5 15528.00 4852.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-18 2048-07-01 0 - 8.5 18096.00 16431.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 1000000.00 1000000.00 0.0002 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 2019-05-02 2046-11-15 0 - 2.5 7254633.25 5307321.45 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 23000.00 23087.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-11-01 2046-11-01 3 - 3 63208.00 54198.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2048-12-20 3 - 4.5 13508258.00 6645430.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-03-01 2046-04-01 0 - 6.625 1820480.00 1307320.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 13000000.00 13000000.00 0.0026 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 2019-05-02 2048-11-15 0 - 2.349 22735981.61 12498684.75 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 2000.00 2010.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-03-01 0 - 4 850944.00 853574.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-01-20 3.168 - 4 26969.00 9618.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 4 - 6.625 48000.00 67030.89 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-05-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 13000000.00 13000000.00 0.0026 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 2019-05-23 2049-02-15 0 - 3.875 11170273.96 8658404.42 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2019-06-12 1.375 - 1.375 2000.00 2007.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-04-15 2049-02-01 3 - 3.5 2591524.00 2616642.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-05-20 2049-01-20 3.188 - 4 708593.00 447533.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-16 2030-11-15 1.2 - 6.625 1645000.00 1650459.81 Agency Debentures and Agency Strips Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0245 13000000.00 13000000.00 0.0026 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 2044-11-15 0 - 2.375 5464865.27 5482252.07 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2038-04-05 1.375 - 3.98 2000.00 2009.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2047-11-01 3.5 - 4 3465833.00 3331491.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-02-20 3.168 - 4.5 220407.00 149220.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-01-01 0 - 5.625 396792.00 269629.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 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, 2.48% R0MUWSFPU8MPRO8K5P83 EBD965000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-11-15 0 - 2.349 25001904.56 13229437.64 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2048-12-20 3.168 - 3.5 16621.00 3085.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2041-07-01 0 - 6.625 249372.00 232927.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0245 13000000.00 13000000.00 0.0026 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.77%, dated 4/30/2019 due 05/01/2019 VJW2DOOHGDT6PR0ZRO63 EEI316000_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 28.01 20.18 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-05-14 2049-02-15 0 - 7.5 8585373.04 8627353.95 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-05-16 2027-11-01 0 - 5.375 2263284.74 2268599.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-17 2023-06-09 0 - 5.25 3367851.51 3352374.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-05-15 2049-05-01 1.375 - 10 3698977.54 2329637.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-07-20 2049-03-20 2.5 - 10 1981429.31 649794.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-25 2049-05-01 1 - 9.5 2638852.97 1350213.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 18209145.57 18209145.57 0.0036 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.42% 2IGI19DL77OX0HC3ZE78 EEB674000 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 2023-08-31 2.75 - 2.75 1300.00 1331.04 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4.5 - 4.5 4040898.00 4079271.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-08-01 5 - 5 3895.00 3571.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEB099000 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 2023-08-31 2.75 - 2.75 1200.00 1228.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-03-01 2048-08-01 3.5 - 5 4454196.00 4084032.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEB673000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 1169925.00 1152766.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-11-01 4 - 5 5999777.00 5994463.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 7000000.00 7000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEE115000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 4768688.00 2133647.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-12-01 4 - 5 4915739.00 5010208.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EEA683000 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 - 4 3101238.00 3055806.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2048-08-01 4 - 5 8868.00 8324.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 3000000.00 3000000.00 0.0006 N N Y N Citibank NA Citibank NA, 2.51% 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 2019-07-05 2046-08-15 0 - 2.5 1028400.00 1019037.60 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-09 2020-10-09 2.22 - 2.22 3000.00 3000.98 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-06-14 2030-06-14 3.375 - 3.375 930000.00 974626.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2049-04-01 1.5 - 3.5 43685.00 43676.50 Agency Debentures and Agency Strips Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0248 2000000.00 2000000.00 0.0004 N N Y N Citibank NA Citibank NA, 2.52% 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 2019-10-31 2046-02-15 0 - 5 15219900.00 15239345.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-06-09 2028-06-09 3.25 - 3.25 10000.00 10527.70 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-11-15 2034-11-20 6 - 6 167000.00 9233.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-08-01 2049-04-01 3 - 6.5 57766.00 42467.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0249 15000000.00 15000000.00 0.0029 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.77%, dated 4/30/2019 due 05/01/2019 E57ODZWZ7FF32TWEFA76 EEI316000_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 221548.02 163307.77 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2048-08-15 0 - 8.5 7648408.91 7731681.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.028 - 3.028 39.09 39.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 3.695 - 3.695 10.74 11.13 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-21 2021-07-27 1.232 - 2.529 1592485.07 1592848.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-05-24 2036-07-15 0 - 5.5 134245.17 142928.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-11-01 2047-07-01 0 - 10 1481850.95 71808.71 Agency Debentures and Agency Strips FINANCE CORPORATION 2019-09-26 2019-09-26 8.6 - 8.6 21.47 22.17 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2067-10-20 2.5 - 8.5 909026.88 818270.97 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 1.352 - 1.352 146002.22 146570.18 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 38052.06 42656.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-02 2049-04-01 0 - 8.5 623906.65 243617.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 10737036.69 10737036.69 0.0021 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.79% 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 6196944.00 6180479.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0279 6000000.00 6000000.00 0.0012 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.77%, dated 4/30/2019 due 05/01/2019 CYYGQCGNHMHPSMRL3R97 EEI316000_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 2022-08-01 2048-06-01 4 - 5.5 1030350.25 984673.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-11-01 2048-12-01 2.5 - 4 7321691.86 6559076.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 7395266.28 7395266.28 0.0015 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.45% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2019-10-15 2026-10-15 N/A 3000.00 2798.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2044-05-01 2047-06-01 4 - 4.5 29587360.00 20161565.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-01-01 2033-01-01 3 - 3 2800000.00 1264382.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0242 21000000.00 21000000.00 0.0041 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.46% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 4543476.00 4081951.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0246 4000000.00 4000000.00 0.0008 N Y 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 FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 6837296.00 6142766.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0247 5999977.80 5999977.80 0.0012 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 2123249.00 2042963.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0248 1999974.40 1999974.40 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 8046083.00 8167338.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0247 8000000.00 8000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 2122516.00 2042258.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0247 2000000.00 2000000.00 0.0004 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 FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-06-01 3.5 - 4 3199831.00 3077638.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0253 2999954.40 2999954.40 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 7144252.00 7178675.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-17 2019-05-17 2019-05-17 N N N 0.0252 6999832.70 6999832.70 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 7139317.00 7173717.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0251 6999808.20 6999808.20 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 FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 3180698.00 3060427.36 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0248 3000000.00 3000000.00 0.0006 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 7126570.00 7160908.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 6999834.80 6999834.80 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 FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2049-03-01 3.5 - 4 7102669.00 7160908.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 6999834.80 6999834.80 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 FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 5693253.00 5114934.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 4999882.00 4999882.00 0.0010 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.51% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 7126075.00 7160411.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0250 6999833.40 6999833.40 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 FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 5692462.00 5114224.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0250 4999880.00 4999880.00 0.0010 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.77%, dated 4/30/2019 due 05/01/2019 KBVRJ5K57JZ3E2AVWX40 EEI316000_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 2019-05-23 2047-05-15 0 - 3 126370.18 126376.70 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.668 - 3.668 54984.09 57231.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.648 - 3.648 30215.33 31405.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-11-01 2049-04-01 2.311 - 4.91 1199489.79 1093146.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.689 - 3.689 63293.40 65972.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2058-05-01 2.406 - 5.5 7972923.76 4649814.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 5905379.99 5905379.99 0.0012 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.77%, dated 4/30/2019 due 05/01/2019 ZBUT11V806EZRVTWT807 EEI316000_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 2020-05-01 2051-02-25 0 - 10.495 34187058.09 21574282.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-01-20 2060-07-16 0.016 - 6 4067687.51 2760404.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2059-04-25 0 - 8.5 25108972.16 16548093.33 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 40025060.65 40025060.65 0.0079 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.46% ZBUT11V806EZRVTWT807 0001287279 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 2035-01-01 2049-04-01 4.945 - 5 1357317.00 1398392.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-12-01 2048-09-01 2.5 - 6 47818183.00 31254989.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0243 32000000.00 32000000.00 0.0063 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.52% ZBUT11V806EZRVTWT807 0001287279 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 2044-07-01 4 - 4 15685.00 8051.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-05-01 2048-06-01 2.5 - 4 15307394.00 10192662.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0249 10000000.00 10000000.00 0.0020 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 2.42% 8NAV47T0Y26Q87Y0QP81 EDH011000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2049-04-20 4.5 - 5 25674698.00 26569917.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 Y MERRILL LYN PF&S(GOV REPO BNY) 1.0000 3 N N/A N/A N N 0.0239 26000000.00 26000000.00 0.0051 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EDI665000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2044-08-01 3.11 - 4.4 18506160.00 3052058.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-09-01 2044-06-01 2.507 - 4.5 30171435.00 4099117.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0246 6999773.90 6999773.90 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EDJ131000 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 2027-05-01 2047-09-01 2.58 - 4.549 17144942.00 3064581.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-10 2019-06-10 2019-06-10 N N N 0.0242 3000000.00 3000000.00 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EDJ134000 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 2044-12-01 2044-12-01 2.597 - 2.597 3740848.00 1899680.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-10-01 2041-04-01 2.945 - 3.561 30299079.00 9337118.01 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-11 2019-06-11 2019-06-11 N N N 0.0246 10999621.60 10999621.60 0.0022 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EEA650000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-06-01 2042-01-01 4.309 - 5.029 42722726.00 1955809.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2046-12-01 3 - 6.5 66479476.00 7236685.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-12 2019-06-12 2019-06-12 N N N 0.0246 8999685.00 8999685.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EEC361000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2042-10-01 4.767 - 4.767 9693408.00 1447700.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-01-01 2032-01-01 3 - 3 2256858.00 1615227.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0243 3000000.00 3000000.00 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EEC362000 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 2035-12-01 2036-07-01 4.196 - 4.36 87000000.00 3128818.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-10-01 2047-11-01 4.5 - 4.616 39623724.00 2997036.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0243 6000000.00 6000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EED317000 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 2027-08-01 2041-08-01 2.5 - 5 101546171.00 8167248.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0243 8000000.00 8000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.46% K5HU16E3LMSVCCJJJ255 EED890000 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 2029-02-01 2029-02-01 3.875 - 3.875 207681.00 219697.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2045-08-01 2.581 - 4.85 64342000.00 3825229.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2048-08-01 3 - 4.5 22122580.00 3099463.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-21 2019-06-21 2019-06-21 N N N 0.0245 6999848.80 6999848.80 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.47% K5HU16E3LMSVCCJJJ255 EEH969000 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 2047-07-01 2047-07-01 3.5 - 3.5 8781737.00 8160560.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0244 8000000.00 8000000.00 0.0016 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.77%, dated 4/30/2019 due 05/01/2019 7TK5RJIZDFROZCA6XF66 EEI316000_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 2019-06-01 2049-08-25 3 - 8.495 5963857.99 2482072.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2049-04-20 0 - 8.5 15691798.17 7534362.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-05-25 2048-09-01 2 - 8.5 14231860.98 3098243.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 12823734.74 12823734.74 0.0025 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.76% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2049-02-15 0 - 5.5 17922800.00 20413518.01 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 20000000.00 20000000.00 0.0039 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.75% 549300Y1PMK3RWXMWR72 EEI011000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-15 2023-12-31 2.25 - 2.875 1400.00 1442.16 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-08-01 2041-08-01 4.5 - 4.5 19608308.00 3058821.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 3000000.00 3000000.00 0.0006 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.77%, dated 4/30/2019 due 05/01/2019 OXTKY6Q8X53C9ILVV871 EEI316000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2049-02-15 0 - 3.625 1223662.05 1222456.32 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-03-13 2026-03-13 3.22 - 3.22 337681.60 340340.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2024-02-13 2024-02-13 2.5 - 2.5 222921.96 225710.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-09-01 2049-04-01 3 - 7.5 7922318.17 6913493.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2022-12-15 2054-05-15 3 - 9 5883586.57 5293480.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2052-09-01 2.875 - 8 7871174.71 7294133.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 20870482.23 20870482.23 0.0041 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.51% OXTKY6Q8X53C9ILVV871 EEH523000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-02-15 0 - 8.75 3180810.85 3176928.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2047-03-01 0 - 7.5 5154320.00 3594820.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-20 2024-09-20 4 - 4 999362.00 94169.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2048-09-01 1.5 - 6.09 26569942.00 7416266.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0248 14000000.00 14000000.00 0.0027 N N 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 2020-05-31 2020-05-31 2.5 - 2.5 415400.00 420176.22 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-04-29 2026-04-29 2.92 - 2.92 4000.00 4017.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2039-08-15 2039-08-15 5 - 5 50000.00 55742.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-03-15 2065-08-20 2.5 - 6 4890377.00 1638447.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 2026-02-25 2026-02-25 3.142 - 3.142 33349.00 33488.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-11-01 2047-06-01 1.46 - 3.59 35448185.00 31629097.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-13 Y RBC CAP MARKETS LLC(GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 33000000.00 33000000.00 0.0065 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEE844000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2048-02-15 0 - 6.5 12482100.00 13199492.08 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2048-10-20 3.5 - 4.5 238588.00 166978.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0026 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EED918000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2048-02-15 0 - 2.5 25803400.00 20527933.96 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-04-20 2048-10-20 3.5 - 4.5 89616.00 9465.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 20000000.00 20000000.00 0.0039 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEC343000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2048-02-15 0.125 - 6.5 9768300.00 10288271.77 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2048-10-20 3.5 - 4.5 2000.00 1538.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 10000000.00 10000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEF287000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2048-02-15 0 - 6.5 5792900.00 6176187.37 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2048-10-20 3.5 - 4.5 2000.00 1538.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.45% 549300QJJX6CVVUXLE15 EEF838000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2048-02-15 0 - 2.5 5219000.00 5094869.93 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2048-10-20 3.5 - 4.5 3019.00 2491.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-11-01 5 - 5 7739617.00 8167267.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-30 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 13000000.00 13000000.00 0.0026 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EED948000 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 2047-12-01 2049-03-01 3 - 4.5 33362072.00 35159978.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-10-01 2047-09-01 3.5 - 4.536 3991901.00 3623665.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-06-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 38000000.00 38000000.00 0.0075 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EEB556000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-01-15 2049-03-01 3 - 4.5 7884527.00 4795573.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-04-20 4 - 5 170818.00 173718.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-02-01 2.545 - 4.5 5532894.00 3202148.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0016 N N Y N RBC Financial Group RBC Financial Group, 2.44% ES7IP3U3RHIGC71XBU11 EEE829000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.896 - 3.896 8349.00 8845.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2049-01-01 3 - 5 8427280.00 5463264.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2048-11-20 4 - 5 100918.00 101889.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 3 - 5 626990.00 548905.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-06-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0012 N N Y N RBC Financial Group RBC Financial Group, 2.45% ES7IP3U3RHIGC71XBU11 EEH561000 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 2047-02-01 2047-12-01 3 - 4 998659.00 926681.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-04-20 4 - 5 11684917.00 9911713.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-02-01 2.945 - 5 1519297.00 1403271.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-29 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0243 12000000.00 12000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 2.46% ES7IP3U3RHIGC71XBU11 EEI043000 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 2609470.00 2145909.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2048-12-20 3.5 - 5 7736354.00 7984257.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 3 - 4.5 6831866.00 3034968.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-07 2019-05-07 2019-05-30 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0244 12900000.00 12900000.00 0.0025 N N Y N Societe Generale In a joint trading account with Societe Generale at 2.77%, dated 4/30/2019 due 05/01/2019 O2RNE8IBXP4R0TD8PU41 EEI316000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2049-04-01 3.5 - 5.965 9559.51 4554.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-10-20 2048-09-20 3.5 - 5 6018417.98 4375391.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-09-12 2048-08-01 1.75 - 5 1185815.15 1096363.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 5368518.35 5368518.35 0.0011 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 2.77%, dated 4/30/2019 due 05/01/2019 O2RNE8IBXP4R0TD8PU41 EEI316000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-02-15 1.375 - 7.625 15499912.09 16437932.13 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 16105555.04 16105555.04 0.0032 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.77%, dated 4/30/2019 due 05/01/2019 5U0XI89JRFVHWIBS4F54 EEI316000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2047-11-15 1.25 - 3.75 19306625.97 19355554.45 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-02-20 3.5 - 3.5 3308009.11 3104243.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-02-01 3.5 - 3.5 7695157.48 7689803.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 29526857.91 29526857.91 0.0058 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.77% SUVUFHICNZMP2WKHG940 EEH992000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2049-04-01 4 - 4 7951817.00 8160628.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 8000000.00 8000000.00 0.0016 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.77%, dated 4/30/2019 due 05/01/2019 VYVVCKR63DVZZN70PB21 EEI316000_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 2019-05-02 2046-11-15 0 - 2.875 27058010.91 27105646.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.995 - 6.495 362506.65 283040.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-04-20 1.5 - 6 55231933.86 56658065.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.607 - 2.607 8924.79 239.09 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 82371451.19 82371451.19 0.0162 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.26% 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0226 9990023.60 9990023.60 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.27% 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y N/A N/A 2019-05-23 2019-05-23 2019-05-23 N N N 0.0227 4992796.55 4992796.55 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.31% 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0231 18963618.61 18963618.61 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.35% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0235 28930762.50 28930762.50 0.0057 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0237 12962911.91 12962911.91 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.37% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0237 13915108.34 13915108.34 0.0027 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.38% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0238 44706093.75 44706093.75 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0239 35747719.92 35747719.92 0.0070 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.39% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0239 51612347.28 51612347.28 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0242 1983295.98 1983295.98 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RF8 254900HROIFWPRGM1V77 US912796RF81 U.S. Treasury Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0242 14839856.25 14839856.25 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0242 31643597.76 31643597.76 0.0062 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0243 19823008.40 19823008.40 0.0039 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0243 18823260.48 18823260.48 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.43% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0243 25746406.14 25746406.14 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-05-01 2020-01-31 2020-01-31 N N N 0.0246 8997108.12 8997108.12 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.41% to 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 0.0246 16053750.08 16053750.08 0.0032 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.42% 912828F62 254900HROIFWPRGM1V77 US912828F627 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0243 1990859.38 1990859.38 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.45% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-05-01 2020-04-30 2020-04-30 N N N 0.0247 3999218.28 3999218.28 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.46% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-05-01 2019-10-31 2019-10-31 N N N 0.0245 13000876.33 13000876.33 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.53% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0245 3000800.28 3000800.28 0.0006 N Y Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2019-05-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer