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Citigroup Global Markets, 1.5700% CGM120102 MBNUM2BPBDO7JBLYG310 CGM120102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2029-04-01 3.550000 1000.00 1067.96 Agency Mortgage-Backed Securities FNMA 2028-10-01 3.590000 1000.00 1075.36 Agency Mortgage-Backed Securities USTR 2022-04-30 1.880000 350000.00 353300.91 U.S. Treasuries (including strips) USTR 2020-01-30 0.000000 900.00 898.87 U.S. Treasuries (including strips) TVDB 2060-09-15 4.630000 4000.00 5582.52 Agency Mortgage-Backed Securities GNMA 2030-12-15 7.000000 100000.00 8587.66 Agency Mortgage-Backed Securities GNMA 2045-10-20 3.500000 22961.00 16238.31 Agency Mortgage-Backed Securities GNMA 2049-10-20 4.500000 4140768.00 4469532.71 Agency Mortgage-Backed Securities GNMA 2049-12-20 4.000000 3642.00 3832.03 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.000000 233504.00 236578.37 Agency Mortgage-Backed Securities GNMA 2027-04-15 3.000000 11600.00 2346.48 Agency Mortgage-Backed Securities FNMA 2029-07-01 2.560000 1000.00 1009.60 Agency Mortgage-Backed Securities Y Moody's P 1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 5000000.00 5000000.00 0.0104 N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.7400% 3133EKRK4 US3133EKRK43 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-18 2020-06-18 2020-06-18 N N N 0.0174 525215.25 525215.25 0.0011 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 2.3600% 313312US7 US313312US79 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-03-24 2020-03-24 2020-03-24 N N N 0.0236 2814403.43 2814403.43 0.0058 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 2.4000% 313312TJ9 US313312TJ99 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-02-21 2020-02-21 2020-02-21 N N N 0.0240 1955517.48 1955517.48 0.0041 N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 2.1000% 313312SD3 US313312SD39 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0210 959077.44 959077.44 0.0020 N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.7500% 3133EKUG9 US3133EKUG93 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-08 2021-07-08 2021-07-08 N N N 0.0175 989774.28 989774.28 0.0021 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 2.0500% 313312TV2 US313312TV28 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-03-03 2020-03-03 2020-03-03 N N N 0.0205 1670326.75 1670326.75 0.0035 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 2.1000% 313312SK7 US313312SK71 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-29 2020-01-29 2020-01-29 N N N 0.0210 669172.55 669172.55 0.0014 N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.6800% 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-11 2020-09-11 2020-09-11 N N N 0.0168 2180126.44 2180126.44 0.0045 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.6900% 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-17 2020-08-17 2020-08-17 N N N 0.0169 1555080.86 1555080.86 0.0032 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.7200% 3133EHNT6 US3133EHNT68 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-19 2020-06-19 2020-06-19 N N N 0.0172 4001776.00 4001776.00 0.0083 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.7700% 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-14 2020-12-14 2020-12-14 N N N 0.0177 2325978.83 2325978.83 0.0048 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.6500% 3133EKHC3 US3133EKHC37 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2021-01-15 2021-01-15 N N N 0.0165 1999892.00 1999892.00 0.0042 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.7800% 3133EHK44 US3133EHK445 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-27 2020-01-27 2020-01-27 N N N 0.0178 5515512.90 5515512.90 0.0115 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 2.4200% 313312SR2 US313312SR25 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-02-04 2020-02-04 2020-02-04 N N N 0.0242 1922095.18 1922095.18 0.0040 N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.8200% 3133EK2M7 US3133EK2M70 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-09 2021-07-09 2021-07-09 N N N 0.0182 480504.00 480504.00 0.0010 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.8400% 3133EK2N5 US3133EK2N53 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-08 2021-10-08 2021-10-08 N N N 0.0184 370387.39 370387.39 0.0008 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.8700% 3133EKV29 US3133EKV297 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2021-07-01 2021-07-01 N N N 0.0187 1502622.00 1502622.00 0.0031 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.6200% 313312B90 US313312B907 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-08-14 2020-08-14 2020-08-14 N N N 0.0162 1831076.35 1831076.35 0.0038 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.7400% 3133ELAA2 US3133ELAA27 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-19 2021-03-17 2021-03-17 N N N 0.0174 1269754.89 1269754.89 0.0026 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.5400% 3133EK7M2 US3133EK7M26 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-02-18 2021-11-18 2021-11-18 N N N 0.0154 879339.12 879339.12 0.0018 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.8500% 3133EK7B6 US3133EK7B60 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-13 2021-11-12 2021-11-12 N N N 0.0185 535342.40 535342.40 0.0011 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.8100% 313312YA2 US313312YA26 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-06-12 2020-06-12 2020-06-12 N N N 0.0181 119110.80 119110.80 0.0002 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.8100% 313312WV8 US313312WV80 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-14 2020-05-14 2020-05-14 N N N 0.0181 84482.86 84482.86 0.0002 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.6200% 313312H60 US313312H607 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-09-28 2020-09-28 2020-09-28 N N N 0.0162 1047069.06 1047069.06 0.0022 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.8700% 313312YQ7 US313312YQ77 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-06-26 2020-06-26 2020-06-26 N N N 0.0187 4334817.13 4334817.13 0.0090 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.8000% 3133EKP83 US3133EKP836 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-02 2021-06-17 2021-06-17 N N N 0.0180 1785515.87 1785515.87 0.0037 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.8400% 313312YU8 US313312YU89 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0184 1542196.13 1542196.13 0.0032 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.7900% 313312ZB9 US313312ZB99 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-07-07 2020-07-07 2020-07-07 N N N 0.0179 84272.91 84272.91 0.0002 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 2.3300% 313312UC2 US313312UC28 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-03-10 2020-03-10 2020-03-10 N N N 0.0233 3469177.20 3469177.20 0.0072 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.5800% 3133EJQY8 US3133EJQY82 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-04-30 2020-04-30 N N N 0.0158 864784.62 864784.62 0.0018 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 2.4700% 313312RX0 US313312RX02 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-17 2020-01-17 2020-01-17 N N N 0.0247 3122856.25 3122856.25 0.0065 N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.6600% 3133EJNN5 US3133EJNN54 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-07 2020-02-07 2020-02-07 N N N 0.0166 5305355.44 5305355.44 0.0110 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5500% 313384SS9 US313384SS92 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-05 2020-02-05 2020-02-05 N N N 0.0155 3250215.15 3250215.15 0.0068 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8400% 313384TA7 US313384TA75 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-13 2020-02-13 2020-02-13 N N N 0.0184 868420.95 868420.95 0.0018 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5900% 313384SC4 US313384SC41 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-22 2020-01-22 2020-01-22 N N N 0.0159 8742580.00 8742580.00 0.0182 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7600% 3130AHAH6 US3130AHAH64 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-08 2020-05-08 2020-05-08 N N N 0.0176 1430793.65 1430793.65 0.0030 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6600% 3130AHAP8 US3130AHAP80 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-10-07 2020-10-07 N N N 0.0166 1295247.35 1295247.35 0.0027 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7600% 3130AHAE3 US3130AHAE34 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-08 2020-05-08 2020-05-08 N N N 0.0176 530294.15 530294.15 0.0011 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5800% 313384VC0 US313384VC04 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-03 2020-04-03 2020-04-03 N N N 0.0158 557802.00 557802.00 0.0012 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6900% 313384RN1 US313384RN15 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-08 2020-01-08 2020-01-08 N N N 0.0169 5883505.21 5883505.21 0.0122 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.9000% 313384UT4 US313384UT48 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-03-25 2020-03-25 2020-03-25 N N N 0.0190 2246963.18 2246963.18 0.0047 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5500% 313384SU4 US313384SU49 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-02-07 2020-02-07 2020-02-07 N N N 0.0155 5975687.34 5975687.34 0.0124 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6200% 3130AH3A9 US3130AH3A99 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2021-09-10 2021-09-10 N N N 0.0162 3224269.98 3224269.98 0.0067 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5900% 313384TW9 US313384TW95 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 2608038.87 2608038.87 0.0054 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5900% 313384UL1 US313384UL12 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0159 3807531.52 3807531.52 0.0079 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5900% 313384UD9 US313384UD95 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-11 2020-03-11 2020-03-11 N N N 0.0159 8639325.61 8639325.61 0.0180 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8700% 313384UF4 US313384UF44 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-03-13 2020-03-13 2020-03-13 N N N 0.0187 2542225.05 2542225.05 0.0053 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.9100% 313384UN7 US313384UN77 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-03-20 2020-03-20 2020-03-20 N N N 0.0191 5436725.75 5436725.75 0.0113 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6900% 313384RV3 US313384RV31 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-15 2020-01-15 2020-01-15 N N N 0.0169 4007790.49 4007790.49 0.0083 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5800% 3130AH4E0 US3130AH4E03 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2020-01-17 2020-01-17 N N N 0.0158 1830009.15 1830009.15 0.0038 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6400% 3130AH5B5 US3130AH5B54 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-12-23 2020-12-23 N N N 0.0164 2999997.00 2999997.00 0.0062 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7100% 3130AHBW2 US3130AHBW23 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2021-04-09 2021-04-09 N N N 0.0171 2090660.44 2090660.44 0.0043 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5800% 313384TG4 US313384TG46 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-02-19 2020-02-19 2020-02-19 N N N 0.0158 1501877.13 1501877.13 0.0031 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5800% 313384TJ8 US313384TJ84 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-02-21 2020-02-21 2020-02-21 N N N 0.0158 553800.65 553800.65 0.0012 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5700% 313384RX9 US313384RX96 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-17 2020-01-17 2020-01-17 N N N 0.0157 359771.04 359771.04 0.0007 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5900% 313384ST7 US313384ST75 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0159 2486232.63 2486232.63 0.0052 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6100% 313384B99 US313384B997 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-08-14 2020-08-14 2020-08-14 N N N 0.0161 2832727.04 2832727.04 0.0059 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5700% 313384XT1 US313384XT11 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-06-05 2020-06-05 2020-06-05 N N N 0.0157 2597707.01 2597707.01 0.0054 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5800% 3130AGVL6 US3130AGVL64 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-02 2021-02-09 2021-02-09 N N N 0.0158 664552.46 664552.46 0.0014 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5900% 313384YP8 US313384YP89 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-06-25 2020-06-25 2020-06-25 N N N 0.0159 1831225.23 1831225.23 0.0038 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6100% 313384YQ6 US313384YQ62 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-06-26 2020-06-26 2020-06-26 N N N 0.0161 337446.94 337446.94 0.0007 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6100% 3130AHKQ5 US3130AHKQ53 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-13 2020-05-13 2020-05-13 N N N 0.0161 1799832.60 1799832.60 0.0037 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6900% 313384RQ4 US313384RQ46 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-10 2020-01-10 2020-01-10 N N N 0.0169 2094289.80 2094289.80 0.0044 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6600% 313384SB6 US313384SB67 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-21 2020-01-22 2020-01-21 N N N 0.0166 3342307.28 3342307.28 0.0069 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6700% 3130AHD26 US3130AHD261 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-02 2020-10-16 2020-10-16 N N N 0.0167 10102787.60 10102787.60 0.0210 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5400% 313384RH4 US313384RH47 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-03 2020-01-03 2020-01-03 N N N 0.0154 3554850.69 3554850.69 0.0074 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6500% 313384SE0 US313384SE07 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-24 2020-01-24 2020-01-24 N N N 0.0165 1069002.76 1069002.76 0.0022 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6100% 3130AHJR5 US3130AHJR55 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0161 2869377.21 2869377.21 0.0060 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6100% 3130AHKL6 US3130AHKL66 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-14 2020-05-14 2020-05-14 N N N 0.0161 1259836.20 1259836.20 0.0026 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5700% 313384SM2 US313384SM23 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-31 2020-01-31 2020-01-31 N N N 0.0157 2691687.85 2691687.85 0.0056 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6300% 313384VZ9 US313384VZ98 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-04-24 2020-04-24 2020-04-24 N N N 0.0163 1457937.24 1457937.24 0.0030 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5700% 3130AGN35 US3130AGN353 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-06-19 2020-06-19 N N N 0.0157 894873.81 894873.81 0.0019 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6000% 313384XR5 US313384XR54 BYZG2L5 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-06-03 2020-06-03 2020-06-03 N N N 0.0160 2324726.82 2324726.82 0.0048 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6000% 313384ZA0 US313384ZA02 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-07-06 2020-07-06 2020-07-06 N N N 0.0160 724245.41 724245.41 0.0015 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5400% 3130AGMU6 US3130AGMU64 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2020-01-17 2020-01-17 N N N 0.0154 1714975.99 1714975.99 0.0036 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7200% 3130AGQD0 US3130AGQD04 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-10 2020-07-10 2020-07-10 N N N 0.0172 3621487.82 3621487.82 0.0075 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5900% 3130AGSF3 US3130AGSF34 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2021-01-22 2021-01-22 N N N 0.0159 669571.87 669571.87 0.0014 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6500% 3130AEWA4 US3130AEWA43 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0165 1178454.42 1178454.42 0.0024 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6200% 3130AGQA6 US3130AGQA64 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2021-07-08 2021-07-08 N N N 0.0162 1417850.12 1417850.12 0.0030 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6400% 3130AGA70 US3130AGA707 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-10-01 2020-10-01 N N N 0.0164 2100157.50 2100157.50 0.0044 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7000% 3130AFQ42 US3130AFQ424 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-14 2020-01-14 2020-01-14 N N N 0.0170 1200028.80 1200028.80 0.0025 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6200% 3130AFS73 US3130AFS735 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-07-24 2020-07-24 N N N 0.0162 599998.80 599998.80 0.0012 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8000% 3130AFLV7 US3130AFLV73 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-03-21 2020-12-21 2020-12-21 N N N 0.0180 2936253.25 2936253.25 0.0061 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5900% 3130AFQY6 US3130AFQY67 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2020-01-17 2020-01-17 N N N 0.0159 225001.13 225001.13 0.0005 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6500% 3130AG3Q6 US3130AG3Q69 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2021-03-12 2021-03-12 N N N 0.0165 1914423.59 1914423.59 0.0040 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7000% 3130AE2K5 US3130AE2K53 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-17 2020-04-17 2020-04-17 N N N 0.0170 9402199.60 9402199.60 0.0195 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6600% 3130AFUC9 US3130AFUC91 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-04 2020-08-04 2020-08-04 N N N 0.0166 1290228.33 1290228.33 0.0027 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7500% 3130AFXE2 US3130AFXE21 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-25 2020-02-25 2020-02-25 N N N 0.0175 1930281.78 1930281.78 0.0040 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7000% 313384VH9 US313384VH90 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-04-08 2020-04-08 2020-04-08 N N N 0.0170 3196717.02 3196717.02 0.0066 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5500% 3130AGXA8 US3130AGXA81 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-02-21 2020-02-21 N N N 0.0155 1019955.12 1019955.12 0.0021 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6500% 313384VQ9 US313384VQ99 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-04-15 2020-04-15 2020-04-15 N N N 0.0165 2822421.11 2822421.11 0.0059 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5700% 3130AGXB6 US3130AGXB64 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-08-21 2020-08-21 N N N 0.0157 529829.34 529829.34 0.0011 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5600% 3130AGXS9 US3130AGXS99 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-05-22 2020-05-22 N N N 0.0156 989862.39 989862.39 0.0021 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.7200% 3130AETR1 US3130AETR15 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-24 2020-02-24 2020-02-24 N N N 0.0172 4045428.77 4045428.77 0.0084 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5800% 313384WM7 US313384WM76 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-06 2020-05-06 2020-05-06 N N N 0.0158 8559109.54 8559109.54 0.0178 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6200% 3130AGTF2 US3130AGTF25 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2021-07-23 2021-07-23 N N N 0.0162 943529.58 943529.58 0.0020 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.8300% 3130AFA23 US3130AFA238 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-20 2020-04-20 2020-04-20 N N N 0.0183 2765738.26 2765738.26 0.0057 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5500% 3130AGTG0 US3130AGTG08 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-01-24 2020-01-24 N N N 0.0155 1709970.93 1709970.93 0.0036 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.5800% 313384WU9 US313384WU92 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-13 2020-05-13 2020-05-13 N N N 0.0158 4245955.63 4245955.63 0.0088 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.6000% 313384VF3 US313384VF35 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-04-06 2020-04-06 2020-04-06 N N N 0.0160 1449102.89 1449102.89 0.0030 N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 1.5800% 3134GUFR6 US3134GUFR60 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2020-04-03 2020-04-03 N N N 0.0158 1049986.35 1049986.35 0.0022 N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corporation, 1.5600% 313396UC5 US313396UC50 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-03-10 2020-03-10 2020-03-10 N N N 0.0156 1495762.50 1495762.50 0.0031 N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 1.6500% 313396UL5 US313396UL59 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0165 6808437.69 6808437.69 0.0141 N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 1.8800% 313396RX3 US313396RX35 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-17 2020-01-17 2020-01-17 N N N 0.0188 734539.16 734539.16 0.0015 N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 1.5500% 313396XA6 US313396XA67 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-19 2020-05-19 2020-05-19 N N N 0.0155 1526259.71 1526259.71 0.0032 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 1.5300% 313588SE6 US313588SE68 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-24 2020-01-24 2020-01-24 N N N 0.0153 1628500.40 1628500.40 0.0034 N Y N HSBC USA INC. HSBC Securities (USA), Inc., 1.5700% HSB220102 MLU0ZO3ML4LN2LL2TL39 HSB220102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-11-30 1.630000 4900500.00 4845282.96 U.S. Treasuries (including strips) USTR 2047-02-15 3.000000 13658000.00 15554768.41 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 20000000.00 20000000.00 0.0416 N Y N NATIXIS Mirova Funds - Mirova Environmental Equity Fund, 1.5500% NAT120102 KX1WK48MPD4Y2NCUIZ63 NAT120102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2041-11-15 3.130000 7124900.00 8159935.48 U.S. Treasuries (including strips) USTR 2025-09-30 3.000000 3860000.00 4153992.98 U.S. Treasuries (including strips) USTR 2021-05-15 3.130000 11503600.00 11783151.01 U.S. Treasuries (including strips) USTR 2022-06-30 2.130000 100.00 101.30 U.S. Treasuries (including strips) USTR 2024-07-31 1.750000 1388200.00 1402853.58 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 25000000.00 25000000.00 0.0520 N Y N NATIXIS Ostrum Euro High Income Fund, 1.5700% NAT220102 KX1WK48MPD4Y2NCUIZ63 NAT220102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2049-01-20 4.500000 1933100.00 1291462.45 Agency Mortgage-Backed Securities FMAC 2029-03-15 0.000000 1000.00 804.17 Agency Mortgage-Backed Securities FMAC 2031-03-15 0.000000 2000.00 1529.14 Agency Mortgage-Backed Securities FCSB 2029-10-19 2.480000 1000.00 995.85 Agency Mortgage-Backed Securities GNMA 2049-06-20 5.000000 1024.00 1058.20 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 962809.00 1010500.42 Agency Mortgage-Backed Securities GNMA 2049-10-20 5.000000 1028659.00 1111819.01 Agency Mortgage-Backed Securities GNMA 2049-10-20 5.000000 233161.00 247851.38 Agency Mortgage-Backed Securities GNMA 2049-11-20 5.000000 1087937.00 1158857.88 Agency Mortgage-Backed Securities USTR 2027-02-15 6.630000 1936000.00 2607797.32 U.S. Treasuries (including strips) USTR 2042-05-15 3.000000 400.00 449.47 U.S. Treasuries (including strips) USTR 2047-02-15 0.880000 4335000.00 5000457.79 U.S. Treasuries (including strips) USTR 2023-11-30 2.880000 3590600.00 3764363.89 U.S. Treasuries (including strips) USTR 2020-05-15 3.500000 100.00 101.12 U.S. Treasuries (including strips) USTR 2022-11-15 1.630000 4191100.00 4201844.18 U.S. Treasuries (including strips) USTR 2028-07-15 0.750000 100.00 108.20 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 20000000.00 20000000.00 0.0416 N Y N SUMITOMO MITSUI TRUST HOLDINGS LTD Mitsubishi UFJ Securities USA, Inc., 1.5500% SMB120102 5493006GGLR4BTEL8O61 SMB120102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2044-05-15 0.000000 100.00 55.90 U.S. Treasuries (including strips) USTR 2045-05-15 0.000000 8400.00 4584.21 U.S. Treasuries (including strips) USTR 2048-02-15 0.000000 100.00 51.13 U.S. Treasuries (including strips) USTR 2041-08-15 3.750000 24228000.00 30594185.62 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 1000.00 986.93 U.S. Treasuries (including strips) USTR 2020-11-30 2.000000 100.00 100.50 U.S. Treasuries (including strips) USTR 2025-11-15 0.000000 40.96 36.73 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 30000000.00 30000000.00 0.0623 N Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 1.5700% TOR120102 PT3QB789TSUIDF371261 TOR120102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2049-11-01 3.000000 10196720.00 10300000.98 Agency Mortgage-Backed Securities Y Moody's P 1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 10000000.00 10000000.00 0.0208 N Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 1.5500% TOR320102 PT3QB789TSUIDF371261 TOR320102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-03-15 2.380000 16932200.00 17340087.49 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 17000000.00 17000000.00 0.0353 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 1.6100% 912796TW9 US912796TW96 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0161 2668170.63 2668170.63 0.0055 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 1.5700% 912796TT6 US912796TT67 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-07 2020-05-07 2020-05-07 N N N 0.0157 3759758.10 3759758.10 0.0078 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.8500% 9128284J6 US9128284J61 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0185 1809512.50 1809512.50 0.0038 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.7700% 912828YN4 US912828YN43 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2021-10-31 2021-10-31 N N N 0.0177 1411789.30 1411789.30 0.0029 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.6700% 912828M98 US912828M987 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0167 514839.06 514839.06 0.0011 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.6700% 912828Y53 US912828Y537 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2020-07-31 2020-07-31 N N N 0.0167 1089651.89 1089651.89 0.0023 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.6300% 912828PC8 US912828PC88 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's AA+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0163 1290800.00 1290800.00 0.0027 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 1.7200% 912796TQ2 US912796TQ29 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-04-09 2020-04-09 2020-04-09 N N N 0.0172 3256380.45 3256380.45 0.0068 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 1.7900% 912796TJ8 US912796TJ85 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0179 1009111.50 1009111.50 0.0021 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 2.0200% 912828X96 US912828X968 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0202 894580.47 894580.47 0.0019 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.7500% 9128286Q8 US9128286Q86 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2021-04-30 2021-04-30 N N N 0.0175 369736.27 369736.27 0.0008 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 1.9000% 912796TG4 US912796TG47 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-02-20 2020-02-20 2020-02-20 N N N 0.0190 249482.78 249482.78 0.0005 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 1.6000% 912796TF6 US912796TF63 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-02-13 2020-02-13 2020-02-13 N N N 0.0160 11370200.42 11370200.42 0.0236 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 1.6600% 912796TC3 US912796TC33 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0166 8602692.26 8602692.26 0.0179 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.7459% 9128287G9 US9128287G95 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-01-01 2021-07-31 2021-07-31 N N N 0.0175 3999923.16 3999923.16 0.0083 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 2.4400% 912796SM2 US912796SM24 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-04-23 2020-04-23 2020-04-23 N N N 0.0244 7051165.16 7051165.16 0.0146 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.8600% 912828XH8 US912828XH83 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0186 105000.00 105000.00 0.0002 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.6800% 9128285H9 US9128285H96 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-01 2020-10-31 2020-10-31 N N N 0.0168 4996828.30 4996828.30 0.0104 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.8200% 912828ND8 US912828ND89 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0182 2864114.84 2864114.84 0.0059 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.6600% 912828A42 US912828A420 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0166 305953.13 305953.13 0.0006 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 2.0900% 912796RT8 US912796RT85 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0209 4999828.45 4999828.45 0.0104 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 2.0500% 9128284C1 US9128284C19 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0205 851195.31 851195.31 0.0018 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.8400% 912828XE5 US912828XE52 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0184 854465.63 854465.63 0.0018 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 1.8900% 912796SD2 US912796SD25 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2020-02-27 2020-02-27 2020-02-27 N N N 0.0189 4818579.75 4818579.75 0.0100 N Y N Allianz Variable Insurance Products Trust 2020-01-08 /s/ Bashir C. Asad Bashir C. Asad Principal Financial Officer