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1.0003 1.0003 1.0003 1.0003 22186396.78 1350012.61 4681200.45 16109616.31 5068795.67 12934360.62 12529642.75 3000154.50 44466035.65 33394144.04 0.0216 N Fannie Mae Fannie Mae, 2.48% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-07-30 2020-07-30 N N N 0.0250 19995518.40 19995518.40 0.0036 N N N N Fannie Mae Fannie Mae, 2.49% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-10-30 2019-10-30 N N N 0.0241 5001121.15 5001121.15 0.0009 N N N N Fannie Mae Fannie Mae, 2.51% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-10-30 2020-10-30 N N N 0.0246 12006226.32 12006226.32 0.0022 N N N N Fannie Mae Fannie Mae, 2.52% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-04-30 2020-04-30 N N N 0.0243 4003040.04 4003040.04 0.0007 N N N N Fannie Mae Fannie Mae, 2.54% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-30 2019-07-30 N N N 0.0241 8000768.64 8000768.64 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2019-12-20 2019-12-20 N N N 0.0238 999602.74 999602.74 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.33% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-09-19 2019-09-19 N N N 0.0234 1999869.58 1999869.58 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.34% 3133EJT41 US3133EJT418 U.S. Government Agency Debt Y N/A N/A 2019-07-14 2019-08-14 2019-08-14 N N N 0.0235 15999406.08 15999406.08 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.38% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-04-17 2020-04-17 N N N 0.0241 3998932.76 3998932.76 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.40% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-07-29 2020-04-29 2020-04-29 N N N 0.0245 2998717.95 2998717.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AELC2 2549001DPIFGXC1TOL40 US3130AELC28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0209 3999308.76 3999308.76 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384PT0 2549001DPIFGXC1TOL40 US313384PT03 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0212 9913666.70 9913666.70 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384PU7 2549001DPIFGXC1TOL40 US313384PU75 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0212 6939158.31 6939158.31 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0212 13888116.62 13888116.62 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 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 0.0212 43716236.52 43716236.52 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NR6 2549001DPIFGXC1TOL40 US313384NR64 U.S. Government Agency Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0214 13898943.38 13898943.38 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% to 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 0.0212 17887109.94 17887109.94 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 313384MF3 2549001DPIFGXC1TOL40 US313384MF36 U.S. Government Agency Debt Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0215 19695456.00 19695456.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 313384MD8 2549001DPIFGXC1TOL40 US313384MD87 U.S. Government Agency Debt Y N/A N/A 2019-09-25 2019-09-25 2019-09-25 N N N 0.0214 27557068.00 27557068.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 313384LW7 2549001DPIFGXC1TOL40 US313384LW77 U.S. Government Agency Debt Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0214 13137432.00 13137432.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% to 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 0.0214 12936820.00 12936820.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGM28 2549001DPIFGXC1TOL40 US3130AGM280 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0221 19001749.71 19001749.71 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGMH5 2549001DPIFGXC1TOL40 US3130AGMH53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0221 14000798.42 14000798.42 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGNE1 2549001DPIFGXC1TOL40 US3130AGNE14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-01-27 2020-01-27 N N N 0.0228 6998784.87 6998784.87 0.0013 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 7499773.73 7499773.73 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AEVR8 2549001DPIFGXC1TOL40 US3130AEVR86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0223 4000160.80 4000160.80 0.0007 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 6999641.67 6999641.67 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AESF8 2549001DPIFGXC1TOL40 US3130AESF85 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0229 26998622.46 26998622.46 0.0049 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 6999641.67 6999641.67 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-21 2019-08-21 2019-08-21 N N N 0.0235 11998418.64 11998418.64 0.0022 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 0.0228 21999486.08 21999486.08 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 313384LP2 2549001DPIFGXC1TOL40 US313384LP27 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0213 27679904.00 27679904.00 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AENM8 2549001DPIFGXC1TOL40 US3130AENM81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0235 999951.50 999951.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEPW4 2549001DPIFGXC1TOL40 US3130AEPW46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0236 2999799.06 2999799.06 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEPE4 2549001DPIFGXC1TOL40 US3130AEPE48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0236 5999598.12 5999598.12 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEPV6 2549001DPIFGXC1TOL40 US3130AEPV62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0236 6999531.14 6999531.14 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-08-02 2019-08-02 N N N 0.0240 8999099.10 8999099.10 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-08-02 2019-08-02 N N N 0.0240 5999399.40 5999399.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADDE9 2549001DPIFGXC1TOL40 US3130ADDE92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0235 2999945.04 2999945.04 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADD33 2549001DPIFGXC1TOL40 US3130ADD336 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0235 7999853.44 7999853.44 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADD41 2549001DPIFGXC1TOL40 US3130ADD419 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0235 2999939.07 2999939.07 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADD58 2549001DPIFGXC1TOL40 US3130ADD583 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0235 2999939.07 2999939.07 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AF6P7 2549001DPIFGXC1TOL40 US3130AF6P77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0234 8999817.21 8999817.21 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AF6G7 2549001DPIFGXC1TOL40 US3130AF6G78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0235 12999640.42 12999640.42 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AF6N2 2549001DPIFGXC1TOL40 US3130AF6N20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0235 5999813.76 5999813.76 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-27 2019-08-27 2019-08-27 N N N 0.0238 999883.81 999883.81 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% to 2.34% 313384LJ6 2549001DPIFGXC1TOL40 US313384LJ66 U.S. Government Agency Debt Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0212 27090656.00 27090656.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-07-11 2019-07-11 N N N 0.0236 1999964.92 1999964.92 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2019-08-16 2019-08-16 N N N 0.0236 5999567.10 5999567.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2019-09-16 2019-09-16 N N N 0.0237 11998624.80 11998624.80 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-18 2019-12-18 2019-12-18 N N N 0.0238 1999490.40 1999490.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-11-19 2019-11-19 N N N 0.0238 14996562.15 14996562.15 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-21 2019-11-21 2019-11-21 N N N 0.0238 25994924.28 25994924.28 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AF6M4 2549001DPIFGXC1TOL40 US3130AF6M47 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-23 2019-07-23 2019-07-23 N N N 0.0236 5999774.10 5999774.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AF6K8 2549001DPIFGXC1TOL40 US3130AF6K80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0237 16999301.81 16999301.81 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-08-01 2019-08-01 N N N 0.0240 999917.22 999917.22 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AEAM2 2549001DPIFGXC1TOL40 US3130AEAM29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0235 5999947.32 5999947.32 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2020-02-10 2020-02-10 N N N 0.0242 2998507.02 2998507.02 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-12-17 2019-12-17 N N N 0.0239 5998482.78 5998482.78 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-01-17 2020-01-17 N N N 0.0240 1999350.46 1999350.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-01-17 2020-01-17 N N N 0.0240 11995778.52 11995778.52 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-01-17 2020-01-17 N N N 0.0240 5997889.26 5997889.26 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2019-12-17 2019-12-17 N N N 0.0239 999747.13 999747.13 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-08-19 2019-08-19 N N N 0.0236 6999598.62 6999598.62 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-22 2019-10-22 2019-10-22 N N N 0.0239 61987782.90 61987782.90 0.0112 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-23 2020-01-23 2020-01-23 N N N 0.0241 999582.06 999582.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-27 2019-09-27 2019-09-27 N N N 0.0239 5999185.56 5999185.56 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2019-08-28 2019-08-28 N N N 0.0237 5999483.04 5999483.04 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-01-28 2020-01-28 N N N 0.0241 1999138.30 1999138.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2019-08-28 2019-08-28 N N N 0.0237 2999741.52 2999741.52 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2019-08-28 2019-08-28 N N N 0.0237 2999741.52 2999741.52 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 313384LM9 2549001DPIFGXC1TOL40 US313384LM95 U.S. Government Agency Debt Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0213 12945400.00 12945400.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 999500.63 999500.63 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 5997003.78 5997003.78 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 1999001.26 1999001.26 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 999475.67 999475.67 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-01-02 2020-01-02 N N N 0.0245 999500.63 999500.63 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-02-07 2020-02-07 N N N 0.0243 9995099.60 9995099.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AE2F6 2549001DPIFGXC1TOL40 US3130AE2F68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-10-11 2019-10-11 N N N 0.0240 999822.27 999822.27 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2019-09-12 2019-09-12 N N N 0.0239 9998822.40 9998822.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-08-13 2019-08-13 N N N 0.0238 5999587.20 5999587.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-08-13 2019-08-13 N N N 0.0238 2999793.60 2999793.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-08-13 2019-08-13 N N N 0.0238 2999793.60 2999793.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-14 2020-01-14 2020-01-14 N N N 0.0241 5997910.32 5997910.32 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-14 2020-01-14 2020-01-14 N N N 0.0241 16994079.24 16994079.24 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2020-01-10 2020-01-10 N N N 0.0242 8996946.84 8996946.84 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-02-12 2020-02-12 N N N 0.0242 5997522.00 5997522.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-03-12 2020-03-12 N N N 0.0243 2998490.94 2998490.94 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2020-01-13 2020-01-13 N N N 0.0242 2998960.50 2998960.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2020-04-16 2020-04-16 N N N 0.0241 5997647.34 5997647.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-03-17 2020-03-17 N N N 0.0241 1999314.08 1999314.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-04-20 2020-04-20 N N N 0.0240 1999281.64 1999281.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-03-20 2020-03-20 N N N 0.0240 15995548.32 15995548.32 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-03-20 2020-03-20 N N N 0.0240 16995270.09 16995270.09 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2020-02-25 2020-02-25 N N N 0.0242 5997871.74 5997871.74 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AFPH4 2549001DPIFGXC1TOL40 US3130AFPH44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0237 19999511.20 19999511.20 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-11-25 2019-11-25 N N N 0.0240 14997609.15 14997609.15 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-11-26 2019-11-26 N N N 0.0240 5999035.26 5999035.26 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 0.0241 2998930.89 2998930.89 0.0005 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 0.0241 5997861.78 5997861.78 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-04 2019-12-04 2019-12-04 N N N 0.0243 2999229.27 2999229.27 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-04 2019-12-04 2019-12-04 N N N 0.0243 11996917.08 11996917.08 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFNL7 2549001DPIFGXC1TOL40 US3130AFNL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0236 11999961.60 11999961.60 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2020-05-11 2020-05-11 N N N 0.0243 3997737.92 3997737.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2020-05-11 2020-05-11 N N N 0.0243 11993213.76 11993213.76 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-10-15 2019-10-15 N N N 0.0239 9999141.30 9999141.30 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2020-04-16 2020-04-16 N N N 0.0241 999647.06 999647.06 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-04-17 2020-04-17 N N N 0.0241 4998228.85 4998228.85 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-20 2020-05-20 2020-05-20 N N N 0.0240 12995769.41 12995769.41 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-21 2020-08-21 2020-08-21 N N N 0.0240 11996417.40 11996417.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-01-24 2020-01-24 N N N 0.0241 42989154.97 42989154.97 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-01-24 2020-01-24 N N N 0.0241 1999495.58 1999495.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-01-24 2020-01-24 N N N 0.0241 3998991.16 3998991.16 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-08-01 2019-08-01 N N N 0.0240 11999470.68 11999470.68 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-08-01 2019-08-01 N N N 0.0240 11999470.68 11999470.68 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-10-02 2019-10-02 N N N 0.0242 5999141.04 5999141.04 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2019-11-08 2019-11-08 N N N 0.0240 1999788.86 1999788.86 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2020-02-11 2020-02-11 N N N 0.0242 8997672.78 8997672.78 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-08-12 2020-08-12 N N N 0.0243 27986104.16 27986104.16 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2020-07-15 2020-07-15 N N N 0.0240 2999353.05 2999353.05 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-17 2020-07-17 2020-07-17 N N N 0.0240 6998460.21 6998460.21 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-23 2020-03-23 2020-03-23 N N N 0.0242 6997997.37 6997997.37 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-03-24 2020-03-24 N N N 0.0242 17994807.36 17994807.36 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-27 2020-03-27 2020-03-27 N N N 0.0242 9997092.50 9997092.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.38% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-07-28 2020-07-28 N N N 0.0241 2998950.30 2998950.30 0.0005 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 0.0211 41270383.64 41270383.64 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFNJ2 2549001DPIFGXC1TOL40 US3130AFNJ28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0237 7999986.96 7999986.96 0.0015 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-01-03 2020-01-03 N N N 0.0245 11996082.24 11996082.24 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFNE3 2549001DPIFGXC1TOL40 US3130AFNE31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0237 20999931.96 20999931.96 0.0038 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2019-11-07 2019-11-07 N N N 0.0241 25997252.58 25997252.58 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2019-11-07 2019-11-07 N N N 0.0241 2999682.99 2999682.99 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-02-07 2020-02-07 N N N 0.0243 2999336.94 2999336.94 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2019-11-07 2019-11-07 N N N 0.0241 6999260.31 6999260.31 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2020-05-08 2020-05-08 N N N 0.0243 18993404.72 18993404.72 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-10 2020-02-10 2020-02-10 N N N 0.0242 30992988.11 30992988.11 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-10-11 2019-10-11 N N N 0.0240 6999420.05 6999420.05 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2020-05-12 2020-05-12 N N N 0.0243 11995745.76 11995745.76 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2019-12-12 2019-12-12 N N N 0.0241 17997991.92 17997991.92 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-13 2020-04-13 2020-04-13 N N N 0.0243 13995635.92 13995635.92 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-16 2020-11-16 2020-11-16 N N N 0.0242 9996023.60 9996023.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-06-24 2020-06-24 N N N 0.0243 1999322.98 1999322.98 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-08-24 2020-08-24 N N N 0.0242 9996951.40 9996951.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2020-05-26 2020-05-26 N N N 0.0242 999664.41 999664.41 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2020-08-26 2020-08-26 N N N 0.0242 3998761.60 3998761.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-07-28 2020-07-28 N N N 0.0241 5998219.50 5998219.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-28 2020-08-28 2020-08-28 N N N 0.0242 25991805.58 25991805.58 0.0047 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 2019-07-29 2019-11-29 2019-11-29 N N N 0.0242 9998352.40 9998352.40 0.0018 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 2019-07-29 2019-11-29 2019-11-29 N N N 0.0242 11998022.88 11998022.88 0.0022 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 0.0209 26129230.92 26129230.92 0.0047 N N Y 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 0.0209 34901163.85 34901163.85 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-12-02 2019-12-02 N N N 0.0244 5998983.90 5998983.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2019-12-02 2019-12-02 N N N 0.0244 5998983.90 5998983.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-08-07 2020-08-07 N N N 0.0243 4998399.05 4998399.05 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-08-24 2020-08-24 N N N 0.0242 5998641.84 5998641.84 0.0011 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 0.0224 20004517.80 20004517.80 0.0036 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 0.0212 2980830.00 2980830.00 0.0005 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 0.0212 17879655.06 17879655.06 0.0032 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 0.0213 2978522.49 2978522.49 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-02-28 2020-02-28 N N N 0.0245 3998807.36 3998807.36 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-08-07 2020-08-07 N N N 0.0243 7997873.36 7997873.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-07 2020-08-07 2020-08-07 N N N 0.0243 2999202.51 2999202.51 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2020-08-07 2020-08-07 N N N 0.0243 1999468.34 1999468.34 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2020-11-09 2020-11-09 N N N 0.0244 1999243.58 1999243.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2020-11-09 2020-11-09 N N N 0.0244 6997352.53 6997352.53 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-09 2020-11-09 2020-11-09 N N N 0.0244 999621.79 999621.79 0.0002 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 0.0186 24775751.06 24775751.06 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.41% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2020-11-24 2020-11-24 N N N 0.0243 25992855.46 25992855.46 0.0047 N N N 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 0.0196 42540123.14 42540123.14 0.0077 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 0.0201 6987594.46 6987594.46 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 0.0204 13972497.84 13972497.84 0.0025 N N Y 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 0.0206 2993370.00 2993370.00 0.0005 N N Y 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 0.0209 2991712.50 2991712.50 0.0005 N N Y 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 0.0212 27903742.16 27903742.16 0.0051 N N Y 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 0.0212 1993001.66 1993001.66 0.0004 N N Y 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 0.0215 8966850.03 8966850.03 0.0016 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 0.0212 2988480.00 2988480.00 0.0005 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 2019-07-03 2020-04-03 2020-04-03 N N N 0.0246 15995211.20 15995211.20 0.0029 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 2019-07-03 2020-04-03 2020-04-03 N N N 0.0246 2999102.10 2999102.10 0.0005 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 2019-07-03 2020-04-03 2020-04-03 N N N 0.0246 5998204.20 5998204.20 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 0.0188 15983377.76 15983377.76 0.0029 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 0.0190 998900.00 998900.00 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 0.0224 6001472.94 6001472.94 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 0.0214 8958420.00 8958420.00 0.0016 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 0.0211 6712858.13 6712858.13 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-09-01 2020-09-01 N N N 0.0246 1999351.90 1999351.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-06-01 2020-06-01 N N N 0.0246 27990314.52 27990314.52 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-12-20 2019-12-20 N N N 0.0246 13997948.30 13997948.30 0.0025 N N N 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 0.0055 8999450.01 8999450.01 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 2998954.59 2998954.59 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 1999303.06 1999303.06 0.0004 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 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 999651.53 999651.53 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-06-03 2020-06-03 N N N 0.0246 9996515.30 9996515.30 0.0018 N N N 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 6998602.03 6998602.03 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 6997893.35 6997893.35 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 0.0246 999628.81 999628.81 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 0.0211 6977224.73 6977224.73 0.0013 N N Y 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 0.0211 6710062.48 6710062.48 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-07-17 2019-07-17 N N N 0.0245 14999723.25 14999723.25 0.0027 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 0.0166 34481025.00 34481025.00 0.0063 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 0.0170 38976166.71 38976166.71 0.0071 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 0.0213 3982960.00 3982960.00 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 0.0213 8960040.00 8960040.00 0.0016 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 0.0214 1990640.00 1990640.00 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 0.0214 1990400.00 1990400.00 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 0.0214 18896260.00 18896260.00 0.0034 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 0.0212 1987338.34 1987338.34 0.0004 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 0.0161 7996088.88 7996088.88 0.0014 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 0.0182 3996577.76 3996577.76 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 0.0203 2994290.82 2994290.82 0.0005 N N Y 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 0.0000 10000000.00 10000000.00 0.0018 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-08-25 2020-08-25 N N N 0.0245 6000651.96 6000651.96 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-02-21 2020-02-21 N N N 0.0243 14002094.82 14002094.82 0.0025 N N N 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 0.0126 2999266.68 2999266.68 0.0005 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 0.0207 11971269.96 11971269.96 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-01-17 2020-01-17 N N N 0.0248 4999604.55 4999604.55 0.0009 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 0.0227 3000060.51 3000060.51 0.0005 N N Y 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 0.0228 10000857.70 10000857.70 0.0018 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 0.0228 4000345.72 4000345.72 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 0.0228 20001926.80 20001926.80 0.0036 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 0.0206 10975014.71 10975014.71 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-03-27 2020-03-27 N N N 0.0246 26005724.42 26005724.42 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.48% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-09-10 2019-09-10 N N N 0.0246 13000119.21 13000119.21 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.49% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2019-11-15 2019-11-15 N N N 0.0247 13000542.88 13000542.88 0.0024 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 0.0216 24012024.48 24012024.48 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-07-24 2020-07-24 N N N 0.0245 8003336.80 8003336.80 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2021-06-11 2021-06-11 N N N 0.0254 13991839.12 13991839.12 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-10-01 2020-10-01 N N N 0.0251 7000869.19 7000869.19 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.53% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-06-10 2020-06-10 N N N 0.0247 10005577.00 10005577.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.54% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2021-03-12 2021-03-12 N N N 0.0249 14010511.20 14010511.20 0.0025 N N N N Freddie Mac Freddie Mac, 2.31% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-08 2019-08-08 2019-08-08 N N N 0.0230 1999968.66 1999968.66 0.0004 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-09-08 2020-09-08 N N N 0.0247 26993377.17 26993377.17 0.0049 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-05-08 2020-05-08 N N N 0.0247 13997473.56 13997473.56 0.0025 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-09-09 2020-09-09 N N N 0.0247 25993615.96 25993615.96 0.0047 N N N N Freddie Mac Freddie Mac, 2.45% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-02-06 2020-02-06 N N N 0.0248 12997514.53 12997514.53 0.0024 N N N N Freddie Mac Freddie Mac, 2.46% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-05-06 2020-05-06 N N N 0.0248 25995326.76 25995326.76 0.0047 N N N N Freddie Mac Freddie Mac, 2.46% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-07-01 2020-12-14 2020-12-14 N N N 0.0248 39988237.60 39988237.60 0.0072 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 0.0219 14007165.48 14007165.48 0.0025 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 0.0219 7003806.46 7003806.46 0.0013 N N N N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EGD440000 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 10019800.00 12381533.95 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 12000000.00 12000000.00 0.0022 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.50% G5GSEF7VJP5I7OUK5573 EHE875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2021-10-15 1.75 - 2.875 96338600.00 97940460.14 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 96000000.00 96000000.00 0.0174 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EGI149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-03-31 2.125 - 2.125 6030000.00 6160267.36 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 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 6173173.51 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EGG860000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2024-03-31 2.125 - 2.125 4035000.00 4122168.96 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 5 N N/A N/A N N 0.0239 4000000.00 4000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 3Y4U8VZURTYWI1W2K376 EGB333000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2021-11-15 2 - 2 4065000.00 4100126.90 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 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 2025-05-31 2045-05-15 2.875 - 3 5725000.00 6283444.95 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.43% 3Y4U8VZURTYWI1W2K376 EGC337000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2027-11-15 2.25 - 2.875 10005000.00 10263627.90 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 10000000.00 10000000.00 0.0018 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 5890000.00 6167080.16 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0011 N Y 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 2025-05-31 2047-02-15 2.875 - 3 3785000.00 4193141.47 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EHB275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2040-08-15 0 - 4.5 13287400.00 14288992.30 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 14000000.00 14000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EHC191000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2026-05-31 0.75 - 2.875 11548800.00 12244705.55 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.37% R0MUWSFPU8MPRO8K5P83 EGF194000 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 - 6.5 11577600.00 12257168.11 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EGD501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2043-05-15 1.625 - 4.5 9070600.00 10264021.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 10000000.00 10000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EHE900000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2038-05-15 1.75 - 6.625 4073900.00 4080910.64 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGJ143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2042-08-15 1.375 - 4.5 19469600.00 19396827.17 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 19000000.00 19000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGI909000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-08-15 1.375 - 8 13174500.00 13272443.80 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 13000000.00 13000000.00 0.0024 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 2019-07-18 2048-11-15 0 - 4.5 10503400.00 12391398.37 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 2020-10-31 2029-08-15 1.75 - 6.125 17141200.00 18420244.04 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 18000000.00 18000000.00 0.0033 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 2019-10-31 2039-11-15 1.75 - 4.375 9297900.00 12390937.00 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 2020-07-31 2046-02-15 1.375 - 4.625 22125400.00 22510690.54 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 22000000.00 22000000.00 0.0040 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 2019-07-18 2043-05-15 0 - 6.125 8854400.00 12274504.16 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 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 EFF609000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2047-08-15 1.375 - 6.5 21620400.00 21484587.52 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 21000000.00 21000000.00 0.0038 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 2019-10-31 2046-02-15 1.5 - 8 21940500.00 21488871.22 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 21000000.00 21000000.00 0.0038 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 2019-10-31 2040-02-15 1.75 - 6.5 11364100.00 12283714.42 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 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, 2.42% R0MUWSFPU8MPRO8K5P83 EGJ721000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2026-02-15 2 - 6 28094600.00 28583116.79 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 28000000.00 28000000.00 0.0051 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 2019-10-31 2039-11-15 2.144 - 4.375 6750800.00 7159308.39 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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, 2.44% R0MUWSFPU8MPRO8K5P83 EEI654000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2040-08-15 1.625 - 4.625 5818300.00 6145409.57 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0011 N Y 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 2020-07-31 2047-08-15 1.75 - 6.5 7768200.00 8193256.14 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEB676000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-09 2046-02-15 0 - 4.375 11935800.00 12303089.35 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 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, 2.44% R0MUWSFPU8MPRO8K5P83 EEB554000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2048-11-15 1.75 - 4.5 21955000.00 23688885.53 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 23000000.00 23000000.00 0.0042 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EED021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-02-15 1.5 - 4.25 8589100.00 9295295.77 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 9000000.00 9000000.00 0.0016 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 2020-08-15 2041-11-15 1.5 - 6.125 12912100.00 14487333.56 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 14000000.00 14000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.44% R0MUWSFPU8MPRO8K5P83 EEC143000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2048-11-15 0 - 6 16934700.00 19640455.85 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 19000000.00 19000000.00 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 2019-07-31 2049-02-15 1.75 - 8 6087200.00 6145480.47 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EEF853000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2042-08-15 0 - 8.125 18550400.00 18442493.67 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 18000000.00 18000000.00 0.0033 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 2019-08-15 2041-11-15 0 - 4.375 8709000.00 9266596.08 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0242 9000000.00 9000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.45% R0MUWSFPU8MPRO8K5P83 EEH567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-02-15 2.144 - 3.875 5795500.00 6146251.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 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 2020-05-31 2048-11-15 1.875 - 6.25 2854200.00 3085068.09 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 0.0005 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 2020-05-31 2048-11-15 1.875 - 6.25 1962200.00 2051333.81 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 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 2020-05-31 2048-05-15 1.875 - 4.25 5791200.00 6152673.92 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 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 2020-05-31 2048-05-15 1.875 - 3.125 7983600.00 8217389.57 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 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 2020-05-31 2048-05-15 1.875 - 3.625 4983000.00 5119736.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 2020-05-31 2048-08-15 1.875 - 4.5 5841700.00 6166614.80 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.55% 549300IMBXQ8SGH3HJ31 EHE879000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2045-05-15 1.875 - 3 81981800.00 84678020.70 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0252 83000000.00 83000000.00 0.0150 N Y Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHD459000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2044-02-15 1.875 - 3.625 13076500.00 13265040.89 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 13000000.00 13000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.64% 549300IMBXQ8SGH3HJ31 EHE188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2024-08-15 2.375 - 2.5 12884000.00 13263949.91 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0261 13000000.00 13000000.00 0.0024 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 2021-01-31 2021-01-31 2.5 - 2.5 12033900.00 12283639.46 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 12000000.00 12000000.00 0.0022 N N Y N Credit AG Credit AG, 2.42% 1VUV7VQFKUOQSJ21A208 EHF110000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 2886000.00 3060641.83 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0239 3000000.00 3000000.00 0.0005 N N N Y Credit AG Credit AG, 2.45% 1VUV7VQFKUOQSJ21A208 EHF086000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 1924000.00 2040427.88 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0242 2000000.00 2000000.00 0.0004 N N Y N Credit AG Credit AG, 2.60% 1VUV7VQFKUOQSJ21A208 EHE303000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 4810400.00 5101493.92 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0257 5000000.00 5000000.00 0.0009 N N Y N Credit AG Credit AG, 2.64% 1VUV7VQFKUOQSJ21A208 EHC643000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 1924500.00 2040958.14 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0261 2000000.00 2000000.00 0.0004 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.53% 7LTWFZYICNSX8D621K86 EHE908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2027-08-15 2.25 - 2.25 18789700.00 19384104.17 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 19000000.00 19000000.00 0.0034 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.66% 7LTWFZYICNSX8D621K86 EHD345000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-08-15 2027-08-15 2.25 - 2.25 12858200.00 13264963.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0263 13000000.00 13000000.00 0.0024 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.53% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2021-12-31 2.125 - 2.125 1000200.00 1020283.61 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 1000000.00 1000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.50% 549300GKFG0RYRRQ1414 EHE906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 2.75 - 2.75 26253500.00 27545838.81 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 27000000.00 27000000.00 0.0049 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.50% 549300H47WTHXPU08X20 EHE855000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-18 2020-06-18 N/A 189179600.00 185640049.68 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 182000000.00 182000000.00 0.0330 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.50% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2023-05-31 0 - 2.75 14711900.00 15303278.78 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 15000000.00 15000000.00 0.0027 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.51% CYYGQCGNHMHPSMRL3R97 0000853784 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 7053000.00 7172881.83 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 7000000.00 7000000.00 0.0013 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.58% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-18 2026-05-31 0 - 2.125 19227000.00 19385570.68 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0255 19000000.00 19000000.00 0.0034 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.50% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2021-03-31 1.25 - 1.25 15410000.00 15310233.58 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 15000000.00 15000000.00 0.0027 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-12-31 2023-12-31 2.625 - 2.625 6798000.00 7141591.13 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 7000000.00 7000000.00 0.0013 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2028-11-15 2.75 - 3.125 1941700.00 2040466.35 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 2000000.00 2000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-15 2027-11-15 1.75 - 2.75 1941900.00 2040506.25 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 2000000.00 2000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2028-11-15 3.125 - 3.125 1854900.00 2040546.58 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0261 2000000.00 2000000.00 0.0004 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2022-06-15 1.75 - 1.875 6109500.00 6121415.23 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0262 6000000.00 6000000.00 0.0011 N Y Y N Lloyds Bank PLC Lloyds Bank PLC, 2.43% H7FNTJ4851HG0EXQ1Z70 EHA743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-11-30 2019-11-30 1 - 1 9219600.00 9183436.37 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0240 9000000.00 9000000.00 0.0016 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 2027-11-15 2027-11-15 6.125 - 6.125 4639500.00 6163916.16 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0244 5999978.40 5999978.40 0.0011 N N Y N 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 5156388.68 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0245 4999966.00 4999966.00 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 4816100.00 6156392.69 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0246 5999919.00 5999919.00 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 2026-08-15 1.875 - 6.75 2043700.00 2047580.46 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0243 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 3078200.00 3069743.44 U.S. Treasuries (including strips) Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0248 2999900.70 2999900.70 0.0005 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.48% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-04-30 2025-04-30 2.75 - 2.75 6725000.00 7143439.37 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0245 7000000.00 7000000.00 0.0013 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 2021-06-30 0 - 1.125 24651100.00 24485194.62 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 24000000.00 24000000.00 0.0044 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 2020-07-31 2026-04-30 1.375 - 2.875 5921900.00 6133586.18 U.S. Treasuries (including strips) Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0245 5999733.00 5999733.00 0.0011 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.54% 549300Y1PMK3RWXMWR72 EHD556000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2045-08-15 2.375 - 2.875 6793600.00 7142563.53 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0260 6999911.80 6999911.80 0.0013 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.55% 549300Y1PMK3RWXMWR72 EHE301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2045-08-15 1.375 - 2.875 9850600.00 10202933.63 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SEC CDA LTD (GOV RP) 1.0000 7 N N/A N/A N N 0.0252 10000000.00 10000000.00 0.0018 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.59% 549300Y1PMK3RWXMWR72 EHC627000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-25 2045-08-15 0 - 3 4916900.00 5102231.62 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0256 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EGE633000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2023-04-30 1.625 - 1.625 1028700.00 1026879.51 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.41% U7M81AY481YLIOR75625 EGH008000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 2061300.00 2046005.64 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGJ642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-04-30 1.625 - 2 3071100.00 3065754.65 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGH538000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-02-15 2 - 2 5019000.00 5103715.56 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGD542000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-15 2023-04-30 1.625 - 2.625 1998100.00 2042846.48 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGI292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-15 2022-02-15 2.5 - 2.5 2979200.00 3064751.55 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 3000000.00 3000000.00 0.0005 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 2026-05-15 2026-05-15 1.625 - 1.625 1041000.00 1025781.02 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.42% U7M81AY481YLIOR75625 EGD037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2022-10-31 2 - 2 1012100.00 1024043.11 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.43% U7M81AY481YLIOR75625 EHC149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-10-15 2022-07-31 2 - 2.875 1981000.00 2042644.33 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EGD036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.75 - 1.75 2043200.00 2046573.93 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0241 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.44% U7M81AY481YLIOR75625 EGI984000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-12-31 2 - 2.125 4983000.00 5102302.82 U.S. Treasuries (including strips) Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0241 5000000.00 5000000.00 0.0009 N N N Y MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.45% U7M81AY481YLIOR75625 EGI291000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-02-15 2028-02-15 2.75 - 2.75 5715300.00 6130251.30 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0242 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHA610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-03-31 2026-03-31 2.25 - 2.25 20812400.00 21426450.64 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0243 21000000.00 21000000.00 0.0038 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EGI983000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-12-31 2025-12-31 2.625 - 2.625 2891000.00 3063137.29 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0243 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.46% U7M81AY481YLIOR75625 EHD482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-04-30 2 - 2.75 4894600.00 5098886.28 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.47% U7M81AY481YLIOR75625 EHA723000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2022-07-31 2 - 2.125 10003900.00 10202777.35 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0244 10000000.00 10000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.50% U7M81AY481YLIOR75625 EHE897000 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 3751900.00 4118857.42 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 4000000.00 4000000.00 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.53% U7M81AY481YLIOR75625 EHB342000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-04-30 1.625 - 2 6049600.00 6120515.12 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 6000000.00 6000000.00 0.0011 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 EHC148000 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 2083500.00 2040290.39 U.S. Treasuries (including strips) Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0252 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.56% U7M81AY481YLIOR75625 EHC150000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 2.875 - 2.875 2907600.00 3061040.80 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0253 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.58% U7M81AY481YLIOR75625 EHD479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-12-31 2 - 2.625 5826800.00 6120315.56 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0255 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.60% U7M81AY481YLIOR75625 EHC145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2022-07-31 2 - 2.25 2015200.00 2041720.84 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0257 2000000.00 2000000.00 0.0004 N Y Y N Natixis SA Natixis SA, 2.41% KX1WK48MPD4Y2NCUIZ63 EGC886000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2044-11-15 1.625 - 3 22437400.00 22480753.11 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 22000000.00 22000000.00 0.0040 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 2020-05-21 2029-02-15 0 - 2.75 17546800.00 18443043.87 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 18000000.00 18000000.00 0.0033 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 2020-05-21 2046-05-15 0 - 7.5 6023300.00 6149138.99 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 6000000.00 6000000.00 0.0011 N N Y N Norinchukin Bank Norinchukin Bank, 2.32% 5493007VSMFZCPV1NB83 EHC044000 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 6255000.00 6125527.60 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0231 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.35% 5493007VSMFZCPV1NB83 EHA201000 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 3130000.00 3065212.05 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 3000000.00 3000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.35% 5493007VSMFZCPV1NB83 EGJ626000 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 3130000.00 3065212.05 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 3000000.00 3000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 2.42% 5493007VSMFZCPV1NB83 EGD018000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 9240000.00 9198990.54 U.S. Treasuries (including strips) Y N/A N/A 2019-09-05 2019-09-05 2019-09-05 N N N 0.0240 9000000.00 9000000.00 0.0016 N N N Y Norinchukin Bank Norinchukin Bank, 2.42% 5493007VSMFZCPV1NB83 EGD514000 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 8350000.00 8177163.15 U.S. Treasuries (including strips) Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0240 8000000.00 8000000.00 0.0015 N N N Y 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 3135000.00 3070108.56 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 0.0005 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 6270000.00 6140217.12 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0247 6000000.00 6000000.00 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 2095000.00 2051635.54 U.S. Treasuries (including strips) Y N/A N/A 2019-07-17 2019-07-17 2019-07-17 N N N 0.0247 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 6285000.00 6154906.63 U.S. Treasuries (including strips) Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0247 6000000.00 6000000.00 0.0011 N N N Y RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 EGI912000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2048-02-15 1.375 - 3.5 5844500.00 6138582.88 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-31 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.39% 549300QJJX6CVVUXLE15 EHA073000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2045-08-15 1.375 - 3.5 5950500.00 6124978.48 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 6000000.00 6000000.00 0.0011 N N Y N 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 2021-01-31 2039-02-15 2 - 3.5 11914400.00 12267774.97 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EHD487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2048-02-15 1.125 - 3 9009000.00 9183157.95 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-26 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 9000000.00 9000000.00 0.0016 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 2021-02-28 2039-02-15 2.125 - 3.5 3950100.00 4091484.82 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EFG159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2025-05-15 2.125 - 2.875 6023300.00 6137305.16 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 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 EFG165000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2026-01-31 2.125 - 2.875 5925200.00 6137278.64 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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, 2.41% 549300QJJX6CVVUXLE15 EGC393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2039-02-15 1.25 - 3.5 5919900.00 6131544.45 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 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 EGC395000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2044-05-15 2 - 3.375 5919400.00 6131557.62 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 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 EGC399000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2026-01-31 2 - 2.875 5919700.00 6131534.97 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-16 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 EFG160000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2025-05-15 2.125 - 2.875 5925300.00 6137292.83 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 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 EGC397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2045-08-15 1.375 - 3.5 5919600.00 6131517.97 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 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 Financial Group RBC Financial Group, 2.39% ES7IP3U3RHIGC71XBU11 EHB282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2045-11-15 1.125 - 6.25 3405500.00 4082768.99 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0237 4000000.00 4000000.00 0.0007 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 2021-12-15 2045-11-15 2.375 - 3 5991400.00 6156934.62 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.43% ES7IP3U3RHIGC71XBU11 EEB111000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-15 2045-11-15 2.25 - 3 5999800.00 6153093.63 U.S. Treasuries (including strips) Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 6000000.00 6000000.00 0.0011 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.63% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2023-08-31 2.75 - 2.75 32090200.00 33669852.65 U.S. Treasuries (including strips) Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0260 33000000.00 33000000.00 0.0060 N N Y N 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 2043-08-15 1.5 - 8.125 18027500.00 18420962.06 U.S. Treasuries (including strips) Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0246 17999600.40 17999600.40 0.0033 N N N Y 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 2021-05-15 2042-05-15 1.625 - 5.5 11972600.00 12289165.04 U.S. Treasuries (including strips) Y N/A N/A 2019-07-08 2019-07-08 2019-07-08 N N N 0.0246 11999888.40 11999888.40 0.0022 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.50% SUVUFHICNZMP2WKHG940 EHE899000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-15 2021-06-15 2.625 - 2.625 21054600.00 21424495.15 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 21000000.00 21000000.00 0.0038 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.51%, dated 6/28/2019 due 07/01/2019 B4TYDEB6GKMZO031MB27 EHF219000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 141610038.65 44694826.15 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 43687000.00 43687000.00 0.0079 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.40% G5GSEF7VJP5I7OUK5573 EHE914000 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 4 - 4 15069898.00 14282856.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 14000000.00 14000000.00 0.0025 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.42% G5GSEF7VJP5I7OUK5573 EHE248000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 5350002.00 5575435.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-01-01 2048-01-01 4 - 4 5958787.00 5647582.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 11000000.00 11000000.00 0.0020 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.43% G5GSEF7VJP5I7OUK5573 EGF119000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 10781601.00 11235905.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-10 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 11000000.00 11000000.00 0.0020 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.51% G5GSEF7VJP5I7OUK5573 EHE878000 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 4 - 4 12917174.00 12242560.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 12000000.00 12000000.00 0.0022 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.39% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.005 - 3.005 93522.00 97690.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.31 - 3.31 3356.00 3427.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-06-20 2049-03-20 3 - 6.1 2558602.00 1025500.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-06-01 3 - 4.5 6022785.00 6014803.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 7000000.00 7000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 EHB624000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2046-06-01 2.5 - 3.5 9743260.00 7143318.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 7000000.00 7000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 EHE367000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-06-01 2.5 - 4 6890571.00 7141422.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-29 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 7000000.00 7000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.40% 3Y4U8VZURTYWI1W2K376 EGG864000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-06-01 2.5 - 4 2956071.00 3063672.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 3000000.00 3000000.00 0.0005 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 2023-05-01 2049-06-01 2.5 - 4 6907748.00 7159199.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 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 BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGD506000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-15 2047-11-15 0 - 2.75 8987614.03 8209865.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 30752.00 33459.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 1000.00 1019.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2022-12-09 5.25 - 5.25 375000.00 418975.06 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-08-15 2049-06-20 3.083 - 5 1169410.00 338015.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-09-25 0 - 4 404792.00 274314.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 9000000.00 9000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.40% R0MUWSFPU8MPRO8K5P83 EGD675000 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 2048-02-15 0 - 2.75 20371764.42 10225680.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 3396.00 3026.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-06-20 3.063 - 3.5 87344.00 83632.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-07-01 2041-07-01 4.5 - 4.5 16300.00 4059.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 10000000.00 10000000.00 0.0018 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 US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-02-15 0 - 2.5 7522839.97 5694286.46 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 732000.00 746729.30 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-06-20 3 - 6 12361368.00 5685268.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-03-01 2046-04-01 4 - 8.5 1719253.00 1222128.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 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 2023-11-15 2046-11-15 0 - 1.375 21340959.38 12525398.90 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2038-04-05 2.5 - 3.98 23000.00 23460.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-04-15 2049-03-01 3 - 4 796956.00 797686.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-06-20 3.063 - 4 92752.00 76344.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-23 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, 2.44% R0MUWSFPU8MPRO8K5P83 EGJ792000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-02-15 2044-02-15 0 - 1.375 2200.00 2680.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 6336734.00 6517811.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 4 - 4 8823.00 9219.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-07-01 2030-12-01 5 - 6.5 4999980.00 616201.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0241 7000000.00 7000000.00 0.0013 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 2048-02-15 0 - 3.875 6882470.63 5142745.01 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 4767000.00 4862921.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-04-15 2049-04-01 3 - 4 2592512.00 2607847.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-05-25 2033-05-25 4.08 - 4.08 50000.00 53297.80 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-05-20 2049-06-20 3.083 - 4 954256.00 681800.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2048-10-01 0 - 4.5 14840.00 14410.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 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, 2.44% 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 2020-08-15 2048-08-15 0 - 3 14083926.31 13312611.30 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 6000.00 6114.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 3.5 - 3.5 38880.00 38515.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-06-20 3.063 - 4 91390.00 68908.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 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, 2.46% R0MUWSFPU8MPRO8K5P83 EED482000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2048-02-15 0 - 4.625 6055440.20 4898042.00 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2022-06-02 1.875 - 2.5 4000.00 4063.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-09-15 2049-04-01 3 - 6.5 24709.00 21591.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-06-20 2049-06-20 3 - 5 6086713.00 4841126.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.879 - 3.879 1000.00 849.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-18 2048-07-01 0 - 8.5 2798783.00 2580538.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 2029-04-01 3.43 - 3.43 1000.00 1073.64 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2048-11-15 0 - 2.75 265724.10 277713.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2049-03-01 0 - 7 772349.00 678391.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2029-10-24 4 - 4 50000.00 57905.36 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-03-20 2049-05-20 3.033 - 5.5 4229.00 1085.10 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-18 2048-07-01 4 - 8.5 18686.00 11710.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0243 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 2.51%, dated 6/28/2019 due 07/01/2019 VJW2DOOHGDT6PR0ZRO63 EHF219000_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 2047-11-01 2047-11-01 3.5 - 3.5 2758.94 2549.82 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-07-02 2049-05-15 0 - 8.125 5077923.84 5168051.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-01-01 4.5 - 4.5 8222.55 1576.22 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-07-03 2039-05-20 1.17 - 5.15 4162597.56 4192653.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-07-12 2026-03-13 0 - 5.25 1512877.84 1541264.90 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-07-15 2049-06-01 0.875 - 10 2575799.89 1099750.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2047-10-01 3.5 - 4 18102.11 11491.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2019-08-15 2049-06-20 2.5 - 10 2274656.93 1084169.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 25855.23 19596.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2030-07-01 3 - 3 78228.44 35068.02 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2023-05-01 2023-05-01 0 - 0 19706.73 18111.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-25 2049-07-01 1.125 - 9.5 6126920.23 4432397.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 3219058.83 3305210.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 20495000.00 20495000.00 0.0037 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.41% 549300HN4UKV1E2R3U73 EHA749000 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 2047-08-15 2049-06-20 4 - 4 11058137.00 11228262.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-22 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 11000000.00 11000000.00 0.0020 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.43% 549300HN4UKV1E2R3U73 EGD482000 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 2047-04-20 2047-04-20 4.5 - 4.5 39323154.00 21457592.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-09 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 0.0240 21000000.00 21000000.00 0.0038 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 HOME LOAN MORTGAGE CORP 2042-12-01 2048-02-01 3.5 - 3.5 9686749.00 6946209.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-03-20 2049-03-20 4 - 4 118344.00 122090.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-06-01 2048-11-01 4 - 4.5 94927.00 90819.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-18 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 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 2048-10-01 2048-10-01 4 - 4 1156405.00 1095893.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2048-09-20 4.5 - 4.5 10606.00 9371.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2048-11-01 3.5 - 4.5 6366863.00 6071364.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 7000000.00 7000000.00 0.0013 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-03-01 2049-04-01 3.5 - 4.5 4274255.00 4102032.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0007 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 2048-02-01 2049-05-01 3 - 4 3232056.00 3064836.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-10-01 2048-10-01 4 - 4.5 13101.00 11894.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 3000000.00 3000000.00 0.0005 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.51%, dated 6/28/2019 due 07/01/2019 E57ODZWZ7FF32TWEFA76 EHF219000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 288477.39 225232.39 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-11 2049-02-15 0 - 8.5 20508018.31 21167637.66 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-09 2029-06-05 2.246 - 2.64 2134000.42 2147287.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-12 2036-07-15 1.375 - 5.5 475188.93 498315.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2046-03-01 0 - 10 1132882.63 106972.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 1289225.47 1170649.80 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.56 - 2.56 212763.22 213245.72 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2042-12-15 3.5 - 4.65 55451.75 64759.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-01 2048-12-01 1.5 - 6.5 354011.22 367365.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 25435000.00 25435000.00 0.0046 N Y Y N Citibank NA Citibank NA, 2.60% 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 2312.30 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2046-02-15 0.625 - 7.125 296000.00 299981.45 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-12-13 2021-12-13 2.246 - 2.246 29000.00 28929.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-07 2036-03-14 1.875 - 5.625 2580000.00 2695346.02 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2020-06-22 1.5 - 1.5 35000.00 34867.63 Agency Debentures and Agency Strips Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0257 3000000.00 3000000.00 0.0005 N N Y N Citibank NA Citibank NA, 2.61% 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 2019-08-29 2046-02-15 0 - 5.25 13287500.00 13696420.16 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-09 2020-10-09 2.367 - 2.367 897000.00 897384.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-06-08 2029-06-08 3.375 - 3.375 1570000.00 1698234.46 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-05-15 2036-12-20 6 - 8.5 2491075.00 23929.66 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2060-09-15 2060-09-15 4.625 - 4.625 2000.00 2685.01 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2043-07-01 3 - 6.625 14177.00 9079.66 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0258 16000000.00 16000000.00 0.0029 N N Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.51%, dated 6/28/2019 due 07/01/2019 1VUV7VQFKUOQSJ21A208 EHF219000_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 2019-07-09 2049-02-15 0 - 8.75 15673979.06 16274446.43 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 15936000.00 15936000.00 0.0029 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.54% 7LTWFZYICNSX8D621K86 EHF136000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2024-06-15 2024-06-15 3.35 - 3.35 2966064.00 3090655.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 3000000.00 3000000.00 0.0005 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.51%, dated 6/28/2019 due 07/01/2019 CYYGQCGNHMHPSMRL3R97 EHF219000_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 2031-01-01 2044-01-01 3.9 - 4.75 89596.88 101156.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 14756.22 14232.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 12921.38 13923.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-01 2049-04-01 3.5 - 4.5 5981558.03 5770088.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.81 - 3.81 25842.77 27990.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2048-09-01 3.775 - 4.02 53404.08 58932.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-01-01 2049-04-01 3 - 6 4942996.98 3684960.86 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-07-02 2036-02-15 0 - 8.75 20408144.48 22940472.21 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2033-10-01 3.69 - 4.18 66506.37 74471.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 129110.48 141178.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 32177000.00 32177000.00 0.0058 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.59% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-05-01 2044-05-01 4 - 4 29647039.00 16235298.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-02-01 2048-11-01 4.5 - 4.5 6909648.00 2129985.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0256 18000000.00 18000000.00 0.0033 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.35% 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 2029-11-01 2048-07-01 3 - 5.5 11014014.00 2653136.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 321570.00 330752.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-02-01 2049-04-01 3 - 5 79974.00 77110.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0233 3000000.00 3000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.35% 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 2049-04-01 3 - 5 11424767.00 3024892.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 4.5 44657.00 37304.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0233 3000000.00 3000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.38% 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 2048-03-01 2049-07-01 3.5 - 4.5 3305929.00 3062023.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0236 3000000.00 3000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.45% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 3150357.00 3061041.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-29 2019-07-29 2019-07-29 N N N 0.0243 3000000.00 3000000.00 0.0005 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 2058-05-01 2.5 - 5 7369460.00 7166834.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-10 2019-07-10 2019-07-10 N N N 0.0245 6999967.80 6999967.80 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.41 - 3.41 1000.00 1066.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 108452.00 113152.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-03-01 2.5 - 5 7251054.00 7040905.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0244 6999978.30 6999978.30 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.41 - 3.41 1000.00 1066.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-10-01 4 - 4.5 3125775.00 2998086.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 74108.00 71763.93 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0246 2999940.30 2999940.30 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2049-04-01 3.5 - 5 3971961.00 3032123.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 1138339.00 1060805.91 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, 2.48% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2049-04-01 4 - 4.5 108895.00 113560.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 5 7259518.00 7048573.40 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, 2.49% 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 2073377.00 2007726.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-07-01 2.5 - 4.5 46852.00 43844.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-09 2019-07-09 2019-07-09 N N N 0.0246 2000000.00 2000000.00 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 2049-04-01 2.5 - 5 8427767.00 8201766.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0246 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 1992468.00 2035290.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-04-01 2.5 - 4.5 17915.00 15575.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0246 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 2.51%, dated 6/28/2019 due 07/01/2019 KBVRJ5K57JZ3E2AVWX40 EHF219000_03735 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 2045-12-01 2049-04-01 3.5 - 4.5 580171.27 561345.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-06-01 2058-05-01 3 - 5.194 3368878.13 3243032.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 3729000.00 3729000.00 0.0007 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.51%, dated 6/28/2019 due 07/01/2019 ZBUT11V806EZRVTWT807 EHF219000_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 2049-06-01 2049-06-01 3.5 - 4 113.69 117.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2025-12-01 3.5 - 3.5 115581.92 14440.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 20.72 20.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-07-25 2049-04-15 1.78 - 6 2141147.72 1547290.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-12-15 2059-05-16 2 - 9 6821916.33 3977771.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2049-04-01 3 - 4.5 68.18 69.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-01 2058-10-25 0 - 7.5 20092308.44 15293524.06 Agency Collateralized Mortgage Obligation RESOLUTION FUNDING CORP 2030-01-15 2030-01-15 0 - 0 13.57 10.46 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-02-15 0 - 2.875 44691044.12 45571500.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-03-01 2031-03-01 4.5 - 4.5 6277.31 1061.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 29.18 28.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2033-05-01 2.5 - 3 4144.47 3687.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 3.5 - 4.5 58.80 61.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-05-01 2039-05-01 4.5 - 4.5 24.61 26.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2034-02-01 3.5 - 3.5 27.23 28.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 65027000.00 65027000.00 0.0118 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.62% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-11-01 4 - 4.5 5223336.00 5101485.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0259 5000000.00 5000000.00 0.0009 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.65% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2033-02-01 3 - 3 1000000.00 951698.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2025-09-01 4 - 4 1098826.00 120090.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2045-09-01 3 - 6 5667921.00 3113546.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2044-03-01 2.5 - 5 11053807.00 7039619.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-02 2019-07-02 2019-07-02 N N N 0.0262 11000000.00 11000000.00 0.0020 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 2047-11-01 2047-11-01 4.5 - 4.5 7038643.00 7159760.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0245 6999810.30 6999810.30 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EGD872000 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 2047-11-01 2047-11-01 4.5 - 4.5 10044444.00 10217283.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0241 10000000.00 10000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EGG014000 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 2047-11-01 2047-11-01 4.5 - 4.5 7028732.00 7149678.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0241 7000000.00 7000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EGG020000 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 2047-11-01 2047-11-01 4.5 - 4.5 9036941.00 9192444.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0241 9000000.00 9000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.44% K5HU16E3LMSVCCJJJ255 EHE246000 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 2047-11-01 3 - 4.5 9027234.00 9182489.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-26 2019-08-26 2019-08-26 N N N 0.0241 9000000.00 9000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EGD869000 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 2047-11-01 2047-11-01 4.5 - 4.5 8035611.00 8173883.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-14 2019-08-14 2019-08-14 N N N 0.0242 8000000.00 8000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.45% K5HU16E3LMSVCCJJJ255 EGD871000 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 2047-11-01 2047-11-01 4.5 - 4.5 12053416.00 12260825.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0242 12000000.00 12000000.00 0.0022 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 2.51%, dated 6/28/2019 due 07/01/2019 K5HU16E3LMSVCCJJJ255 EHF219000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 979340.08 828932.47 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2042-08-15 0.125 - 7.875 3747656.55 3915290.88 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2019-11-15 2023-06-15 1.13 - 5.66 289964.07 295648.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-03-12 2033-05-25 1.75 - 4.08 571259.66 577384.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-30 2029-09-15 0 - 2 291155.16 231427.86 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-28 2049-07-01 0 - 5 761557.44 696377.95 Agency Debentures and Agency Strips Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 6409000.00 6409000.00 0.0012 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.51%, dated 6/28/2019 due 07/01/2019 7TK5RJIZDFROZCA6XF66 EHF219000_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 2019-07-31 2049-02-15 0.125 - 8.125 4167058.16 4960914.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2048-10-01 3 - 8 7711451.05 1998049.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-01-15 2059-07-16 2.5 - 8.5 8010594.03 5246960.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-01 2048-09-01 2 - 8.5 32048799.39 8226777.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 19942000.00 19942000.00 0.0036 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.52% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2023-02-15 0 - 8 9100.00 11016.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 5954826.00 5895624.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2025-05-01 4 - 4 1811990.00 110438.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 21059130.00 19750420.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-04-20 2049-06-20 1.5 - 8 25862024.00 20217835.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2032-02-01 2 - 2 179517.00 136815.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-09-28 2034-06-01 0 - 3 8939527.00 6928994.13 Agency Debentures and Agency Strips Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 52000000.00 52000000.00 0.0094 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EGF956000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-10-20 3.5 - 4 5186937.00 5106913.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0241 5000000.00 5000000.00 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.44% 549300Y1PMK3RWXMWR72 EGF991000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4 - 4 2074749.00 2042765.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0241 2000000.00 2000000.00 0.0004 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.50% 549300Y1PMK3RWXMWR72 EHF009000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-12-15 2041-12-15 4 - 4 22834133.00 5101062.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 5000000.00 5000000.00 0.0009 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.51%, dated 6/28/2019 due 07/01/2019 OXTKY6Q8X53C9ILVV871 EHF219000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2021-11-23 2032-12-28 2.7 - 3.34 37335.35 37928.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2027-01-01 3 - 3 5585.45 1103.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 5.5 - 5.5 54731.36 56689.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-10-02 2049-06-01 1.25 - 9 2453626.11 2156919.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-11-15 2062-12-20 3 - 6.5 848272.90 735726.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 4 224555.08 227136.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 221689.70 211213.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-07-25 2058-01-01 2 - 9.5 15456388.09 5450200.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 4.5 850272.75 873093.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-01 2029-06-01 3.36 - 3.42 70145.77 75022.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.36 - 3.36 21978.88 23482.30 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-07-15 2047-08-15 0 - 7.25 20606171.42 20992733.83 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 6.96 7.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-06-01 2023-06-01 5.5 - 5.5 70701.96 1094.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-06-10 2022-06-10 2.125 - 2.125 235673.20 238018.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 1654190.80 1563097.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2022-09-01 2.5 - 2.5 47134.64 5878.01 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2036-04-01 5.98 - 5.98 6221.77 8731.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 5.5 - 5.5 1445.59 281.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 32011000.00 32011000.00 0.0058 N Y Y N RBC Dominion Securities RBC Dominion Securities, 2.40% 549300QJJX6CVVUXLE15 EGI915000 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 2024-05-15 0.125 - 2.625 10178300.00 10198728.44 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2047-11-20 3 - 3 10960.00 9902.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2044-08-01 4 - 4.5 3221.00 990.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 10000000.00 10000000.00 0.0018 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 2019-07-31 2046-08-15 0 - 2.75 19505300.00 20433371.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2048-09-20 3 - 4 23363.00 21154.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2041-09-01 4.5 - 4.5 1513.00 229.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 20000000.00 20000000.00 0.0036 N N 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 US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2026-11-15 0.125 - 6.5 13857800.00 14297265.71 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2047-11-20 3 - 3.5 16803.00 15113.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2041-09-01 4.5 - 4.5 1471.00 223.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 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 0.0025 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 2.51%, dated 6/28/2019 due 07/01/2019 549300QJJX6CVVUXLE15 EHF219000_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 2019-07-05 2049-02-15 0 - 8.75 88160668.84 90843593.80 U.S. Treasuries (including strips) Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 88983000.00 88983000.00 0.0161 N Y Y N RBC Financial Group RBC Financial Group, 2.38% ES7IP3U3RHIGC71XBU11 EGF215000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2048-05-01 3.5 - 4.5 4455053.00 4099801.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-08-01 2048-11-01 3.5 - 4.5 11249687.00 10200023.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0236 14000000.00 14000000.00 0.0025 N N Y N RBC Financial Group RBC Financial Group, 2.40% ES7IP3U3RHIGC71XBU11 EHB952000 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 9193.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 9012.00 8925.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-01-01 2049-01-01 3 - 5 8293969.00 5379160.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2047-09-20 4 - 4 65472.00 65634.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 2.96 - 5 737111.00 659942.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.40% ES7IP3U3RHIGC71XBU11 EHB283000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-06-01 2034-06-01 3.37 - 3.37 1907895.00 2021820.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2049-03-01 4 - 4.5 33378205.00 35043022.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-10-01 2048-11-01 3.5 - 4.534 4157468.00 3762356.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0238 40000000.00 40000000.00 0.0073 N N Y N RBC Financial Group RBC Financial Group, 2.42% ES7IP3U3RHIGC71XBU11 EHF158000 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 4.5 - 4.5 4420.00 4377.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-15 2049-03-01 2.944 - 4.5 3755560.00 3250607.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-04-20 4 - 4.5 672055.00 532626.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-02-01 2.85 - 5 9909459.00 10497612.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-11 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0239 14000000.00 14000000.00 0.0025 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.79 - 3.79 259327.00 285978.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 7867.00 7791.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2049-03-01 2.836 - 6 25668073.00 10054977.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2049-02-20 2.833 - 2.833 663415.00 655928.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4 - 4 8933.00 8474.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-01 2049-02-01 3 - 4.5 36013421.00 14606605.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0240 25000000.00 25000000.00 0.0045 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.79 - 3.79 1000.00 1102.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 1072.00 1061.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-01-15 2049-03-01 2.944 - 4.5 7848393.00 4862789.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-04-20 4 - 4 96274.00 97556.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-02-01 2.85 - 4.577 5495578.00 3241778.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-05 2019-07-05 2019-07-12 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0241 8000000.00 8000000.00 0.0015 N N Y N Societe Generale Societe Generale, 2.60% O2RNE8IBXP4R0TD8PU41 EHE371000 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 2048-10-01 2048-10-01 4 - 4 14014472.00 13263830.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-03 2019-07-03 2019-07-03 N N N 0.0257 13000000.00 13000000.00 0.0024 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.51%, dated 6/28/2019 due 07/01/2019 5U0XI89JRFVHWIBS4F54 EHF219000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-07-31 2043-11-15 1.125 - 3.75 50000851.46 50902007.95 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 437782.96 450749.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-02-01 2049-03-01 3.5 - 3.5 28897029.48 28579386.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 78336000.00 78336000.00 0.0142 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.52% SUVUFHICNZMP2WKHG940 EHE902000 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 3.5 - 3.5 9999134.00 10202142.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 10000000.00 10000000.00 0.0018 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 2.51%, dated 6/28/2019 due 07/01/2019 VYVVCKR63DVZZN70PB21 EHF219000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2026-05-31 2 - 3.625 34090669.17 34758148.76 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.931 - 6.431 408777.34 315870.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-08-20 2049-06-20 1.5 - 6 65092449.39 63901728.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.56 - 2.56 10063.96 268.71 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 97012000.00 97012000.00 0.0176 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% 912796SY6 254900HROIFWPRGM1V77 US912796SY61 U.S. Treasury Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0207 55433531.44 55433531.44 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796SW0 254900HROIFWPRGM1V77 US912796SW06 U.S. Treasury Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0206 29720994.90 29720994.90 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.25% to 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 0.0204 33359706.36 33359706.36 0.0060 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 0.0207 4970734.55 4970734.55 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 0.0202 27829690.00 27829690.00 0.0050 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 0.0206 5953584.36 5953584.36 0.0011 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 0.0206 25869777.96 25869777.96 0.0047 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 0.0049 2999838.54 2999838.54 0.0005 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 0.0185 13975677.94 13975677.94 0.0025 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 0.0191 44903100.15 44903100.15 0.0081 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 0.0195 27927637.36 27927637.36 0.0051 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 0.0198 51844238.16 51844238.16 0.0094 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 0.0205 18912452.18 18912452.18 0.0034 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 0.0205 1992344.92 1992344.92 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-07-01 2020-01-31 2020-01-31 N N N 0.0219 8995252.14 8995252.14 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.13% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-07-01 2020-04-30 2020-04-30 N N N 0.0221 3997400.20 3997400.20 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.14% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-07-01 2019-10-31 2019-10-31 N N N 0.0216 12999026.04 12999026.04 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 0.0234 16026462.72 16026462.72 0.0029 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 0.0210 1995937.50 1995937.50 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.40% 912828LA6 254900HROIFWPRGM1V77 US912828LA68 U.S. Treasury Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0282 3592344.80 3592344.80 0.0007 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.39% U7M81AY481YLIOR75625 EHF170000 Other Instrument Forward Settling Repurchase Agreement Y N/A N/A 2019-07-05 2019-07-05 2019-07-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 19000000.00 19000000.00 0.0034 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 2019-07-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer