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1.0003 1.0003 1.0003 1.0003 13025794.99 1736898.25 4006996.44 3498219.88 11406862.40 4743160.53 9072201.25 3497795.30 37858874.06 19355074.93 0.0211 N Fannie Mae Fannie Mae, 2.17% 3135G0R39 B1V7KEBTPIMZEU4LTD58 US3135G0R397 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2019-10-24 2019-10-24 N N N 0.0214 5983939.92 5983939.92 0.0011 N N N N Fannie Mae Fannie Mae, 2.43% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-01-29 2021-01-29 N N N 0.0241 14003220.00 14003220.00 0.0025 N N N N Fannie Mae Fannie Mae, 2.45% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-30 2020-07-30 N N N 0.0242 20006217.40 20006217.40 0.0036 N N N N Fannie Mae Fannie Mae, 2.46% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-10-30 2019-10-30 N N N 0.0238 5000861.35 5000861.35 0.0009 N N N N Fannie Mae Fannie Mae, 2.47% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-10-30 2020-10-30 N N N 0.0243 12004553.16 12004553.16 0.0022 N N N N Fannie Mae Fannie Mae, 2.49% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-04-30 2020-04-30 N N N 0.0240 4002599.40 4002599.40 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.19% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2019-12-20 2019-12-20 N N N 0.0227 999672.87 999672.87 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.21% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2020-04-29 2020-04-29 N N N 0.0226 2998818.39 2998818.39 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.23% 3133EJ3C1 US3133EJ3C16 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-09-19 2019-09-19 N N N 0.0224 1999919.30 1999919.30 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.27% 3133EJT41 US3133EJT418 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2019-08-14 2019-08-14 N N N 0.0227 15999813.92 15999813.92 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.30% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-04-17 2020-04-17 N N N 0.0233 3998945.52 3998945.52 0.0007 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 3999529.40 3999529.40 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRY3 2549001DPIFGXC1TOL40 US3130AGRY32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0207 13999086.78 13999086.78 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRU1 2549001DPIFGXC1TOL40 US3130AGRU10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0207 13999071.38 13999071.38 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 313384RV3 2549001DPIFGXC1TOL40 US313384RV31 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0208 6934081.42 6934081.42 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 313384RH4 2549001DPIFGXC1TOL40 US313384RH47 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0208 6938818.04 6938818.04 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGSS5 2549001DPIFGXC1TOL40 US3130AGSS54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0206 7000231.07 7000231.07 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PD5 2549001DPIFGXC1TOL40 US313384PD50 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0212 3976195.56 3976195.56 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PE3 2549001DPIFGXC1TOL40 US313384PE34 U.S. Government Agency Debt Y N/A N/A 2019-11-13 2019-11-13 2019-11-13 N N N 0.0212 14909866.65 14909866.65 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384NS4 2549001DPIFGXC1TOL40 US313384NS48 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0211 5968106.64 5968106.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384NV7 2549001DPIFGXC1TOL40 US313384NV76 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0212 10939622.21 10939622.21 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% to 2.11% 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 19864800.00 19864800.00 0.0036 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 6952275.54 6952275.54 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AGUL7 2549001DPIFGXC1TOL40 US3130AGUL73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0211 9998841.40 9998841.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 313384NH8 2549001DPIFGXC1TOL40 US313384NH82 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2019-10-23 2019-10-23 N N N 0.0212 30849908.23 30849908.23 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% to 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 0.0212 29743025.00 29743025.00 0.0054 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 13914257.84 13914257.84 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 57736100.00 57736100.00 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NP0 2549001DPIFGXC1TOL40 US313384NP09 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2019-10-29 2019-10-29 N N N 0.0212 994808.33 994808.33 0.0002 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 0.0213 13925683.38 13925683.38 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NX3 2549001DPIFGXC1TOL40 US313384NX33 U.S. Government Agency Debt Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0212 5966373.36 5966373.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 313384MU0 2549001DPIFGXC1TOL40 US313384MU03 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0211 13942833.38 13942833.38 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 17921250.00 17921250.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.14% 3130AGCR4 2549001DPIFGXC1TOL40 US3130AGCR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2019-10-25 2019-10-25 N N N 0.0207 22002907.96 22002907.96 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% to 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 3982266.68 3982266.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% 3130AGQJ7 2549001DPIFGXC1TOL40 US3130AGQJ73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2019-10-25 2019-10-25 N N N 0.0208 2000555.42 2000555.42 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-08-27 2019-08-27 N N N 0.0221 999946.78 999946.78 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% to 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 16689420.78 16689420.78 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 3130AETN0 2549001DPIFGXC1TOL40 US3130AETN01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-08-21 2019-08-21 N N N 0.0224 11999372.52 11999372.52 0.0022 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 0.0214 19733537.93 19733537.93 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0211 2987574.99 2987574.99 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFHC4 2549001DPIFGXC1TOL40 US3130AFHC49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2019-09-27 2019-09-27 N N N 0.0222 5999475.66 5999475.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-01-28 2020-01-28 N N N 0.0226 1999169.52 1999169.52 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFGV3 2549001DPIFGXC1TOL40 US3130AFGV39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0221 2999878.95 2999878.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFGT8 2549001DPIFGXC1TOL40 US3130AFGT82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0221 2999878.95 2999878.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.18% 3130AFGU5 2549001DPIFGXC1TOL40 US3130AFGU55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0221 5999757.90 5999757.90 0.0011 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 27610282.75 27610282.75 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.19% to 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 0.0213 28100360.09 28100360.09 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 313384MN6 2549001DPIFGXC1TOL40 US313384MN69 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0211 11955200.04 11955200.04 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2020-01-23 2020-01-23 N N N 0.0228 999596.02 999596.02 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2019-11-29 2019-11-29 N N N 0.0223 9998681.50 9998681.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.20% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-29 2019-11-29 2019-11-29 N N N 0.0223 11998417.80 11998417.80 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-22 2019-10-22 2019-10-22 N N N 0.0226 61991057.12 61991057.12 0.0113 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.21% 313384MB2 2549001DPIFGXC1TOL40 US313384MB22 U.S. Government Agency Debt Y N/A N/A 2019-09-23 2019-09-23 2019-09-23 N N N 0.0213 13956304.46 13956304.46 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-11-21 2019-11-21 N N N 0.0226 25996035.26 25996035.26 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2019-11-26 2019-11-26 N N N 0.0225 5999233.14 5999233.14 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-27 2020-03-27 2020-03-27 N N N 0.0226 9997110.50 9997110.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.22% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-07-28 2020-07-28 N N N 0.0225 2999031.93 2999031.93 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGCB9 2549001DPIFGXC1TOL40 US3130AGCB93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-22 2019-11-22 2019-11-22 N N N 0.0226 18997658.63 18997658.63 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-01-24 2020-01-24 N N N 0.0229 42988621.34 42988621.34 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-01-24 2020-01-24 N N N 0.0229 1999470.76 1999470.76 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-01-24 2020-01-24 N N N 0.0229 3998941.52 3998941.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-25 2020-02-25 2020-02-25 N N N 0.0229 5997918.00 5997918.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-25 2019-11-25 2019-11-25 N N N 0.0226 14998085.55 14998085.55 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-07-28 2020-07-28 N N N 0.0225 5998357.80 5998357.80 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.23% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2020-08-28 2020-08-28 N N N 0.0226 25992399.94 25992399.94 0.0047 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 0.0213 13162687.96 13162687.96 0.0024 N N Y 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 0.0213 12961722.28 12961722.28 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-11-19 2019-11-19 N N N 0.0229 14997304.50 14997304.50 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.24% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2020-03-23 2020-03-23 N N N 0.0228 6998027.12 6998027.12 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-18 2019-12-18 2019-12-18 N N N 0.0229 1999581.18 1999581.18 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AFXB8 2549001DPIFGXC1TOL40 US3130AFXB81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-19 2019-08-19 2019-08-19 N N N 0.0227 6999844.39 6999844.39 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-04-20 2020-04-20 N N N 0.0230 1999260.06 1999260.06 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-03-20 2020-03-20 N N N 0.0229 15995580.32 15995580.32 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-03-20 2020-03-20 N N N 0.0229 16995304.09 16995304.09 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-03-24 2020-03-24 N N N 0.0229 17994916.26 17994916.26 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2020-08-26 2020-08-26 N N N 0.0228 3998848.52 3998848.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-26 2020-05-26 2020-05-26 N N N 0.0229 999630.84 999630.84 0.0002 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 0.0208 19004465.38 19004465.38 0.0035 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 0.0208 14003246.74 14003246.74 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 0.0230 6998334.63 6998334.63 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFFD4 2549001DPIFGXC1TOL40 US3130AFFD40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0229 2999940.48 2999940.48 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFFK8 2549001DPIFGXC1TOL40 US3130AFFK82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0229 2999940.48 2999940.48 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFFF9 2549001DPIFGXC1TOL40 US3130AFFF97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0229 5999880.96 5999880.96 0.0011 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 7499920.05 7499920.05 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-01-17 2020-01-17 N N N 0.0233 11995843.92 11995843.92 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-01-17 2020-01-17 N N N 0.0233 5997921.96 5997921.96 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2019-12-17 2019-12-17 N N N 0.0231 5998754.64 5998754.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-01-17 2020-01-17 N N N 0.0233 1999353.42 1999353.42 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2019-12-17 2019-12-17 N N N 0.0231 999792.44 999792.44 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-20 2020-05-20 2020-05-20 N N N 0.0230 12995360.04 12995360.04 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2020-08-21 2020-08-21 N N N 0.0229 11996682.00 11996682.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-08-24 2020-08-24 N N N 0.0229 9997158.60 9997158.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.26% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-06-24 2020-06-24 N N N 0.0230 1999226.68 1999226.68 0.0004 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 0.0222 4000075.68 4000075.68 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AEKF6 2549001DPIFGXC1TOL40 US3130AEKF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0231 8999969.94 8999969.94 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AEKG4 2549001DPIFGXC1TOL40 US3130AEKG41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0231 5999979.96 5999979.96 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2020-01-13 2020-01-13 N N N 0.0234 2998992.45 2998992.45 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2020-01-14 2020-01-14 N N N 0.0234 5997972.24 5997972.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-14 2020-01-14 2020-01-14 N N N 0.0234 16994254.68 16994254.68 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFHB6 2549001DPIFGXC1TOL40 US3130AFHB65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-09-16 2019-09-16 N N N 0.0231 11999171.28 11999171.28 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AFFC6 2549001DPIFGXC1TOL40 US3130AFFC66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0230 5999851.02 5999851.02 0.0011 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 6999836.90 6999836.90 0.0013 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 6999836.90 6999836.90 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 0.0228 26999372.79 26999372.79 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-11-24 2020-11-24 N N N 0.0229 25993249.10 25993249.10 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.27% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-24 2020-08-24 2020-08-24 N N N 0.0229 5998733.88 5998733.88 0.0011 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 21999843.58 21999843.58 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.28% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-03-17 2020-03-17 N N N 0.0234 1999336.58 1999336.58 0.0004 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 0.0212 27732878.57 27732878.57 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 9995378.50 9995378.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.29% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-04-17 2020-04-17 N N N 0.0234 4998173.80 4998173.80 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEQ29 2549001DPIFGXC1TOL40 US3130AEQ294 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0227 1000000.00 1000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 999561.94 999561.94 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AFL39 2549001DPIFGXC1TOL40 US3130AFL391 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2019-09-12 2019-09-12 N N N 0.0234 9999317.50 9999317.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-10-15 2019-10-15 N N N 0.0231 9999386.10 9999386.10 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2020-04-16 2020-04-16 N N N 0.0236 5997619.56 5997619.56 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.30% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-17 2020-07-17 2020-07-17 N N N 0.0232 6998579.98 6998579.98 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 999582.79 999582.79 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 999582.79 999582.79 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 5997496.74 5997496.74 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2020-01-02 2020-01-02 N N N 0.0240 1999165.58 1999165.58 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-10 2020-02-10 2020-02-10 N N N 0.0240 2998583.34 2998583.34 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AE2F6 2549001DPIFGXC1TOL40 US3130AE2F68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2019-10-11 2019-10-11 N N N 0.0236 999875.32 999875.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-02-12 2020-02-12 N N N 0.0239 5997626.28 5997626.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-03-12 2020-03-12 N N N 0.0239 2998574.85 2998574.85 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2020-04-13 2020-04-13 N N N 0.0235 13995512.72 13995512.72 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2020-06-15 2020-06-15 N N N 0.0236 999589.80 999589.80 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.31% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2020-04-16 2020-04-16 N N N 0.0236 999638.36 999638.36 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-04 2019-12-04 2019-12-04 N N N 0.0237 11997518.04 11997518.04 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-04 2019-12-04 2019-12-04 N N N 0.0237 2999379.51 2999379.51 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-10 2020-01-10 2020-01-10 N N N 0.0240 8997013.53 8997013.53 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2020-05-11 2020-05-11 N N N 0.0240 3997719.52 3997719.52 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2020-05-11 2020-05-11 N N N 0.0240 11993158.56 11993158.56 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.32% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2020-07-15 2020-07-15 N N N 0.0234 2999403.39 2999403.39 0.0005 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 0.0211 27142336.00 27142336.00 0.0049 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-01-03 2020-01-03 N N N 0.0239 11996700.84 11996700.84 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0235 6999440.28 6999440.28 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0235 2999760.12 2999760.12 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2019-11-07 2019-11-07 N N N 0.0235 25997921.04 25997921.04 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2019-11-08 2019-11-08 N N N 0.0235 1999838.30 1999838.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.33% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2020-11-16 2020-11-16 N N N 0.0236 9996255.60 9996255.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFCR6 2549001DPIFGXC1TOL40 US3130AFCR62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0232 12000000.00 12000000.00 0.0022 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFC39 2549001DPIFGXC1TOL40 US3130AFC390 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0232 11000000.00 11000000.00 0.0020 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-10-02 2019-10-02 N N N 0.0238 5999423.40 5999423.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-02-07 2020-02-07 N N N 0.0238 2999306.34 2999306.34 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2020-05-08 2020-05-08 N N N 0.0239 18992948.15 18992948.15 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2020-02-11 2020-02-11 N N N 0.0239 8997624.54 8997624.54 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-11 2019-10-11 2019-10-11 N N N 0.0236 6999592.67 6999592.67 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-08-12 2020-08-12 N N N 0.0238 27987118.32 27987118.32 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.34% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-13 2019-12-12 2019-12-12 N N N 0.0236 17998362.72 17998362.72 0.0033 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 0.0212 12970143.29 12970143.29 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-07-07 2020-07-07 N N N 0.0239 6997111.17 6997111.17 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-08-07 2020-08-07 N N N 0.0237 2999263.59 2999263.59 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-08-07 2020-08-07 N N N 0.0237 4998521.55 4998521.55 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-07 2020-08-07 2020-08-07 N N N 0.0237 7998036.24 7998036.24 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2020-08-07 2020-08-07 N N N 0.0237 1999509.06 1999509.06 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2020-07-08 2020-07-08 N N N 0.0239 6997095.70 6997095.70 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-10 2020-02-10 2020-02-10 N N N 0.0240 30992673.15 30992673.15 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.35% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-05-12 2020-05-12 N N N 0.0240 11995443.84 11995443.84 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-12-02 2019-12-02 N N N 0.0239 5999184.60 5999184.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-12-02 2019-12-02 N N N 0.0239 5999184.60 5999184.60 0.0011 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 0.0248 5996266.44 5996266.44 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 0.0248 2998133.22 2998133.22 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2020-02-12 2020-02-12 N N N 0.0239 12997939.24 12997939.24 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.36% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2020-01-15 2020-01-15 N N N 0.0239 19997270.20 19997270.20 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-02-28 2020-02-28 N N N 0.0242 3998822.12 3998822.12 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-04-03 2020-04-03 N N N 0.0241 15995163.84 15995163.84 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-06-03 2020-06-03 N N N 0.0242 999614.37 999614.37 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-04-03 2020-04-03 N N N 0.0241 2999093.22 2999093.22 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-04-03 2020-04-03 N N N 0.0241 5998186.44 5998186.44 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-06-03 2020-06-03 N N N 0.0242 1999228.74 1999228.74 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-03 2020-06-03 2020-06-03 N N N 0.0242 9996143.70 9996143.70 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-05 2020-06-03 2020-06-03 N N N 0.0242 2998843.11 2998843.11 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2020-11-09 2020-11-09 N N N 0.0239 6997509.68 6997509.68 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2020-11-09 2020-11-09 N N N 0.0239 999644.24 999644.24 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.37% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-09 2020-11-09 2020-11-09 N N N 0.0239 1999288.48 1999288.48 0.0004 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 0.0201 41351699.86 41351699.86 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-06-01 2020-06-01 N N N 0.0243 27989323.04 27989323.04 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.39% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-09-01 2020-09-01 N N N 0.0242 1999396.86 1999396.86 0.0004 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 0.0196 26180131.75 26180131.75 0.0048 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 0.0198 34969375.00 34969375.00 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-12-20 2019-12-20 N N N 0.0242 13998729.92 13998729.92 0.0025 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 0.0212 20001608.80 20001608.80 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 2986524.99 2986524.99 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 17913900.06 17913900.06 0.0033 N N N 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 0.0106 13999183.38 13999183.38 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 0.0176 2999124.99 2999124.99 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 0.0197 2997549.99 2997549.99 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 0.0203 27959166.76 27959166.76 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 0.0204 1996966.66 1996966.66 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 0.0207 8984774.97 8984774.97 0.0016 N N Y 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 0.0211 2994170.01 2994170.01 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-17 2020-07-17 N N N 0.0244 4998976.70 4998976.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-04-22 2020-04-22 N N N 0.0243 4999417.70 4999417.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.42% 3130AGBA2 2549001DPIFGXC1TOL40 US3130AGBA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0210 6000440.28 6000440.28 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 0.0213 8975619.99 8975619.99 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-02-21 2020-02-21 N N N 0.0242 14000034.02 14000034.02 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-08-25 2020-08-25 N N N 0.0242 6000604.26 6000604.26 0.0011 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 0.0202 6991016.69 6991016.69 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 6722831.25 6722831.25 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-01-22 2021-01-22 N N N 0.0246 3998617.28 3998617.28 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AGFS9 2549001DPIFGXC1TOL40 US3130AGFS91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-11-01 2019-11-01 N N N 0.0235 10001882.00 10001882.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.44% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-01-17 2020-01-17 N N N 0.0242 5000378.35 5000378.35 0.0009 N N N 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 0.0212 3990577.76 3990577.76 0.0007 N N Y 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 0.0212 8977210.02 8977210.02 0.0016 N N Y 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 0.0213 1994464.44 1994464.44 0.0004 N N Y 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 0.0213 1994228.88 1994228.88 0.0004 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 0.0000 3000000.00 3000000.00 0.0005 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 2.45% 3130AFK22 2549001DPIFGXC1TOL40 US3130AFK229 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-09-10 2019-09-10 N N N 0.0243 13000005.07 13000005.07 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-01-28 2021-01-28 N N N 0.0248 7997625.28 7997625.28 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-03-27 2020-03-27 N N N 0.0243 26004463.94 26004463.94 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.46% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-11-15 2019-11-15 N N N 0.0241 13001352.00 13001352.00 0.0024 N N N 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 0.0188 11994399.96 11994399.96 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-07-08 2021-07-08 N N N 0.0248 8996813.37 8996813.37 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-06-11 2021-06-11 N N N 0.0248 13995987.60 13995987.60 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-07-23 2021-07-23 N N N 0.0249 12994912.45 12994912.45 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.47% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-07-24 2020-07-24 N N N 0.0244 8001808.72 8001808.72 0.0015 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 0.0181 10996150.00 10996150.00 0.0020 N N Y 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 0.0212 24003702.72 24003702.72 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-10-01 2020-10-01 N N N 0.0245 7003625.44 7003625.44 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.50% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-06-10 2020-06-10 N N N 0.0243 10005377.50 10005377.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.51% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2021-03-12 2021-03-12 N N N 0.0247 14007894.18 14007894.18 0.0025 N N N N Freddie Mac Freddie Mac, 2.05% 313396QR7 S6XOOCT0IEG5ABCC6L87 US313396QR75 U.S. Government Agency Debt Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0209 6646967.62 6646967.62 0.0012 N N N N Freddie Mac Freddie Mac, 2.26% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0226 1999992.18 1999992.18 0.0004 N N N N Freddie Mac Freddie Mac, 2.41% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-02-06 2020-02-06 N N N 0.0244 12997948.60 12997948.60 0.0024 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-05-08 2020-05-08 N N N 0.0244 13997803.26 13997803.26 0.0025 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-09-08 2020-09-08 N N N 0.0243 26998181.82 26998181.82 0.0049 N N N N Freddie Mac Freddie Mac, 2.42% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-09-09 2020-09-09 N N N 0.0243 25998207.56 25998207.56 0.0047 N N N N Freddie Mac Freddie Mac, 2.43% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-12-14 2020-12-14 N N N 0.0244 39996465.20 39996465.20 0.0073 N N N N Freddie Mac Freddie Mac, 2.43% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2020-05-06 2020-05-06 N N N 0.0245 25995974.42 25995974.42 0.0047 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 0.0221 14002422.98 14002422.98 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 0.0221 7001337.56 7001337.56 0.0013 N N N N Barclays Bank PLC Barclays Bank PLC, 2.27% G5GSEF7VJP5I7OUK5573 EIE515000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-15 2021-10-15 2.875 - 2.875 17817200.00 18369320.37 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0225 18000000.00 18000000.00 0.0033 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.40% G5GSEF7VJP5I7OUK5573 EHH810000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-15 2021-10-15 2.875 - 2.875 11891200.00 12259685.16 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0237 12000000.00 12000000.00 0.0022 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 2953000.00 3058306.52 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 3000000.00 3000000.00 0.0005 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-12-31 2023-12-31 2.625 - 2.625 4922000.00 5097522.76 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 5000000.00 5000000.00 0.0009 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-07-31 2026-07-31 1.875 - 1.875 8191000.00 8167962.81 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 8000000.00 8000000.00 0.0015 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 2.50% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-07-31 2026-07-31 1.875 - 1.875 9215000.00 9189082.81 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 9000000.00 9000000.00 0.0016 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.30% 3Y4U8VZURTYWI1W2K376 EIA049000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2044-02-15 2048-05-15 3.125 - 3.625 11940000.00 14484946.88 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 14000000.00 14000000.00 0.0025 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.38% 3Y4U8VZURTYWI1W2K376 EHF526000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2048-05-15 2.375 - 3.125 5945000.00 6143863.24 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 1 N N/A N/A N N 0.0235 6000000.00 6000000.00 0.0011 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.39% 3Y4U8VZURTYWI1W2K376 EHH749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-08-22 2019-08-22 0 - 0 6160000.00 6152282.75 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0236 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 6045000.00 6156331.79 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0238 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.42% 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 2048-05-15 2 - 3.125 4070000.00 4102833.68 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-26 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0240 4000000.00 4000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.17% R0MUWSFPU8MPRO8K5P83 EIB431000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2047-11-15 1.25 - 4.625 16465300.00 20418637.68 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 20000000.00 20000000.00 0.0036 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 EHJ297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2027-05-15 0 - 2.875 20680100.00 21447393.58 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 21000000.00 21000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.19% R0MUWSFPU8MPRO8K5P83 EHJ861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-31 2045-02-15 1.625 - 2.875 16955900.00 18382422.42 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 18000000.00 18000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 EHI749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2048-08-15 2.125 - 4.375 11949900.00 12256710.71 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 EIG733000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-02-15 0 - 6.625 6099900.00 6120894.08 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 6000000.00 6000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EIE487000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2046-02-15 0 - 8.125 8743100.00 9229160.70 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 9000000.00 9000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EID558000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-04-30 2046-02-15 2.375 - 3.75 12899600.00 14425934.21 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 14000000.00 14000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EIC429000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 2.099 - 6.5 26651600.00 28584762.65 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 28000000.00 28000000.00 0.0051 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EID080000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2042-11-15 1.625 - 6.625 40220900.00 40832791.39 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 40000000.00 40000000.00 0.0073 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.23% R0MUWSFPU8MPRO8K5P83 EIA885000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-08-15 1.875 - 4.625 15808800.00 16336242.76 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 16000000.00 16000000.00 0.0029 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 2019-10-31 2046-02-15 2.099 - 2.75 13621300.00 14316692.83 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 14000000.00 14000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EIF251000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-08-15 2046-08-15 1.5 - 3.125 12504200.00 12244652.67 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.25% R0MUWSFPU8MPRO8K5P83 EIF023000 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 2.099 - 6.125 16406600.00 18476842.20 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-26 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 18000000.00 18000000.00 0.0033 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.29% R0MUWSFPU8MPRO8K5P83 EHH783000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2041-11-15 2.099 - 4.625 10059100.00 12374435.72 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-05 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0227 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EIA884000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-02-15 2046-02-15 2.25 - 2.75 18796600.00 19399829.65 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 19000000.00 19000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.30% R0MUWSFPU8MPRO8K5P83 EIA434000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2047-11-15 0 - 7.625 46165000.00 46971100.96 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 46000000.00 46000000.00 0.0084 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 2019-10-31 2047-11-15 2.099 - 2.75 11833600.00 12268959.04 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 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, 2.35% R0MUWSFPU8MPRO8K5P83 EIG300000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2045-02-15 2 - 4.375 14324900.00 17461883.99 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0232 17000000.00 17000000.00 0.0031 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 2019-10-31 2048-08-15 2.099 - 4.375 11856800.00 12281970.20 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 12000000.00 12000000.00 0.0022 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EHF796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-08-15 2046-02-15 2.5 - 4.5 6663500.00 8256435.73 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0236 8000000.00 8000000.00 0.0015 N Y Y N BNP Paribas, SA BNP Paribas, SA, 2.39% R0MUWSFPU8MPRO8K5P83 EHF498000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2041-08-15 0 - 7.625 5645500.00 6153596.23 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0236 6000000.00 6000000.00 0.0011 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 2019-08-15 2047-11-15 0 - 6.25 8982800.00 10284044.30 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0236 10000000.00 10000000.00 0.0018 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 2046-02-15 2.099 - 4.375 6998000.00 7174137.41 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0239 7000000.00 7000000.00 0.0013 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.30% 549300HN4UKV1E2R3U73 EIB544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-06-30 2025-06-30 2.75 - 2.75 5827900.00 6125557.52 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 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 0.0228 6000000.00 6000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.26% 2IGI19DL77OX0HC3ZE78 EID567000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2048-02-15 1.625 - 4.25 2913500.00 3080693.26 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-22 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 3000000.00 3000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.30% 2IGI19DL77OX0HC3ZE78 EIB407000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2048-02-15 1.625 - 3.625 5905600.00 6146988.36 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 6000000.00 6000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.32% 2IGI19DL77OX0HC3ZE78 EHJ862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2040-11-15 2048-05-15 3 - 4.25 2539900.00 3094075.00 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-09 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 3000000.00 3000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.40% 2IGI19DL77OX0HC3ZE78 EHI689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2047-05-15 1.625 - 3.625 8378700.00 9248556.65 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0237 9000000.00 9000000.00 0.0016 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 2019-08-15 2048-05-15 1.625 - 3.625 5040500.00 5130307.29 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y CIBC NY BRNCH (GOV REPO) 1.0000 2 N N/A N/A N N 0.0240 5000000.00 5000000.00 0.0009 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.28% 549300IMBXQ8SGH3HJ31 EIH144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-02-15 2028-11-15 1.625 - 3.125 13359400.00 13260889.03 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0226 13000000.00 13000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.30% 549300IMBXQ8SGH3HJ31 EIG729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2045-05-15 2.5 - 3 12974100.00 13269085.99 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0227 13000000.00 13000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.58% 549300IMBXQ8SGH3HJ31 EIH146000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2049-05-15 1.75 - 2.875 81577700.00 84271941.78 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 82000000.00 82000000.00 0.0149 N Y Y N Credit AG Credit AG, 2.25% 1VUV7VQFKUOQSJ21A208 EIH138000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2025-02-15 2 - 2 5016300.00 5100374.55 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 5000000.00 5000000.00 0.0009 N N Y N Credit AG Credit AG, 2.30% 1VUV7VQFKUOQSJ21A208 EIG799000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2025-02-15 2 - 2 7023300.00 7141012.41 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0227 7000000.00 7000000.00 0.0013 N N Y N Credit AG Credit AG, 2.30% 1VUV7VQFKUOQSJ21A208 EIB524000 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 11138200.00 12251036.75 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 12000000.00 12000000.00 0.0022 N N Y N Credit AG Credit AG, 2.31% 1VUV7VQFKUOQSJ21A208 EIG249000 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 22260700.00 24484804.89 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0228 24000000.00 24000000.00 0.0044 N N Y N Credit AG Credit AG, 2.33% 1VUV7VQFKUOQSJ21A208 EHJ941000 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 11140500.00 12253566.55 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0231 12000000.00 12000000.00 0.0022 N N Y N Credit AG Credit AG, 2.43% 1VUV7VQFKUOQSJ21A208 EIF565000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-02-15 2025-02-15 2 - 2 9534200.00 9693995.77 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0240 9500000.00 9500000.00 0.0017 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.28% 7LTWFZYICNSX8D621K86 EIH167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2027-11-15 2.25 - 2.25 12931100.00 13260841.50 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0226 13000000.00 13000000.00 0.0024 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.56% 7LTWFZYICNSX8D621K86 EIH188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-11-15 2046-02-15 2.25 - 2.5 19387100.00 19522544.46 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 19000000.00 19000000.00 0.0034 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.56% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-02-15 2023-02-15 2 - 2 1004200.00 1020138.93 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 1000000.00 1000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.55% 549300GKFG0RYRRQ1414 EIH081000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-09-30 2.125 - 2.125 27987500.00 28562289.90 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 28000000.00 28000000.00 0.0051 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.55% 549300H47WTHXPU08X20 EIH097000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2020-04-15 0.125 - 0.125 74517000.00 80580033.16 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 79000000.00 79000000.00 0.0143 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.57% 549300H47WTHXPU08X20 EIH082000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2021-03-31 2.25 - 2.25 47322500.00 47940058.62 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 47000000.00 47000000.00 0.0085 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.30% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2027-11-15 0 - 2.25 11938000.00 12242353.64 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0227 12000000.00 12000000.00 0.0022 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.42% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2023-03-31 0 - 2.5 23708500.00 24489908.93 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0239 24000000.00 24000000.00 0.0044 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.44% FOR8UP27PHTHYVLBNG30 0000769993 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 28235000.00 29594075.46 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0241 29000000.00 29000000.00 0.0053 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.25% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-14 2043-11-15 0 - 3.75 19222700.00 19381269.77 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 19000000.00 19000000.00 0.0034 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.53% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-15 2022-01-15 2.5 - 2.5 9046000.00 9198589.34 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 9000000.00 9000000.00 0.0016 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.53% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2021-09-30 1.125 - 1.125 9289000.00 9183047.81 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 9000000.00 9000000.00 0.0016 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.42% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-12 2025-09-30 0 - 3 5701500.00 6127143.49 U.S. Treasuries (including strips) Y N/A N/A 2019-10-29 2019-10-29 2019-11-15 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 90 N N/A N/A N N 0.0239 6000000.00 6000000.00 0.0011 N N N Y 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 2019-09-12 2026-08-15 0 - 6.75 1512400.00 2040218.24 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 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 2021-05-31 2028-11-15 1.375 - 5.25 5133100.00 5100405.74 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 5000000.00 5000000.00 0.0009 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 2023-05-31 2023-05-31 1.625 - 1.625 7168500.00 7140545.24 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 7000000.00 7000000.00 0.0013 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 2019-09-12 2022-02-28 0 - 1.75 9125800.00 9180724.85 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 9000000.00 9000000.00 0.0016 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 2026-02-28 2026-02-28 2.5 - 2.5 7792600.00 8160605.70 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 8000000.00 8000000.00 0.0015 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 2019-10-10 2023-11-30 0 - 2.875 1945400.00 2040179.42 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0262 2000000.00 2000000.00 0.0004 N Y Y N Lloyds Bank Corp. Mrkts (GOV RP) Lloyds Bank Corp. Mrkts (GOV RP), 2.23% 213800MBWEIJDM5CU638 EIF777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2021-04-30 2.25 - 2.25 3025400.00 3060854.06 U.S. Treasuries (including strips) Y N/A N/A 2019-09-30 2019-09-30 2019-09-30 N N N 0.0221 3000000.00 3000000.00 0.0005 N N N Y Lloyds Bank Corp. Mrkts (GOV RP) Lloyds Bank Corp. Mrkts (GOV RP), 2.26% 213800MBWEIJDM5CU638 EIA992000 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 2.25 - 2.25 2997700.00 3068019.69 U.S. Treasuries (including strips) Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0224 3000000.00 3000000.00 0.0005 N N N Y Lloyds Bank Corp. Mrkts (GOV RP) Lloyds Bank Corp. Mrkts (GOV RP), 2.28% 213800MBWEIJDM5CU638 EHJ910000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 6174200.00 6104441.77 U.S. Treasuries (including strips) Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0226 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.24% H7FNTJ4851HG0EXQ1Z70 EID626000 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 6135000.00 6121260.46 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0222 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.24% H7FNTJ4851HG0EXQ1Z70 EID632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2026-02-15 1.875 - 6 6093500.00 6123700.24 U.S. Treasuries (including strips) Y N/A N/A 2019-09-27 2019-09-27 2019-09-27 N N N 0.0222 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.27% H7FNTJ4851HG0EXQ1Z70 EIA973000 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 1538800.00 2044685.73 U.S. Treasuries (including strips) Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0225 2000000.00 2000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.29% H7FNTJ4851HG0EXQ1Z70 EHH024000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2026-02-15 6 - 8 5320400.00 6133666.26 U.S. Treasuries (including strips) Y N/A N/A 2019-09-09 2019-09-09 2019-09-09 N N N 0.0227 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.29% H7FNTJ4851HG0EXQ1Z70 EHI785000 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 5117400.00 5105939.41 U.S. Treasuries (including strips) Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0227 5000000.00 5000000.00 0.0009 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.29% H7FNTJ4851HG0EXQ1Z70 EHJ332000 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 4628700.00 6150400.85 U.S. Treasuries (including strips) Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0227 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.30% H7FNTJ4851HG0EXQ1Z70 EHG442000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2026-02-15 1.5 - 6 5119000.00 5108501.45 U.S. Treasuries (including strips) Y N/A N/A 2019-09-03 2019-09-03 2019-09-03 N N N 0.0228 5000000.00 5000000.00 0.0009 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.52% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2025-09-30 3 - 3 26620000.00 28566587.50 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0249 28000000.00 28000000.00 0.0051 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.52% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-21 2020-05-21 0 - 0 4150000.00 4083856.47 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0249 4000000.00 4000000.00 0.0007 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.55% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-09-03 2026-07-31 0 - 1.875 12270600.00 12240881.09 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 12000000.00 12000000.00 0.0022 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.25% 549300Y1PMK3RWXMWR72 EIH133000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-12-15 2026-01-31 1.875 - 2.875 2023200.00 2040211.84 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.32% 549300Y1PMK3RWXMWR72 EIG724000 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 - 3 4886900.00 5100675.43 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0229 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.43% 549300Y1PMK3RWXMWR72 EIF726000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-31 2027-02-15 1.375 - 3.125 18704100.00 19387937.44 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0240 19000000.00 19000000.00 0.0034 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 EIE188000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2023-04-30 1.625 - 2.625 5073900.00 5103370.03 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.21% U7M81AY481YLIOR75625 EIG809000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-02-15 1.625 - 2 4021100.00 4083016.18 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.23% U7M81AY481YLIOR75625 EIF109000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2023-04-30 1.625 - 3.5 5012300.00 5104503.10 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.24% U7M81AY481YLIOR75625 EIE192000 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 1027100.00 1023569.34 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0222 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.25% U7M81AY481YLIOR75625 EIG807000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2027-08-15 1.625 - 2.25 4955400.00 5101600.20 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0223 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.25% U7M81AY481YLIOR75625 EIF773000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-04-30 2.25 - 2.25 2990600.00 3061626.75 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0223 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.27% U7M81AY481YLIOR75625 EIB028000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2025-09-30 1.625 - 3 2857400.00 3065964.57 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0225 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.28% U7M81AY481YLIOR75625 EIG374000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-15 2022-04-15 2.25 - 2.25 37109100.00 37759079.57 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0226 37000000.00 37000000.00 0.0067 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.28% U7M81AY481YLIOR75625 EIC509000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-09-30 2026-08-15 1.5 - 3 5235500.00 5118197.44 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0226 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.30% U7M81AY481YLIOR75625 EHJ972000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 3029400.00 3065116.87 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.30% U7M81AY481YLIOR75625 EHJ970000 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 2.25 - 2.25 6011700.00 6152721.74 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.32% U7M81AY481YLIOR75625 EHJ969000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2022-07-31 2 - 2.75 1986700.00 2047015.03 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.33% U7M81AY481YLIOR75625 EIE202000 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 1012000.00 1023898.39 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0230 1000000.00 1000000.00 0.0002 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.35% U7M81AY481YLIOR75625 EID197000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2022-10-31 1.875 - 2 5075500.00 5107205.47 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0232 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.35% U7M81AY481YLIOR75625 EHI841000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2025-06-30 1.375 - 2.75 5848500.00 6138663.07 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0232 6000000.00 6000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.36% U7M81AY481YLIOR75625 EHG967000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2024-01-31 2 - 2.25 12050000.00 12256738.07 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0233 12000000.00 12000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.36% U7M81AY481YLIOR75625 EHG520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-11-30 2 - 2.125 3025000.00 3070640.36 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0233 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.37% U7M81AY481YLIOR75625 EHI297000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-30 2022-07-31 1.375 - 2 7190300.00 7151031.54 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0234 7000000.00 7000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.39% U7M81AY481YLIOR75625 EIE184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-04-30 2027-05-15 1.625 - 2.375 4942000.00 5108084.07 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 2 N N/A N/A N N 0.0236 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.54% U7M81AY481YLIOR75625 EIH098000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2042-11-15 2.75 - 2.875 5911100.00 6172054.41 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 6000000.00 6000000.00 0.0011 N Y Y N Natixis SA Natixis SA, 2.19% KX1WK48MPD4Y2NCUIZ63 EID614000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-05-15 0 - 6 6125100.00 6123784.96 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-10-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0218 6000000.00 6000000.00 0.0011 N N Y N Natixis SA Natixis SA, 2.31% KX1WK48MPD4Y2NCUIZ63 EHH815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2045-11-15 0 - 3.875 33145500.00 35881288.89 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 35000000.00 35000000.00 0.0064 N N Y N Natixis SA Natixis SA, 2.38% KX1WK48MPD4Y2NCUIZ63 EHH813000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-17 2044-11-15 0 - 3 12480300.00 12259575.72 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-08-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0235 12000000.00 12000000.00 0.0022 N N Y N Natixis SA Natixis SA, 2.53% KX1WK48MPD4Y2NCUIZ63 EIH089000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2048-05-15 1.25 - 3.125 31288400.00 31622253.11 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 31000000.00 31000000.00 0.0056 N Y Y N Norinchukin Bank Norinchukin Bank, 2.26% 5493007VSMFZCPV1NB83 EID156000 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 6127974.39 U.S. Treasuries (including strips) Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0225 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.30% 5493007VSMFZCPV1NB83 EIB509000 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 2090000.00 2042658.13 U.S. Treasuries (including strips) Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0228 2000000.00 2000000.00 0.0004 N N N Y 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 6280000.00 6137747.87 U.S. Treasuries (including strips) Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0230 6000000.00 6000000.00 0.0011 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 3140000.00 3068873.94 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 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 3140000.00 3068873.94 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 2026-08-15 2026-08-15 1.5 - 1.5 9430000.00 9216395.29 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 8385000.00 8195066.23 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 3150000.00 3078647.42 U.S. Treasuries (including strips) Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0246 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 6295000.00 6152408.10 U.S. Treasuries (including strips) Y N/A N/A 2019-08-20 2019-08-20 2019-08-20 N N N 0.0246 6000000.00 6000000.00 0.0011 N N N Y 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 2019-09-30 2048-05-15 1.125 - 6.5 6004000.00 6137613.76 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y RBC DOMINION SECS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0236 6000000.00 6000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.18% ES7IP3U3RHIGC71XBU11 EIH149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-10-31 2046-11-15 2.875 - 3.75 5706300.00 6120402.25 U.S. Treasuries (including strips) Y N/A N/A 2019-08-07 2019-08-07 2019-09-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0216 6000000.00 6000000.00 0.0011 N N Y N RBC Financial Group RBC Financial Group, 2.33% ES7IP3U3RHIGC71XBU11 EIA435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2047-11-15 1.875 - 3.75 5735100.00 6131280.81 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 5 N N/A N/A N N 0.0230 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 2025-05-31 2025-09-30 2.875 - 3 3807000.00 4091200.80 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0236 4000000.00 4000000.00 0.0007 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 2.29% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-07-31 2023-07-31 1.25 - 1.25 46914000.00 45905865.05 U.S. Treasuries (including strips) Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0226 45000000.00 45000000.00 0.0082 N N Y N Societe Generale Societe Generale, 2.34% O2RNE8IBXP4R0TD8PU41 EHH789000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2029-02-15 1.375 - 8.125 12326900.00 12259187.68 U.S. Treasuries (including strips) Y N/A N/A 2019-09-06 2019-09-06 2019-09-06 N N N 0.0232 12000000.00 12000000.00 0.0022 N N N Y Societe Generale Societe Generale, 2.36% O2RNE8IBXP4R0TD8PU41 EHI186000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2025-06-30 2 - 2.75 11918100.00 12258475.31 U.S. Treasuries (including strips) Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0234 12000000.00 12000000.00 0.0022 N N N Y Societe Generale Societe Generale, 2.43% O2RNE8IBXP4R0TD8PU41 EHG985000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2048-11-15 0 - 8 21057900.00 24761767.34 U.S. Treasuries (including strips) Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0240 24000000.00 24000000.00 0.0044 N N Y N Societe Generale Societe Generale, 2.45% O2RNE8IBXP4R0TD8PU41 EIF552000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2048-11-15 1.5 - 3.625 9135800.00 9186130.41 U.S. Treasuries (including strips) Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0242 9000000.00 9000000.00 0.0016 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.55% SUVUFHICNZMP2WKHG940 EIH119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-11-30 2023-11-30 2.875 - 2.875 17507700.00 18361334.60 U.S. Treasuries (including strips) Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 18000000.00 18000000.00 0.0033 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 2.55%, dated 7/31/2019 due 08/01/2019 B4TYDEB6GKMZO031MB27 EIH338000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2044-09-20 3 - 5.25 254812875.09 43238187.64 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 42271000.00 42271000.00 0.0077 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.24% G5GSEF7VJP5I7OUK5573 EIG301000 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 2040-07-20 2048-01-15 3.5 - 5.5 47146411.00 14282665.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-30 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0222 14000000.00 14000000.00 0.0025 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.31% G5GSEF7VJP5I7OUK5573 EIA447000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-09-20 2048-08-20 4 - 4.5 13669900.00 11232239.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0229 11000000.00 11000000.00 0.0020 N N 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2036-06-15 2048-01-15 3.5 - 6 42016307.00 14312368.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0237 14000000.00 14000000.00 0.0025 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EHI797000 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 2040-08-20 2048-08-20 3.5 - 4.5 55386017.00 11236524.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0238 11000000.00 11000000.00 0.0020 N Y Y N Barclays Bank PLC Barclays Bank PLC, 2.41% G5GSEF7VJP5I7OUK5573 EHH811000 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 2036-06-15 2048-10-20 3.5 - 6 25156563.00 14302943.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 1 N N/A N/A N N 0.0238 14000000.00 14000000.00 0.0025 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.22% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 3.5 - 3.5 3977647.00 4080252.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0220 4000000.00 4000000.00 0.0007 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.26% 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 2029-07-01 2.905 - 3.005 2381134.00 2421514.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 5 - 5 12280.00 13304.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.31 - 3.31 3356.00 3424.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-01-01 2049-08-01 2.16 - 4.5 4579058.00 4703101.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 7000000.00 7000000.00 0.0013 N N 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-07-20 4 - 5 3913209.00 4081109.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 3.5 - 3.5 1000.00 1034.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-01-01 2049-08-01 2.16 - 4.5 6341.00 6253.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 1 N N/A N/A N N 0.0236 4000000.00 4000000.00 0.0007 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 2.30% 3Y4U8VZURTYWI1W2K376 EIF865000 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 - 5 7142695.00 7141368.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0228 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 - 6.5 101904914.00 3069996.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0237 3000000.00 3000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.41% 3Y4U8VZURTYWI1W2K376 EHJ971000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 1505142.00 1578582.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2068-09-20 2068-09-20 4.609 - 4.609 1308640.00 1494233.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-05-01 2049-06-01 2.5 - 5 4210243.00 4075310.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 2 N N/A N/A N N 0.0238 7000000.00 7000000.00 0.0013 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.44% 3Y4U8VZURTYWI1W2K376 EIF544000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 4 - 4 4913901.00 5102074.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0241 5000000.00 5000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.18% R0MUWSFPU8MPRO8K5P83 EIE065000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2046-11-15 0 - 7.5 20391028.81 13518040.37 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2038-04-05 2.5 - 3.98 23000.00 23469.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2049-03-01 3 - 7 799641.00 778692.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2049-06-20 2.971 - 4 72999.00 75270.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-10-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 14000000.00 14000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.23% R0MUWSFPU8MPRO8K5P83 EID561000 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 2047-02-15 0 - 0.875 7835619.32 8341418.11 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2022-06-02 1.875 - 2.5 4000.00 4063.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 1000.00 1022.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-11-20 2049-06-20 2.971 - 4.125 2399843.00 2439551.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.878 - 3.878 1000.00 805.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-07-01 0 - 4.5 2797011.00 2562348.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-09-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 13000000.00 13000000.00 0.0024 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.23% R0MUWSFPU8MPRO8K5P83 EID082000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2026-07-31 2047-11-15 0 - 3.625 995678.95 995210.10 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-10-26 2038-04-05 3.43 - 3.98 6168000.00 6151665.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2046-04-15 0 - 3 1153753.00 952484.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-10-24 2029-10-24 4 - 4 50000.00 57686.18 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-05-20 2049-05-20 2.921 - 2.921 1000.00 996.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2048-07-01 4 - 4.5 11691.00 11390.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-09-17 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0221 8000000.00 8000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.26% R0MUWSFPU8MPRO8K5P83 EIF250000 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 2048-05-15 0 - 3.625 6691628.86 5727701.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 732000.00 746902.22 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2049-06-20 2.971 - 4.5 12356734.00 5593969.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-03-01 2046-04-01 4 - 5.57 1718512.00 1217632.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0224 13000000.00 13000000.00 0.0024 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 2020-02-15 2047-11-15 0 - 2.75 8703814.15 6461668.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 30752.00 33556.15 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 1000.00 1021.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2029-03-15 7 - 7 2.00 0.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2022-12-09 5.25 - 5.25 375000.00 418591.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-08-15 2049-06-20 2.971 - 5 1162297.00 332278.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-03-23 2048-11-01 0 - 6 3248983.00 2030511.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 Y BNP PARIBAS (GOV REPO) 1.0000 5 N N/A N/A N N 0.0237 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 2025-08-15 2048-11-15 0 - 3.375 20632281.44 10177622.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.766 - 2.766 1000.00 989.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2032-07-15 2047-06-01 0 - 4 98396.00 71011.42 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-12-20 2049-06-20 2.971 - 3.5 80574.00 83227.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-07-01 2041-07-01 4.5 - 4.5 16300.00 4066.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 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, 2.44% 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 2021-02-15 2048-05-15 0 - 3.625 7579141.93 7797528.65 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 4767000.00 4864047.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-04-15 2049-04-01 3 - 4 2273.00 1755.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-05-20 2049-06-20 2.971 - 4 953791.00 663514.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2048-10-01 0 - 4 20775.00 18630.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y BNP PARIBAS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0241 13000000.00 13000000.00 0.0024 N Y 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 2025-05-15 2049-02-15 0 - 3.75 18755346.57 13333147.28 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 6000.00 6126.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 3.5 - 3.5 38880.00 38522.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-03-20 2049-06-20 3.5 - 4 89273.00 68368.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 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 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.55%, dated 7/31/2019 due 08/01/2019 VJW2DOOHGDT6PR0ZRO63 EIH338000_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 2049-07-01 2049-07-01 4 - 4 37792.75 39787.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 3.5 - 3.5 2402.08 2202.62 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-08-12 2039-05-20 0 - 5.375 4139739.37 4161059.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 13745.55 1416.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2049-06-01 1.375 - 10 1092321.37 280776.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-07-20 2.5 - 10 2900488.00 1936002.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 329.03 295.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-25 2049-05-01 1 - 9.5 4905855.50 3535826.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 2774113.97 2834098.28 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-11-15 0 - 6.5 1164959.84 1214681.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2033-03-01 2033-03-01 3 - 3 21865.43 19211.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-01 2022-09-09 0 - 5 3789104.77 3810773.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2047-10-01 3.5 - 4 15760.63 9887.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 16620.12 640.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-09-01 2032-10-01 2.5 - 3.5 136038.04 107125.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-06-01 2032-07-01 2.5 - 3 148407.70 92246.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 3 - 3.5 153745.67 156255.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 17844000.00 17844000.00 0.0032 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 2.30% 549300HN4UKV1E2R3U73 EID211000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-06-20 2069-06-20 4.181 - 4.181 12317429.00 13268472.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-22 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 0.0228 13000000.00 13000000.00 0.0024 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.31% 549300HN4UKV1E2R3U73 EID121000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-06-20 2069-06-20 4.181 - 4.181 12319832.00 13271061.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 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 0.0229 13000000.00 13000000.00 0.0024 N N Y N BofA Securities, Inc. BofA Securities, Inc., 2.31% 549300HN4UKV1E2R3U73 EIC467000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2069-05-20 2069-06-20 4.181 - 4.445 12191335.00 13271061.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-19 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 0.0229 13000000.00 13000000.00 0.0024 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.29% 2IGI19DL77OX0HC3ZE78 EIC432000 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 2034-07-01 2034-07-01 3.24 - 3.24 1000.00 1052.44 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 N/A 10100.00 8795.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2042-12-01 3 - 3.5 5300621.00 2518052.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-04-20 2057-11-15 3.45 - 4.5 4304538.00 4465838.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2049-08-01 3 - 4.5 29387646.00 19549983.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0227 26000000.00 26000000.00 0.0047 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.32% 2IGI19DL77OX0HC3ZE78 EIA043000 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 2030-03-01 2030-03-01 3 - 3 47625.00 31463.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-05-20 4.5 - 5 271865.00 284045.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-12-01 2049-04-01 3.5 - 4.5 15461138.00 15001252.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-15 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0230 15000000.00 15000000.00 0.0027 N N Y N Citibank NA Citibank NA, 2.28% 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 2019-10-15 2030-01-15 N/A 25000.00 24206.18 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2046-02-15 0.125 - 8.75 277500.00 279208.33 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-12-13 2022-09-06 2.231 - 2.444 30000.00 30000.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-07-07 2036-03-14 1.875 - 5.625 2580000.00 2692198.96 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2020-06-22 1.5 - 1.5 35000.00 34906.07 Agency Debentures and Agency Strips Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0226 3000000.00 3000000.00 0.0005 N N Y N Citibank NA Citibank NA, 2.29% 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 2019-08-15 2046-02-15 0 - 3.125 17748500.00 17888523.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-06-12 2029-06-08 1.75 - 3.375 2245000.00 2435957.62 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-05-15 2047-03-15 4.5 - 8.5 2542273.00 79565.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-10-01 2023-10-01 5.5 - 5.5 15568.00 242.31 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2060-09-15 2065-09-15 4.25 - 4.625 5000.00 6448.85 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2046-10-01 3 - 6.625 21366.00 15158.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0226 20000000.00 20000000.00 0.0036 N N Y N Citibank NA In a joint trading account with Citibank NA at 2.55%, dated 7/31/2019 due 08/01/2019 E57ODZWZ7FF32TWEFA76 EIH338000_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 2019-10-15 2030-04-15 0 - 8.875 189379.98 149208.67 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2048-02-15 0 - 8.75 9786394.14 10079141.96 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2029-06-05 2.334 - 2.64 195995.48 200855.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-10-02 2045-12-01 0 - 6.75 411514.67 54111.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-08-12 2036-07-15 1.375 - 5.5 88039.36 97550.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-15 2067-10-20 2.5 - 6.5 825471.28 743055.47 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.508 - 2.508 136506.17 136880.27 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2060-09-15 2.25 - 4.65 35727.72 41639.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-13 2048-12-01 1.375 - 6.625 224581.94 232112.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 11498000.00 11498000.00 0.0021 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 2.55%, dated 7/31/2019 due 08/01/2019 1VUV7VQFKUOQSJ21A208 EIH338000_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 2022-06-15 2044-08-15 1.5 - 3.125 8193754.94 8661185.30 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2034-07-01 3.5 - 3.5 46664.80 48366.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2049-01-01 3.5 - 4 128665.32 68859.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-06-20 2049-06-20 4 - 4 264853.96 276202.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 228866.00 210398.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-11-01 2049-08-01 3 - 7 1523647.11 1274233.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 10310000.00 10310000.00 0.0019 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.57% 7LTWFZYICNSX8D621K86 EIH185000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 7037891.00 7210515.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 7000000.00 7000000.00 0.0013 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.55%, dated 7/31/2019 due 08/01/2019 CYYGQCGNHMHPSMRL3R97 EIH338000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 3.18 - 3.18 116042.51 121795.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4 - 4 75028.67 79132.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.86 - 3.86 83725.02 91896.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-01-01 2044-01-01 4.75 - 4.75 10746.67 12504.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2048-11-01 3.5 - 5.5 3624224.78 3134956.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-12-01 2049-05-01 2.5 - 6 6521071.48 4781496.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 8060000.00 8060000.00 0.0015 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.26% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 2034-01-01 4.06 - 4.06 4951000.00 5588220.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 1142000.00 1096506.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-05-01 2049-02-01 3.5 - 5.5 18223495.00 8616233.54 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0224 15000000.00 15000000.00 0.0027 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.30% 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 2031-06-01 2031-06-01 3.17 - 3.17 7010.00 7359.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 5737.00 6266.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-08-01 4 - 4 81826.00 76926.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2058-05-01 2.5 - 5 7392471.00 7059484.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0228 7000000.00 7000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.30% 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 2031-06-01 3.17 - 3.49 7100.00 7479.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-10-01 4 - 4.5 2029070.00 1938961.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.57 - 3.57 7432.00 8038.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 4.5 2192778.00 2131516.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-08 2019-10-08 2019-10-08 N N N 0.0228 4000000.00 4000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.32% 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 2031-06-01 2031-06-01 3.17 - 3.17 24000.00 25195.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 6362.00 6948.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 63767.00 60823.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-05-01 2.5 - 5 8439535.00 8068610.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0229 8000000.00 8000000.00 0.0015 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 11036130.00 2648974.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 321570.00 329276.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-07-01 2049-05-01 3 - 5 104211.00 88940.84 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 11425706.00 3019767.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 4.5 63739.00 48622.62 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.17 - 3.17 3337.00 3503.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 52119.00 49755.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2037-08-01 2052-07-01 3.5 - 4.5 3325979.00 3015036.49 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, 2.46% 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 2031-06-01 2031-06-01 3.17 - 3.17 28460.00 29877.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.41 - 3.41 1000.00 1061.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 5523.00 6032.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 58859.00 60876.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-05-01 2.5 - 5 7413696.00 7072401.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-29 2019-08-29 2019-08-29 N N N 0.0243 7000000.00 7000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.47% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.17 - 3.17 9000.00 9448.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.41 - 3.41 1000.00 1061.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 2875.00 3140.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-10-01 4 - 4.5 3160558.00 2979710.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 5 97176.00 84065.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-08 2019-08-08 2019-08-08 N N N 0.0244 3000000.00 3000000.00 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.17 - 3.17 11700.00 12282.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-07-01 2049-04-01 3.5 - 5 3743566.00 2953798.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2056-07-01 2.5 - 5 1222643.00 1135560.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0245 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.17 - 3.17 21000.00 22046.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2049-04-01 4 - 4.5 206239.00 204016.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2058-05-01 2.5 - 5 7291895.00 6951319.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-13 2019-08-13 2019-08-13 N N N 0.0245 7000000.00 7000000.00 0.0013 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.55%, dated 7/31/2019 due 08/01/2019 KBVRJ5K57JZ3E2AVWX40 EIH338000_03735 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 2031-06-01 2031-06-01 3.17 - 3.17 5498.81 5772.73 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2029-05-15 0 - 6.25 1766741.19 1808217.81 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.55 - 3.55 952.01 1028.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2049-04-01 3 - 4.5 422863.25 405945.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2058-05-01 3 - 5 1988939.70 1877675.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 4018000.00 4018000.00 0.0007 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 2.55%, dated 7/31/2019 due 08/01/2019 ZBUT11V806EZRVTWT807 EIH338000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2038-05-15 1.125 - 6.875 51448899.67 54298682.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 4 - 4 9794.19 910.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2054-09-15 2 - 6 2995855.58 1934792.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-10-20 2059-05-16 2 - 6 10504753.42 5376254.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2023-11-01 4.5 - 4.5 115270.91 2283.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 4531126.92 4028342.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2058-08-01 0 - 7.5 18829200.71 13197476.06 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 77209000.00 77209000.00 0.0140 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.25% 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 2042-04-01 2042-04-01 5 - 5 773526.00 305952.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-11-01 2045-11-01 3.5 - 3.5 5744560.00 4794366.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-07 N N N 0.0223 5000000.00 5000000.00 0.0009 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.32% K5HU16E3LMSVCCJJJ255 EIE482000 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 2047-10-01 2047-10-01 4 - 4 8270200.00 7887961.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 1355389.00 1296771.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-23 2019-09-23 2019-09-23 N N N 0.0230 9000000.00 9000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.34% K5HU16E3LMSVCCJJJ255 EIB412000 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 2028-02-01 2028-02-01 2.5 - 2.5 10393399.00 3386262.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-07-01 2046-07-01 3.5 - 4.5 6980827.00 5802687.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-20 2019-09-20 2019-09-20 N N N 0.0232 9000000.00 9000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.35% K5HU16E3LMSVCCJJJ255 EIA879000 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 2041-02-01 2041-05-01 4.782 - 4.838 78999997.00 7046380.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-06-01 2040-06-01 4.619 - 4.619 1899969.00 101076.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0232 7000000.00 7000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.35% K5HU16E3LMSVCCJJJ255 EIA899000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2046-05-01 2046-05-01 4 - 4 10962778.00 8168522.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-17 2019-09-17 2019-09-17 N N N 0.0232 8000000.00 8000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.35% K5HU16E3LMSVCCJJJ255 EIA900000 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 2049-07-01 2049-07-01 4 - 4 1122348.00 1185712.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-01-01 3.695 - 3.695 1653800.00 1806902.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2048-05-01 4 - 4 8716580.00 8803799.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-03-01 2033-03-01 3 - 3 27166.00 23359.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-01-01 2044-07-01 2.451 - 4 1343222.00 433010.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-18 2019-09-18 2019-09-18 N N N 0.0232 12000000.00 12000000.00 0.0022 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.35% K5HU16E3LMSVCCJJJ255 EIA901000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2043-06-01 2043-06-01 4.624 - 4.624 7708360.00 2485859.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-08-01 2049-05-01 3 - 5 8832912.00 7724794.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0232 10000000.00 10000000.00 0.0018 N N N Y Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.55%, dated 7/31/2019 due 08/01/2019 7TK5RJIZDFROZCA6XF66 EIH338000_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 2019-08-22 2049-02-15 0 - 8.75 9971458.00 11021746.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4 - 4 6846.24 6371.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-10-15 2048-03-20 4 - 4.5 55781.46 52154.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-03-01 2048-10-01 2 - 4.5 4477738.00 4170521.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 14925000.00 14925000.00 0.0027 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.54% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 3.64 - 3.64 475562.00 512192.32 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-08-15 2045-11-15 0 - 3 1300.00 1394.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3 - 3 2948611.00 1538046.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-01-15 2041-12-20 3.5 - 8 182516.00 25835.56 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2032-10-18 2032-10-18 3.14 - 3.14 575000.00 612032.68 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2036-04-01 5.88 - 5.88 515000.00 718705.50 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-07-01 3 - 4.5 16998809.00 16993294.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 20000000.00 20000000.00 0.0036 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.57% 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 2019-08-15 2045-11-15 0 - 3 2700.00 2887.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 1029225.00 1073664.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2034-01-01 3.5 - 3.5 104359.00 97696.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-06-01 2044-06-01 3.5 - 3.5 49554.00 27079.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-03-20 2049-07-20 4.5 - 8 36967640.00 36705476.95 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2035-06-15 N/A 1970000.00 1184566.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-09-01 2048-03-01 3.5 - 7.5 6950593.00 2731649.17 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 41000000.00 41000000.00 0.0074 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.35% 549300Y1PMK3RWXMWR72 EIA883000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-30 2025-07-31 1.875 - 2.875 4800.00 4953.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4 - 5 4838230.00 5100438.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-16 2019-09-16 2019-09-16 N N N 0.0232 5000000.00 5000000.00 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.35% 549300Y1PMK3RWXMWR72 EIB406000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2025-07-31 2.125 - 2.875 7800.00 8081.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 4.5 - 4.5 3225.00 386.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-04-01 4 - 5 7740062.00 8159552.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-09-19 2019-09-19 2019-09-19 N N N 0.0232 8000000.00 8000000.00 0.0015 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.54% 549300Y1PMK3RWXMWR72 EIH125000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 1700.00 1734.91 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2049-05-01 4 - 4.5 7009284.00 7138768.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0251 7000000.00 7000000.00 0.0013 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 2.55%, dated 7/31/2019 due 08/01/2019 OXTKY6Q8X53C9ILVV871 EIH338000_07426 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 2029-05-01 2029-06-01 3.36 - 3.42 182753.13 194734.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2029-06-01 3.36 - 3.36 57262.32 60998.69 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-08-08 2049-05-15 0 - 8.75 68677465.93 71849692.39 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 18.13 20.29 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2032-06-01 2034-06-07 3.06 - 3.7 13016.95 14232.38 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 464048.83 483452.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-06-01 0 - 9 3061026.50 2330719.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-12-15 2057-08-15 2.5 - 5.5 924283.92 611684.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-08-25 2058-01-01 2 - 9.5 39986982.84 14937368.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 5 18148.78 19202.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 88646000.00 88646000.00 0.0161 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-06-15 2049-05-20 3 - 5 83419231.00 10230625.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y RBC DOMINION SECS (GOV REPO) 1.0000 1 N N/A N/A N N 0.0237 10000000.00 10000000.00 0.0018 N Y Y N RBC Financial Group RBC Financial Group, 2.19% ES7IP3U3RHIGC71XBU11 EIH150000 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 2044-03-15 2049-03-01 2.875 - 4.5 3890284.00 3484566.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-10-20 2049-04-20 3 - 4 60772.00 57921.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 14252.00 14034.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2049-02-01 2.96 - 5 10241428.00 10725126.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-09-03 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0217 14000000.00 14000000.00 0.0025 N N 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 2047-11-01 2049-02-01 3.5 - 4.5 4318768.00 3948575.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2049-04-01 3 - 5 11509171.00 10380516.44 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-07 2019-08-07 2019-08-09 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0235 14000000.00 14000000.00 0.0025 N N Y N RBC Financial Group RBC Financial Group, 2.39% ES7IP3U3RHIGC71XBU11 EID070000 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 2029-07-01 2029-07-01 2.9 - 2.9 34910495.00 36038685.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.79 - 3.79 1000.00 1099.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2049-03-01 3 - 4.5 6933710.00 4313156.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-08-20 2049-04-20 4 - 4 96274.00 98311.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 2717.00 2675.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2049-04-01 2.96 - 5 5656805.00 3443925.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 2 N N/A N/A N N 0.0236 43000000.00 43000000.00 0.0078 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 9161.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2049-01-01 3 - 4.5 6243727.00 4262673.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-10-20 2047-09-20 3 - 4 66735.00 67177.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 1450.00 1427.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2051-06-01 2.96 - 5 1994816.00 1795228.72 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0237 6000000.00 6000000.00 0.0011 N Y 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 1909621.00 2035171.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2049-03-01 3 - 4.5 33038608.00 34373618.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 9522.00 9376.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2040-10-01 2049-04-01 3.5 - 5 4945636.00 4493353.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 1 N N/A N/A N N 0.0237 40000000.00 40000000.00 0.0073 N Y Y N Societe Generale In a joint trading account with Societe Generale at 2.55%, dated 7/31/2019 due 08/01/2019 O2RNE8IBXP4R0TD8PU41 EIH338000_00925 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2028-01-15 2029-10-15 0 - 0 440628.78 356998.78 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-10-24 2049-02-15 0 - 7.125 1704286.30 1758006.26 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-10-12 2021-10-12 2.75 - 2.75 10.31 10.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-09-01 2049-04-01 3.5 - 5.959 502346.47 315383.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2069-02-20 2.14 - 7 12939659.44 6467800.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-06-01 3.5 - 4 66.50 66.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 3.5 - 3.5 719.78 708.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 3.5 - 3.5 9427.87 9183.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-06-01 2049-08-01 2.5 - 4.5 1624764.08 1610384.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 10310000.00 10310000.00 0.0019 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.55%, dated 7/31/2019 due 08/01/2019 5U0XI89JRFVHWIBS4F54 EIH338000_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 2019-08-31 2045-11-15 1.25 - 3.75 69997346.04 71417901.12 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-01-20 4.5 - 4.5 2672326.14 2718965.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-08-01 3 - 4 53666718.75 52138896.42 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 123751000.00 123751000.00 0.0225 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.56% SUVUFHICNZMP2WKHG940 EIH120000 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 10353199.00 10200726.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 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 2.55%, dated 7/31/2019 due 08/01/2019 VYVVCKR63DVZZN70PB21 EIH338000_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 2027-11-15 1.875 - 3.625 2914204.68 2963209.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 4.898 - 6.398 326009.55 245298.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-08-20 2049-07-20 2 - 6 49866140.99 50962582.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.534 - 2.534 8026.25 191.13 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 53103000.00 53103000.00 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0208 21783437.50 21783437.50 0.0040 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 0.0208 55533901.36 55533901.36 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% to 2.10% 912796TB5 254900HROIFWPRGM1V77 US912796TB59 U.S. Treasury Debt Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0208 12877099.43 12877099.43 0.0023 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% to 2.07% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0207 48278533.81 48278533.81 0.0088 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.10% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0209 18827152.25 18827152.25 0.0034 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 29775673.20 29775673.20 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 0.0194 33424243.44 33424243.44 0.0061 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 0.0206 4980108.35 4980108.35 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 0.0205 27878265.80 27878265.80 0.0051 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 0.0207 5964426.90 5964426.90 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 0.0205 25917533.72 25917533.72 0.0047 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 0.0000 14000000.00 14000000.00 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 0.0170 44983068.75 44983068.75 0.0082 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 0.0186 27978385.68 27978385.68 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 0.0194 51938853.20 51938853.20 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 0.0196 18949527.64 18949527.64 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 0.0198 1996127.32 1996127.32 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.05% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-08-01 2020-01-31 2020-01-31 N N N 0.0219 8994002.13 8994002.13 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.08% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-08-01 2020-04-30 2020-04-30 N N N 0.0220 3996597.28 3996597.28 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.10% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y N/A N/A 2019-08-01 2019-10-31 2019-10-31 N N N 0.0215 12997826.53 12997826.53 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 0.0224 16008897.12 16008897.12 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 0.0218 1996562.50 1996562.50 0.0004 N Y Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2019-08-02 Laura M. Del Prato Laura M. Del Prato President and Treasurer