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Federal Farm Credit Bank, 2.40% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-06-29 2020-04-29 2020-04-29 N N N 0.0243 2999077.77 2999077.77 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.42% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-04-17 2020-04-17 N N N 0.0243 3999344.96 3999344.96 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFQN0 2549001DPIFGXC1TOL40 US3130AFQN03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0227 7499583.98 7499583.98 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFSG3 2549001DPIFGXC1TOL40 US3130AFSG34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 6999540.94 6999540.94 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFSC2 2549001DPIFGXC1TOL40 US3130AFSC20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0228 6999540.94 6999540.94 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AES92 2549001DPIFGXC1TOL40 US3130AES928 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2019-08-12 2019-08-12 N N N 0.0238 21994964.20 21994964.20 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEJD3 2549001DPIFGXC1TOL40 US3130AEJD39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0231 12999945.14 12999945.14 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEGA2 2549001DPIFGXC1TOL40 US3130AEGA27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0239 2999903.28 2999903.28 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEG87 2549001DPIFGXC1TOL40 US3130AEG873 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0238 18999441.40 18999441.40 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEJC5 2549001DPIFGXC1TOL40 US3130AEJC55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0240 9999511.60 9999511.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2019-07-26 2019-07-26 N N N 0.0240 2999577.06 2999577.06 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2019-07-26 2019-07-26 N N N 0.0240 6999013.14 6999013.14 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2019-07-26 2019-07-26 N N N 0.0240 5999154.12 5999154.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-07-19 2019-07-19 N N N 0.0241 999878.06 999878.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-21 2019-08-21 2019-08-21 N N N 0.0242 11997586.08 11997586.08 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-27 2019-08-27 2019-08-27 N N N 0.0241 999829.06 999829.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2019-08-02 2019-08-02 N N N 0.0245 8998288.56 8998288.56 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2019-08-02 2019-08-02 N N N 0.0245 5998859.04 5998859.04 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2019-07-10 2019-07-10 N N N 0.0240 2999783.16 2999783.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2019-07-10 2019-07-10 N N N 0.0240 7999421.76 7999421.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2019-07-11 2019-07-11 N N N 0.0241 2999777.46 2999777.46 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2019-07-11 2019-07-11 N N N 0.0241 2999777.46 2999777.46 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AF6G7 2549001DPIFGXC1TOL40 US3130AF6G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2019-07-17 2019-07-17 N N N 0.0240 12999039.69 12999039.69 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-23 2019-07-23 2019-07-23 N N N 0.0240 5999493.00 5999493.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-25 2019-07-25 2019-07-25 N N N 0.0240 16998508.42 16998508.42 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 5998763.22 5998763.22 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 2999381.61 2999381.61 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-07-05 2019-07-05 N N N 0.0242 5999599.50 5999599.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2019-07-11 2019-07-11 N N N 0.0241 1999872.70 1999872.70 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-15 2019-07-15 2019-07-15 N N N 0.0240 8999470.17 8999470.17 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2019-08-16 2019-08-16 N N N 0.0241 5999289.24 5999289.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-07-19 2019-07-19 N N N 0.0241 5999535.96 5999535.96 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-22 2019-10-22 2019-10-22 N N N 0.0243 61984697.78 61984697.78 0.0115 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-23 2020-01-23 2020-01-23 N N N 0.0243 999553.62 999553.62 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-27 2019-09-27 2019-09-27 N N N 0.0242 5998934.28 5998934.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-08-28 2019-08-28 N N N 0.0241 5999242.92 5999242.92 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2020-01-28 2020-01-28 N N N 0.0243 1999087.42 1999087.42 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-08-28 2019-08-28 N N N 0.0241 2999621.46 2999621.46 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-08-28 2019-08-28 N N N 0.0241 2999621.46 2999621.46 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-08-01 2019-08-01 N N N 0.0245 999845.38 999845.38 0.0002 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 5999996.76 5999996.76 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2020-02-10 2020-02-10 N N N 0.0245 2998436.07 2998436.07 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2019-09-16 2019-09-16 N N N 0.0242 11998094.52 11998094.52 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-01-17 2020-01-17 N N N 0.0243 11995583.40 11995583.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2019-12-17 2019-12-17 N N N 0.0243 5998170.84 5998170.84 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-01-17 2020-01-17 N N N 0.0243 1999325.58 1999325.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-01-17 2020-01-17 N N N 0.0243 5997791.70 5997791.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2019-12-17 2019-12-17 N N N 0.0243 999695.14 999695.14 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFXC6 2549001DPIFGXC1TOL40 US3130AFXC64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0238 9999872.50 9999872.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-11-19 2019-11-19 N N N 0.0244 14995869.90 14995869.90 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% to 2.49% 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 0.0229 41186502.68 41186502.68 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2020-01-02 2020-01-02 N N N 0.0248 999434.10 999434.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2020-01-02 2020-01-02 N N N 0.0248 999462.89 999462.89 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2020-01-02 2020-01-02 N N N 0.0248 1998925.78 1998925.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2020-01-02 2020-01-02 N N N 0.0248 5996777.34 5996777.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2020-01-02 2020-01-02 N N N 0.0248 999462.89 999462.89 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2019-09-12 2019-09-12 N N N 0.0243 9998361.70 9998361.70 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-08-13 2019-08-13 N N N 0.0243 2999665.47 2999665.47 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-08-13 2019-08-13 N N N 0.0243 2999665.47 2999665.47 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-08-13 2019-08-13 N N N 0.0243 5999330.94 5999330.94 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2020-01-14 2020-01-14 N N N 0.0245 5997830.76 5997830.76 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2020-01-14 2020-01-14 N N N 0.0245 16993853.82 16993853.82 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-18 2019-12-18 2019-12-18 N N N 0.0244 1999386.48 1999386.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-08-19 2019-08-19 N N N 0.0242 6999366.78 6999366.78 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-21 2019-11-21 2019-11-21 N N N 0.0244 25993959.16 25993959.16 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0239 2999953.32 2999953.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-25 2019-11-25 2019-11-25 N N N 0.0243 14997149.85 14997149.85 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-25 2020-02-25 2020-02-25 N N N 0.0244 5997926.40 5997926.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-25 2019-07-25 2019-07-25 N N N 0.0240 19998965.40 19998965.40 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2019-11-26 2019-11-26 N N N 0.0243 5998850.52 5998850.52 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0238 24999548.25 24999548.25 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-29 2019-11-29 2019-11-29 N N N 0.0243 11997645.00 11997645.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-29 2019-11-29 2019-11-29 N N N 0.0243 9998037.50 9998037.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 313384KK4 2549001DPIFGXC1TOL40 US313384KK49 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2019-08-14 2019-08-14 N N N 0.0228 26076860.00 26076860.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% to 2.48% 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 0.0228 34830930.40 34830930.40 0.0065 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 2019-06-07 2020-02-07 2020-02-07 N N N 0.0247 9994868.40 9994868.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2020-01-10 2020-01-10 N N N 0.0245 8996824.17 8996824.17 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2020-03-12 2020-03-12 N N N 0.0246 2998519.05 2998519.05 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2020-02-12 2020-02-12 N N N 0.0246 5997456.42 5997456.42 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2020-01-13 2020-01-13 N N N 0.0245 2998921.86 2998921.86 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-03-17 2020-03-17 N N N 0.0244 1999378.46 1999378.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0239 44999419.50 44999419.50 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-01-24 2020-01-24 N N N 0.0244 1999487.94 1999487.94 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-01-24 2020-01-24 N N N 0.0244 42988990.71 42988990.71 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-01-24 2020-01-24 N N N 0.0244 3998975.88 3998975.88 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGBU8 2549001DPIFGXC1TOL40 US3130AGBU83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0238 19999873.80 19999873.80 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384NB1 2549001DPIFGXC1TOL40 US313384NB13 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0235 2973480.00 2973480.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.43% 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 0.0235 21804090.00 21804090.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.43% 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 0.0235 17835030.00 17835030.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384NQ8 2549001DPIFGXC1TOL40 US313384NQ81 U.S. Government Agency Debt Y N/A N/A 2019-10-30 2019-10-30 2019-10-30 N N N 0.0235 2970945.00 2970945.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-04 2019-12-04 2019-12-04 N N N 0.0247 11996358.48 11996358.48 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-04 2019-12-04 2019-12-04 N N N 0.0247 2999089.62 2999089.62 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2020-05-11 2020-05-11 N N N 0.0247 11993393.28 11993393.28 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2020-05-11 2020-05-11 N N N 0.0247 3997797.76 3997797.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2020-04-16 2020-04-16 N N N 0.0245 5997797.16 5997797.16 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2020-04-16 2020-04-16 N N N 0.0245 999675.96 999675.96 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-04-17 2020-04-17 N N N 0.0244 4998376.95 4998376.95 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-27 2020-03-27 2020-03-27 N N N 0.0244 9997573.40 9997573.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2020-07-28 2020-07-28 N N N 0.0244 2998877.88 2998877.88 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0221 24729072.00 24729072.00 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.43% 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 0.0223 42458781.00 42458781.00 0.0079 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.42% 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 0.0224 6974065.00 6974065.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.47% 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 0.0226 13945166.62 13945166.62 0.0026 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 0.0227 2987466.66 2987466.66 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0228 2985704.16 2985704.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% to 2.43% 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 0.0229 27846466.76 27846466.76 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0230 1988902.78 1988902.78 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0232 8948300.04 8948300.04 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 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 0.0234 2981983.32 2981983.32 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-02 2019-10-02 2019-10-02 N N N 0.0247 5998878.72 5998878.72 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-07-17 2019-07-17 N N N 0.0243 14999320.65 14999320.65 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-04-03 2020-04-03 N N N 0.0245 2999258.31 2999258.31 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-03 2020-06-03 N N N 0.0246 2999111.82 2999111.82 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-03 2020-06-03 N N N 0.0246 9997039.40 9997039.40 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-04-03 2020-04-03 N N N 0.0245 15996044.32 15996044.32 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-03 2020-06-03 N N N 0.0246 1999407.88 1999407.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-04-03 2020-04-03 N N N 0.0242 6000000.00 6000000.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-04 2019-07-03 2019-07-03 N N N 0.0242 7999832.96 7999832.96 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-07-05 2019-07-05 N N N 0.0242 20999529.60 20999529.60 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-07-05 2019-07-05 N N N 0.0242 11999731.20 11999731.20 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2020-02-11 2020-02-11 N N N 0.0246 8997741.09 8997741.09 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2020-08-12 2020-08-12 N N N 0.0247 27985152.72 27985152.72 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-15 2019-10-15 2019-10-15 N N N 0.0244 9998910.20 9998910.20 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-17 2020-07-17 2020-07-17 N N N 0.0244 6998347.09 6998347.09 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2020-03-20 2020-03-20 N N N 0.0245 16995968.96 16995968.96 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2020-03-20 2020-03-20 N N N 0.0245 15996206.08 15996206.08 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2020-04-20 2020-04-20 N N N 0.0245 1999340.84 1999340.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-23 2020-03-23 2020-03-23 N N N 0.0245 6998327.49 6998327.49 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-03-24 2020-03-24 N N N 0.0244 17995669.20 17995669.20 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2020-05-26 2020-05-26 N N N 0.0245 999760.25 999760.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2020-08-26 2020-08-26 N N N 0.0245 3998679.68 3998679.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2020-08-28 2020-08-28 N N N 0.0245 25991282.46 25991282.46 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2020-07-28 2020-07-28 N N N 0.0244 5998096.44 5998096.44 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0221 15953200.00 15953200.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0222 997010.00 997010.00 0.0002 N N Y 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 0.0237 6000300.18 6000300.18 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0235 8938312.47 8938312.47 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 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 0.0235 5957308.32 5957308.32 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0234 6696911.25 6696911.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2019-08-01 2019-08-01 N N N 0.0245 11999011.92 11999011.92 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2019-08-01 2019-08-01 N N N 0.0245 11999011.92 11999011.92 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-01-03 2020-01-03 N N N 0.0248 11995947.60 11995947.60 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-03 2020-06-03 N N N 0.0246 999703.94 999703.94 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 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 0.0135 43988560.00 43988560.00 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-11 2019-10-11 2019-10-11 N N N 0.0245 6999259.75 6999259.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2019-12-12 2019-12-12 N N N 0.0245 17997509.70 17997509.70 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% to 2.45% 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 0.0182 12991550.00 12991550.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-13 2020-04-13 2020-04-13 N N N 0.0246 13996144.40 13996144.40 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-15 2020-07-15 2020-07-15 N N N 0.0245 2999304.87 2999304.87 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2020-05-20 2020-05-20 N N N 0.0244 12998274.12 12998274.12 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-21 2020-08-21 2020-08-21 N N N 0.0246 11996185.92 11996185.92 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-08-24 2020-08-24 N N N 0.0245 9996747.00 9996747.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-06-24 2020-06-24 N N N 0.0246 1999372.88 1999372.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 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 0.0212 18969125.00 18969125.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 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 0.0214 8983035.00 8983035.00 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-07-07 2020-07-07 N N N 0.0245 6998485.55 6998485.55 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2020-07-08 2020-07-08 N N N 0.0246 6997724.72 6997724.72 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2020-06-15 2020-06-15 N N N 0.0245 999694.00 999694.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 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 0.0229 6962987.50 6962987.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2019-10-09 2019-10-09 N N N 0.0234 6693840.00 6693840.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-08-25 2020-08-25 N N N 0.0247 5997795.90 5997795.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-21 2019-06-21 N N N 0.0245 28999413.62 28999413.62 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-02-21 2020-02-21 N N N 0.0247 13996368.54 13996368.54 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0095 14998050.00 14998050.00 0.0028 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-11-07 2019-11-07 N N N 0.0246 25996677.46 25996677.46 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2020-02-07 2020-02-07 N N N 0.0247 2999367.12 2999367.12 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-11-07 2019-11-07 N N N 0.0246 2999616.63 2999616.63 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2019-11-07 2019-11-07 N N N 0.0246 6999105.47 6999105.47 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-08 2019-11-08 2019-11-08 N N N 0.0246 1999740.84 1999740.84 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-10 2020-02-10 2020-02-10 N N N 0.0247 30993320.12 30993320.12 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2020-05-12 2020-05-12 N N N 0.0248 11996152.92 11996152.92 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0178 15782761.68 15782761.68 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-08-24 2020-08-24 N N N 0.0246 5998550.52 5998550.52 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-24 2020-11-24 2020-11-24 N N N 0.0246 25992462.86 25992462.86 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% to 2.45% 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 0.0218 34417027.50 34417027.50 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% to 2.45% 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 0.0219 38903670.00 38903670.00 0.0072 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 3974150.00 3974150.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 8940075.03 8940075.03 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 1986161.12 1986161.12 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 1985900.00 1985900.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 18852406.86 18852406.86 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 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 0.0235 1982450.00 1982450.00 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 0.0249 5998797.54 5998797.54 0.0011 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 2019-06-03 2019-12-02 2019-12-02 N N N 0.0249 5998797.54 5998797.54 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-01-17 2020-01-17 N N N 0.0246 4999534.80 4999534.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-07 2020-08-07 2020-08-07 N N N 0.0248 4998292.85 4998292.85 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-08 2020-05-08 2020-05-08 N N N 0.0248 18994035.52 18994035.52 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0186 12990705.00 12990705.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-16 2020-11-16 2020-11-16 N N N 0.0248 9995792.60 9995792.60 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0218 7981280.00 7981280.00 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0220 3989080.00 3989080.00 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 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 0.0226 2988445.83 2988445.83 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2020-02-28 2020-02-28 N N N 0.0249 3998887.92 3998887.92 0.0007 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 0.0161 10000000.00 10000000.00 0.0019 N Y Y 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 0.0161 3000000.00 3000000.00 0.0006 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-09-10 2019-09-10 N N N 0.0244 13000265.85 13000265.85 0.0024 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 2019-06-07 2020-08-07 2020-08-07 N N N 0.0248 2999149.71 2999149.71 0.0006 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 2019-06-07 2020-08-07 2020-08-07 N N N 0.0248 7997732.56 7997732.56 0.0015 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 2019-06-08 2020-08-07 2020-08-07 N N N 0.0248 1999433.14 1999433.14 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-09 2020-11-09 2020-11-09 N N N 0.0249 6997198.25 6997198.25 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-09 2020-11-09 2020-11-09 N N N 0.0249 1999199.50 1999199.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-09 2020-11-09 2020-11-09 N N N 0.0249 999599.75 999599.75 0.0002 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 0.0228 2000023.64 2000023.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 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 0.0213 9981800.00 9981800.00 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 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 0.0216 2993760.00 2993760.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% to 2.47% 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 0.0227 11947516.68 11947516.68 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2020-06-01 2020-06-01 N N N 0.0250 27992116.88 27992116.88 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-03-27 2020-03-27 N N N 0.0243 26006126.64 26006126.64 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-11-15 2019-11-15 N N N 0.0245 13000745.94 13000745.94 0.0024 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 0.0230 3000037.20 3000037.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFZS9 2549001DPIFGXC1TOL40 US3130AFZS98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0236 10000625.50 10000625.50 0.0019 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 0.0236 4000258.04 4000258.04 0.0007 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 0.0237 20000931.80 20000931.80 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 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 0.0227 10953326.34 10953326.34 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 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 0.0235 6939030.00 6939030.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2020-09-01 2020-09-01 N N N 0.0250 1999311.50 1999311.50 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-07-24 2020-07-24 N N N 0.0250 7997524.56 7997524.56 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AGHD0 2549001DPIFGXC1TOL40 US3130AGHD05 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0235 24006148.32 24006148.32 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-06-10 2020-06-10 N N N 0.0245 10006077.70 10006077.70 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-10-01 2020-10-01 N N N 0.0249 7000862.40 7000862.40 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.52% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2021-03-12 2021-03-12 N N N 0.0251 14001195.60 14001195.60 0.0026 N N N N Freddie Mac Freddie Mac, 2.37% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-08 2019-08-08 2019-08-08 N N N 0.0240 1999818.14 1999818.14 0.0004 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-01 2020-02-06 2020-02-06 N N N 0.0245 12997222.81 12997222.81 0.0024 N N N N Freddie Mac Freddie Mac, 2.43% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-05-08 2020-05-08 N N N 0.0245 13997283.44 13997283.44 0.0026 N N N N Freddie Mac Freddie Mac, 2.43% 3134GSM69 S6XOOCT0IEG5ABCC6L87 US3134GSM698 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-19 2019-06-19 N N N 0.0243 5999916.84 5999916.84 0.0011 N N N N Freddie Mac Freddie Mac, 2.43% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-06 2020-09-08 2020-09-08 N N N 0.0243 27000000.00 27000000.00 0.0050 N N N N Freddie Mac Freddie Mac, 2.44% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2020-05-06 2020-05-06 N N N 0.0246 25994943.78 25994943.78 0.0048 N N N N Freddie Mac Freddie Mac, 2.48% 3134GTRV7 S6XOOCT0IEG5ABCC6L87 US3134GTRV71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0240 14002034.34 14002034.34 0.0026 N N N N Freddie Mac Freddie Mac, 2.49% 3134GTQY2 S6XOOCT0IEG5ABCC6L87 US3134GTQY20 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-04 2020-06-04 2020-06-04 N N N 0.0240 7001249.36 7001249.36 0.0013 N N N N Bank of America NA In a joint trading account with Bank of America NA at 2.5%, dated 5/31/2019 due 06/03/2019 B4TYDEB6GKMZO031MB27 EGB550000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2044-09-20 3 - 5.25 370863155.60 64141249.21 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 62693685.69 62693685.69 0.0117 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 2.5%, dated 5/31/2019 due 06/03/2019 L3I9ZG2KFGXZ61BMYR72 EGB550000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2029-05-15 0 - 2.375 7784042.08 7804405.67 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 7649795.81 7649795.81 0.0014 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EFJ530000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2049-02-20 4 - 4 13889616.00 14285735.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-27 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 14000000.00 14000000.00 0.0026 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EFJ966000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2049-02-20 4 - 4 13888687.00 14284780.47 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 14000000.00 14000000.00 0.0026 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EFI719000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2049-02-20 4 - 4 13893334.00 14289559.99 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-21 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 14000000.00 14000000.00 0.0026 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.44% G5GSEF7VJP5I7OUK5573 EFB861000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2049-02-20 4 - 4 10928112.00 11239772.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 11000000.00 11000000.00 0.0020 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.41% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3 - 3 3050178.00 3060001.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-04-20 2049-04-20 3.441 - 3.441 1000.00 1023.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0006 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.42% 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 ASSOC B1V7KEBTPIMZEU4LTD58 2041-02-01 2041-02-01 3.5 - 3.5 1000.00 273.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-05-01 3.83 - 3.83 2937507.00 3059500.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4 - 4 1000.00 1048.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BMO CAP MARKETS CORP(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, 2.40% 3Y4U8VZURTYWI1W2K376 EFI292000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 992987.00 980212.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2068-05-20 2068-05-20 4.143 - 4.143 6504.00 7182.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-06-01 2049-05-01 2.77 - 4 8248339.00 6157366.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 7000000.00 7000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 EFI293000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2048-08-01 3.5 - 4 7646534.00 5111894.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-07-01 2049-05-01 2.47 - 6.5 1382463.00 1382323.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-09-15 2068-12-20 3.5 - 5.5 4006274.00 650542.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 7000000.00 7000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EFJ703000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-10-01 2048-08-01 2.183 - 4.584 7321493.00 7013558.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-07-01 2049-05-01 2.77 - 4 130648.00 128832.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 7000000.00 7000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EFH118000 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 2033-07-01 2049-05-01 3.5 - 4.5 7297976.00 3900094.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2047-04-01 2.183 - 4.5 5797965.00 3245665.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0013 N N Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 2.5%, dated 5/31/2019 due 06/03/2019 R0MUWSFPU8MPRO8K5P83 EGB550000_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 2020-05-15 2049-02-15 0 - 3.125 4800315.09 3761444.72 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-06-01 2049-02-01 0 - 8 6144204.42 2974933.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-07-15 2049-01-20 2 - 6 4255710.47 881743.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-01-24 2033-01-24 3.27 - 3.27 305.82 312.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2049-03-01 0 - 4.952 517107.60 145374.48 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2022-06-02 2035-05-01 1.875 - 3.37 63825.15 63947.50 Agency Debentures and Agency Strips Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 7645562.21 7645562.21 0.0014 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFA983000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2049-05-15 0 - 3.625 7277941.58 5540991.35 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 1000.00 1014.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-01-01 0 - 4 395792.00 267632.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2022-12-09 5.25 - 5.25 375000.00 425293.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-20 2049-03-20 3.141 - 4.5 212195.00 148215.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-11-01 4 - 4 2815834.00 2837729.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFB383000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-08-15 2048-02-15 N/A 20617165.02 10312009.64 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2041-07-01 0 - 4.5 17300.00 4793.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2048-12-20 3.121 - 3.141 8496.00 1921.37 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 10000000.00 10000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFI209000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2019-06-12 2021-03-01 1.375 - 2.5 734000.00 744361.54 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2048-12-20 3 - 6 12621169.00 5873366.87 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2046-11-15 0 - 3.625 7322584.10 5389881.07 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-03-01 2046-04-01 0 - 5.57 1817480.00 1298336.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 13000000.00 13000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.43% R0MUWSFPU8MPRO8K5P83 EFE975000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-08-15 2046-11-15 N/A 21924399.68 12557194.04 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2038-04-05 1.375 - 3.98 24000.00 24331.19 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2030-05-15 N/A 1000.00 742.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-01-20 3.121 - 4 25193.00 6313.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2031-09-15 2049-03-01 3 - 6.5 797130.00 809491.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 13000000.00 13000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EFG883000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-04-30 2045-05-15 0 - 2.375 14698136.74 13223774.79 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-06-12 2038-04-05 1.375 - 3.98 7000.00 7090.72 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2030-05-15 N/A 97000.00 71983.41 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-01-20 3.121 - 4 37990.00 13173.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2032-07-15 6.25 - 6.25 6000.00 8629.77 Agency Debentures and Agency Strips Y N/A N/A 2019-06-07 2019-06-07 2019-08-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EFA404000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-08-15 0 - 3.375 10910014.29 8612210.47 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 1616000.00 1638847.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-06-01 2048-06-01 4.5 - 4.5 1000.00 879.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-05-20 2049-01-20 3.141 - 4 708593.00 444025.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-15 2049-02-01 3 - 3.5 2591512.00 2634187.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 13000000.00 13000000.00 0.0024 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 FEDERAL FARM CREDIT 2021-03-01 2022-06-02 1.875 - 2.5 4000.00 4044.59 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2023-11-15 2044-11-15 N/A 7666451.17 6008890.97 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2049-03-20 3 - 5 3979634.00 2683075.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-07-01 3.5 - 6.625 3534011.00 3636600.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.879 - 3.879 1000.00 873.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0244 12000000.00 12000000.00 0.0022 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 2019-11-29 2040-02-15 0 - 3.625 194449.55 291971.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2046-04-15 0 - 3 770753.00 664423.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2029-10-24 4 - 4 50000.00 56764.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-05-20 3.101 - 3.121 4855.00 1144.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-18 2048-07-01 4 - 8.5 13846.00 11745.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 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 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.5%, dated 5/31/2019 due 06/03/2019 VJW2DOOHGDT6PR0ZRO63 EGB550000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2047-10-01 3.5 - 4 28935.15 18510.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-06-03 2026-03-13 0 - 5.25 10572520.15 10583614.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-06-15 2049-05-01 1.125 - 10 5571347.32 3306998.04 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-07-24 2039-05-20 1.17 - 5.15 3112606.54 3136706.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-01-01 4.5 - 4.5 13143.25 2538.60 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-06-04 2049-05-15 0 - 8.75 13080913.96 13219247.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3.5 - 3.5 4410.00 4090.54 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 0 - 0 50.40 37.57 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-07-20 2049-05-20 2.5 - 10 2969748.67 830084.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-25 2049-05-01 1.2 - 9.5 4259415.37 2238801.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2030-07-01 3 - 3 125043.49 56642.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 41328.04 31496.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 32760035.16 32760035.16 0.0061 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.42% 549300HN4UKV1E2R3U73 EFF545000 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 2069-04-20 2069-04-20 4.538 - 4.538 12111663.00 13275153.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y BANK OF AMERICA CORPORATION 1.0000 7 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0239 13000000.00 13000000.00 0.0024 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.43% 549300HN4UKV1E2R3U73 EFA408000 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 2049-05-01 2049-05-01 3 - 3 27509140.00 27597627.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y BANK OF AMERICA CORPORATION 1.0000 5 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0240 27000000.00 27000000.00 0.0050 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.41% 2IGI19DL77OX0HC3ZE78 EFH504000 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 2047-05-01 2049-01-01 4 - 4.5 5234356.00 5199058.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3.5 - 3.5 4379493.00 1946676.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 7000000.00 7000000.00 0.0013 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 2048-09-01 2048-10-01 4 - 5 1167309.00 1127598.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-11-20 4.5 - 5 2000.00 1994.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2049-01-01 3.5 - 4.5 6196696.00 6033541.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 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 0.0013 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 2049-05-01 3 - 4 3097765.00 2993824.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2049-01-01 4 - 4.5 74388.00 71667.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-11-20 4.5 - 5 5463.00 5455.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 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 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 2048-08-15 2048-08-15 3 - 3 3700.00 4025.77 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2048-12-20 4.5 - 5 3592.00 3681.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 5 - 5 1000.00 1027.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-04-01 2049-03-01 4 - 4.5 4013872.00 4085652.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 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 0.0007 N N Y N Citibank NA Citibank NA, 2.46% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-01-15 2030-01-15 N/A 3000.00 2253.53 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2046-02-15 0.125 - 7.125 1631100.00 1636460.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-06-14 2036-03-14 3.375 - 5.625 1275000.00 1384034.65 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2049-04-01 1.5 - 3.5 41334.00 41469.26 Agency Debentures and Agency Strips Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0243 3000000.00 3000000.00 0.0006 N N Y N Citibank NA Citibank NA, 2.47% 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 2019-07-11 2046-02-15 0 - 4.375 13124400.00 13674689.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-06-08 2029-06-08 3.375 - 3.375 1570000.00 1697187.27 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-10-09 2020-10-09 2.418 - 2.418 897000.00 897535.97 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.63 - 3.63 1000.00 1065.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 2.921 - 2.921 1343.00 1344.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-10-07 2049-04-01 1.375 - 4.5 59622.00 48276.29 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2060-09-15 2060-09-15 4.625 - 4.625 2000.00 2644.32 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 1000.00 1048.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-11-15 2034-11-20 6 - 6 167000.00 9203.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0244 16000000.00 16000000.00 0.0030 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.5%, dated 5/31/2019 due 06/03/2019 E57ODZWZ7FF32TWEFA76 EGB550000_00276 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 2024-09-15 2067-10-20 2.5 - 6.5 1450396.13 1324719.96 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.603 - 2.603 237984.64 238904.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2047-07-01 0 - 10 1429552.79 122584.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-12 2036-07-15 1.375 - 5.5 512529.80 536431.44 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-02-21 2027-04-29 2.418 - 2.64 2170249.11 2176621.09 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-06-18 2049-02-15 0 - 8.75 22141371.33 23969805.53 U.S. Treasuries (including strips) RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 322674.13 245805.05 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 62025.12 72746.87 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-04-01 1.5 - 8 1471076.19 862020.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 28909445.83 28909445.83 0.0054 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.5%, dated 5/31/2019 due 06/03/2019 1VUV7VQFKUOQSJ21A208 EGB550000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2048-08-15 1.375 - 8.5 67417711.72 71379748.45 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 69821840.94 69821840.94 0.0130 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.52% 7LTWFZYICNSX8D621K86 EGB154000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 3048868.00 3090649.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 3000000.00 3000000.00 0.0006 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.5%, dated 5/31/2019 due 06/03/2019 CYYGQCGNHMHPSMRL3R97 EGB550000_03556 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 2031-02-01 2031-02-01 3.98 - 3.98 52036.14 57374.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.97 - 3.97 17674.94 18863.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2049-05-01 3 - 5.5 6265566.88 5904695.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-02-01 2058-05-01 3 - 4.5 8484879.19 7291046.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 13009035.16 13009035.16 0.0024 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.49% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-12-01 2048-12-01 4 - 4 18161865.00 18365080.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0246 18000000.00 18000000.00 0.0034 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-05-01 2.5 - 4 7227089.00 7153173.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0246 6999788.60 6999788.60 0.0013 N N N Y 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 7215307.00 7141464.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0244 7000000.00 7000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.47% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-06-01 2048-11-01 4 - 4 7712.00 7691.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-10-01 4 - 4.5 3151364.00 3057347.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0247 2999898.30 2999898.30 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2048-11-01 4 - 4 15384.00 15379.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2047-12-01 3.5 - 3.5 7948084.00 4066306.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0245 4000000.00 4000000.00 0.0007 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 7222945.00 7148361.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0246 7000000.00 7000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-09-01 2049-01-01 2.5 - 4 2253502.00 1053349.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-08-01 2048-05-01 3.5 - 7.5 4456923.00 3031709.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0246 4000000.00 4000000.00 0.0007 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 2048-08-01 2048-10-01 4 - 4.5 2092058.00 2042426.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 5880.00 5194.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0247 1999995.80 1999995.80 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 8271330.00 8185962.51 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 0.0015 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 2048-10-01 2048-10-01 4.5 - 4.5 2005700.00 2043593.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2048-12-01 4 - 4.5 3304.00 3320.58 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 In a joint trading account with ING Financial Markets LLC at 2.5%, dated 5/31/2019 due 06/03/2019 KBVRJ5K57JZ3E2AVWX40 EGB550000_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 2020-08-15 2047-11-15 2.625 - 2.75 556239.95 568675.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2049-04-01 2.5 - 5.5 1942259.79 1732524.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3 - 3 7767.71 7162.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-06-01 2058-05-01 2.482 - 5 3263103.93 2117587.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 4336345.05 4336345.05 0.0008 N Y Y N 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-08-01 2048-11-01 4 - 4.5 9576.00 9492.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2047-06-01 3 - 5.5 16889322.00 4071924.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0247 4000000.00 4000000.00 0.0007 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 7251548.00 7177336.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 6999937.70 6999937.70 0.0013 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 2043-09-01 2048-04-01 3.5 - 4 6214794.00 5110061.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-03-01 2048-11-01 4 - 4 16624.00 16607.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 4999955.50 4999955.50 0.0009 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 7252210.00 7177336.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0250 6999937.70 6999937.70 0.0013 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 NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2048-11-01 2.5 - 4 7251045.00 7176838.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0250 6999927.90 6999927.90 0.0013 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 2029-09-01 2048-06-01 3 - 5.5 20617534.00 5113887.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 4 14322.00 12070.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0250 4999943.50 4999943.50 0.0009 N N N Y J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.5%, dated 5/31/2019 due 06/03/2019 ZBUT11V806EZRVTWT807 EGB550000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-25 2051-02-25 0 - 10.481 16839643.26 13448377.09 Agency Collateralized Mortgage Obligation US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2028-05-15 0 - 2.875 37264183.44 37674564.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 108820.35 114290.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-02-01 2059-04-25 0 - 7.5 45508663.33 32905226.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2059-05-16 2 - 6 8203630.36 6716655.99 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 88954885.88 88954885.88 0.0166 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.47% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-05-01 2049-01-01 4.36 - 4.5 39876864.00 10204199.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0244 10000000.00 10000000.00 0.0019 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.50% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-04-01 2049-04-01 3 - 7.5 24091361.00 19400339.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-12-01 2046-12-01 2.5 - 2.5 14679872.00 14269010.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0247 33000000.00 33000000.00 0.0061 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.43% K5HU16E3LMSVCCJJJ255 EFG688000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-01-01 3.077 - 3.077 3340832.00 2933369.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2046-10-01 2.357 - 4.842 7745459.00 4212896.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0245 6999631.10 6999631.10 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.43% K5HU16E3LMSVCCJJJ255 EFJ478000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 3.235 - 3.235 2662208.00 2669162.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-08-01 2042-09-01 2.508 - 3.575 56545559.00 6514555.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-29 2019-07-29 2019-07-29 N N N 0.0244 8999527.50 8999527.50 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EFE434000 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 2044-12-01 2044-12-01 2.709 - 2.709 21638.00 9367.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 3.269 - 3.269 7110656.00 7139827.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0245 6999713.70 6999713.70 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EFF460000 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 2037-09-01 2048-04-01 4.364 - 4.5 14410210.00 9190577.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-16 2019-07-16 2019-07-16 N N N 0.0241 9000000.00 9000000.00 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EFA919000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-01-01 2046-05-01 3 - 4.797 38021305.00 3517526.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-11-01 2049-02-01 3.235 - 4.85 73480704.00 3636079.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0246 6999780.90 6999780.90 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EFB683000 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 2041-01-01 2046-10-01 3.5 - 4.75 33755810.00 4167994.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-12-01 2048-12-01 3.945 - 5.595 117057589.00 7071858.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0245 10999670.00 10999670.00 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EFC207000 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 2033-12-01 2049-06-01 3.5 - 4.377 13174395.00 8620674.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 2030-11-01 3.855 - 3.855 532599.00 574944.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0245 8999725.50 8999725.50 0.0017 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.50% K5HU16E3LMSVCCJJJ255 EGB151000 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 2035-12-01 4.235 - 4.235 50000000.00 2395013.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-02-01 2046-04-01 2.5 - 5.005 25117540.00 665623.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 3000000.00 3000000.00 0.0006 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.5%, dated 5/31/2019 due 06/03/2019 7TK5RJIZDFROZCA6XF66 EGB550000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-26 2022-08-31 0 - 1.75 7663140.25 7606887.75 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2023-12-15 2023-12-15 2 - 2 171.58 171.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-06-15 2049-08-25 2 - 11.281 20841246.31 8159067.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2049-02-20 2.741 - 8.5 33177460.10 20811379.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-01 2048-01-25 2 - 8.5 39540897.29 7023449.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 42630558.16 42630558.16 0.0079 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.51% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-05-01 2048-05-01 2.5 - 7 110490.00 8872.95 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-08-31 2028-11-15 1.875 - 3.125 41311000.00 42840087.75 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 42000000.00 42000000.00 0.0078 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EFD502000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 4883173.00 5107260.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0245 4999793.50 4999793.50 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EFF562000 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 2041-09-01 2041-09-01 4.5 - 4.5 3600000.00 548583.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 5 - 5 1393340.00 1493767.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-16 2019-07-16 2019-07-16 N N N 0.0241 2000000.00 2000000.00 0.0004 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.5%, dated 5/31/2019 due 06/03/2019 OXTKY6Q8X53C9ILVV871 EGB550000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-05-01 3.5 - 4 2306994.16 2352123.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 125898.30 129387.53 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2056-04-01 0 - 5.88 463586.33 594788.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-06-25 2058-01-01 1.375 - 9.5 93491935.46 41149897.50 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-06-13 2049-05-15 0 - 8.75 131588156.28 133798849.33 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2030-12-01 3.83 - 3.95 24933.97 26614.94 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-11-02 2037-11-02 2.78 - 2.78 25.20 24.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-28 2022-06-10 2.125 - 2.625 534723.16 536993.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-06-15 2049-05-01 2.5 - 9.5 23540007.47 10379684.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-07-15 2069-04-20 2.5 - 9 15712378.12 11380973.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 196349261.55 196349261.55 0.0366 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFJ545000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2049-05-20 3.5 - 3.5 9060.00 9130.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-09-01 3.5 - 4 4099712.00 3933513.49 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2045-08-15 0.625 - 4.5 9828000.00 10436144.54 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 14000000.00 14000000.00 0.0026 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFH577000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2043-02-15 0.625 - 4.5 19325200.00 20522301.89 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-15 2049-05-20 3.5 - 5 148551.00 9532.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-09-01 3.5 - 4 32000.00 30714.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 20000000.00 20000000.00 0.0037 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.42% 549300QJJX6CVVUXLE15 EFF546000 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 2043-02-15 0.125 - 4.5 8569300.00 9157671.77 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-08-01 2048-09-01 3.5 - 5 1090792.00 1043664.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-15 2049-05-20 3.5 - 5 178486.00 11144.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 10000000.00 10000000.00 0.0019 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.5%, dated 5/31/2019 due 06/03/2019 549300QJJX6CVVUXLE15 EGB550000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2049-05-15 0 - 4.5 23582199.92 24111602.30 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 23615474.55 23615474.55 0.0044 N Y Y N RBC Financial Group RBC Financial Group, 2.41% ES7IP3U3RHIGC71XBU11 EFJ701000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-05-20 4 - 5 11692713.00 9471983.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-15 2049-03-01 2.99 - 4.5 3023502.00 2376757.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-02-01 2.85 - 5 1537374.00 1419828.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0239 13000000.00 13000000.00 0.0024 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EFD404000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-01 2048-11-01 3 - 4.5 34048759.00 12953789.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2048-12-01 2.852 - 6 39630342.00 12613957.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 25000000.00 25000000.00 0.0047 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-05-20 2049-05-20 4 - 4 22535.00 23540.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-10-01 2048-11-01 3.5 - 4.537 4034621.00 3672658.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2049-05-01 4 - 4.5 33464691.00 35174137.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-21 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 38000000.00 38000000.00 0.0071 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 2.99 - 4.5 7865107.00 4893756.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-05-20 4 - 4 103722.00 104846.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-06-01 2.85 - 4.525 5527699.00 3191136.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 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 0.0015 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 3.77 - 3.77 8349.00 8992.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2049-03-01 2.99 - 5 8462198.00 5494715.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 2.96 - 5 642284.00 562577.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-05-20 4 - 4 70225.00 70425.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-07 2019-06-07 2019-06-24 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0011 N N Y N Royal Bank Of Canada (NY BRANC In a joint trading account with Royal Bank Of Canada (NY BRANC at 2.5%, dated 5/31/2019 due 06/03/2019 ES7IP3U3RHIGC71XBU11 EGB550000_76426 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 2028-11-01 3.77 - 3.79 67024.99 72234.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-05-01 3.44 - 3.44 55734.96 58804.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2049-05-01 2.74 - 4.755 4496595.53 3390085.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-12-20 2049-05-20 2.786 - 5.5 1407488.71 1322029.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 3.5 - 3.5 47402.56 42213.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2051-06-01 2.307 - 5 12781847.46 10734793.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 15291149.61 15291149.61 0.0028 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.5%, dated 5/31/2019 due 06/03/2019 5U0XI89JRFVHWIBS4F54 EGB550000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4 - 4 2705768.06 2770900.22 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-06-30 2047-05-15 1.125 - 3.75 38732883.13 39070150.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3.5 - 3.5 6.03 4.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-05-01 3 - 4 18150445.08 17234135.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 57884008.53 57884008.53 0.0108 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.50% SUVUFHICNZMP2WKHG940 EGB141000 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 8165896.00 8161700.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 8000000.00 8000000.00 0.0015 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.5%, dated 5/31/2019 due 06/03/2019 VYVVCKR63DVZZN70PB21 EGB550000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.981 - 6.481 577636.22 447587.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.56 - 2.56 14221.21 379.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-12-20 2049-05-20 2.5 - 5 91701580.13 90297056.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 88942915.87 88942915.87 0.0166 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EFE421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-05-31 2024-05-31 2 - 2 19379700.00 19404680.43 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-14 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 19000000.00 19000000.00 0.0035 N N Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.48% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-31 2021-05-31 2.125 - 2.125 6105000.00 6121216.41 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0245 6000000.00 6000000.00 0.0011 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EFG991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-15 2021-02-15 7.875 - 7.875 5480000.00 6127485.85 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-14 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EGA253000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 6070000.00 6145627.58 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EEE794000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2040-08-15 2046-11-15 2.875 - 3.875 2545000.00 3132666.14 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-20 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0006 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 2046-11-15 2.75 - 2.875 8957000.00 9203793.41 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0017 N Y 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 2045-05-15 3 - 3 5850000.00 6261646.06 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EEI764000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 2.625 - 2.625 6000000.00 6204447.51 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0011 N N Y N 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 2047-02-15 2047-02-15 3 - 3 3875000.00 4182390.79 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFF609000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2049-05-15 1.5 - 3 20964900.00 21444435.52 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 21000000.00 21000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-08 2047-08-15 0 - 6 12336300.00 12259795.14 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2045-02-15 0 - 4.375 20971300.00 21448753.47 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 21000000.00 21000000.00 0.0039 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFI805000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2049-05-15 1.25 - 4.375 12683100.00 12248414.54 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFE515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-11-30 2047-08-15 1.75 - 6.875 21083700.00 22624319.39 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 22000000.00 22000000.00 0.0041 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFG152000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-15 2043-05-15 2 - 3 11838900.00 12251555.31 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFI219000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2045-08-15 2 - 3.875 12169000.00 12249498.69 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.41% R0MUWSFPU8MPRO8K5P83 EFD450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2046-02-15 0 - 4.375 18617700.00 18386132.03 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 18000000.00 18000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFA981000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2041-08-15 2045-11-15 2.875 - 3.75 8526400.00 10319455.83 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 10000000.00 10000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFH587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2046-02-15 0 - 3.125 7089000.00 7145808.82 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.42% R0MUWSFPU8MPRO8K5P83 EFC388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-25 2042-11-15 0 - 3 12265000.00 12260664.05 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0022 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 2024-08-15 2046-11-15 2.375 - 2.875 17969700.00 18418349.61 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 18000000.00 18000000.00 0.0034 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 2021-05-31 2046-11-15 2.125 - 2.875 13265000.00 13297650.46 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 13000000.00 13000000.00 0.0024 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 2021-05-31 2047-08-15 1.375 - 8.125 12337300.00 12279702.68 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0022 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 2019-07-18 2046-11-15 0 - 3.125 9395900.00 9208602.45 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 9000000.00 9000000.00 0.0017 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEJ706000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2047-08-15 1.375 - 5 8134000.00 8177779.79 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 8000000.00 8000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEI654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2042-11-15 0 - 2.75 6125800.00 6133747.50 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-01 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0011 N N Y N BNP Paribas, 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 2021-08-31 2046-11-15 1.125 - 3 12414800.00 12279838.64 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 12000000.00 12000000.00 0.0022 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 2028-02-15 2046-11-15 2.75 - 2.875 13566800.00 14320844.87 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 14000000.00 14000000.00 0.0026 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 2020-09-30 2046-11-15 2 - 3.875 9095600.00 9208728.94 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0017 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 2025-03-31 2046-11-15 2.5 - 4.375 22699700.00 23538037.44 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 23000000.00 23000000.00 0.0043 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 2020-07-31 2046-02-15 2.25 - 3 6046700.00 6134620.11 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0011 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 2021-01-31 2046-11-15 2.439 - 3.875 17935100.00 19479817.39 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 19000000.00 19000000.00 0.0035 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 2021-05-15 2049-05-15 1.5 - 3 12119000.00 12271551.49 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 12000000.00 12000000.00 0.0022 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 2020-05-31 2045-02-15 1.5 - 4.375 18542700.00 18407568.10 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 18000000.00 18000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEI658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2046-02-15 2.125 - 4.375 6073400.00 6133824.33 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 6000000.00 6000000.00 0.0011 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 2025-05-15 2045-11-15 1.625 - 3.125 6312700.00 6134601.42 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 6000000.00 6000000.00 0.0011 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 2019-09-30 2045-02-15 1 - 4.375 9247700.00 9204508.07 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 9000000.00 9000000.00 0.0017 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.40% 2IGI19DL77OX0HC3ZE78 EFH505000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-05-15 1.625 - 6.25 2914400.00 3079251.36 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 3000000.00 3000000.00 0.0006 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 2020-10-31 2048-08-15 2.125 - 6.25 2027300.00 2047352.95 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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., 2.42% 2IGI19DL77OX0HC3ZE78 EEB196000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-05-15 1.625 - 4.25 6167200.00 6140976.80 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 0.0011 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 2019-11-07 2048-05-15 0 - 3.625 8127600.00 8189957.51 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.43% 2IGI19DL77OX0HC3ZE78 EFA476000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2048-08-15 1.625 - 3.625 5096400.00 5110032.34 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 5000000.00 5000000.00 0.0009 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 2019-11-07 2048-05-15 0 - 4.5 5930900.00 6145259.43 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.50% 549300IMBXQ8SGH3HJ31 EFJ975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2022-02-15 2.5 - 2.625 12988600.00 13264654.77 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0247 13000000.00 13000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.52% 549300IMBXQ8SGH3HJ31 EGA687000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2026-05-31 2.125 - 2.625 13060300.00 13263783.19 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0249 13000000.00 13000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.57% 549300IMBXQ8SGH3HJ31 EGB102000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2023-06-30 2.375 - 2.625 79785500.00 82637776.75 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0254 81000000.00 81000000.00 0.0151 N Y Y N Credit AG Credit AG, 2.40% 1VUV7VQFKUOQSJ21A208 EFJ552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 5087500.00 6182545.89 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-27 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0011 N N Y N Credit AG Credit AG, 2.42% 1VUV7VQFKUOQSJ21A208 EFC414000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 10188000.00 12380889.93 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-09 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 12000000.00 12000000.00 0.0022 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EFJ547000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 4239600.00 5152141.83 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 5000000.00 5000000.00 0.0009 N N Y N Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EGB193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2043-11-15 2043-11-15 3.75 - 3.75 4238800.00 5151169.63 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0242 5000000.00 5000000.00 0.0009 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.51% 7LTWFZYICNSX8D621K86 EGB155000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 2.25 - 2.25 39284700.00 39788340.10 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 39000000.00 39000000.00 0.0073 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.54% 7LTWFZYICNSX8D621K86 EGA071000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 2.25 - 2.25 13096800.00 13264704.39 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0251 13000000.00 13000000.00 0.0024 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.51% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-08-15 2022-08-15 7.25 - 7.25 862500.00 1020313.35 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 1000000.00 1000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.49% 549300H47WTHXPU08X20 EGB092000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2022-05-15 2.125 - 2.125 143256500.00 143820058.61 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 141000000.00 141000000.00 0.0263 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.48% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2023-08-15 2.5 - 2.5 19059400.00 19385416.49 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0245 19000000.00 19000000.00 0.0035 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.49% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2020-07-31 2.625 - 2.625 7116000.00 7206829.74 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 7000000.00 7000000.00 0.0013 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.49% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2026-08-15 1.5 - 1.5 3200000.00 3077922.65 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 3000000.00 3000000.00 0.0006 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.50% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2041-08-15 3.5 - 7.625 14680700.00 19384048.41 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 19000000.00 19000000.00 0.0035 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.50% ZBUT11V806EZRVTWT807 0001287279 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 - 4.5 4069200.00 4080878.65 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 4000000.00 4000000.00 0.0007 N Y Y N 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 4643000.00 6152920.92 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0247 5999865.60 5999865.60 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFB431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2027-11-15 1.875 - 6.125 4740500.00 6159524.43 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0247 5999770.80 5999770.80 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFC426000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2026-08-15 1.875 - 6.75 5124800.00 5104875.86 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0247 4999814.50 4999814.50 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFC385000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 4897100.00 6158394.70 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0247 5999784.00 5999784.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFF081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2022-05-31 1.875 - 1.875 2037100.00 2045693.99 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0244 2000000.00 2000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.46% H7FNTJ4851HG0EXQ1Z70 EFH627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2026-08-15 1 - 6.75 3077900.00 3060060.23 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0246 2999922.90 2999922.90 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.49% K5HU16E3LMSVCCJJJ255 EGB149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2029-08-15 0 - 6.125 2223200.00 3060663.28 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 3000000.00 3000000.00 0.0006 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.50% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2021-04-15 2.375 - 2.375 62770000.00 63261412.06 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 62000000.00 62000000.00 0.0116 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.55% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-05-31 2025-11-15 2.25 - 2.75 4975000.00 5109667.36 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0252 5000000.00 5000000.00 0.0009 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.50% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2028-05-15 0 - 2.875 9851200.00 10202127.60 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 10000000.00 10000000.00 0.0019 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.42% 549300Y1PMK3RWXMWR72 EGA062000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2027-11-15 2.25 - 3 5949500.00 6122084.30 U.S. Treasuries (including strips) Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0244 5999596.80 5999596.80 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EFJ550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-15 2025-10-31 2.625 - 3 11732000.00 12245049.58 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0241 12000000.00 12000000.00 0.0022 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.47% 549300Y1PMK3RWXMWR72 EGA776000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2024-01-31 1.375 - 3.625 5981000.00 6121774.71 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0244 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.49% 549300Y1PMK3RWXMWR72 EGB148000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2024-02-29 2.375 - 2.75 41889200.00 42848907.86 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 42000000.00 42000000.00 0.0078 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EFE524000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 1.625 - 2.75 3996000.00 4112433.86 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-19 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EFA495000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2021-12-15 2.625 - 2.625 2998000.00 3078138.84 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EFF633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2026-05-15 1.625 - 1.625 1071000.00 1037038.43 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% 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 3109000.00 3084791.47 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EFF639000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2026-02-15 1.625 - 2.625 4247600.00 4137402.38 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EFJ549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-05-15 2027-05-15 2.375 - 2.375 10088000.00 10254466.21 U.S. Treasuries (including strips) Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0243 10000000.00 10000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.50% U7M81AY481YLIOR75625 EGB143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2028-08-15 2.875 - 2.875 9594500.00 10199208.60 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 10000000.00 10000000.00 0.0019 N Y 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 2020-07-31 2024-04-30 1.625 - 2.625 22179900.00 22328751.11 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0239 21800000.00 21800000.00 0.0041 N Y 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 2021-07-15 2025-07-31 1.25 - 2.875 11647300.00 12283669.95 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-10 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0022 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 2020-06-15 2023-06-30 1.375 - 2.625 14237200.00 14332870.12 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 14000000.00 14000000.00 0.0026 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 2020-07-31 2025-05-31 1.375 - 2.875 18484100.00 18408342.25 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 18000000.00 18000000.00 0.0034 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 2020-09-30 2025-06-30 1.625 - 2.75 5894700.00 6137472.75 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0011 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 2019-08-31 2046-05-15 0 - 6.125 6114200.00 6140439.99 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0011 N Y Y N Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 EFF594000 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 3185000.00 3063367.48 U.S. Treasuries (including strips) Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0247 3000000.00 3000000.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.49% 5493007VSMFZCPV1NB83 EFG164000 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 6370000.00 6126734.97 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0248 5999873.40 5999873.40 0.0011 N N N Y 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 2026-08-15 2026-08-15 1.5 - 1.5 2130000.00 2048657.06 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 2026-08-15 2026-08-15 1.5 - 1.5 6385000.00 6141162.13 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 0.0011 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 9610000.00 9243002.05 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0251 8999997.30 8999997.30 0.0017 N N Y N 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 2026-08-15 2026-08-15 1.5 - 1.5 6405000.00 6160398.35 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 0.0011 N N Y N 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 2026-08-15 2026-08-15 1.5 - 1.5 3200000.00 3077794.65 U.S. Treasuries (including strips) Y N/A N/A 2019-06-18 2019-06-18 2019-06-18 N N N 0.0253 2999976.00 2999976.00 0.0006 N N N Y Norinchukin Bank Norinchukin Bank, 2.54% 5493007VSMFZCPV1NB83 EDB005000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 3200000.00 3077794.65 U.S. Treasuries (including strips) Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0252 2999979.00 2999979.00 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 2026-08-15 2026-08-15 1.5 - 1.5 6395000.00 6150780.24 U.S. Treasuries (including strips) Y N/A N/A 2019-06-24 2019-06-24 2019-06-24 N N N 0.0253 5999937.00 5999937.00 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 EFJ540000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2049-02-15 0 - 3.125 11847400.00 12257685.32 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 12000000.00 12000000.00 0.0022 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG168000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2047-05-15 2.75 - 3 3805700.00 4118469.11 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0007 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFF553000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-15 2048-11-15 2 - 4.5 4800100.00 6179004.94 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-02-15 2048-11-15 3 - 3.375 5681300.00 6185833.06 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-19 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-06-20 2048-11-15 0 - 4.5 5952100.00 6126059.65 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.41% 549300QJJX6CVVUXLE15 EFG165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2047-05-15 1.125 - 3.125 5890800.00 6125806.58 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-07-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.44% 549300QJJX6CVVUXLE15 EEJ708000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2048-02-15 2 - 3.125 6996100.00 7155550.47 U.S. Treasuries (including strips) Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 7000000.00 7000000.00 0.0013 N Y 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 2021-02-15 2021-02-15 3.625 - 3.625 5925900.00 6141481.30 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 0.0011 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 2023-08-15 2047-11-15 2.75 - 6.25 5755300.00 6162861.76 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 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 0.0011 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 2028-05-15 2028-05-15 2.875 - 2.875 2889200.00 3061257.64 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0243 3000000.00 3000000.00 0.0006 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.49% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2022-03-31 1.875 - 1.875 30572500.00 30608514.40 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0246 30000000.00 30000000.00 0.0056 N N Y N Societe Generale Societe Generale, 2.42% O2RNE8IBXP4R0TD8PU41 EFI806000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2025-03-31 2.375 - 8.125 14745300.00 15310336.20 U.S. Treasuries (including strips) Y N/A N/A 2019-06-07 2019-06-07 2019-06-07 N N N 0.0239 15000000.00 15000000.00 0.0028 N N Y N Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFF587000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2043-11-15 1.375 - 6.75 11817400.00 12254120.89 U.S. Treasuries (including strips) Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0240 12000000.00 12000000.00 0.0022 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFF588000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2046-08-15 2.25 - 6.75 5908400.00 6127098.74 U.S. Treasuries (including strips) Y N/A N/A 2019-06-17 2019-06-17 2019-06-17 N N N 0.0240 6000000.00 6000000.00 0.0011 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EFD433000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-08-15 2.125 - 8.5 18203400.00 18386352.67 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0243 17999508.60 17999508.60 0.0034 N N N Y Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFJ534000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-30 2044-08-15 2 - 6 10175100.00 10204307.70 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 10000000.00 10000000.00 0.0019 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFJ535000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-03-31 2044-08-15 2.5 - 3.125 4983900.00 5102153.18 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 5000000.00 5000000.00 0.0009 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFJ533000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2025-03-31 2.375 - 2.625 4920500.00 5102134.60 U.S. Treasuries (including strips) Y N/A N/A 2019-06-04 2019-06-04 2019-06-04 N N N 0.0242 5000000.00 5000000.00 0.0009 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EFA473000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2047-08-15 1.375 - 8.5 12249100.00 12265972.78 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0243 11999938.80 11999938.80 0.0022 N N N Y Societe Generale Societe Generale, 2.47% O2RNE8IBXP4R0TD8PU41 EGA761000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-15 2047-08-15 2.25 - 6.75 4940600.00 5101557.53 U.S. Treasuries (including strips) Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0244 5000000.00 5000000.00 0.0009 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y N/A N/A 2019-06-06 2019-06-06 2019-06-06 N N N 0.0109 24995515.50 24995515.50 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y N/A N/A 2019-06-13 2019-06-13 2019-06-13 N N N 0.0176 14990572.95 14990572.95 0.0028 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 0.0230 4958788.70 4958788.70 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0231 27756578.92 27756578.92 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.42% to 2.43% 912796SS9 254900HROIFWPRGM1V77 US912796SS93 U.S. Treasury Debt Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0233 5937270.00 5937270.00 0.0011 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796VF3 254900HROIFWPRGM1V77 US912796VF36 U.S. Treasury Debt Y N/A N/A 2019-06-11 2019-06-11 2019-06-11 N N N 0.0167 1998991.86 1998991.86 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.44% 912796SK6 254900HROIFWPRGM1V77 US912796SK67 U.S. Treasury Debt Y N/A N/A 2019-09-26 2019-09-26 2019-09-26 N N N 0.0231 25808453.06 25808453.06 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796VJ5 254900HROIFWPRGM1V77 US912796VJ57 U.S. Treasury Debt Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0211 2994427.17 2994427.17 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0221 13947262.14 13947262.14 0.0026 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.46% to 2.47% 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0221 44811281.25 44811281.25 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796QV4 254900HROIFWPRGM1V77 US912796QV41 U.S. Treasury Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0221 27870475.64 27870475.64 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% to 2.49% 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y N/A N/A 2019-08-22 2019-08-22 2019-08-22 N N N 0.0224 51734800.00 51734800.00 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.48% 912796SJ9 254900HROIFWPRGM1V77 US912796SJ94 U.S. Treasury Debt Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0230 18868900.00 18868900.00 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796SG5 254900HROIFWPRGM1V77 US912796SG55 U.S. Treasury Debt Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0231 1987891.76 1987891.76 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.49% 912796RA9 254900HROIFWPRGM1V77 US912796RA94 U.S. Treasury Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0230 19870944.40 19870944.40 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.32% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-06-03 2020-01-31 2020-01-31 N N N 0.0236 8997798.96 8997798.96 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.36% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-06-03 2020-04-30 2020-04-30 N N N 0.0236 3999802.64 3999802.64 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.37% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-06-03 2019-10-31 2019-10-31 N N N 0.0235 13000826.80 13000826.80 0.0024 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 0.0250 16036874.56 16036874.56 0.0030 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 0.0239 1992656.24 1992656.24 0.0004 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EGB333000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-06-07 2019-06-07 2019-08-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0007 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date. Variable Insurance Products Fund V: Government Money Market Portfolio 2019-06-05 Laura M. Del Prato Laura M. Del Prato President and Treasurer