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1.92% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-04-30 2020-04-30 N N N 0.0183 4002081.08 4002081.08 0.0007 N N N 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 0.0190 5996373.60 5996373.60 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.96% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2019-12-20 2019-12-20 N N N 0.0196 999968.89 999968.89 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.01% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-04-17 2020-04-17 N N N 0.0210 3998080.52 3998080.52 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.01% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2020-04-29 2020-04-29 N N N 0.0212 2998182.96 2998182.96 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 2.05% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2019-10-21 2020-05-21 2020-05-21 N N N 0.0212 1999060.56 1999060.56 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2019-12-20 2019-12-20 N N N 0.0184 13999340.32 13999340.32 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AGYH2 2549001DPIFGXC1TOL40 US3130AGYH26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2019-11-27 2019-11-27 N N N 0.0186 20998950.00 20998950.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-05-14 2020-05-14 N N N 0.0191 10995033.50 10995033.50 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. 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19995632.20 19995632.20 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-02-21 2020-02-21 N N N 0.0189 13997705.96 13997705.96 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-08-25 2020-08-25 N N N 0.0193 5996458.62 5996458.62 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-02-09 2021-02-09 N N N 0.0195 8988959.07 8988959.07 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-01-17 2020-01-17 N N N 0.0188 16998921.01 16998921.01 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-01-22 2021-01-22 N N N 0.0194 3996310.92 3996310.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-01-17 2020-01-17 N N N 0.0188 4999757.65 4999757.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.87% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-01-28 2021-01-28 N N N 0.0188 7998361.36 7998361.36 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.88% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-05-14 2021-05-14 N N N 0.0189 33993812.00 33993812.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-03-26 2020-03-26 N N N 0.0190 13898638.91 13898638.91 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-03-27 2020-03-27 N N N 0.0191 25997399.48 25997399.48 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AFFW2 2549001DPIFGXC1TOL40 US3130AFFW21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2019-11-15 2019-11-15 N N N 0.0183 13000664.82 13000664.82 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.89% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-02-26 2021-02-26 N N N 0.0190 21995160.00 21995160.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-06-11 2021-06-11 N N N 0.0189 14001701.70 14001701.70 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-07-08 2021-07-08 N N N 0.0188 9002341.26 9002341.26 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-07-23 2021-07-23 N N N 0.0189 12999897.95 12999897.95 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-07-24 2020-07-24 N N N 0.0192 7998284.80 7998284.80 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AFHW0 2549001DPIFGXC1TOL40 US3130AFHW03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0199 9998224.60 9998224.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 3130AFK89 2549001DPIFGXC1TOL40 US3130AFK898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0200 8998008.57 8998008.57 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.90% 313384UF4 2549001DPIFGXC1TOL40 US313384UF44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-03-13 2020-03-13 N N N 0.0184 991708.89 991708.89 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-12-23 2020-12-23 N N N 0.0187 24613776.00 24613776.00 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.92% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-07-29 2020-07-29 N N N 0.0194 11998006.20 11998006.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-06-10 2020-06-10 N N N 0.0191 10001015.50 10001015.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.93% 3130AFV95 2549001DPIFGXC1TOL40 US3130AFV952 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0196 9999417.40 9999417.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2021-03-12 2021-03-12 N N N 0.0185 14016700.32 14016700.32 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384QQ5 2549001DPIFGXC1TOL40 US313384QQ54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0188 25896007.28 25896007.28 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% to 2.01% 313384QT9 2549001DPIFGXC1TOL40 US313384QT93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2019-12-20 2019-12-20 N N N 0.0189 27883644.32 27883644.32 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 313384QZ5 2549001DPIFGXC1TOL40 US313384QZ53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0189 5973196.68 5973196.68 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0195 17998178.94 17998178.94 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3N1 2549001DPIFGXC1TOL40 US3130AH3N11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0192 18001715.94 18001715.94 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.95% 313384PL7 2549001DPIFGXC1TOL40 US313384PL76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0189 11969293.32 11969293.32 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.96% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-10-01 2020-10-01 N N N 0.0196 6999696.27 6999696.27 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.96% to 2.11% 313384PG8 2549001DPIFGXC1TOL40 US313384PG81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0188 28931850.00 28931850.00 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-02-07 2020-02-07 N N N 0.0209 9995604.80 9995604.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-14 2020-01-14 2020-01-14 N N N 0.0204 5998703.10 5998703.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-14 2020-01-14 2020-01-14 N N N 0.0209 16994101.85 16994101.85 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-01-17 2020-01-17 N N N 0.0204 5998678.02 5998678.02 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-01-17 2020-01-17 N N N 0.0204 11997356.04 11997356.04 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2019-12-17 2019-12-17 N N N 0.0201 999883.70 999883.70 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2019-12-17 2019-12-17 N N N 0.0201 5999302.20 5999302.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.97% 313384PP8 2549001DPIFGXC1TOL40 US313384PP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0189 11967413.28 11967413.28 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2020-02-10 2020-02-10 N N N 0.0206 2999035.98 2999035.98 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2020-02-12 2020-02-12 N N N 0.0205 5998355.22 5998355.22 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2020-03-12 2020-03-12 N N N 0.0206 2998965.69 2998965.69 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-13 2020-01-13 2020-01-13 N N N 0.0205 2999357.49 2999357.49 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-01-17 2020-01-17 N N N 0.0204 1999588.66 1999588.66 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AF6H5 2549001DPIFGXC1TOL40 US3130AF6H51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-22 2019-10-22 2019-10-22 N N N 0.0201 61998238.58 61998238.58 0.0111 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2020-01-23 2020-01-23 N N N 0.0206 999736.34 999736.34 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-02-25 2020-02-25 N N N 0.0204 5998534.50 5998534.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130AGCL7 2549001DPIFGXC1TOL40 US3130AGCL75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2019-11-25 2019-11-25 N N N 0.0200 14999098.80 14999098.80 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-28 2020-01-28 2020-01-28 N N N 0.0206 1999445.08 1999445.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.98% to 2.10% 313384PU7 2549001DPIFGXC1TOL40 US313384PU75 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0189 22931536.59 22931536.59 0.0041 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.98% 313384PZ6 2549001DPIFGXC1TOL40 US313384PZ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0188 7974235.52 7974235.52 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2020-01-10 2020-01-10 N N N 0.0206 8998147.89 8998147.89 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AE2F6 2549001DPIFGXC1TOL40 US3130AE2F68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0203 999981.59 999981.59 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.99% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-12-18 2019-12-18 N N N 0.0203 1999763.96 1999763.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AG6V2 2549001DPIFGXC1TOL40 US3130AG6V28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0201 9999878.00 9999878.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2020-04-16 2020-04-16 N N N 0.0205 999722.77 999722.77 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2020-04-16 2020-04-16 N N N 0.0205 5998175.16 5998175.16 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-03-17 2020-03-17 N N N 0.0205 1999509.36 1999509.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-04-17 2020-04-17 N N N 0.0205 4998604.10 4998604.10 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFL96 2549001DPIFGXC1TOL40 US3130AFL961 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-19 2019-11-19 2019-11-19 N N N 0.0204 14998771.95 14998771.95 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFX85 2549001DPIFGXC1TOL40 US3130AFX859 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-21 2019-11-21 2019-11-21 N N N 0.0203 25998193.78 25998193.78 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-01-24 2020-01-24 N N N 0.0205 1999655.62 1999655.62 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-01-24 2020-01-24 N N N 0.0208 42987910.12 42987910.12 0.0077 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-01-24 2020-01-24 N N N 0.0205 3999311.24 3999311.24 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AGCS2 2549001DPIFGXC1TOL40 US3130AGCS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2019-11-29 2019-11-29 N N N 0.0203 9999351.60 9999351.60 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AGDD4 2549001DPIFGXC1TOL40 US3130AGDD41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2019-11-29 2019-11-29 N N N 0.0203 11999221.92 11999221.92 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2020-02-07 2020-02-07 N N N 0.0202 2999758.83 2999758.83 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.00% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-07 2020-02-07 2020-02-07 N N N 0.0202 5999517.66 5999517.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2020-01-02 2020-01-02 N N N 0.0210 1999496.02 1999496.02 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2020-01-02 2020-01-02 N N N 0.0214 999632.43 999632.43 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2020-01-02 2020-01-02 N N N 0.0210 999748.01 999748.01 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2020-01-02 2020-01-02 N N N 0.0211 5998350.30 5998350.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2020-01-02 2020-01-02 N N N 0.0210 999748.01 999748.01 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGEP6 2549001DPIFGXC1TOL40 US3130AGEP61 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2019-11-07 2019-11-07 N N N 0.0203 25999216.62 25999216.62 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGEQ4 2549001DPIFGXC1TOL40 US3130AGEQ45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2019-11-07 2019-11-07 N N N 0.0203 2999909.61 2999909.61 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGEN1 2549001DPIFGXC1TOL40 US3130AGEN14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2019-11-07 2019-11-07 N N N 0.0203 6999789.09 6999789.09 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGEV3 2549001DPIFGXC1TOL40 US3130AGEV30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-08 2019-11-08 2019-11-08 N N N 0.0203 1999938.00 1999938.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2020-05-11 2020-05-11 N N N 0.0213 3997029.92 3997029.92 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2020-05-11 2020-05-11 N N N 0.0213 11991089.64 11991089.64 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2020-08-12 2020-08-12 N N N 0.0216 27964420.68 27964420.68 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2019-12-12 2019-12-12 N N N 0.0203 17999108.64 17999108.64 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2020-06-15 2020-06-15 N N N 0.0206 999667.37 999667.37 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AFYG6 2549001DPIFGXC1TOL40 US3130AFYG69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-21 2019-11-21 2019-11-21 N N N 0.0203 13999318.34 13999318.34 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGCB9 2549001DPIFGXC1TOL40 US3130AGCB93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-22 2019-11-22 2019-11-22 N N N 0.0203 18998921.56 18998921.56 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.01% 3130AGCT0 2549001DPIFGXC1TOL40 US3130AGCT02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-26 2019-11-26 2019-11-26 N N N 0.0203 5999625.30 5999625.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-02-07 2020-02-07 N N N 0.0206 2999529.00 2999529.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-08 2020-05-08 2020-05-08 N N N 0.0207 18994461.88 18994461.88 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2020-02-10 2020-02-10 N N N 0.0206 30995014.58 30995014.58 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2020-02-11 2020-02-11 N N N 0.0206 8998379.55 8998379.55 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2020-05-12 2020-05-12 N N N 0.0207 11996407.32 11996407.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-13 2020-04-13 2020-04-13 N N N 0.0206 13996553.20 13996553.20 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2020-01-15 2020-01-15 N N N 0.0204 19998267.00 19998267.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2020-07-15 2020-07-15 N N N 0.0204 2999506.38 2999506.38 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2020-07-17 2020-07-17 N N N 0.0203 6998823.51 6998823.51 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2020-03-20 2020-03-20 N N N 0.0207 16996545.60 16996545.60 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2020-03-20 2020-03-20 N N N 0.0207 15996748.80 15996748.80 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2020-04-20 2020-04-20 N N N 0.0207 1999426.94 1999426.94 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-03-24 2020-03-24 N N N 0.0206 17996200.38 17996200.38 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-03-25 2020-03-25 N N N 0.0204 12998755.25 12998755.25 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-03-25 2020-03-25 N N N 0.0204 12998750.96 12998750.96 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-28 2020-07-28 2020-07-28 N N N 0.0206 2999189.67 2999189.67 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.02% 313384NZ8 2549001DPIFGXC1TOL40 US313384NZ80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-08 2019-11-08 2019-11-08 N N N 0.0188 12974202.28 12974202.28 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-12-04 2019-12-04 N N N 0.0208 2999681.40 2999681.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-12-04 2019-12-04 N N N 0.0208 11998725.60 11998725.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-08-07 2020-08-07 N N N 0.0206 2999382.69 2999382.69 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-08-07 2020-08-07 N N N 0.0206 4998760.65 4998760.65 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-07-07 2020-07-07 N N N 0.0208 6997620.77 6997620.77 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-07 2020-08-07 2020-08-07 N N N 0.0206 7998353.84 7998353.84 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-08 2020-08-07 2020-08-07 N N N 0.0206 1999588.46 1999588.46 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-08 2020-07-08 2020-07-08 N N N 0.0208 6997606.56 6997606.56 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AG6W0 2549001DPIFGXC1TOL40 US3130AG6W01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0204 6999937.77 6999937.77 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-12 2020-02-12 2020-02-12 N N N 0.0205 12998571.30 12998571.30 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2020-11-16 2020-11-16 N N N 0.0206 9996729.20 9996729.20 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-20 2020-05-20 2020-05-20 N N N 0.0207 12996312.81 12996312.81 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2020-03-23 2020-03-23 N N N 0.0207 6998533.99 6998533.99 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 313384NJ4 2549001DPIFGXC1TOL40 US313384NJ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2019-10-24 2019-10-24 N N N 0.0183 13983184.46 13983184.46 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-06-24 2020-06-24 N N N 0.0207 1999370.80 1999370.80 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-08-24 2020-08-24 N N N 0.0205 9997604.40 9997604.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2019-10-25 2019-10-25 N N N 0.0184 41947360.14 41947360.14 0.0075 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-26 2020-05-26 2020-05-26 N N N 0.0208 999705.20 999705.20 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-03-27 2020-03-27 N N N 0.0208 9997851.50 9997851.50 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-28 2020-07-28 2020-07-28 N N N 0.0206 5998625.40 5998625.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-28 2020-08-28 2020-08-28 N N N 0.0206 25993564.22 25993564.22 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.03% 313384NN5 2549001DPIFGXC1TOL40 US313384NN50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-28 2019-10-28 2019-10-28 N N N 0.0185 31954880.00 31954880.00 0.0057 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.03% to 2.12% 313384NP0 2549001DPIFGXC1TOL40 US313384NP09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-29 2019-10-29 2019-10-29 N N N 0.0185 47929813.44 47929813.44 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.03% to 2.40% 313384NQ8 2549001DPIFGXC1TOL40 US313384NQ81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-30 2019-10-30 2019-10-30 N N N 0.0185 50822915.00 50822915.00 0.0091 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.03% to 2.10% 313384NS4 2549001DPIFGXC1TOL40 US313384NS48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0186 12978954.43 12978954.43 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AFHF7 2549001DPIFGXC1TOL40 US3130AFHF79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0205 5999990.04 5999990.04 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2020-11-09 2020-11-09 N N N 0.0207 1999379.86 1999379.86 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2020-11-09 2020-11-09 N N N 0.0207 999689.93 999689.93 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2020-11-09 2020-11-09 N N N 0.0207 6997829.51 6997829.51 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-21 2020-08-21 2020-08-21 N N N 0.0206 11997199.56 11997199.56 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-11-24 2020-11-24 N N N 0.0206 25994103.46 25994103.46 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-24 2020-08-24 2020-08-24 N N N 0.0206 5998932.78 5998932.78 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.04% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-26 2020-08-26 2020-08-26 N N N 0.0206 3999022.32 3999022.32 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-01-03 2020-01-03 N N N 0.0210 11998012.08 11998012.08 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-03-27 2020-03-27 N N N 0.0207 2999710.98 2999710.98 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-03-27 2020-03-27 N N N 0.0207 4999518.30 4999518.30 0.0009 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 0.0186 14008487.08 14008487.08 0.0025 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 0.0186 14008495.76 14008495.76 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-12-02 2019-12-02 N N N 0.0209 5999587.98 5999587.98 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-12-02 2019-12-02 N N N 0.0209 5999587.98 5999587.98 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 313384RV3 2549001DPIFGXC1TOL40 US313384RV31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0188 6961869.46 6961869.46 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.06% 3130AH2S1 2549001DPIFGXC1TOL40 US3130AH2S17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-16 2020-09-16 2020-09-16 N N N 0.0204 19000540.74 19000540.74 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-02-28 2020-02-28 N N N 0.0212 3999155.84 3999155.84 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.07% 313384RH4 2549001DPIFGXC1TOL40 US313384RH47 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0188 6966186.08 6966186.08 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-05-01 2020-05-01 N N N 0.0208 25000000.00 25000000.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-04-03 2020-04-03 N N N 0.0213 15996369.60 15996369.60 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-04-03 2020-04-03 N N N 0.0213 5998638.60 5998638.60 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.08% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-04-03 2020-04-03 N N N 0.0213 2999319.30 2999319.30 0.0005 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 0.0182 7002705.50 7002705.50 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-06-01 2020-06-01 N N N 0.0213 27991428.64 27991428.64 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-09-01 2020-09-01 N N N 0.0212 1999487.94 1999487.94 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-06-03 2020-06-03 N N N 0.0213 1999382.48 1999382.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-06-03 2020-06-03 N N N 0.0213 2999073.72 2999073.72 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-06-03 2020-06-03 N N N 0.0213 9996912.40 9996912.40 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-03 2020-06-03 2020-06-03 N N N 0.0213 999691.24 999691.24 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PD5 2549001DPIFGXC1TOL40 US313384PD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0188 3991226.68 3991226.68 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 313384PE3 2549001DPIFGXC1TOL40 US313384PE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-13 2019-11-13 2019-11-13 N N N 0.0188 14966316.60 14966316.60 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.09% 3130AGX34 2549001DPIFGXC1TOL40 US3130AGX345 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-20 2020-08-20 2020-08-20 N N N 0.0218 19985682.60 19985682.60 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2020-03-23 2020-03-23 N N N 0.0212 18998189.49 18998189.49 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-03-25 2020-03-25 N N N 0.0212 5999421.66 5999421.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-25 2020-03-25 2020-03-25 N N N 0.0212 5999422.14 5999422.14 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-26 2020-03-26 2020-03-26 N N N 0.0212 5999329.74 5999329.74 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-27 2020-03-27 2020-03-27 N N N 0.0212 12998740.82 12998740.82 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.10% 313384NV7 2549001DPIFGXC1TOL40 US313384NV76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-04 2019-11-04 2019-11-04 N N N 0.0187 10980468.84 10980468.84 0.0020 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.10% to 2.11% 313384PT0 2549001DPIFGXC1TOL40 US313384PT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-26 2019-11-26 2019-11-26 N N N 0.0189 19941511.20 19941511.20 0.0036 N N Y 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 0.0180 10004693.80 10004693.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 313384NH8 2549001DPIFGXC1TOL40 US313384NH82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-23 2019-10-23 2019-10-23 N N N 0.0183 30964384.41 30964384.41 0.0055 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.11% 3130AGWT8 2549001DPIFGXC1TOL40 US3130AGWT81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-08-14 2020-08-14 2020-08-14 N N N 0.0220 22984866.46 22984866.46 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.12% to 2.43% 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0181 57948508.76 57948508.76 0.0104 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NR6 2549001DPIFGXC1TOL40 US313384NR64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0186 13978066.62 13978066.62 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.12% 313384NX3 2549001DPIFGXC1TOL40 US313384NX33 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-06 2019-11-06 2019-11-06 N N N 0.0187 5988720.00 5988720.00 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 313384MU0 2549001DPIFGXC1TOL40 US313384MU03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-10 2019-10-10 2019-10-10 N N N 0.0172 13993420.00 13993420.00 0.0025 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.13% to 2.47% 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0179 17986840.02 17986840.02 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.13% 3130AGFS9 2549001DPIFGXC1TOL40 US3130AGFS91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-11-01 2019-11-01 2019-11-01 N N N 0.0205 10000582.30 10000582.30 0.0018 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 22000735.02 22000735.02 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.15% to 2.44% 313384NA3 2549001DPIFGXC1TOL40 US313384NA30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-16 2019-10-16 2019-10-16 N N N 0.0179 3996866.68 3996866.68 0.0007 N N Y 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 0.0184 2000528.96 2000528.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.16% to 2.42% 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0096 16749125.32 16749125.32 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.17% 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-11 2019-10-11 2019-10-11 N N N 0.0174 2998433.34 2998433.34 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.19% 313384MN6 2549001DPIFGXC1TOL40 US313384MN69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0143 11998119.96 11998119.96 0.0021 N N Y 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 0.0186 19002144.34 19002144.34 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.25% 3130AGMH5 2549001DPIFGXC1TOL40 US3130AGMH53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0185 14002157.54 14002157.54 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 0.0229 6998917.38 6998917.38 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.40% 313384NB1 2549001DPIFGXC1TOL40 US313384NB13 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-17 2019-10-17 2019-10-17 N N N 0.0180 2997493.32 2997493.32 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.40% to 2.43% 313384NG0 2549001DPIFGXC1TOL40 US313384NG00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-22 2019-10-22 2019-10-22 N N N 0.0183 17980259.94 17980259.94 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 2.43% 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-09 2019-10-09 2019-10-09 N N N 0.0170 6747179.99 6747179.99 0.0012 N N Y N Freddie Mac Freddie Mac, 1.84% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-02-06 2020-02-06 N N N 0.0181 13001344.33 13001344.33 0.0023 N N N N Freddie Mac Freddie Mac, 1.85% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-09-08 2020-09-08 N N N 0.0182 27006480.81 27006480.81 0.0048 N N N N Freddie Mac Freddie Mac, 1.85% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-05-08 2020-05-08 N N N 0.0184 14001011.50 14001011.50 0.0025 N N N N Freddie Mac Freddie Mac, 1.85% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-09-09 2020-09-09 N N N 0.0182 26006242.60 26006242.60 0.0047 N N N N Freddie Mac Freddie Mac, 1.86% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-05-06 2020-05-06 N N N 0.0184 26003458.78 26003458.78 0.0047 N N N N Freddie Mac Freddie Mac, 1.86% 3134GTUZ4 S6XOOCT0IEG5ABCC6L87 US3134GTUZ49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-10-01 2020-12-14 2020-12-14 N N N 0.0183 40013034.80 40013034.80 0.0072 N N N N Freddie Mac Freddie Mac, 1.88% 313396RX3 S6XOOCT0IEG5ABCC6L87 US313396RX35 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0188 10938950.00 10938950.00 0.0020 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 0.0188 6672853.81 6672853.81 0.0012 N N N N Freddie Mac Freddie Mac, 2.11% 3134GTHC0 S6XOOCT0IEG5ABCC6L87 US3134GTHC01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0210 1000165.17 1000165.17 0.0002 N N N N Barclays Bank PLC Barclays Bank PLC, 2.35% G5GSEF7VJP5I7OUK5573 FBB568000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2024-05-15 2.5 - 2.75 87549300.00 91805998.11 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 90000000.00 90000000.00 0.0161 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 2024-09-30 2024-09-30 1.5 - 1.5 5213000.00 5199152.97 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0247 5000000.00 5000000.00 0.0009 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.97% 3Y4U8VZURTYWI1W2K376 FBB620000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2022-03-15 2.375 - 2.375 6025000.00 6145748.28 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-15 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.98% 3Y4U8VZURTYWI1W2K376 FAJ406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2043-08-15 1.875 - 3.625 3040000.00 3063293.90 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-25 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 3000000.00 3000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.00% 3Y4U8VZURTYWI1W2K376 FAJ437000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-31 2043-08-15 1.875 - 3.625 3040000.00 3063293.90 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 3000000.00 3000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.00% 3Y4U8VZURTYWI1W2K376 FAJ928000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2027-02-15 2.25 - 2.25 5880000.00 6153787.50 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.06% 3Y4U8VZURTYWI1W2K376 FAC732000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2043-08-15 1.875 - 3.625 6095000.00 6151076.34 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0204 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.07% 3Y4U8VZURTYWI1W2K376 EJH016000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-11-15 2043-08-15 2 - 3.625 6000000.00 6226640.63 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.08% 3Y4U8VZURTYWI1W2K376 EJG539000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-15 2021-08-15 2.125 - 2.125 6085000.00 6149653.43 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 4 N N/A N/A N N 0.0206 6000000.00 6000000.00 0.0011 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.10% 3Y4U8VZURTYWI1W2K376 EJI335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2043-08-15 2 - 3.625 6060000.00 6156471.88 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 1 N N/A N/A N N 0.0208 6000000.00 6000000.00 0.0011 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.97% R0MUWSFPU8MPRO8K5P83 FAI917000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2041-11-15 0 - 4.375 20739700.00 21429431.68 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0195 21000000.00 21000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 EJF572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2046-08-15 0 - 4.25 6740300.00 7156743.99 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 7000000.00 7000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAH663000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2046-11-15 0 - 6.875 65281000.00 69436806.96 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 68000000.00 68000000.00 0.0122 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAG068000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2049-02-15 2.25 - 4.625 13170200.00 13271863.48 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 13000000.00 13000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAC033000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2040-05-15 0 - 4.625 12006300.00 12257712.98 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 12000000.00 12000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.00% R0MUWSFPU8MPRO8K5P83 FAF415000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-15 2040-05-15 2.125 - 4.625 14534900.00 15315449.72 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 15000000.00 15000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAC494000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2045-05-15 0 - 7.625 28417000.00 31873594.84 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 31000000.00 31000000.00 0.0055 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAI441000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2045-11-15 0 - 3.125 12257600.00 14412619.77 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 14000000.00 14000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAG067000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2028-11-15 1.25 - 3.125 12983300.00 13271126.16 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 13000000.00 13000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 EJJ154000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-05-15 2038-02-15 1.625 - 4.375 5999100.00 6131276.10 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-29 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 6000000.00 6000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAD130000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2045-05-15 0 - 7.625 4932100.00 6165271.37 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 6000000.00 6000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.03% R0MUWSFPU8MPRO8K5P83 EJH904000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2048-05-15 0 - 3.125 11055300.00 12332088.19 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 12000000.00 12000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.03% R0MUWSFPU8MPRO8K5P83 EJH455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2041-11-15 1.875 - 3.125 16940600.00 17375271.48 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-25 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 17000000.00 17000000.00 0.0030 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.04% R0MUWSFPU8MPRO8K5P83 FAE862000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2046-08-15 1.125 - 6 44496700.00 44928887.59 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 44000000.00 44000000.00 0.0079 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.04% R0MUWSFPU8MPRO8K5P83 FAE174000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2048-05-15 0 - 7.5 10128700.00 12268058.17 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 12000000.00 12000000.00 0.0021 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 2021-09-30 2041-11-15 1.5 - 6.875 19199800.00 20493519.55 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0215 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 2019-11-07 2049-02-15 0 - 3.375 21315700.00 21526881.14 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 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 2019-11-07 2048-05-15 0 - 3.125 16053400.00 18568490.05 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 18000000.00 18000000.00 0.0032 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.21% R0MUWSFPU8MPRO8K5P83 EIH749000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2049-02-15 1.5 - 6 8158300.00 8190603.16 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0219 8000000.00 8000000.00 0.0014 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 2020-01-31 2048-11-15 1.375 - 8.125 11798600.00 12315695.28 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0219 12000000.00 12000000.00 0.0021 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.95% 549300HN4UKV1E2R3U73 FAH736000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-30 2022-06-30 1.75 - 1.75 6071200.00 6124007.30 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 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 0.0193 6000000.00 6000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.93% 2IGI19DL77OX0HC3ZE78 FBB074000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2044-02-15 2.375 - 3.75 8858100.00 9182009.09 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-31 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0191 9000000.00 9000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.95% 2IGI19DL77OX0HC3ZE78 FAH697000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2046-11-15 1.125 - 4.75 9912000.00 10206938.67 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 10000000.00 10000000.00 0.0018 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.96% 2IGI19DL77OX0HC3ZE78 FBA916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2022-05-15 1.875 - 2.5 9121200.00 9182055.58 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0194 9000000.00 9000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.04% 2IGI19DL77OX0HC3ZE78 EJJ989000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2046-11-15 1.125 - 2.875 8920000.00 9194830.50 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 9000000.00 9000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.05% 2IGI19DL77OX0HC3ZE78 EJJ987000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2046-11-15 1.125 - 2.875 4003000.00 4087091.78 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 4000000.00 4000000.00 0.0007 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.05% 2IGI19DL77OX0HC3ZE78 FAE868000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-30 2048-05-15 1.5 - 3.125 5779400.00 6126660.15 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 6000000.00 6000000.00 0.0011 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.07% 2IGI19DL77OX0HC3ZE78 EJG477000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2046-11-15 1.125 - 2.875 2928300.00 3067325.13 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0205 3000000.00 3000000.00 0.0005 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.05% 549300IMBXQ8SGH3HJ31 FBA351000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2029-05-15 1.5 - 2.375 11445300.00 12243569.80 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0203 12000000.00 12000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.05% 549300IMBXQ8SGH3HJ31 FBA896000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2025-06-30 1.25 - 2.875 11920500.00 12242838.33 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0203 12000000.00 12000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.25% 549300IMBXQ8SGH3HJ31 FAJ794000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-09-30 2024-07-31 1.5 - 1.75 25572000.00 25509585.74 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0223 25000000.00 25000000.00 0.0045 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.38% 549300IMBXQ8SGH3HJ31 FBB581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2029-08-15 1.375 - 3.125 67197600.00 68344552.49 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 67000000.00 67000000.00 0.0120 N Y Y N Credit AG Credit AG, 2.00% 1VUV7VQFKUOQSJ21A208 FAH777000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-11-15 2044-11-15 3 - 3 7846300.00 9276217.56 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 9000000.00 9000000.00 0.0016 N N Y N Credit AG Credit AG, 2.02% 1VUV7VQFKUOQSJ21A208 FAG139000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-11-15 2044-11-15 3 - 3 6103800.00 7216162.62 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 7000000.00 7000000.00 0.0013 N N Y N Credit AG Credit AG, 2.03% 1VUV7VQFKUOQSJ21A208 FAH781000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2044-11-15 2044-11-15 3 - 3 10461800.00 12368368.89 U.S. Treasuries (including strips) Y N/A N/A 2019-10-21 2019-10-21 2019-10-21 N N N 0.0201 12000000.00 12000000.00 0.0021 N N N Y Credit Agricole CIB Credit Agricole CIB, 2.06% 1VUV7VQFKUOQSJ21A208 FBA350000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 2.875 - 2.875 33994000.00 35709636.39 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0204 35000000.00 35000000.00 0.0063 N N Y N Credit Agricole CIB Credit Agricole CIB, 2.20% 1VUV7VQFKUOQSJ21A208 FBB635000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-05-15 2026-05-15 1.625 - 1.625 35483000.00 35732489.85 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0218 35000000.00 35000000.00 0.0063 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.19% 7LTWFZYICNSX8D621K86 FAJ879000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 11957600.00 12244522.61 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0217 12000000.00 12000000.00 0.0021 N N Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.38% 7LTWFZYICNSX8D621K86 FBB616000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-03-31 2024-03-31 2.125 - 2.125 32873500.00 33662299.63 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 33000000.00 33000000.00 0.0059 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 2.38% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2021-02-15 7.875 - 7.875 934400.00 1020111.34 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 1000000.00 1000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 2.35% 549300GKFG0RYRRQ1414 FBB599000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2026-11-15 2 - 2.125 23948400.00 24481686.80 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 24000000.00 24000000.00 0.0043 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 2.35% 549300H47WTHXPU08X20 FBB563000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2022-01-31 1.875 - 1.875 38425200.00 38760037.82 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 38000000.00 38000000.00 0.0068 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.14% 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 2026-02-28 0 - 2.5 18368800.00 19387004.34 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0212 19000000.00 19000000.00 0.0034 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.36% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2020-07-31 2.625 - 2.625 11154000.00 11272246.04 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0233 11000000.00 11000000.00 0.0020 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.35% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-07-31 2023-07-31 1.25 - 1.25 12385000.00 12259719.67 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 12000000.00 12000000.00 0.0021 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.85% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-15 2022-04-30 1.875 - 2.625 6050500.00 6137605.97 U.S. Treasuries (including strips) Y N/A N/A 2019-12-13 2019-12-13 2019-12-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 74 N N/A N/A N N 0.0184 6000000.00 6000000.00 0.0011 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.35% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-02-15 2024-05-15 2 - 2.5 7768800.00 8160533.38 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 8000000.00 8000000.00 0.0014 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.35% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-31 2021-07-31 0 - 2.134 13245900.00 13260917.27 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0232 13000000.00 13000000.00 0.0023 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.03% 213800MBWEIJDM5CU638 EJJ183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-10-31 2026-02-15 1.375 - 2.875 4906700.00 5151227.84 U.S. Treasuries (including strips) Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0201 5000000.00 5000000.00 0.0009 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 2.06% 213800MBWEIJDM5CU638 FAG123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2026-05-15 1.625 - 1.75 6088600.00 6137392.00 U.S. Treasuries (including strips) Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0204 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.00% H7FNTJ4851HG0EXQ1Z70 FAH159000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 1612900.00 2052919.28 U.S. Treasuries (including strips) Y N/A N/A 2019-11-20 2019-11-20 2019-11-20 N N N 0.0199 2000000.00 2000000.00 0.0004 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.04% H7FNTJ4851HG0EXQ1Z70 FAJ442000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 4572600.00 6138576.13 U.S. Treasuries (including strips) Y N/A N/A 2019-10-25 2019-10-25 2019-10-25 N N N 0.0202 6000000.00 6000000.00 0.0011 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.05% H7FNTJ4851HG0EXQ1Z70 FAE931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-15 6 - 6.75 2310900.00 3100780.44 U.S. Treasuries (including strips) Y N/A N/A 2019-10-15 2019-10-15 2019-10-15 N N N 0.0203 3000000.00 3000000.00 0.0005 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 2.05% H7FNTJ4851HG0EXQ1Z70 FAJ942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 4812400.00 6125282.88 U.S. Treasuries (including strips) Y N/A N/A 2019-10-28 2019-10-28 2019-10-28 N N N 0.0203 6000000.00 6000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.10% K5HU16E3LMSVCCJJJ255 FAH708000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-05 2044-02-15 0 - 4.25 2332200.00 3092161.17 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-18 Y MUFG SECS AMERS INC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0208 3000000.00 3000000.00 0.0005 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.05% 549300Y1PMK3RWXMWR72 FBA911000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2045-05-15 1.125 - 3 9168700.00 9182143.70 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0203 9000000.00 9000000.00 0.0016 N N Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.07% 549300Y1PMK3RWXMWR72 FAJ449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2039-08-15 1.125 - 4.5 4961400.00 5102118.18 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0205 5000000.00 5000000.00 0.0009 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.08% 549300Y1PMK3RWXMWR72 FBA367000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-01-31 2024-01-31 2.5 - 2.5 1957100.00 2040607.54 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0206 2000000.00 2000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.96% U7M81AY481YLIOR75625 FAJ057000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-01-31 2025-01-31 2.5 - 2.5 8774600.00 9220900.92 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-30 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 9000000.00 9000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.00% U7M81AY481YLIOR75625 FAJ054000 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 7002000.00 7159545.00 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 7000000.00 7000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.04% U7M81AY481YLIOR75625 FAF544000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2028-02-15 2 - 2.75 3814500.00 4152819.00 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 4000000.00 4000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.05% U7M81AY481YLIOR75625 FAH790000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2023-11-30 2.875 - 2.875 4826800.00 5126463.83 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.06% U7M81AY481YLIOR75625 FAB100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2022-07-31 2 - 2.375 8014000.00 8177613.81 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0204 8000000.00 8000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.06% U7M81AY481YLIOR75625 FBA469000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-07-31 2024-07-31 2.125 - 2.125 14909300.00 15343867.61 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0204 15000000.00 15000000.00 0.0027 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.06% U7M81AY481YLIOR75625 FAJ507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-10-31 2 - 2.875 8659700.00 9208454.47 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0204 9000000.00 9000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.07% U7M81AY481YLIOR75625 EJG541000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-03-31 2023-08-15 1.375 - 2.5 18373500.00 18398440.06 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0205 18000000.00 18000000.00 0.0032 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.08% U7M81AY481YLIOR75625 FBA468000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2025-05-15 2.125 - 2.125 8887500.00 9211060.55 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0206 9000000.00 9000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.08% U7M81AY481YLIOR75625 FAJ502000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-15 2022-07-31 2 - 2 5077000.00 5111813.60 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0206 5000000.00 5000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.09% U7M81AY481YLIOR75625 EJE591000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2022-07-31 2 - 2.375 4914200.00 5014503.08 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0207 4900000.00 4900000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.40% U7M81AY481YLIOR75625 FBB615000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2028-08-15 2046-02-15 2.5 - 2.875 10319400.00 11269507.46 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 11000000.00 11000000.00 0.0020 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 FBB187000 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 1.5 - 1.5 8184500.00 8164038.75 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0252 8000000.00 8000000.00 0.0014 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 2.55% U7M81AY481YLIOR75625 FBB171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-15 2023-08-31 2.75 - 8.5 11754800.00 12245402.27 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0252 12000000.00 12000000.00 0.0021 N Y Y N Natixis SA Natixis SA, 2.06% KX1WK48MPD4Y2NCUIZ63 FAC529000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-17 2040-08-15 0 - 8.125 32016000.00 34830946.52 U.S. Treasuries (including strips) Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 Y NATIXIS SA (GOV REPO) 1.0000 4 N N/A N/A N N 0.0204 34000000.00 34000000.00 0.0061 N N Y N Natixis SA Natixis SA, 2.11% KX1WK48MPD4Y2NCUIZ63 EJA746000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-17 2046-05-15 0 - 8.125 9617200.00 11365355.09 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0209 11000000.00 11000000.00 0.0020 N N 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 2019-10-17 2047-11-15 0 - 8.125 5504900.00 6196611.33 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-18 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0217 6000000.00 6000000.00 0.0011 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.00% OXTKY6Q8X53C9ILVV871 FBA360000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-02-15 0 - 4.5 58849200.00 63431164.56 U.S. Treasuries (including strips) Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0198 62000000.00 62000000.00 0.0111 N N Y N Norinchukin Bank Norinchukin Bank, 2.03% 5493007VSMFZCPV1NB83 FAJ450000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2020-11-15 2.625 - 2.625 6008500.00 6122098.20 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0202 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAB991000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-11-15 2026-11-15 2 - 2 8901200.00 9193270.62 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0206 9000000.00 9000000.00 0.0016 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAD181000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-08-15 1.5 - 3.625 6166300.00 6127399.42 U.S. Treasuries (including strips) Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0206 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.07% 5493007VSMFZCPV1NB83 FAH123000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 3.625 - 3.625 6058200.00 6124224.86 U.S. Treasuries (including strips) Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0206 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.09% 5493007VSMFZCPV1NB83 EJF581000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-08-15 1.5 - 3.625 6173600.00 6134654.95 U.S. Treasuries (including strips) Y N/A N/A 2019-11-22 2019-11-22 2019-11-22 N N N 0.0207 6000000.00 6000000.00 0.0011 N N N Y Norinchukin Bank Norinchukin Bank, 2.10% 5493007VSMFZCPV1NB83 EJE488000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 3011200.00 3068057.31 U.S. Treasuries (including strips) Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0208 3000000.00 3000000.00 0.0005 N N N Y 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-11-15 2 - 3.625 6080100.00 6148147.34 U.S. Treasuries (including strips) Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0224 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 UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2026-11-15 2 - 3.625 2027100.00 2049786.07 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 RBC Dominion Securities RBC Dominion Securities, 1.90% 549300QJJX6CVVUXLE15 FAJ017000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-11-15 0 - 2.875 5517400.00 6175119.31 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.90% 549300QJJX6CVVUXLE15 FAI916000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2038-05-15 1.125 - 6.125 12106200.00 12245225.53 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0188 12000000.00 12000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.95% 549300QJJX6CVVUXLE15 FAH668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2046-11-15 0 - 6.5 10373600.00 12248870.55 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 12000000.00 12000000.00 0.0021 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.98% 549300QJJX6CVVUXLE15 FAJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2024-02-29 0 - 2.875 17280300.00 18367130.15 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0196 18000000.00 18000000.00 0.0032 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.00% 549300QJJX6CVVUXLE15 EJE479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-11-15 0 - 6.125 6121000.00 6135871.45 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.00% 549300QJJX6CVVUXLE15 EJE480000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-02-15 0 - 6.125 6082000.00 6135703.76 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD672000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-11-15 0 - 4.625 6088200.00 6136193.13 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD664000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2045-02-15 0 - 6.125 6008700.00 6140422.91 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.01% 549300QJJX6CVVUXLE15 EJD750000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-11-15 0 - 6.125 9054600.00 9204212.24 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 9000000.00 9000000.00 0.0016 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAE870000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2046-05-15 0 - 3.5 6725200.00 7200294.27 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-29 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 7000000.00 7000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAI451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2038-05-15 1.375 - 6.125 5986300.00 6123789.81 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-25 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAE170000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2044-08-15 1.375 - 4.75 4192500.00 6186492.96 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAE172000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2041-02-15 1.375 - 4.75 4192400.00 6186482.45 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAI448000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-02-15 0 - 6.125 6075400.00 6123868.65 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAG066000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-11-15 0 - 6.5 12963100.00 13271205.47 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 13000000.00 13000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAE880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2046-05-15 0 - 6.125 5880400.00 6149873.43 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.02% 549300QJJX6CVVUXLE15 FAI449000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2040-02-15 0 - 6.125 5908100.00 6123845.88 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAF427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2043-11-15 0 - 8.75 4674900.00 6185916.38 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAD304000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2044-11-15 1.125 - 6.125 3005500.00 3063680.45 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 3000000.00 3000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAF429000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2045-08-15 1.375 - 6.5 4992500.00 6185184.30 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-08 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAD306000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2044-11-15 0 - 8.75 2328200.00 3085490.33 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 3000000.00 3000000.00 0.0005 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.04% 549300QJJX6CVVUXLE15 FAD634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2027-11-15 0 - 6.125 5911200.00 6127001.41 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 6000000.00 6000000.00 0.0011 N N Y N RBC Dominion Securities RBC Dominion Securities, 2.14% 549300QJJX6CVVUXLE15 FAJ833000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2027-11-15 0 - 6.125 10932800.00 11224091.62 U.S. Treasuries (including strips) Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0212 11000000.00 11000000.00 0.0020 N N Y N RBC Financial Group RBC Financial Group, 1.96% ES7IP3U3RHIGC71XBU11 FAH704000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2025-11-15 1.125 - 6.25 17304600.00 17351355.34 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0194 17000000.00 17000000.00 0.0030 N N Y N RBS Securities, Inc. RBS Securities, Inc., 2.38% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-21 2020-05-21 N/A 18574600.00 18361233.57 U.S. Treasuries (including strips) Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 18000000.00 18000000.00 0.0032 N Y Y N Societe Generale Societe Generale, 2.05% O2RNE8IBXP4R0TD8PU41 FAC472000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2026-09-30 0 - 8 12253600.00 12257477.04 U.S. Treasuries (including strips) Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0203 12000000.00 12000000.00 0.0021 N N N Y Societe Generale Societe Generale, 2.10% O2RNE8IBXP4R0TD8PU41 FAC471000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2046-05-15 0 - 8 23474100.00 23494500.72 U.S. Treasuries (including strips) Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0208 23000000.00 23000000.00 0.0041 N N Y N Barclays Bank PLC Barclays Bank PLC, 2.00% G5GSEF7VJP5I7OUK5573 FBA609000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 3.5 - 3.5 38605881.00 34687706.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0198 34000000.00 34000000.00 0.0061 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.95% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-04-01 2049-09-01 4 - 4 4964570.00 5101105.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0193 5000000.00 5000000.00 0.0009 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 2.08% 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 2069-08-20 3.5 - 5.18 3933681.00 4046123.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-01-01 2049-10-01 2.16 - 4 41130.00 37313.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 1697.00 1749.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 3 N N/A N/A N N 0.0206 4000000.00 4000000.00 0.0007 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 2.08% 3Y4U8VZURTYWI1W2K376 FAC733000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-02-15 2048-05-15 2.25 - 3.125 330100.00 391232.61 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-08-02 2032-08-02 2.59 - 2.59 502000.00 519618.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2048-03-01 2.5 - 3.5 11504659.00 4977413.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-05-08 2020-05-08 1.5 - 1.5 500000.00 501535.83 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-09-20 2042-09-15 2.5 - 4.5 21139129.00 2765968.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-09-01 2031-09-01 2.52 - 2.52 1314.00 1350.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-30 2049-01-01 1.125 - 6.5 23513079.00 4123571.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0206 13000000.00 13000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.01% R0MUWSFPU8MPRO8K5P83 FAH689000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2039-11-15 0 - 3 26489416.02 21634559.67 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-12-20 2047-12-20 2.5 - 2.5 1000.00 486.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2030-11-15 6.625 - 6.625 5000.00 7430.23 Agency Debentures and Agency Strips Y N/A N/A 2019-10-07 2019-10-07 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 21000000.00 21000000.00 0.0038 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAI443000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2049-05-15 0 - 3.125 6243612.01 6930298.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2049-04-01 4 - 6.5 603074.00 311543.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 50000.00 51361.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-04-20 2049-08-20 2.744 - 4 2382462.00 2397707.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2048-07-01 1.625 - 4.5 2922893.00 2622817.51 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 12000000.00 12000000.00 0.0021 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.02% R0MUWSFPU8MPRO8K5P83 FAC499000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2046-11-15 0 - 3.125 8714053.94 6846615.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 30721.00 33485.81 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 1000.00 1033.76 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2022-12-09 2029-02-22 3.5 - 5.25 410000.00 459103.77 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2049-06-20 2.744 - 4.5 86423.00 77935.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2048-11-01 0 - 7 4815199.00 1836654.06 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 9000000.00 9000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.04% R0MUWSFPU8MPRO8K5P83 EJH908000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-11-07 2048-05-15 0 - 3 14289227.68 12513586.19 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 65000.00 66770.24 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-12-20 2049-06-20 2.744 - 4 524549.00 96980.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.935 - 3.935 1076.00 816.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2025-03-01 1.625 - 5.57 344915.00 345640.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 372569.00 382165.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-28 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0202 13000000.00 13000000.00 0.0023 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.05% R0MUWSFPU8MPRO8K5P83 FAD777000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 3 15118937.26 9813593.09 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2036-06-02 2036-06-02 3.13 - 3.13 2000.00 2020.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4 - 4 3215.00 2794.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2036-05-28 3.5 - 3.54 120000.00 123178.58 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2049-06-20 2.744 - 4.5 82875.00 84471.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2041-07-01 1.625 - 4.5 286769.00 279361.74 Agency Debentures and Agency Strips Y N/A N/A 2019-10-07 2019-10-07 2019-10-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0203 10000000.00 10000000.00 0.0018 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 2019-11-07 2048-02-15 0 - 3 22364428.51 13560903.85 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 2000.00 2067.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2044-07-15 2049-03-01 2.75 - 4 799040.00 716207.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2029-02-22 2029-02-22 3.5 - 3.5 60000.00 61634.07 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2049-06-20 2.744 - 4 74009.00 75374.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 49483.00 50757.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0216 14000000.00 14000000.00 0.0025 N N Y N BNP Paribas, SA BNP Paribas, SA, 2.22% R0MUWSFPU8MPRO8K5P83 EIH765000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-05-15 0 - 3.375 10755064.42 8518867.51 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2021-03-01 2021-03-01 2.5 - 2.5 4976000.00 5048420.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-04-15 2049-04-01 3 - 4 2443.00 1790.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-03-20 2049-06-20 2.744 - 4 18181.00 17970.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2048-10-01 0 - 6.625 13871741.00 827786.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0220 14000000.00 14000000.00 0.0025 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 2.38%, dated 9/30/2019 due 10/01/2019 VJW2DOOHGDT6PR0ZRO63 FBB785000_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 2023-07-01 2023-07-01 7.25 - 7.25 129.87 1.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 4870.00 10.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 16558.71 79.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 5454.40 12.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 13005.02 1272.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 11628.50 39.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2027-05-01 3 - 3 9740.00 2240.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 181.81 4.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 77.92 16.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-06-01 3 - 5 77357.91 76649.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 7943.42 85.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-02-01 2049-03-01 3.5 - 5 196650.35 167923.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-11-01 2039-07-01 5 - 5 2675.25 41.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 5 454.53 40.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-12-01 5 - 6.5 1221.01 40.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2038-05-01 5 - 6.5 5519.33 49.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-07-01 5 - 6.5 4826.18 72.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-08-01 2036-09-01 5 - 6 1036.39 29.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 324.67 25.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2035-08-01 5 - 7 835.94 20.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-06-01 5 - 5 1948.00 56.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2034-05-01 5 - 6.5 2233.71 40.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-10-01 5 - 6 2662.07 50.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 220.77 193.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 512.51 453.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 922.05 598.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2037-07-01 5 - 6 1896.05 45.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 32941.91 143.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3 - 3 163.45 127.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2049-10-01 3 - 4.5 1261539.73 1301134.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 3656.01 404.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-03-01 2047-03-01 3 - 3 324.67 282.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5 - 6.5 3714.19 157.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-09-20 2.5 - 10 4310154.14 3512393.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 394988.53 212596.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 12.99 2.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 624.18 315.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 39.86 21.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3.5 - 4.5 330538.13 342360.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 200189.47 37.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2030-03-01 5 - 5 612.88 60.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 78.02 43.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 116078.01 118578.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2042-11-01 3 - 6.5 28976.56 923.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-03-01 2033-03-01 3 - 3 20596.54 17550.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-03-01 3.5 - 5 922.05 513.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 181.81 111.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2048-10-01 3 - 5 8779.04 7272.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2037-09-01 5.5 - 5.5 4545.33 19.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 2117.57 556.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 27912.02 18438.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 15724.72 572.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2024-01-01 3 - 3 6346.16 1445.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-09-01 2032-06-01 3.5 - 3.5 24815.75 17425.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 23648.72 8737.37 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-10-03 2049-08-15 0 - 8.75 1636794.56 1659098.24 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-10-08 2024-09-13 0 - 5 1017635.20 1029367.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-04-01 2034-04-01 3 - 3.5 145462.73 146817.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-09-01 2030-09-01 3 - 3 77144.85 79502.45 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2019-10-30 2025-06-04 0 - 5.05 4620759.89 4637580.17 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-10-02 2049-05-01 0 - 7.5 2413190.18 1989739.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-25 2049-10-01 1.25 - 9.5 7403592.67 4517348.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 19480000.00 19480000.00 0.0035 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.95% 549300HN4UKV1E2R3U73 FBB649000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2068-05-20 2069-08-20 4.15 - 4.41 11372598.00 12240664.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-30 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 0.0193 12000000.00 12000000.00 0.0021 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.97% 549300HN4UKV1E2R3U73 FAH785000 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 2047-06-20 2047-06-20 4 - 4 39307322.00 26537415.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-22 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 0.0195 26000000.00 26000000.00 0.0047 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.96% 2IGI19DL77OX0HC3ZE78 FAH701000 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 2048-12-01 3 - 5 2447176.00 1256830.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2049-06-01 3 - 4.5 33409694.00 23239163.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0194 24000000.00 24000000.00 0.0043 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.01% 2IGI19DL77OX0HC3ZE78 FAG073000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2048-12-01 3.5 - 5 115090.00 115503.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-01-01 2048-04-01 3 - 4 8769758.00 8051330.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-11-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 8000000.00 8000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 2.03% 2IGI19DL77OX0HC3ZE78 FAG072000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2048-12-01 3.5 - 5 6471.00 3917.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2056-11-15 2056-11-15 3.45 - 3.45 2021062.00 2130498.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-07-01 3 - 4 5935724.00 6032485.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0201 8000000.00 8000000.00 0.0014 N N Y N Citibank NA Citibank NA, 2.09% 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 2021-07-15 2026-01-31 0.625 - 2.625 1904600.00 2028126.01 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2034-09-25 2034-09-25 2.53 - 2.53 8000.00 8034.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-05-01 2032-07-15 0 - 1.375 3000.00 2758.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2020-11-30 1.5 - 1.5 2000.00 2003.68 Agency Debentures and Agency Strips Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0207 2000000.00 2000000.00 0.0004 N Y Y N Citibank NA Citibank NA, 2.10% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2025-10-31 1.75 - 3 15014800.00 15278213.18 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2034-09-25 2034-09-25 2.53 - 2.53 28000.00 28121.19 Agency Debentures and Agency Strips Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0208 15000000.00 15000000.00 0.0027 N Y Y N Citibank NA In a joint trading account with Citibank NA at 2.38%, dated 9/30/2019 due 10/01/2019 E57ODZWZ7FF32TWEFA76 FBB785000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 23143.52 170.50 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2019-10-15 2030-04-15 0 - 8.875 207651.36 169047.95 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-10-10 2048-02-15 0 - 8.125 7739649.67 8338103.03 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-09-25 2034-09-25 2.018 - 2.95 85786.32 85817.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 7367.76 748.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-11-15 2043-06-22 0 - 5.5 517269.02 543663.14 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-03-01 2045-12-01 0 - 10 649900.57 257279.89 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-08-20 2.5 - 6.5 249325.81 89282.47 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2021-02-03 2021-02-03 2.209 - 2.209 136828.34 137174.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 185.29 1.28 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2060-09-15 0 - 4.875 47902.18 57494.19 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-25 2048-12-01 1.375 - 8 332269.49 335821.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 9812000.00 9812000.00 0.0018 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 2.39% 7LTWFZYICNSX8D621K86 FBB613000 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 6036684.00 6180410.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0236 6000000.00 6000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.93% FOR8UP27PHTHYVLBNG30 0000769993 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 2027-01-01 2049-04-01 3.435 - 6 29350796.00 13140371.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-10-20 2048-10-20 4.5 - 4.5 8126464.00 6477710.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-07-01 2049-02-01 2.5 - 7.5 18518243.00 6909026.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0191 26000000.00 26000000.00 0.0047 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 2.15% FOR8UP27PHTHYVLBNG30 0000769993 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 2026-09-01 2026-09-01 3 - 3 800000.00 155257.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2046-12-01 2.5 - 6.5 19977189.00 4225940.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2027-10-01 3 - 3 10404208.00 4153732.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-03-01 2049-03-01 4 - 4 13449216.00 11872380.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0213 20000000.00 20000000.00 0.0036 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 2.38%, dated 9/30/2019 due 10/01/2019 CYYGQCGNHMHPSMRL3R97 FBB785000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-07-01 2049-08-01 3 - 6.5 13892451.26 7506674.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 7359000.00 7359000.00 0.0013 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.05% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-07-01 2049-06-01 3.5 - 5 7071550.00 3060697.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0203 3000000.00 3000000.00 0.0005 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 2.15% 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 2038-09-01 2038-09-01 3.88 - 3.88 999999.00 1113288.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-01-01 2049-05-01 2.5 - 5 42892501.00 15212559.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0213 16000000.00 16000000.00 0.0029 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.00% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-06-01 4 - 4 7524135.00 7153090.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0199 7000000.00 7000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.05% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 2990758.00 3062614.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-16 2019-10-16 2019-10-16 N N N 0.0203 3000000.00 3000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.05% 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 2042-12-01 2042-12-01 3.5 - 3.5 2429452.00 1020638.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-21 2019-10-21 2019-10-21 N N N 0.0203 1000000.00 1000000.00 0.0002 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.06% 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 2033-07-01 2033-07-01 4 - 4 3589886.00 3062276.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0204 3000000.00 3000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.08% 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 2044-12-01 2044-12-01 3.5 - 3.5 3239021.00 3067425.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-18 2019-10-18 2019-10-18 N N N 0.0206 3000000.00 3000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.10% 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 2042-12-01 2044-12-01 3.5 - 3.5 2317473.00 2040833.02 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0208 2000000.00 2000000.00 0.0004 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 2.10% 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 2046-03-01 2046-03-01 4 - 4 7413003.00 5108032.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0208 5000000.00 5000000.00 0.0009 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.10% 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 2046-03-01 3 - 4 10908524.00 5108032.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0208 5000000.00 5000000.00 0.0009 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 2.10% 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 2044-09-01 3 - 4 12491540.00 5104165.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0209 5000000.00 5000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 2.10% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2044-09-01 4 - 4.5 14172290.00 5104165.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0209 5000000.00 5000000.00 0.0009 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 HOME LOAN MORTGAGE CORP 2047-06-01 2048-11-01 4 - 4 7830148.00 7177861.95 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-10-07 N N N 0.0227 7000000.00 7000000.00 0.0013 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 HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4.5 - 4.5 13633643.00 4101896.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-08 2019-10-08 2019-10-08 N N N 0.0227 4000000.00 4000000.00 0.0007 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 2.38%, dated 9/30/2019 due 10/01/2019 KBVRJ5K57JZ3E2AVWX40 FBB785000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 5 16553.81 17772.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.17 - 3.53 21466.08 23489.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 12947.09 13717.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 512.98 574.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 32.20 33.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2049-04-01 3 - 4.5 1220773.73 919078.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2058-05-01 2.895 - 6 5303731.20 3686019.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 4569000.00 4569000.00 0.0008 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 2.15% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-05-01 2023-05-01 2.473 - 2.473 160000.00 161485.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-11-01 2046-11-01 4.5 - 4.5 159000.00 102031.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 3.5 - 3.5 3454381.00 3096146.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-04-01 2049-10-01 2.5 - 4 3444097.00 1742163.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0213 5000000.00 5000000.00 0.0009 N N Y N J.P. Morgan Securities, LLC In a joint trading account with J.P. Morgan Securities, LLC at 2.38%, dated 9/30/2019 due 10/01/2019 ZBUT11V806EZRVTWT807 FBB785000_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 2020-08-31 2024-12-31 1.25 - 2.875 15180822.63 15735901.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 6 - 6 79150.17 564.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-02-01 2027-08-01 5 - 6 52290.67 1525.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-25 2049-09-25 2.75 - 4 28315.44 25010.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2054-09-15 2 - 7.5 1328626.42 760228.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-02-20 2053-04-16 2 - 6 5335120.78 2464475.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2027-04-01 2027-04-01 6 - 6 522648.85 15445.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-12-01 2059-08-25 0 - 7 7729249.14 7189157.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 25637000.00 25637000.00 0.0046 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.04% K5HU16E3LMSVCCJJJ255 FAG069000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 4 - 4 8895744.00 8113544.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-01-20 2035-10-01 4.034 - 4.26 5877428.00 53391.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0202 8000000.00 8000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.04% K5HU16E3LMSVCCJJJ255 FAG627000 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 2048-07-01 2048-07-01 3.5 - 3.5 10554325.00 9187283.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-19 2019-11-19 2019-11-19 N N N 0.0202 9000000.00 9000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.07% K5HU16E3LMSVCCJJJ255 FAF361000 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 2048-07-01 2048-07-01 3.5 - 3.5 10503000.00 9142606.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2043-05-01 4.405 - 4.405 15058894.00 46895.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-14 2019-11-14 2019-11-14 N N N 0.0205 9000000.00 9000000.00 0.0016 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.08% K5HU16E3LMSVCCJJJ255 FAE739000 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 2034-08-01 2034-08-01 3.36 - 3.36 6419849.00 7147838.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0206 7000000.00 7000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.08% K5HU16E3LMSVCCJJJ255 FAE740000 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 2048-07-01 2048-07-01 3.5 - 3.5 12902751.00 11231530.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-12-01 2036-12-01 2.5 - 2.5 1000.00 786.27 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-13 2019-11-13 2019-11-13 N N N 0.0206 11000000.00 11000000.00 0.0020 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 2.11% K5HU16E3LMSVCCJJJ255 FAD034000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 692832.00 729424.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-07-01 2048-12-01 4.197 - 4.546 80234623.00 6419782.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-08 2019-11-08 2019-11-08 N N N 0.0209 7000000.00 7000000.00 0.0013 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. In a joint trading account with Mitsubishi UFJ Securities (U.S.A.), Inc. at 2.38%, dated 9/30/2019 due 10/01/2019 K5HU16E3LMSVCCJJJ255 FBB785000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 3486810.00 2956823.64 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-08-20 2046-01-20 3 - 3.5 36093.15 17273.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2049-09-20 2.5 - 7.5 2650721.89 2030681.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-11-20 2044-11-20 3.5 - 3.5 5115.43 4769.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 4911000.00 4911000.00 0.0009 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 2.38%, dated 9/30/2019 due 10/01/2019 7TK5RJIZDFROZCA6XF66 FBB785000_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 2019-10-31 2049-05-15 0.125 - 8.125 11407299.03 12969564.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2048-09-15 2.5 - 7.5 1614695.57 1287698.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-07-20 2049-02-20 3 - 6.19 548076.84 426150.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-01 2048-12-01 2.691 - 7 4053126.53 3383441.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 17662000.00 17662000.00 0.0032 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 2.37% 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 2020-01-30 2021-07-31 0 - 2.625 1500.00 1496.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4.5 - 4.5 1055307.00 1125231.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3 - 3 3426270.00 2164052.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 4.5 - 4.5 206392.00 6707.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-02-01 2028-10-01 3 - 5.5 3109886.00 61146.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-01 2036-07-15 4 - 5.5 7170000.00 10445515.84 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-07-15 2049-09-20 3.5 - 7 18384281.00 9697942.83 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2028-07-15 2030-06-15 N/A 1196000.00 973359.21 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2048-05-01 2 - 6.5 7983048.00 1026302.30 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0234 25000000.00 25000000.00 0.0045 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.04% 549300Y1PMK3RWXMWR72 FAG074000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2049-03-01 4.5 - 5 5860459.00 5986979.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2048-12-01 4 - 4.5 1341465.00 1159090.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-15 2019-11-15 2019-11-15 N N N 0.0202 7000000.00 7000000.00 0.0013 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.07% 549300Y1PMK3RWXMWR72 FAE811000 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 2047-09-01 2047-12-01 4 - 4.5 11094.00 9522.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2049-05-01 4 - 4.5 6950773.00 7138429.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-12 2019-11-12 2019-11-12 N N N 0.0205 7000000.00 7000000.00 0.0013 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.11% 549300Y1PMK3RWXMWR72 FAD184000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2049-05-01 4 - 4.5 5388913.00 5106576.37 Agency Mortgage-Backed Securities Y N/A N/A 2019-11-08 2019-11-08 2019-11-08 N N N 0.0209 5000000.00 5000000.00 0.0009 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 2.37% 549300Y1PMK3RWXMWR72 FBB598000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2047-11-01 4.5 - 4.5 1037609.00 1020203.94 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0234 1000000.00 1000000.00 0.0002 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.02% OXTKY6Q8X53C9ILVV871 FBA361000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 75609.00 66619.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-04-20 2049-04-20 3 - 3 13854171.00 14043877.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-09-01 2049-08-01 2 - 6 2972316.00 173509.75 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-03 2019-10-03 2019-10-03 N N N 0.0200 14000000.00 14000000.00 0.0025 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 2.02% OXTKY6Q8X53C9ILVV871 FBA920000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4.5 - 4.5 4472151.00 3940414.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-02-01 2049-08-01 3 - 3.5 22206132.00 22585538.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0200 26000000.00 26000000.00 0.0047 N N Y N Nomura Securities International, Inc. In a joint trading account with Nomura Securities International, Inc. at 2.38%, dated 9/30/2019 due 10/01/2019 OXTKY6Q8X53C9ILVV871 FBB785000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 56869.30 58707.36 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-09-09 2032-06-01 2.062 - 3.06 419499.41 420182.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2019-12-01 2049-04-01 0 - 9 3394711.18 370965.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-05-20 2062-10-20 3 - 7.5 4890291.42 4754590.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 196431.43 202808.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2055-09-01 1.375 - 8 3855859.19 3107892.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 4 - 4.5 525044.55 543408.01 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2046-02-15 0 - 4.75 1228649.19 1337731.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2030-12-01 3.95 - 3.95 14.38 16.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-04-20 2021-02-18 1.375 - 2.028 149471.80 149879.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 4183231.44 3639286.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 281195.41 284925.01 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2036-04-01 2056-04-01 4.875 - 5.88 29169.65 43006.21 Agency Debentures and Agency Strips Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 14620000.00 14620000.00 0.0026 N Y Y N RBC Financial Group RBC Financial Group, 1.97% ES7IP3U3RHIGC71XBU11 FAH710000 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 2042-05-15 2049-03-01 2.578 - 4.5 72834423.00 44403308.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2042-10-25 2042-10-25 3 - 3 74579259.00 29803497.95 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-10-07 2019-10-07 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0195 72000000.00 72000000.00 0.0129 N N Y N RBC Financial Group RBC Financial Group, 1.97% ES7IP3U3RHIGC71XBU11 FAH706000 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 2047-07-01 2049-03-01 4 - 4.5 9561893.00 9694737.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-11-20 2049-08-20 4 - 5 14352875.00 14791022.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-05-01 2048-12-01 3.5 - 4.715 15962614.00 13279021.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-07 2019-10-07 2019-11-05 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0195 37000000.00 37000000.00 0.0066 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.9%, dated 9/30/2019 due 10/01/2019 5U0XI89JRFVHWIBS4F54 FBB845000_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 2019-10-31 2024-08-15 1.25 - 2.75 3289458.05 3337349.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-01-20 3 - 4.5 1481128.17 874711.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 4358542.79 3962134.65 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0188 8000000.00 8000000.00 0.0014 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 2.38%, dated 9/30/2019 due 10/01/2019 5U0XI89JRFVHWIBS4F54 FBB785000_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 2019-10-31 2024-08-15 1.25 - 2.75 24487548.10 24844063.72 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-01-20 3 - 4.5 11025888.42 6511573.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 32446082.15 29495120.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 59554000.00 59554000.00 0.0107 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 2.38%, dated 9/30/2019 due 10/01/2019 5U0XI89JRFVHWIBS4F54 FBB785000_77387 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 2049-08-20 2049-08-20 3 - 3 4895059.42 5030783.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-10-01 2.5 - 3.5 62161808.94 62134108.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 4962887.32 5045547.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 70473000.00 70473000.00 0.0126 N Y Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 2.38% SUVUFHICNZMP2WKHG940 FBB602000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-07-01 4 - 4 11862375.00 10200674.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 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 2.38%, dated 9/30/2019 due 10/01/2019 VYVVCKR63DVZZN70PB21 FBB785000_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 2020-05-15 2026-07-31 1.875 - 3.5 17827052.74 18188366.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2045-12-25 3.677 - 6.089 384608.40 261385.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-08-20 2049-09-20 1.5 - 6 79843306.30 81633509.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2036-03-25 2036-03-25 2.351 - 2.351 8210.62 179.96 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 98112000.00 98112000.00 0.0175 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0189 2007968.76 2007968.76 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.86% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0188 5014257.80 5014257.80 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-10-01 2020-01-31 2020-01-31 N N N 0.0205 8995868.01 8995868.01 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.91% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0189 2003593.76 2003593.76 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.95% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-10-01 2020-04-30 2020-04-30 N N N 0.0207 3997177.20 3997177.20 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.04% 912828TV2 254900HROIFWPRGM1V77 US912828TV24 U.S. Treasury Debt Y N/A N/A 2019-10-31 2019-10-31 2019-10-31 N N N 0.0206 7994459.84 7994459.84 0.0014 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 0.0207 1999020.00 1999020.00 0.0004 N Y Y N United States Treasury United States Treasury, 1.83% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y N/A N/A 2020-08-13 2020-08-13 2020-08-13 N N N 0.0178 27574198.68 27574198.68 0.0049 N Y Y N United States Treasury United States Treasury, 1.84% to 1.85% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0181 53462911.43 53462911.43 0.0096 N Y Y N United States Treasury United States Treasury, 1.86% 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y N/A N/A 2020-02-20 2020-02-20 2020-02-20 N N N 0.0183 27802304.32 27802304.32 0.0050 N Y Y N United States Treasury United States Treasury, 1.86% 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y N/A N/A 2020-02-27 2020-02-27 2020-02-27 N N N 0.0182 27793408.72 27793408.72 0.0050 N Y Y N United States Treasury United States Treasury, 1.86% 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0180 1984571.88 1984571.88 0.0004 N Y Y N United States Treasury United States Treasury, 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0180 27755641.76 27755641.76 0.0050 N Y Y N United States Treasury United States Treasury, 1.89% 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y N/A N/A 2020-03-19 2020-03-19 2020-03-19 N N N 0.0181 55526600.64 55526600.64 0.0099 N Y Y N United States Treasury United States Treasury, 1.92% to 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 0.0180 58747944.33 58747944.33 0.0105 N Y Y N United States Treasury United States Treasury, 1.92% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y N/A N/A 2020-02-13 2020-02-13 2020-02-13 N N N 0.0182 8940009.33 8940009.33 0.0016 N Y Y N United States Treasury United States Treasury, 1.96% 912796SU4 254900HROIFWPRGM1V77 US912796SU40 U.S. Treasury Debt Y N/A N/A 2019-11-29 2019-11-29 2019-11-29 N N N 0.0182 27917285.20 27917285.20 0.0050 N Y Y N United States Treasury United States Treasury, 1.96% to 1.97% 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0183 20866222.23 20866222.23 0.0037 N Y Y N United States Treasury United States Treasury, 1.99% 912796WC9 254900HROIFWPRGM1V77 US912796WC95 U.S. Treasury Debt Y N/A N/A 2019-11-05 2019-11-05 2019-11-05 N N N 0.0175 7986329.28 7986329.28 0.0014 N Y Y N United States Treasury United States Treasury, 2.00% to 2.01% 912796WB1 254900HROIFWPRGM1V77 US912796WB13 U.S. Treasury Debt Y N/A N/A 2019-10-29 2019-10-29 2019-10-29 N N N 0.0185 39941588.80 39941588.80 0.0071 N Y Y N United States Treasury United States Treasury, 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 0.0183 21874994.68 21874994.68 0.0039 N Y Y N United States Treasury United States Treasury, 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 0.0182 12930765.51 12930765.51 0.0023 N Y Y N United States Treasury United States Treasury, 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 0.0184 48471731.99 48471731.99 0.0087 N Y Y N United States Treasury United States Treasury, 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 0.0183 18904854.84 18904854.84 0.0034 N Y Y N United States Treasury United States Treasury, 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 0.0179 29893125.00 29893125.00 0.0053 N Y Y N United States Treasury United States Treasury, 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 0.0163 4997776.05 4997776.05 0.0009 N Y Y N United States Treasury United States Treasury, 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 0.0171 27977797.12 27977797.12 0.0050 N Y Y N United States Treasury United States Treasury, 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 0.0181 5986781.64 5986781.64 0.0011 N Y Y N Variable Insurance Products Fund V: Government Money Market Portfolio 2019-10-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer