0000278001-19-000027.txt : 20191206 0000278001-19-000027.hdr.sgml : 20191206 20191206112510 ACCESSION NUMBER: 0000278001-19-000027 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191130 FILED AS OF DATE: 20191206 DATE AS OF CHANGE: 20191206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 191272184 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Government Cash Reserves C000019553 Fidelity Government Cash Reserves FDRXX N-MFP2 1 primary_doc.xml N-MFP2 0000278001 XXXXXXXX 2019-11-30 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Exempt Government N 29 84 47792229791.79 48476556948.76 47685851633.00 47066917243.14 51996392333.06 97111521582.58 96105742703.72 97529194046.56 96138139325.27 95979783960.80 0.3000 0.3000 0.3000 0.3000 0.3300 0.6100 0.6100 0.6100 0.6100 0.6100 81120692.51 156844920666.09 156838958364.32 169393667.61 1428901778.72 155660570945.72 155621254552.67 1.0000 0.0172 1.0003 1.0003 1.0003 1.0003 1.0003 C000019553 1.00 155660570945.72 155621254552.67 1.0003 1.0003 1.0003 1.0003 1.0003 14208113238.01 12382061127.85 13197757873.33 13410520422.96 12018469279.47 11506381518.88 12937984460.91 13214150004.76 10935832979.94 10683210694.13 52505787880.90 51487452320.26 0.0134 N Fannie Mae Fannie Mae, 1.59% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-01-29 2021-01-29 N N N 0.0167 374649138.75 374649138.75 0.0024 N N N N Fannie Mae Fannie Mae, 1.61% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-30 2020-07-30 N N N 0.0161 542998050.63 542998050.63 0.0035 N N N N Fannie Mae Fannie Mae, 1.63% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-30 2020-10-30 N N N 0.0165 335921523.84 335921523.84 0.0022 N N N N Fannie Mae Fannie Mae, 1.64% 313588RH0 B1V7KEBTPIMZEU4LTD58 US313588RH09 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0149 171756907.24 171756907.24 0.0011 N N Y N Fannie Mae Fannie Mae, 1.65% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-04-30 2020-04-30 N N N 0.0161 116018993.84 116018993.84 0.0007 N N N N Fannie Mae Fannie Mae, 1.71% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 0000310522 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-30 2020-01-30 N N N 0.0154 6321731.93 6321731.93 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.64% 3133EJA74 US3133EJA749 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2019-12-20 2019-12-20 N N N 0.0164 25999805.78 25999805.78 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.66% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2019-12-29 2020-04-29 2020-04-29 N N N 0.0176 98957214.18 98957214.18 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.73% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2019-12-21 2020-05-21 2020-05-21 N N N 0.0180 51981999.16 51981999.16 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.75% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-04-17 2020-04-17 N N N 0.0183 118960572.92 118960572.92 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.79% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2019-12-06 2020-08-06 2020-08-06 N N N 0.0181 101986252.44 101986252.44 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.82% 3133EHK44 US3133EHK445 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0167 17003758.87 17003758.87 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.99% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-10-23 2020-10-23 N N N 0.0200 84986549.60 84986549.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-20 2019-12-20 N N N 0.0157 371995402.08 371995402.08 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-14 2020-05-14 N N N 0.0165 289893422.10 289893422.10 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WP0 2549001DPIFGXC1TOL40 US313384WP08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0160 50641866.78 50641866.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-08-21 2020-08-21 N N N 0.0168 584568995.40 584568995.40 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-03-06 2020-03-06 N N N 0.0162 534830949.76 534830949.76 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-04-22 2020-04-22 N N N 0.0164 119967157.20 119967157.20 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-11-06 2020-11-06 N N N 0.0170 137847119.46 137847119.46 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-17 2020-07-17 N N N 0.0160 133982443.32 133982443.32 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384RX9 2549001DPIFGXC1TOL40 US313384RX96 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0153 35926859.88 35926859.88 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384SZ3 2549001DPIFGXC1TOL40 US313384SZ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0158 375793600.00 375793600.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0158 544204266.06 544204266.06 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TG4 2549001DPIFGXC1TOL40 US313384TG46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0158 499938476.11 499938476.11 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.61% 313384TJ8 2549001DPIFGXC1TOL40 US313384TJ84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0158 602822000.00 602822000.00 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TM1 2549001DPIFGXC1TOL40 US313384TM14 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0159 346700801.16 346700801.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0157 86640400.29 86640400.29 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384TX7 2549001DPIFGXC1TOL40 US313384TX78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0157 86636533.14 86636533.14 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 313384UJ6 2549001DPIFGXC1TOL40 US313384UJ65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0158 756453330.80 756453330.80 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-06 2020-05-06 2020-05-06 N N N 0.0160 187689600.63 187689600.63 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-15 2020-05-15 2020-05-15 N N N 0.0160 185628667.29 185628667.29 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0160 114131110.60 114131110.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-08-25 2020-08-25 N N N 0.0169 145898045.28 145898045.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-02-21 2020-02-21 N N N 0.0156 386012552.72 386012552.72 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-02-09 2021-02-09 N N N 0.0170 226694355.85 226694355.85 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384SR1 2549001DPIFGXC1TOL40 US313384SR10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0157 341027201.52 341027201.52 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHJG9 2549001DPIFGXC1TOL40 US3130AHJG90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0163 24995903.75 24995903.75 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-01-28 2021-01-28 N N N 0.0164 200906120.94 200906120.94 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-01-22 2021-01-22 N N N 0.0164 109949230.60 109949230.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-09-28 2020-09-28 N N N 0.0165 36483234.46 36483234.46 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-17 2020-01-17 N N N 0.0161 465986868.12 465986868.12 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-17 2020-01-17 N N N 0.0161 145996538.34 145996538.34 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SS9 2549001DPIFGXC1TOL40 US313384SS92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-05 2020-02-05 2020-02-05 N N N 0.0157 341011999.62 341011999.62 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384ST7 2549001DPIFGXC1TOL40 US313384ST75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 340996801.14 340996801.14 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384SU4 2549001DPIFGXC1TOL40 US313384SU49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 340981599.24 340981599.24 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0159 375525511.53 375525511.53 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-06 2020-05-06 N N N 0.0163 192882791.39 192882791.39 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-05-14 2021-05-14 N N N 0.0170 515287770.36 515287770.36 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TP4 2549001DPIFGXC1TOL40 US313384TP45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-26 2020-02-26 2020-02-26 N N N 0.0159 239082667.20 239082667.20 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384TY5 2549001DPIFGXC1TOL40 US313384TY51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0157 428184445.40 428184445.40 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384UB3 2549001DPIFGXC1TOL40 US313384UB30 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0158 51773510.88 51773510.88 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-29 2020-05-29 2020-05-29 N N N 0.0160 119045332.80 119045332.80 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-03-26 2020-03-26 N N N 0.0163 362975824.20 362975824.20 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-02-26 2021-02-26 N N N 0.0171 582349267.06 582349267.06 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-03-27 2020-03-27 N N N 0.0161 799009276.39 799009276.39 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-11 2020-05-11 N N N 0.0165 332969443.92 332969443.92 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-06-11 2021-06-11 N N N 0.0170 372602229.07 372602229.07 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-24 2020-07-24 N N N 0.0164 255974108.16 255974108.16 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-07-08 2021-07-08 N N N 0.0170 245703909.48 245703909.48 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-07-23 2021-07-23 N N N 0.0170 349567844.50 349567844.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-03-23 2020-03-23 N N N 0.0164 260883910.30 260883910.30 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-03-24 2020-03-24 N N N 0.0164 86994585.99 86994585.99 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-01-23 2020-01-23 N N N 0.0171 22997233.10 22997233.10 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-01-28 2020-01-28 N N N 0.0171 69990605.30 69990605.30 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 313384SK6 2549001DPIFGXC1TOL40 US313384SK66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-29 2020-01-29 2020-01-29 N N N 0.0155 47877039.84 47877039.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-12-23 2020-12-23 N N N 0.0167 664455888.14 664455888.14 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-29 2020-07-29 N N N 0.0167 385937475.72 385937475.72 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-07-17 2020-07-17 N N N 0.0167 172977311.05 172977311.05 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-02-22 2021-02-22 N N N 0.0167 235941325.68 235941325.68 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384SM2 2549001DPIFGXC1TOL40 US313384SM23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0155 385974450.00 385974450.00 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHE82 2549001DPIFGXC1TOL40 US3130AHE822 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0169 84991341.05 84991341.05 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHEA7 2549001DPIFGXC1TOL40 US3130AHEA75 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0170 84991166.80 84991166.80 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHFG3 2549001DPIFGXC1TOL40 US3130AHFG37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0165 93469908.40 93469908.40 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGW7 2549001DPIFGXC1TOL40 US3130AHGW77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0166 168995428.55 168995428.55 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHGX5 2549001DPIFGXC1TOL40 US3130AHGX50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0166 168995377.85 168995377.85 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0160 102391155.67 102391155.67 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VQ9 2549001DPIFGXC1TOL40 US313384VQ99 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0160 9940000.00 9940000.00 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHCT8 2549001DPIFGXC1TOL40 US3130AHCT84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0172 170997388.83 170997388.83 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-06-10 2020-06-10 N N N 0.0166 281002717.27 281002717.27 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-01 2020-10-01 N N N 0.0170 199932048.00 199932048.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0154 443958330.65 443958330.65 0.0029 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384SJ9 2549001DPIFGXC1TOL40 US313384SJ93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0155 210468807.50 210468807.50 0.0014 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHE90 2549001DPIFGXC1TOL40 US3130AHE905 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0170 84991423.50 84991423.50 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VG1 2549001DPIFGXC1TOL40 US313384VG18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0160 256543734.48 256543734.48 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-22 2020-04-22 2020-04-22 N N N 0.0160 65027000.96 65027000.96 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-07 2020-10-07 N N N 0.0167 278797304.00 278797304.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-03-12 2021-03-12 N N N 0.0171 397786508.82 397786508.82 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-01-24 2020-01-24 N N N 0.0175 1265835812.46 1265835812.46 0.0081 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-01-24 2020-01-24 N N N 0.0172 53995710.78 53995710.78 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-01-24 2020-01-24 N N N 0.0172 125989991.82 125989991.82 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-02-25 2020-02-25 N N N 0.0172 180974138.72 180974138.72 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGCC7 2549001DPIFGXC1TOL40 US3130AGCC76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-01-27 2020-01-27 N N N 0.0171 172985468.00 172985468.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-10-16 2020-10-16 N N N 0.0168 345997578.00 345997578.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% to 1.72% 313384QS1 2549001DPIFGXC1TOL40 US313384QS11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-19 2019-12-19 2019-12-19 N N N 0.0137 121908974.58 121908974.58 0.0008 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 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 0.0138 935830109.70 935830109.70 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0165 254017266.92 254017266.92 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-07-28 2020-07-28 N N N 0.0168 91001371.37 91001371.37 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVG9 2549001DPIFGXC1TOL40 US3130AFVG96 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0173 90990371.29 90990371.29 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVD6 2549001DPIFGXC1TOL40 US3130AFVD65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0170 181991857.32 181991857.32 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCM3 2549001DPIFGXC1TOL40 US3130AHCM32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0170 85995425.66 85995425.66 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHCP6 2549001DPIFGXC1TOL40 US3130AHCP62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0170 85995370.62 85995370.62 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0183 45993557.70 45993557.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-03-09 2020-03-09 N N N 0.0170 169990835.30 169990835.30 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-02-10 2020-02-10 N N N 0.0176 89984721.60 89984721.60 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 313384QL6 2549001DPIFGXC1TOL40 US313384QL67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-13 2019-12-13 2019-12-13 N N N 0.0126 169917927.40 169917927.40 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-03-23 2020-03-23 N N N 0.0166 179012189.90 179012189.90 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-03-24 2020-03-24 N N N 0.0166 462031448.34 462031448.34 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-08-26 2020-08-26 N N N 0.0169 110003549.70 110003549.70 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-05-26 2020-05-26 N N N 0.0167 35002840.60 35002840.60 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-07-28 2020-07-28 N N N 0.0168 181008648.18 181008648.18 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-28 2020-08-28 2020-08-28 N N N 0.0169 719019319.53 719019319.53 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0178 181982922.94 181982922.94 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0178 37996732.00 37996732.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0178 55995184.00 55995184.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-01-02 2020-01-02 N N N 0.0178 46995958.00 46995958.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-02-07 2020-02-07 N N N 0.0182 323919547.56 323919547.56 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-01-10 2020-01-10 N N N 0.0176 269978616.00 269978616.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 313384QH5 2549001DPIFGXC1TOL40 US313384QH55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2019-12-10 2019-12-10 N N N 0.0117 344878867.05 344878867.05 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-02-12 2020-02-12 N N N 0.0177 143979019.20 143979019.20 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-03-12 2020-03-12 N N N 0.0171 89997338.70 89997338.70 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-13 2020-01-13 2020-01-13 N N N 0.0176 89992305.00 89992305.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-03-20 2020-03-20 N N N 0.0168 447030369.18 447030369.18 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-03-20 2020-03-20 N N N 0.0168 447030369.18 447030369.18 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-04-20 2020-04-20 N N N 0.0168 54002543.94 54002543.94 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-06-24 2020-06-24 N N N 0.0168 64006233.60 64006233.60 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-08-24 2020-08-24 N N N 0.0169 274010348.98 274010348.98 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0165 85011191.10 85011191.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0165 119015667.54 119015667.54 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-03-09 2020-03-09 N N N 0.0172 169990831.90 169990831.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-03-09 2020-03-09 N N N 0.0172 135992665.52 135992665.52 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-11 2020-05-11 2020-05-11 N N N 0.0172 361982728.98 361982728.98 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-11 2020-05-11 2020-05-11 N N N 0.0172 108994799.61 108994799.61 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-14 2020-01-14 2020-01-14 N N N 0.0181 494928769.50 494928769.50 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-14 2020-01-14 2020-01-14 N N N 0.0177 179983854.00 179983854.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-01-17 2020-01-17 N N N 0.0177 71993695.68 71993695.68 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-01-17 2020-01-17 N N N 0.0177 178983211.59 178983211.59 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF6Z5 2549001DPIFGXC1TOL40 US3130AF6Z59 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0174 179995789.80 179995789.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-01-17 2020-01-17 N N N 0.0177 359966235.60 359966235.60 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF7E1 2549001DPIFGXC1TOL40 US3130AF7E12 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0174 35999157.96 35999157.96 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AF7G6 2549001DPIFGXC1TOL40 US3130AF7G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0174 71998200.72 71998200.72 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-20 2020-05-20 2020-05-20 N N N 0.0169 359029631.86 359029631.86 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-21 2020-08-21 2020-08-21 N N N 0.0170 366016795.74 366016795.74 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-11-24 2020-11-24 N N N 0.0173 665895311.46 665895311.46 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2020-08-24 2020-08-24 N N N 0.0169 182020029.10 182020029.10 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-03-25 2020-03-25 N N N 0.0166 342044275.32 342044275.32 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-03-25 2020-03-25 N N N 0.0166 344044534.24 344044534.24 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 313384SH3 2549001DPIFGXC1TOL40 US313384SH38 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0155 172572113.91 172572113.91 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2021-04-09 2021-04-09 N N N 0.0171 278932854.42 278932854.42 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 84995662.45 84995662.45 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 169991324.90 169991324.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 84995661.60 84995661.60 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2020-03-04 2020-03-04 N N N 0.0173 339982649.80 339982649.80 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313384QD4 2549001DPIFGXC1TOL40 US313384QD42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0092 19178632.41 19178632.41 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-08-12 2020-08-12 N N N 0.0174 337953288.40 337953288.40 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313384QW2 2549001DPIFGXC1TOL40 US313384QW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N N N 0.0141 68936404.77 68936404.77 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 313384QX0 2549001DPIFGXC1TOL40 US313384QX06 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0141 68933376.36 68933376.36 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-01-03 2020-01-03 N N N 0.0178 353980200.78 353980200.78 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFKZ9 2549001DPIFGXC1TOL40 US3130AFKZ96 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0174 359998740.00 359998740.00 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFKX4 2549001DPIFGXC1TOL40 US3130AFKX49 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0174 89999685.00 89999685.00 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-02-10 2020-02-10 N N N 0.0177 909922686.40 909922686.40 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-11 2020-02-11 2020-02-11 N N N 0.0177 257975283.60 257975283.60 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-08-12 2020-08-12 N N N 0.0172 724039856.20 724039856.20 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AG2Y0 2549001DPIFGXC1TOL40 US3130AG2Y03 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0174 529996088.60 529996088.60 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-16 2020-04-16 2020-04-16 N N N 0.0172 164004841.28 164004841.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-03-17 2020-03-17 N N N 0.0171 46001782.50 46001782.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-08 2020-05-08 2020-05-08 N N N 0.0180 41687314.03 41687314.03 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-05-08 2020-05-08 N N N 0.0172 547034493.82 547034493.82 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-05-12 2020-05-12 N N N 0.0172 364022535.24 364022535.24 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-13 2020-04-13 2020-04-13 N N N 0.0172 354023618.88 354023618.88 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-16 2020-04-16 2020-04-16 N N N 0.0172 36001730.16 36001730.16 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-04-17 2020-04-17 N N N 0.0172 128006120.96 128006120.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-02-28 2020-02-28 N N N 0.0179 108986451.30 108986451.30 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGDJ1 2549001DPIFGXC1TOL40 US3130AGDJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0173 183000000.00 183000000.00 0.0012 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGDH5 2549001DPIFGXC1TOL40 US3130AGDH54 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0173 183000000.00 183000000.00 0.0012 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-02-07 2020-02-07 N N N 0.0178 90992493.41 90992493.41 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-07-08 2020-07-08 N N N 0.0173 181016537.97 181016537.97 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-02-12 2020-02-12 N N N 0.0177 358979027.22 358979027.22 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-15 2020-06-15 2020-06-15 N N N 0.0174 39002885.61 39002885.61 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-17 2020-07-17 2020-07-17 N N N 0.0174 183015842.31 183015842.31 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-03-26 2020-03-26 N N N 0.0166 173049984.89 173049984.89 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-03-27 2020-03-27 N N N 0.0166 346100630.64 346100630.64 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-07-07 2020-07-07 N N N 0.0174 179016442.94 179016442.94 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-08-07 2020-08-07 N N N 0.0175 146005686.70 146005686.70 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-08-07 2020-08-07 N N N 0.0175 91006633.90 91006633.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-07 2020-08-07 2020-08-07 N N N 0.0175 217015819.30 217015819.30 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-08-07 2020-08-07 N N N 0.0175 45003280.50 45003280.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-11-09 2020-11-09 N N N 0.0177 36994754.14 36994754.14 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-11-09 2020-11-09 N N N 0.0177 55992060.32 55992060.32 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-09 2020-11-09 2020-11-09 N N N 0.0177 184973770.70 184973770.70 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-15 2020-07-15 2020-07-15 N N N 0.0174 91007976.15 91007976.15 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-15 2020-01-15 2020-01-15 N N N 0.0177 533980306.08 533980306.08 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-16 2020-11-16 2020-11-16 N N N 0.0178 294949549.10 294949549.10 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-23 2020-03-23 2020-03-23 N N N 0.0166 521047534.51 521047534.51 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-25 2020-03-25 2020-03-25 N N N 0.0166 173049218.50 173049218.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-26 2020-03-25 2020-03-25 N N N 0.0166 174049503.00 174049503.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-06-01 2020-06-01 N N N 0.0175 728058210.88 728058210.88 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-09-01 2020-09-01 N N N 0.0177 55000851.40 55000851.40 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-04-03 2020-04-03 N N N 0.0174 407027240.51 407027240.51 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 266020865.04 266020865.04 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 89006981.16 89006981.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-04-03 2020-04-03 N N N 0.0174 89005956.77 89005956.77 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 18001411.92 18001411.92 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-06-03 2020-06-03 N N N 0.0175 44003451.36 44003451.36 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-04-03 2020-04-03 N N N 0.0174 177911906.85 177911906.85 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-22 2021-01-22 2021-01-22 N N N 0.0176 68019503.08 68019503.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AGNE1 2549001DPIFGXC1TOL40 US3130AGNE14 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-27 2020-01-27 2020-01-27 N N N 0.0184 176986604.64 176986604.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHB51 2549001DPIFGXC1TOL40 US3130AHB513 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-02-04 2020-02-04 2020-02-04 N N N 0.0175 172789671.74 172789671.74 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.81% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-08 2020-05-08 2020-05-08 N N N 0.0172 345025919.54 345025919.54 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-10 2020-06-10 2020-06-10 N N N 0.0173 345060540.60 345060540.60 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-06-12 2020-06-12 N N N 0.0173 45021093.30 45021093.30 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-06-12 2020-06-12 N N N 0.0173 172080623.28 172080623.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-12 2020-06-12 2020-06-12 N N N 0.0173 346162184.04 346162184.04 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0158 24881111.00 24881111.00 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.82% 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0159 20891733.24 20891733.24 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.83% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2020-05-01 2020-05-01 N N N 0.0174 691245774.88 691245774.88 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.85% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-01 2021-02-01 2021-02-01 N N N 0.0183 34008436.08 34008436.08 0.0002 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 0.0191 251999254.08 251999254.08 0.0016 N N Y 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 0.0198 244992118.35 244992118.35 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 0.0158 44796000.15 44796000.15 0.0003 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 0.0134 724522710.75 724522710.75 0.0047 N N Y 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 0.0180 491198383.64 491198383.64 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 0.0175 491264079.44 491264079.44 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AHAT0 2549001DPIFGXC1TOL40 US3130AHAT03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-10-09 2020-10-09 2020-10-09 N N N 0.0180 332049102.80 332049102.80 0.0021 N N N 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 0.0000 222000000.00 222000000.00 0.0014 N Y Y 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 0.0179 356124229.76 356124229.76 0.0023 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 0.0179 356124322.32 356124322.32 0.0023 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 0.0152 185139512.29 185139512.29 0.0012 N N Y 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 0.0190 500935408.62 500935408.62 0.0032 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 0.0149 189731467.30 189731467.30 0.0012 N N Y N Freddie Mac Freddie Mac, 1.57% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-02-06 2020-02-06 N N N 0.0156 365999465.64 365999465.64 0.0024 N N N N Freddie Mac Freddie Mac, 1.57% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-03 2020-03-03 2020-03-03 N N N 0.0158 391980090.32 391980090.32 0.0025 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-09-09 2020-09-09 N N N 0.0163 675716411.24 675716411.24 0.0043 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-08 2020-05-08 N N N 0.0160 365971642.32 365971642.32 0.0024 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-09-08 2020-09-08 N N N 0.0163 707605761.37 707605761.37 0.0045 N N N N Freddie Mac Freddie Mac, 1.59% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2019-12-02 2020-05-06 2020-05-06 N N N 0.0160 730976103.61 730976103.61 0.0047 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 0.0153 275439259.08 275439259.08 0.0018 N N Y 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 0.0135 177675145.28 177675145.28 0.0011 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.62% G5GSEF7VJP5I7OUK5573 FDC099000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-31 2044-11-15 2.25 - 3 675212000.00 742573735.52 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 722000000.00 722000000.00 0.0046 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.58% 3Y4U8VZURTYWI1W2K376 FDH628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 158055000.00 157619060.25 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-27 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 154000000.00 154000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2046-05-15 2049-02-15 2.5 - 3 67470000.00 79729422.30 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 77000000.00 77000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FCJ149000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2045-05-15 2047-08-15 2.75 - 3 137810000.00 159745609.65 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 155000000.00 155000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FDB343000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-03-15 2047-08-15 2.375 - 2.75 154790000.00 158170518.07 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 155000000.00 155000000.00 0.0010 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FDF184000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2049-02-15 2049-02-15 3 - 3 190855000.00 225605650.22 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-21 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 219000000.00 219000000.00 0.0014 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FCI136000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-02-29 2047-08-15 2.375 - 3.625 152715000.00 158222810.74 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0162 155000000.00 155000000.00 0.0010 N N N Y BMO Harris Bank NA BMO Harris Bank NA, 1.64% 3Y4U8VZURTYWI1W2K376 FCG403000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-08-15 2046-05-15 2.5 - 3.625 139215000.00 161592725.21 U.S. Treasuries (including strips) Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0163 156000000.00 156000000.00 0.0010 N N N Y BMO Harris Bank NA BMO Harris Bank NA, 1.69% 3Y4U8VZURTYWI1W2K376 FCC580000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2043-08-15 2047-08-15 2.75 - 3.625 138985000.00 160889779.21 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 156000000.00 156000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FDB861000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 7.625 96539500.00 104209691.80 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 102000000.00 102000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FCI670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 7.5 117814300.00 126621519.07 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 124000000.00 124000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FCJ290000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-05 2049-11-15 0 - 6.25 142111300.00 158519856.21 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 155000000.00 155000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FDB038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-15 2049-11-15 1.125 - 7.5 1321363500.00 1394398589.65 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 1365000000.00 1365000000.00 0.0088 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FCH364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2049-11-15 0 - 6.125 75782700.00 81701622.74 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 80000000.00 80000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDB871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-17 2049-11-15 0 - 4.75 86947200.00 104157459.59 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 102000000.00 102000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FDC069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2049-11-15 1.25 - 5.5 130302800.00 142516583.98 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 139000000.00 139000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDD699000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 7.5 224131800.00 254602139.51 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 248000000.00 248000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDE329000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2049-11-15 0 - 6.25 65401700.00 77052457.14 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 75000000.00 75000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.65% R0MUWSFPU8MPRO8K5P83 FDH657000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-02 2049-05-15 0 - 8.125 94849400.00 96922223.28 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 95000000.00 95000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDG140000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-08-15 0 - 5.5 67827400.00 72933646.81 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 71000000.00 71000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-11-15 0 - 5.5 140484400.00 173937354.61 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 169000000.00 169000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.71% R0MUWSFPU8MPRO8K5P83 FCD216000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 5.5 189489300.00 231724148.18 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 226000000.00 226000000.00 0.0015 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 2021-03-31 2049-11-15 1.125 - 7.5 309735200.00 323533163.14 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0198 315000000.00 315000000.00 0.0020 N Y 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 2020-01-30 2049-11-15 0 - 8.125 335907900.00 364157051.82 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 354900000.00 354900000.00 0.0023 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 2019-12-05 2049-11-15 0 - 8.125 1746972200.00 1887853749.77 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 1840000000.00 1840000000.00 0.0118 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 2020-01-02 2049-11-15 0 - 8 383520500.00 408383137.49 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0198 397000000.00 397000000.00 0.0026 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 2020-01-02 2049-11-15 0 - 8 781313400.00 842853326.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0199 820900000.00 820900000.00 0.0053 N Y 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 2020-01-02 2049-11-15 0 - 8 345773700.00 376004384.15 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 366000000.00 366000000.00 0.0024 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDG012000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-03-31 2022-05-31 1.75 - 1.75 119691900.00 120415184.26 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 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 0.0164 118000000.00 118000000.00 0.0008 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FCI439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2049-05-15 0 - 4.375 214471500.00 221864994.78 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 217000000.00 217000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ848000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-11-15 0 - 4.375 238448000.00 252624607.30 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 247000000.00 247000000.00 0.0016 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ258000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2049-05-15 0 - 4.75 71937300.00 79086376.50 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 77000000.00 77000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.63% 2IGI19DL77OX0HC3ZE78 FCF451000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-05-15 0 - 3.125 453187800.00 478710101.01 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 468000000.00 468000000.00 0.0030 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.64% 2IGI19DL77OX0HC3ZE78 FDE322000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2048-05-15 0 - 4.375 239865300.00 245900755.17 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 240900000.00 240900000.00 0.0015 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.80% 2IGI19DL77OX0HC3ZE78 FBE844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2047-08-15 0 - 3.75 77343100.00 80857434.56 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 79000000.00 79000000.00 0.0005 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FDH242000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2049-11-15 1.375 - 2.875 329049500.00 335672091.44 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0162 329000000.00 329000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FDH710000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2049-11-15 1.625 - 3 657228000.00 673353374.29 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0162 660000000.00 660000000.00 0.0042 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.64% 549300IMBXQ8SGH3HJ31 FDI317000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2049-11-15 0 - 3.375 2195603000.00 2318394519.59 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 2267000000.00 2267000000.00 0.0146 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.64% 549300IMBXQ8SGH3HJ31 FDI316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2049-11-15 1.375 - 2.75 328937500.00 335645886.36 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0163 329000000.00 329000000.00 0.0021 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.65% 549300IMBXQ8SGH3HJ31 FDG678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2049-11-15 1.375 - 2.875 313085300.00 336464328.89 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 329000000.00 329000000.00 0.0021 N Y Y N Credit AG Credit AG, 1.62% 1VUV7VQFKUOQSJ21A208 FDD423000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-03-31 2025-03-31 2.625 - 2.625 300544000.00 316399282.48 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 310000000.00 310000000.00 0.0020 N N Y N Credit AG Credit AG, 1.64% 1VUV7VQFKUOQSJ21A208 FDF321000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2049-05-15 2.875 - 3.125 440384800.00 495700030.47 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y CREDIT AG CIB (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 484000000.00 484000000.00 0.0031 N N Y N Credit AG Credit AG, 1.66% 1VUV7VQFKUOQSJ21A208 FCG406000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 147983100.00 159347528.47 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 156000000.00 156000000.00 0.0010 N Y Y N Credit AG Credit AG, 1.68% 1VUV7VQFKUOQSJ21A208 FCJ730000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-12 2049-05-15 0 - 2.875 422749600.00 476904969.07 U.S. Treasuries (including strips) Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0167 463000000.00 463000000.00 0.0030 N N N Y Credit Agricole CIB Credit Agricole CIB, 1.64% 1VUV7VQFKUOQSJ21A208 FDI284000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-15 2024-03-31 2.125 - 2.125 155327000.00 158027166.34 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 155000000.00 155000000.00 0.0010 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.65% 7LTWFZYICNSX8D621K86 FDI292000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2047-08-15 1.125 - 5.25 997224500.00 1086199072.04 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 1063000000.00 1063000000.00 0.0068 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.65% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2044-05-15 2 - 8.75 35746800.00 38861982.05 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 38000000.00 38000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.65% 549300H47WTHXPU08X20 FDI252000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2045-08-15 1.375 - 4.375 5206355600.00 5529420049.81 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 5421000000.00 5421000000.00 0.0348 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.58% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2025-11-15 0 - 2.75 598389500.00 620296117.56 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 608000000.00 608000000.00 0.0039 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.63% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2026-02-28 1.125 - 3.625 341859400.00 349907541.98 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0162 343000000.00 343000000.00 0.0022 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.64% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-28 2026-02-28 2.5 - 2.5 163703000.00 172439635.71 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 168000000.00 168000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.61% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2042-11-15 1.25 - 2.75 71851700.00 73449946.45 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0160 72000000.00 72000000.00 0.0005 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.63% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2022-11-15 1.375 - 1.625 632040000.00 632492580.69 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 620000000.00 620000000.00 0.0040 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.65% 213800MBWEIJDM5CU638 FCJ052000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2024-05-15 2.5 - 2.75 153541200.00 160214826.09 U.S. Treasuries (including strips) Y N/A N/A 2020-02-12 2020-02-12 2020-02-12 N N N 0.0164 157000000.00 157000000.00 0.0010 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.67% 213800MBWEIJDM5CU638 FDE634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2024-05-15 2.5 - 2.875 14410200.00 15300507.50 U.S. Treasuries (including strips) Y N/A N/A 2020-02-24 2020-02-24 2020-02-24 N N N 0.0166 15000000.00 15000000.00 0.0001 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.70% 213800MBWEIJDM5CU638 FCF493000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-02-28 1.875 - 1.875 125383200.00 126591391.13 U.S. Treasuries (including strips) Y N/A N/A 2020-01-08 2020-01-08 2020-01-08 N N N 0.0169 124000000.00 124000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.65% H7FNTJ4851HG0EXQ1Z70 FCJ060000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-31 2026-09-30 1.375 - 1.625 55963100.00 55562896.85 U.S. Treasuries (including strips) Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0164 54000000.00 54000000.00 0.0003 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FCG455000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-09-30 1.375 - 6 78501100.00 79625208.18 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0166 78000000.00 78000000.00 0.0005 N N Y N Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDB430000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-31 1.375 - 1.625 159803900.00 158966588.96 U.S. Treasuries (including strips) Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0166 155000000.00 155000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDC013000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-31 1.375 - 2.625 155907300.00 158133589.95 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0166 155000000.00 155000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE171000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-31 1.375 - 6 87551400.00 111180887.19 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0166 109000000.00 109000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.67% H7FNTJ4851HG0EXQ1Z70 FDE167000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2026-08-31 1.375 - 2.625 109619600.00 111183005.47 U.S. Treasuries (including strips) Y N/A N/A 2020-02-21 2020-02-21 2020-02-21 N N N 0.0166 109000000.00 109000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.76% H7FNTJ4851HG0EXQ1Z70 FCB743000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2026-08-31 1.375 - 6 135397400.00 159319310.07 U.S. Treasuries (including strips) Y N/A N/A 2019-12-20 2019-12-20 2019-12-20 N N N 0.0175 156000000.00 156000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.77% H7FNTJ4851HG0EXQ1Z70 FCC564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2026-08-31 1.375 - 6 157633000.00 159346674.16 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0176 156000000.00 156000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.81% H7FNTJ4851HG0EXQ1Z70 FBH601000 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 119201300.00 159433536.50 U.S. Treasuries (including strips) Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0180 156000000.00 156000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.86% H7FNTJ4851HG0EXQ1Z70 FBF652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-08-31 1.375 - 6 63731000.00 80714360.62 U.S. Treasuries (including strips) Y N/A N/A 2019-12-11 2019-12-11 2019-12-11 N N N 0.0184 79000000.00 79000000.00 0.0005 N N N Y Mizuho Bank Ltd. Mizuho Bank Ltd., 1.64% RB0PEZSDGCO3JS6CEU02 FDI314000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-08-31 2024-08-31 1.25 - 1.25 355000000.00 349940135.09 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 341000000.00 341000000.00 0.0022 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.63% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-20 2027-02-15 0 - 2.75 2003030000.00 2026617906.75 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 1987000000.00 1987000000.00 0.0128 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.63% 549300Y1PMK3RWXMWR72 FDF999000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2045-11-15 1.125 - 3.125 238773900.00 243890563.65 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y MUFG SEC CDA LTD (GOV RP) 1.0000 3 N N/A N/A N N 0.0162 239000000.00 239000000.00 0.0015 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FDI344000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-09 2025-05-15 0 - 2.75 210559300.00 216269602.03 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 212000000.00 212000000.00 0.0014 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDH755000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2028-02-15 1.875 - 2.75 92440800.00 94835533.82 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 93000000.00 93000000.00 0.0006 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDH357000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2026-08-31 1.375 - 2.75 176491500.00 179384570.10 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 175900000.00 175900000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FDH356000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2024-06-30 1.375 - 2.75 82136300.00 84646096.54 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 83000000.00 83000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FDH354000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-04-30 1.375 - 2 184319300.00 183564966.96 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 180000000.00 180000000.00 0.0012 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCG424000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2025-08-15 1.375 - 2.875 213543900.00 215395490.58 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 5 N N/A N/A N N 0.0158 211000000.00 211000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCI525000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-15 2028-02-15 1.75 - 2.875 602076200.00 614454772.34 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 602000000.00 602000000.00 0.0039 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCJ690000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2025-04-30 1.625 - 2.75 285421300.00 292878701.45 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 287000000.00 287000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FCJ132000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2026-09-30 1.625 - 2.875 227936000.00 229647565.55 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 225000000.00 225000000.00 0.0014 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FDG846000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2028-08-15 1.375 - 2.875 277191700.00 283530768.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 278000000.00 278000000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FCI527000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2025-06-30 1.375 - 2.75 119502000.00 124442720.70 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 121900000.00 121900000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDB470000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2025-11-30 1.875 - 2.875 137655400.00 140816699.11 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 138000000.00 138000000.00 0.0009 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDC009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2026-08-31 1.25 - 3.5 109629600.00 110205370.78 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 108000000.00 108000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FDC798000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2026-02-28 1.25 - 3.5 408958500.00 418283333.97 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 410000000.00 410000000.00 0.0026 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.62% U7M81AY481YLIOR75625 FCF545000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2028-08-15 1.375 - 2.875 303476200.00 318558941.83 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0161 312000000.00 312000000.00 0.0020 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.63% U7M81AY481YLIOR75625 FDG876000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2023-10-31 1.375 - 2.875 337721000.00 342683973.54 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 336000000.00 336000000.00 0.0022 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.63% U7M81AY481YLIOR75625 FDG875000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2026-09-30 1.25 - 2.875 537722500.00 548684500.03 U.S. Treasuries (including strips) Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 4 N N/A N/A N N 0.0162 538000000.00 538000000.00 0.0035 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.65% U7M81AY481YLIOR75625 FDI294000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2028-05-15 1.5 - 2.875 724465200.00 766875186.59 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 751900000.00 751900000.00 0.0048 N Y Y N Natixis SA Natixis SA, 1.58% KX1WK48MPD4Y2NCUIZ63 FCG388000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2049-05-15 0 - 6.625 753908300.00 797993573.39 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y NATIXIS SA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0157 780000000.00 780000000.00 0.0050 N Y Y N Natixis SA Natixis SA, 1.58% KX1WK48MPD4Y2NCUIZ63 FCH298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2046-08-15 0 - 6.875 306653800.00 317609831.40 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 Y NATIXIS SA (GOV REPO) 1.0000 5 N N/A N/A N N 0.0157 311000000.00 311000000.00 0.0020 N N Y N Natixis SA Natixis SA, 1.60% KX1WK48MPD4Y2NCUIZ63 FCI021000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2049-05-15 0 - 6.875 775508800.00 791608997.24 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 775000000.00 775000000.00 0.0050 N N Y N Natixis SA Natixis SA, 1.61% KX1WK48MPD4Y2NCUIZ63 FCJ729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2049-05-15 0 - 6.625 305887000.00 315530751.71 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-06 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 309000000.00 309000000.00 0.0020 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.57% OXTKY6Q8X53C9ILVV871 FDH684000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2049-11-15 0 - 8.125 1450112100.00 1509965264.71 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0156 1480000000.00 1480000000.00 0.0095 N N Y N Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE647000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 47539100.00 48430458.12 U.S. Treasuries (including strips) Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0167 47000000.00 47000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDE124000 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 77852300.00 79391098.97 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 198400.00 206111.24 U.S. Treasuries (including strips) Y N/A N/A 2020-02-19 2020-02-19 2020-02-19 N N N 0.0167 78000000.00 78000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.68% 5493007VSMFZCPV1NB83 FDF989000 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 155524800.00 157067896.84 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 61100.00 63474.78 U.S. Treasuries (including strips) Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0167 154000000.00 154000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.78% 5493007VSMFZCPV1NB83 FCC569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2049-08-15 2049-08-15 2.25 - 2.25 79001800.00 80483083.75 U.S. Treasuries (including strips) Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0177 78000000.00 78000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ119000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 63592500.00 63013708.40 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 348800.00 362356.87 U.S. Treasuries (including strips) Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0179 62000000.00 62000000.00 0.0004 N N N Y Norinchukin Bank Norinchukin Bank, 1.80% 5493007VSMFZCPV1NB83 FBJ751000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2026-08-15 2026-08-15 1.5 - 1.5 159999100.00 158542856.99 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 877300.00 911398.17 U.S. Treasuries (including strips) Y N/A N/A 2020-01-22 2020-01-22 2020-01-22 N N N 0.0179 156000000.00 156000000.00 0.0010 N N N Y 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 158037000.00 159605022.56 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 2074200.00 2154818.30 U.S. Treasuries (including strips) Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0201 158000000.00 158000000.00 0.0010 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 235079200.00 239725686.13 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 3076300.00 3195867.10 U.S. Treasuries (including strips) Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0205 237000000.00 237000000.00 0.0015 N N Y N 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 2026-08-15 2026-08-15 1.5 - 1.5 159971600.00 158515607.28 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 2281600.00 2370279.35 U.S. Treasuries (including strips) Y N/A N/A 2019-12-09 2019-12-09 2019-12-09 N N N 0.0205 157000000.00 157000000.00 0.0010 N N N N 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 2020-11-15 2020-11-15 2.625 - 2.625 158071100.00 159639460.90 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 2106000.00 2187854.28 U.S. Treasuries (including strips) Y N/A N/A 2019-12-18 2019-12-18 2019-12-18 N N N 0.0205 158000000.00 158000000.00 0.0010 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI610000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2048-02-15 0 - 6 297893100.00 318043875.64 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-04 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 311000000.00 311000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FCI907000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6 291865000.00 317247859.68 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-05 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 310000000.00 310000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDA722000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 3.625 613381700.00 633895618.14 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 620900000.00 620900000.00 0.0040 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB335000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2048-02-15 0 - 4.75 150955000.00 158352649.04 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 155000000.00 155000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.60% 549300QJJX6CVVUXLE15 FDB913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-08-15 0 - 6 461794800.00 473915686.63 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-18 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 464000000.00 464000000.00 0.0030 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.25 147460300.00 159980486.51 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-24 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 156000000.00 156000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDD413000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6 307428700.00 316497875.50 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 310000000.00 310000000.00 0.0020 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC065000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8.75 359910500.00 396840539.57 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-14 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 387000000.00 387000000.00 0.0025 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FDC942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.75 153118500.00 158201717.12 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 155000000.00 155000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FCG478000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2047-02-15 0 - 4.25 157602800.00 159344027.02 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 156000000.00 156000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FDE668000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6 465490600.00 494730029.55 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-21 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 484000000.00 484000000.00 0.0031 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FDG018000 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 - 4.75 348788000.00 359303279.54 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-16 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 352000000.00 352000000.00 0.0023 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FCB689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 6 500614300.00 519501169.68 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 508000000.00 508000000.00 0.0033 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.68% 549300QJJX6CVVUXLE15 FCD228000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 4.75 151847100.00 159465387.16 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-22 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 156000000.00 156000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.68% 549300QJJX6CVVUXLE15 FCB184000 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 - 4.75 452679600.00 480493096.43 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 469000000.00 469000000.00 0.0030 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.80% 549300QJJX6CVVUXLE15 FBE847000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-19 2047-02-15 0 - 4.25 148861100.00 161798771.56 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-09 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 157800000.00 157800000.00 0.0010 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FDD678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2048-11-15 1.125 - 7.625 430970900.00 458678864.48 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 449000000.00 449000000.00 0.0029 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.61% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2028-11-15 2044-11-15 3 - 3.125 297055000.00 337389204.10 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0160 329000000.00 329000000.00 0.0021 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.64% 6PJDTY319315T5LR2241 FDI262000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-09-15 2022-12-31 1.5 - 2.125 479684000.00 484461070.28 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 475000000.00 475000000.00 0.0031 N Y Y N Societe Generale Societe Generale, 1.60% O2RNE8IBXP4R0TD8PU41 FDI325000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2048-05-15 1.125 - 8.75 222434900.00 242524552.92 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0159 237000000.00 237000000.00 0.0015 N N Y N Societe Generale Societe Generale, 1.63% O2RNE8IBXP4R0TD8PU41 FCI040000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-05-15 0 - 8.75 301841000.00 313540853.91 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0162 306000000.00 306000000.00 0.0020 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCB311000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-31 2049-05-15 0 - 8.75 300473500.00 316309511.01 U.S. Treasuries (including strips) Y N/A N/A 2019-12-23 2019-12-23 2019-12-23 N N N 0.0172 309000000.00 309000000.00 0.0020 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCB680000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-08-15 0 - 7.875 178612500.00 188188390.63 U.S. Treasuries (including strips) Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0172 184000000.00 184000000.00 0.0012 N N N Y Societe Generale Societe Generale, 1.73% O2RNE8IBXP4R0TD8PU41 FCC501000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-21 2049-05-15 0 - 8.75 292669700.00 315986843.12 U.S. Treasuries (including strips) Y N/A N/A 2019-12-26 2019-12-26 2019-12-26 N N N 0.0172 308000000.00 308000000.00 0.0020 N N N Y TD Securities (U.S.A.) TD Securities (U.S.A.), 1.58% SUVUFHICNZMP2WKHG940 FDH660000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-30 2028-02-15 1.125 - 3 453231300.00 465222070.46 U.S. Treasuries (including strips) Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 456000000.00 456000000.00 0.0029 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.65%, dated 11/29/2019 due 12/02/2019 B4TYDEB6GKMZO031MB27 FDI468000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-11-20 3 - 5.25 4833940662.31 1092137678.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 1067820000.00 1067820000.00 0.0069 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.65%, dated 11/29/2019 due 12/02/2019 L3I9ZG2KFGXZ61BMYR72 FDI468000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2028-02-15 1.5 - 7.875 203706685.78 207685962.61 U.S. Treasuries (including strips) Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 203586000.00 203586000.00 0.0013 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.59% G5GSEF7VJP5I7OUK5573 FCI450000 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 2049-01-01 2049-01-01 4 - 4 12032537.00 8271230.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 3.5 - 3.5 7084281.00 7382707.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-11-01 2038-11-01 4 - 4 9644667.00 7817834.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-10-01 3 - 3.5 30966000.00 31576410.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2049-04-01 3 - 4.5 159883238.00 111504894.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 14580005.00 15379138.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-04-01 3.5 - 3.5 21065867.00 15332261.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3 - 3 11034161.00 10385162.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3 - 3 7219026.00 6996057.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-08-01 2049-12-01 2.5 - 6 629400789.00 311257522.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 515000000.00 515000000.00 0.0033 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FCG385000 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 2049-11-01 2049-11-01 3 - 3 240000000.00 242918429.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2039-10-01 3 - 3 55282008.00 56078476.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-10-01 2049-10-01 3.5 - 3.5 39942740.00 41131070.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0159 333000000.00 333000000.00 0.0021 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FDA749000 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 2040-02-01 2049-12-01 3 - 4.5 590900090.00 471556789.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 461900000.00 461900000.00 0.0030 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.60% 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 2021-11-15 2069-10-20 2 - 8.5 66226517.00 69186635.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 997066.00 1013568.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2049-12-01 2.423 - 6.1 17453655.00 10650339.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 2.5 - 4 1859760.00 1791656.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 368128.00 383011.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 2.5 - 2.5 3232107.00 3244970.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2027-03-01 3 - 3 1000.00 253.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 5 530284.00 579921.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2044-08-01 2.207 - 5.75 9885762.00 787114.59 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-27 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 85900000.00 85900000.00 0.0006 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.62% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 4.5 - 4.5 536938.00 288854.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 3383068.00 3427295.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2039-04-01 2.605 - 4.506 82863314.00 27847553.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-02-20 2069-08-20 2 - 5 93127999.00 96189779.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 2.5 - 3 4671865.00 4794947.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 7739233.00 8249209.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 128189.00 139719.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-30 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 138000000.00 138000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FCI991000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2029-07-15 2029-07-15 0.25 - 0.25 68600.00 69475.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 1003524.00 967079.11 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-04-07 2021-10-05 1.4 - 1.53 1400000.00 1400289.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 4.5 - 4.5 1211619.00 1244890.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 515000.00 521262.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-09-30 2049-05-01 1.55 - 6.5 115304353.00 20706632.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-02-03 2022-03-11 1.5 - 7.45 3000000.00 3052930.08 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-07-15 2069-05-20 3.5 - 8 54220754.00 29660180.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-09-01 2034-09-01 2.55 - 2.55 744000.00 751449.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-30 2049-11-01 1.125 - 6 219579834.00 29346318.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 89374.00 93770.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-02-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 86000000.00 86000000.00 0.0006 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.62% 3Y4U8VZURTYWI1W2K376 FCH344000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-01-15 2029-07-15 0.25 - 2.375 306700.00 310919.92 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-06-01 2049-10-01 3 - 4 344467687.00 293707892.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-09-20 2048-09-20 4 - 4 77465667.00 58327610.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-30 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 345000000.00 345000000.00 0.0022 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.65% 3Y4U8VZURTYWI1W2K376 FDI458000 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 2049-05-01 2049-05-01 4 - 4 25700198.00 24674915.93 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2022-06-30 0 - 2.25 28160700.00 28372424.76 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 51999422.80 51999422.80 0.0003 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FCH365000 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 2029-11-20 2049-07-20 2.354 - 6.5 25639354.00 14090052.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-01 2038-08-17 3.9 - 4.25 4810000.00 5104921.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-03-15 2048-10-01 2.75 - 7 618921.00 173423.32 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 43000.00 43772.71 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2049-11-15 0 - 7.5 133009779.06 110744512.50 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-09-30 2057-06-25 0 - 7.125 11134022.00 11875649.57 Agency Debentures and Agency Strips Y N/A N/A 2019-12-06 2019-12-06 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 138000000.00 138000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FDD700000 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 2023-10-15 2032-02-15 0 - 6.5 17736336.00 15874488.82 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-09-01 2048-11-01 3.5 - 7.125 61094685.00 47598335.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-11-20 2049-06-20 3 - 4 17558002.00 14516099.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2037-03-16 3.59 - 4.05 6925000.00 6995930.13 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-02-15 0 - 6.25 175904642.04 159603774.73 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-02-10 2037-10-26 3.42 - 3.43 1366000.00 1381660.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3.5 - 3.5 1489412.00 1529212.13 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 241000000.00 241000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.67% R0MUWSFPU8MPRO8K5P83 FDE855000 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 2025-12-11 2037-08-01 0 - 4.952 342802.00 298631.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-04-05 2049-10-01 0 - 7.125 43059015.00 38881459.53 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2049-07-20 2.374 - 4.125 43721708.00 26677850.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-12-01 2046-12-01 3.5 - 3.5 1192846.00 847711.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.735 - 3.735 1120.00 813.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3.5 - 3.5 23139423.00 19809536.37 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 380000.00 382205.58 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-11-05 2049-02-15 0 - 6.25 18147618.03 19748101.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-10-24 2033-10-24 4.1 - 4.1 415000.00 448247.77 Agency Debentures and Agency Strips Y N/A N/A 2019-12-06 2019-12-06 2020-01-02 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 104900000.00 104900000.00 0.0007 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2049-08-20 3 - 4.625 169233936.00 161682649.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 110000.00 110973.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2044-07-15 0 - 7 7401803.00 6199756.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.265 - 2.265 1037.00 1019.44 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2049-11-15 0 - 8 376839535.77 355959781.87 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.735 - 3.735 8340.00 6057.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-25 2049-04-25 0 - 7.5 62968437.00 53968967.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0199 560900000.00 560900000.00 0.0036 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 FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-24 2048-11-01 0 - 7.125 47392827.00 39353972.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-03-20 3 - 6.5 31708002.00 19208649.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-11-26 4.05 - 4.05 270000.00 280229.08 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 6 177999634.53 162984497.30 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2022-06-02 1.875 - 1.875 8409000.00 8532122.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-03-15 2048-05-01 0 - 4.886 25127120.00 4610226.53 Agency Debentures and Agency Strips Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0200 228000000.00 228000000.00 0.0015 N Y 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 2020-01-15 2049-11-15 0 - 8 271020549.99 258997787.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 4 32523237.00 15511428.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-30 2030-11-26 1.7 - 4.05 25105000.00 25397122.42 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2022-06-02 2038-04-05 1.875 - 3.98 2105000.00 2135824.21 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-12-20 2045-12-20 3 - 3 1000.00 407.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-01-15 2030-11-15 0 - 7.125 735000.00 737286.55 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-20 2048-12-20 2.424 - 4 55738952.00 28891274.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.735 - 3.735 14509132.00 10537519.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0200 332000000.00 332000000.00 0.0021 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.65%, dated 11/29/2019 due 12/02/2019 VJW2DOOHGDT6PR0ZRO63 FDI468000_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 2033-10-01 2033-10-01 6.5 - 6.5 24759.89 423.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 20633.25 1015.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 2133539.51 2228294.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 5846.09 4943.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 13571.17 11915.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 24416.01 15419.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 3438.87 44.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 128957.79 266.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 438475.39 1825.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 344373.34 32294.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 144432.72 322.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 307922.99 1020.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2027-05-01 3 - 3 257915.57 56692.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 4814.42 112.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 2063.32 417.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-06-01 3 - 5 80825.93 69093.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 5153782.43 3836706.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 210342.18 2107.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 6533.86 498.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 16169.59 582.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 85971.86 310.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 124358.64 1773.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 12895.78 220.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 8597.19 664.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 2877.99 123.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 9284.96 185.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3 - 3 4328.17 3351.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 872303.13 3634.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-07-01 2049-12-01 3 - 5 51986965.02 52723654.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 91652.88 9921.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 94912.93 3877.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 10441429.23 5265203.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-11-20 2.5 - 10 73305771.65 48184532.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 343.89 65.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 16528.26 8202.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 1055.39 555.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 644889.00 661619.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 3 - 4.5 11973738.66 11871835.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 6403216.93 6442819.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 5301024.71 944.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 42000.35 13546.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2066.08 1118.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2042-11-01 3 - 6.5 767300.54 23680.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-03-01 3.5 - 4.5 23728.23 12813.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 4814.42 2830.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2037-09-01 5.5 - 5.5 120360.60 502.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2048-10-01 3 - 5 88242.89 68223.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 55385.48 14298.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 674269.37 399096.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 416391.28 14170.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 563975.38 383000.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 626219.01 223210.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 2.5 - 2.5 264777.50 265771.46 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8 18740420.55 19738683.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2019-12-04 2024-11-27 0 - 5.625 104069276.96 104372707.07 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-02-12 2025-06-04 1.59 - 5.05 83439126.23 83649373.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2049-06-01 0 - 7.5 53198031.66 36724616.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-12-25 2049-11-01 0 - 9.5 267493586.68 236650571.18 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 601803000.00 601803000.00 0.0039 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.67% 549300HN4UKV1E2R3U73 FDG007000 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 2049-11-01 2049-11-01 3.5 - 3.5 61777759.00 65164553.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-04-01 2049-09-01 3.5 - 5 410396345.00 339761629.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 2.5 - 2.5 115750000.00 57478519.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 5 - 5 89209234.00 67220871.70 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-08 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 0.0166 519000000.00 519000000.00 0.0033 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.69% 549300HN4UKV1E2R3U73 FCE987000 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 2034-05-01 2057-02-01 2.5 - 4.576 331636933.00 196586496.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 8227249.00 8526716.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 11424521.00 9530554.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2049-03-01 2.38 - 5 183237265.00 86932504.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 11500000.00 9048758.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 4.5 - 4.5 15282496.00 9309858.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 2 - 2 9149984.00 8876166.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 2033-10-01 3.78 - 3.78 5712117.00 6248693.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-04-01 2024-04-01 3.11 - 3.11 8500000.00 8900323.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 8344932.00 8485080.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 Y BANK OF AMERICA CORPORATION 1.0000 3 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0168 345000000.00 345000000.00 0.0022 N Y Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.63% 2IGI19DL77OX0HC3ZE78 FDB020000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2031-08-01 2.46 - 2.9 965739.00 991539.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2049-09-01 3 - 5 359619871.00 309832397.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 12260537.00 12863667.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.53 - 3.53 1860000.00 2034085.87 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2027-07-15 0 - 2.5 29136400.00 30895726.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 65994.00 67013.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2023-08-01 2.7 - 2.7 22252884.00 22494661.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2048-01-01 3 - 4.545 296593321.00 222096036.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 3509408.00 3261696.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2058-08-15 3.4 - 4 22978.00 24193.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 44100.00 44284.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 592000000.00 592000000.00 0.0038 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.74% 2IGI19DL77OX0HC3ZE78 FBJ988000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2049-02-15 1 - 2.5 47908500.00 48532882.06 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2049-11-01 3.01 - 5 222686288.00 149920917.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 4 - 4 13726777.00 14138061.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-17 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 208000000.00 208000000.00 0.0013 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.76% 2IGI19DL77OX0HC3ZE78 FBJ966000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2024-09-30 1.5 - 2.5 14000.00 14371.26 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2023-08-01 2.7 - 2.7 42389.00 42849.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 33985.00 33726.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2048-07-01 4 - 4.5 59327999.00 34442280.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-07-01 2048-10-01 3.5 - 5 1291471.00 1137912.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0175 34900000.00 34900000.00 0.0002 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.77% 2IGI19DL77OX0HC3ZE78 FBH826000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2049-02-15 0.125 - 2.5 51300.00 58606.96 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.46 - 2.46 2670.00 2715.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2049-09-01 3 - 5 104139679.00 70481927.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-03-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 69000000.00 69000000.00 0.0004 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.79% 2IGI19DL77OX0HC3ZE78 FBH824000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-04-15 2049-02-15 0.125 - 1.5 27800.00 30513.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-07-01 2040-07-01 4.025 - 4.025 7859631.00 223441.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 1761205.00 1636890.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 17725.00 17799.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-11-01 3.01 - 5 73595583.00 68636192.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-13 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0178 69000000.00 69000000.00 0.0004 N N Y N Citibank NA Citibank NA, 1.58% 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 2020-02-15 2049-05-15 0.125 - 8.125 67893500.00 72752861.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2024-08-12 2.25 - 2.375 10300000.00 10367357.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-01-10 2035-11-13 0 - 3.315 3540000.00 3777632.01 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-21 2029-05-15 1.625 - 6.25 25000.00 26972.94 Agency Debentures and Agency Strips Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0157 85000000.00 85000000.00 0.0005 N N Y N Citibank NA Citibank NA, 1.59% 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 2021-04-15 2049-02-15 0.125 - 4.5 448580200.00 469832385.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-01-22 2024-09-26 0 - 2.875 53470000.00 53566552.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-10-01 2040-08-01 4.5 - 6.5 8667.00 497.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0158 513000000.00 513000000.00 0.0033 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.65%, dated 11/29/2019 due 12/02/2019 E57ODZWZ7FF32TWEFA76 FDI468000_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 793118.23 5616.01 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 7066230.43 5711646.14 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-11-15 0 - 8.75 495944958.39 528739834.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-02-26 2043-06-22 0 - 5.5 12285573.70 12600153.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 4979.74 0.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 7250.78 41.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2048-12-01 1.375 - 9.5 38582550.58 21461478.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 721.58 789.27 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-09-25 2023-12-20 1.708 - 3.5 1240953.05 1243463.46 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 259995.25 26222.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2045-12-01 0 - 10 14266177.70 1834726.15 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-09-20 2.5 - 10.5 7518702.55 5121533.81 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 1255841.72 1352895.23 Agency Debentures and Agency Strips Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 565823000.00 565823000.00 0.0036 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.65%, dated 11/29/2019 due 12/02/2019 1VUV7VQFKUOQSJ21A208 FDI468000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-31 2048-02-15 1.125 - 4.75 454832448.43 479718108.04 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 7644128.50 7737082.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-10-01 2049-04-01 3 - 4.5 145138882.95 127656271.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2049-08-20 3 - 4.5 157821073.05 81185430.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-05-01 2048-09-01 3 - 4.5 78888934.63 56422127.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 737060000.00 737060000.00 0.0047 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.66% 7LTWFZYICNSX8D621K86 FDI291000 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 2028-09-15 2028-09-15 6.5 - 6.5 5020763.00 78076.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-05-15 2045-04-15 3.5 - 3.5 49361377.00 51129315.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.8 - 3.8 40000000.00 41133462.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-15 2045-08-15 3.5 - 3.5 79940000.00 82782604.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 170000000.00 170000000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.62% 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 2049-02-01 2049-02-01 5 - 5 2160384.00 2290043.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4 - 4 5301928.00 4256765.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4.5 - 4.5 345446.00 106948.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2045-09-01 2.955 - 4 437943776.00 175087680.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 3.5 - 3.5 486199.00 386505.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-10-01 2055-04-01 2.5 - 6 301129659.00 231703048.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-02-20 2054-12-15 2.85 - 4.5 161110316.00 115255138.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 2231084.00 2300433.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-04-01 2040-04-01 5 - 5 360252.00 88609.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-08-01 2043-08-01 3.5 - 3.5 16937.00 8913.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-01-01 4 - 4 14591.00 7654.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0161 521000000.00 521000000.00 0.0033 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.65% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-08-20 2048-09-15 3 - 5.5 463139184.00 336646282.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 330000000.00 330000000.00 0.0021 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.65%, dated 11/29/2019 due 12/02/2019 CYYGQCGNHMHPSMRL3R97 FDI468000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2022-04-15 2022-04-15 0 - 0 29430.04 28266.61 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 2031-02-01 4.18 - 4.18 781328.57 888155.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-04-01 2049-10-01 3.5 - 4.5 38396514.85 32701209.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-08-20 2047-08-20 4 - 4.5 65569864.63 36204943.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2048-11-01 3 - 5.5 71909187.01 41766486.28 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 109386000.00 109386000.00 0.0007 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.65% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2022-01-15 2022-01-15 N/A 33000.00 31859.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 3.9 - 3.9 18900000.00 21164377.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.69 - 3.69 7989000.00 8561252.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-06-01 2049-05-01 3.29 - 6.5 102321102.00 48904140.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2048-08-01 4.021 - 4.973 183615300.00 91354077.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 1317000.00 1449591.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-11-01 3 - 3 90900800.00 92751026.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 N N N 0.0164 259000000.00 259000000.00 0.0017 N N Y N ING Financial Markets LLC ING Financial Markets LLC, 1.64% 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 2045-08-01 2049-04-01 3.5 - 4.5 57736.00 53254.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-09-01 2052-07-01 3.5 - 3.5 76606980.00 70407743.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1344.00 1360.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0163 69000000.00 69000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-08-01 2052-07-01 3.5 - 4 75073373.00 70463362.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-30 2020-01-30 2020-01-30 N N N 0.0163 69000000.00 69000000.00 0.0004 N N N Y ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.65%, dated 11/29/2019 due 12/02/2019 KBVRJ5K57JZ3E2AVWX40 FDI468000_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 - 3.5 9457272.10 9488920.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2052-07-01 3 - 7 117949342.24 79575566.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 11565.35 11705.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2049-04-01 3.5 - 4.5 8998127.48 8462396.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 95613000.00 95613000.00 0.0006 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.69% 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 1680.00 1685.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2049-11-01 3 - 4.5 217377506.00 175384716.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 101375.00 93741.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1024.00 1036.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0168 172000000.00 172000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.73% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-10-01 2049-07-01 3 - 5 177232252.00 140889793.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 134836.00 124821.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1408.00 1425.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0172 138000000.00 138000000.00 0.0009 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% 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 2049-11-01 2049-11-01 3 - 3 876544.00 887202.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-03-01 3.5 - 4.5 4048.00 3426.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-09-01 2057-02-01 2 - 7 549625005.00 249701347.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0177 245000000.00 245000000.00 0.0016 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-07-01 2058-05-01 3.5 - 4.5 255556556.00 207992952.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 6678112.00 6797650.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1472.00 1489.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0177 210000000.00 210000000.00 0.0013 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.78% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-09-01 2049-02-01 3.5 - 4.5 180614730.00 104657484.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 2649728.00 2681949.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 57786.00 50816.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-21 2020-01-21 2020-01-21 N N N 0.0177 105000000.00 105000000.00 0.0007 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.79% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-08-01 2049-11-01 3 - 4 75216952.00 70537475.49 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-16 2019-12-16 2019-12-16 N N N 0.0178 69000000.00 69000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.79% 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 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 56768.00 57458.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 5091.00 4386.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-08-01 2056-07-01 3.5 - 4 118442997.00 87862149.00 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0178 86000000.00 86000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.95% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.41 - 3.41 3114484.00 3347945.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.17 - 3.53 13645546.00 14656557.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.55 - 3.55 4053300.00 4440556.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2049-10-01 2.405 - 5.185 1258946056.00 119849409.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-08-01 2031-08-01 2.9 - 2.9 700000.00 730402.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-06-01 2049-04-01 2.225 - 5.18 274783898.00 46398212.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 140096.00 141799.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.53 - 3.73 7247621.00 7955234.36 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0194 193000000.00 193000000.00 0.0012 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 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 106048.00 107337.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 5540.00 4803.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-05-01 2048-11-01 3.5 - 4 162726384.00 145368980.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0208 142000000.00 142000000.00 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 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 1003.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-10-01 2048-03-01 3.5 - 4 186326270.00 145374400.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2049-04-01 3.5 - 4.5 113940.00 105424.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 1280.00 1295.56 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-17 2019-12-17 2019-12-17 N N N 0.0208 142000000.00 142000000.00 0.0009 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.57% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2027-12-01 2048-09-01 2.5 - 6 35198129.00 26839519.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-08-16 2047-08-20 1.5 - 6 403497948.00 231444971.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2042-12-25 2042-12-25 4 - 4 14685056.00 9351946.67 Agency Collateralized Mortgage Obligation Y N/A N/A 2019-12-06 2019-12-06 2019-12-13 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 259800000.00 259800000.00 0.0017 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.62% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 8254976.00 8399194.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 5 - 5 600000.00 129740.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-03-01 2045-03-01 3.5 - 3.5 21000.00 11477.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-11-01 2049-11-01 2.956 - 2.956 15164288.00 15480101.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-12-01 5 - 7.5 2299088.00 65634.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-09-20 2049-11-20 3 - 6 148017237.00 107452994.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2048-05-01 4.5 - 4.5 1367000.00 1078757.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0161 130000000.00 130000000.00 0.0008 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.65%, dated 11/29/2019 due 12/02/2019 ZBUT11V806EZRVTWT807 FDI468000_00267 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 1276606.98 1380015.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 15370811.12 15651640.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2023-01-01 2 - 2 212543.38 26600.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 7279145.04 7323273.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 1404274.14 1394834.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2054-09-15 2 - 7.5 181749582.11 88273566.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-08-20 2061-03-15 2 - 7.5 650393394.08 426789396.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 65591.10 58440.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 455625.00 399491.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 1487.80 1102.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6 - 6 618501.25 19858.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 1867066.11 46975.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2059-08-25 0 - 6 261132353.95 209173876.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 8753264.34 8989256.82 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2024-03-31 2.125 - 2.5 900252473.34 924590327.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2025-08-01 5 - 5.5 805387.25 19990.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 214017.16 91457.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 4.5 - 4.5 977200.09 735749.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 1650237000.00 1650237000.00 0.0106 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.65%, dated 11/29/2019 due 12/02/2019 ZBUT11V806EZRVTWT807 FDI538000_00267 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 2029-08-20 2061-03-15 2 - 7.5 9853030.11 6465577.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4.5 - 4.5 993.66 885.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 6902.42 6052.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4 - 4 22.54 16.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6 - 6 9369.89 300.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 28284.82 711.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2059-08-25 0 - 6 3955982.59 3168846.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 132606.17 136181.30 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2024-03-31 2.125 - 2.5 13638230.04 14006932.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-05-01 2025-08-01 5 - 5.5 12201.08 302.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 3242.22 1385.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 232857.63 237112.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 21273.83 21130.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 110274.24 110942.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-01-01 2023-01-01 2 - 2 3219.89 402.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2047-11-01 4.5 - 4.5 14803.94 11146.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 19339.75 20906.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2054-09-15 2 - 7.5 2753386.06 1337286.20 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 25000000.00 25000000.00 0.0002 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FCH402000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.39 - 3.39 1499006.00 1634747.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2049-03-01 4 - 4 2845940.00 2714627.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-09-01 2034-09-01 2.55 - 2.55 9428240.00 9522648.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2049-10-01 2.5 - 5 300478646.00 162813060.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0163 173000000.00 173000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FCI443000 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 2021-12-01 2049-12-01 2.427 - 5.11 869980798.00 114774486.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 2031-03-01 3.59 - 3.59 12521300.00 13910065.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 2030-08-01 3.64 - 3.64 10917200.00 12114577.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-07-01 2048-12-01 3.5 - 5 64654158.00 52209207.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0163 189000000.00 189000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.64% K5HU16E3LMSVCCJJJ255 FCI444000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.54 - 3.54 19478688.00 21324300.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.52 - 3.52 25837000.00 28257352.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-06-01 2045-06-01 2.175 - 2.175 742286.00 377130.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-15 2043-05-15 2.5 - 2.5 1000.00 832.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.69 - 2.69 1003980.00 1015989.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.52 - 3.52 50000000.00 54594238.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-11-01 2049-06-01 2.546 - 5.37 280050478.00 72012906.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-10-01 2031-10-01 2.32 - 2.32 25493312.00 25314972.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 2034-08-01 3.36 - 3.36 8680000.00 9513213.45 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-12-31 2023-10-31 2 - 2.875 200.00 206.44 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-03-01 3.68 - 3.695 79572000.00 85781631.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0163 292000000.00 292000000.00 0.0019 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.66% K5HU16E3LMSVCCJJJ255 FDA724000 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 2038-01-01 2048-06-01 3.5 - 4 2775014.00 2592379.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-01-01 2049-11-01 2 - 4.958 319345162.00 93376042.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-13 2020-01-13 2020-01-13 N N N 0.0165 94000000.00 94000000.00 0.0006 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.67% K5HU16E3LMSVCCJJJ255 FDB444000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 2031-03-01 3.96 - 3.96 3336000.00 3688731.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 2031-01-01 3.87 - 3.95 62137000.00 70250371.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-02-01 2042-02-01 3.5 - 3.5 1012180.00 522039.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2049-11-01 2.221 - 6.5 626380620.00 132781357.11 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0166 203000000.00 203000000.00 0.0013 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.65%, dated 11/29/2019 due 12/02/2019 K5HU16E3LMSVCCJJJ255 FDI468000_12878 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 2031-11-20 2069-08-20 2 - 5.14 117410786.48 56837453.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 2046-05-20 3 - 3 647322.53 370346.64 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2026-01-15 2029-01-15 0 - 0 26044333.33 22498817.58 Agency Debentures and Agency Strips Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 78133000.00 78133000.00 0.0005 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.65%, dated 11/29/2019 due 12/02/2019 7TK5RJIZDFROZCA6XF66 FDI468000_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 2020-01-15 2049-02-15 1 - 7.125 364943507.35 426529746.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 387771.69 381747.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 598517.18 614382.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-03-01 2048-09-15 1.875 - 3.5 770822.69 335625.80 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-11-01 2.5 - 4 168735646.13 170728731.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-05-16 2049-07-20 3 - 5 22561709.37 23000810.08 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 606947000.00 606947000.00 0.0039 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.65% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2030-04-15 2030-04-15 N/A 970000.00 770825.05 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2019-12-03 2047-11-15 0 - 6.125 86300.00 92930.01 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-02-25 2026-02-25 3.125 - 3.125 5000000.00 5209873.61 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 68201310.00 69456562.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3 - 3 35695773.00 36845188.97 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2031-01-27 2032-10-18 3.14 - 3.15 707000.00 770528.81 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 2034-08-01 3.23 - 3.23 28804000.00 31124197.40 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2031-09-15 2060-09-15 0 - 5.25 2635000.00 2966254.80 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-09-01 2049-12-01 3 - 4 509308395.00 519268419.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 4 5484139.00 5768250.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 659000000.00 659000000.00 0.0042 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FCH403000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2024-04-30 1.125 - 2.25 27100.00 27827.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 6079514.00 5887237.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-05-15 2048-05-20 3.5 - 5 27664496.00 2366677.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2048-11-01 4 - 4.5 118570244.00 115295685.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0163 121000000.00 121000000.00 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.64% 549300Y1PMK3RWXMWR72 FCI448000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2022-09-30 1.125 - 1.875 74300.00 75064.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2049-04-01 4 - 4 43375635.00 40458340.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-05-01 2048-12-01 3.5 - 4.5 164899112.00 135114394.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0163 172000000.00 172000000.00 0.0011 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.65%, dated 11/29/2019 due 12/02/2019 OXTKY6Q8X53C9ILVV871 FDI468000_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 2049-06-01 2049-06-01 4.5 - 4.5 528117.13 570158.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 2.5 - 9 85608834.18 11743457.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4 - 5 1389018.99 1369583.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-08-20 2.5 - 7.5 88165313.58 71737276.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 3015266.30 2298325.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-01 2055-09-01 2.86 - 8 124375926.99 106845922.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 109055664.10 85763628.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 4728.63 4301.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 8280209.46 8406176.36 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2019-12-12 2028-01-15 0 - 2.75 78472781.97 82612608.88 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 673829.89 703356.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 2883991.94 3096396.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3.5 - 4.5 20840232.46 20944583.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 388061000.00 388061000.00 0.0025 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.59% OXTKY6Q8X53C9ILVV871 FDH685000 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 4.5 - 4.5 1120660.00 1199517.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 2537056.00 2575652.26 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2029-07-15 0 - 2.875 117101800.00 118750572.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3 - 3.5 65717552.00 65682447.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2048-10-01 3 - 6.5 51114335.00 41523821.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-20 2049-11-20 3.5 - 5.5 97436462.00 98657381.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2049-11-01 2.5 - 6.5 263843415.00 219425050.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 5206472.00 5620943.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0158 542000000.00 542000000.00 0.0035 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.63% OXTKY6Q8X53C9ILVV871 FDI328000 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 2044-11-15 0.125 - 3 51213100.00 52638825.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2030-11-01 2047-05-01 4 - 8 6867289.00 5558246.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 3.5 80503382.00 80560148.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2049-03-01 3.5 - 3.5 48374638.00 39730441.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2057-02-01 2.97 - 6 31273146.00 23757100.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-05-20 2069-09-20 2.81 - 4.5 519241286.00 498856955.62 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0162 687000000.00 687000000.00 0.0044 N N Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 1.65%, dated 11/29/2019 due 12/02/2019 549300QJJX6CVVUXLE15 FDI468000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-12-05 2049-08-15 0 - 8.75 95991114.92 110048425.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 2411032.07 1811454.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-10-20 2049-11-20 3 - 4 156862912.68 125797947.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 1393701.05 1465668.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-12-01 2033-12-01 4 - 4 51000.83 47379.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 4 - 4 511792.49 454263.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-06-01 2049-06-01 3.5 - 3.5 709.87 666.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 171064.42 188882.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 234400000.00 234400000.00 0.0015 N Y Y N RBC Financial Group RBC Financial Group, 1.63% ES7IP3U3RHIGC71XBU11 FDD692000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 15642432.00 15254664.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 2031-08-01 2.86 - 2.9 13001184.00 13693343.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 2.215 - 2.215 14936143.00 14827232.36 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2026-09-30 1.625 - 2 927600.00 939641.37 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.67 - 3.67 3777000.00 4159030.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-05-01 3.44 - 3.59 10447959.00 11422064.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 18644615.00 19031979.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 3541789.00 3602955.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-02-01 2049-04-01 2.31 - 5.153 68390143.00 27787360.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-20 2049-11-20 2 - 8 502321733.00 367546588.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-09-01 2031-09-01 2.51 - 2.51 7499000.00 7591164.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2057-02-01 2.451 - 7 1932512179.00 994447805.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-02-14 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0162 1450000000.00 1450000000.00 0.0093 N N Y N RBC Financial Group RBC Financial Group, 1.64% ES7IP3U3RHIGC71XBU11 FDD686000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 777192.00 817211.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 2.5 - 2.5 80426.00 81476.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 314885.00 331767.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 3 - 4 6771254.00 6789369.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 1287229.00 1413930.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.86 - 3.88 8200000.00 9140032.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2029-06-01 2.42 - 2.7 22241362.00 22426233.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 7379978.00 7507429.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2058-10-15 2.096 - 6.5 1311631338.00 706257992.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 4203033.00 3462409.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-11-20 2049-10-20 2 - 6.936 475302663.00 127231357.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-09-01 5 - 5 1796407.00 1911657.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 514566.00 524512.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 5.5 - 5.5 5544521.00 5600607.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-11-01 2058-10-25 2.008 - 5.939 1958843582.00 555422668.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 3.5 - 3.5 15043619.00 14708212.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-25 2049-09-25 2.265 - 2.265 1530380.00 1525525.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 355192.00 368216.54 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2026-09-30 1.625 - 3.625 988300.00 1021172.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 5 - 5 5582720.00 6136346.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.55 - 3.55 9418000.00 10312682.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 387228.00 354603.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2020-01-15 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0163 1450000000.00 1450000000.00 0.0093 N N Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.65%, dated 11/29/2019 due 12/02/2019 5U0XI89JRFVHWIBS4F54 FDI468000_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 2021-08-31 2044-08-15 1.5 - 3.75 300650850.02 315081459.39 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2049-01-20 3 - 4.5 484492286.19 288067314.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 1332823747.94 1125907348.81 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 1694522000.00 1694522000.00 0.0109 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.65%, dated 11/29/2019 due 12/02/2019 5U0XI89JRFVHWIBS4F54 FDI468000_77387 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 2049-05-01 2049-11-01 2.5 - 3.5 2370572878.71 2300302527.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 223489303.96 227661211.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 141892554.35 143187044.80 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 2610823000.00 2610823000.00 0.0168 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.75% 5493006GGLR4BTEL8O61 FDB947000 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 2047-01-01 2047-01-01 3 - 3 141345000.00 112807528.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-03 2019-12-03 2019-12-03 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0174 110368750.00 110368750.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.75% 5493006GGLR4BTEL8O61 FDD381000 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 2046-12-01 2046-12-01 3 - 3 286663000.00 224662847.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 6 N N/A N/A N N 0.0174 220000000.00 220000000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.75% 5493006GGLR4BTEL8O61 FDE133000 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 2047-07-01 3.5 - 3.5 286364000.00 225382304.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0174 220500000.00 220500000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.75% 5493006GGLR4BTEL8O61 FDF278000 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 2048-01-01 2048-01-01 3.5 - 3.5 168483000.00 142787559.22 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 2350000.00 2375322.78 U.S. Treasuries (including strips) Y N/A N/A 2019-12-06 2019-12-06 2019-12-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0174 142000000.00 142000000.00 0.0009 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.60% SUVUFHICNZMP2WKHG940 FDH661000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-01-01 2049-11-01 3.5 - 4.5 367769937.00 264238707.07 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0159 259000000.00 259000000.00 0.0017 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.60% SUVUFHICNZMP2WKHG940 FDH662000 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 2043-12-20 2047-08-20 3.5 - 4 312362201.00 121430001.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4 - 4 45000000.00 37452933.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 37377805.00 38703871.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2042-05-01 2049-07-01 3.5 - 4 284628199.00 199281367.77 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0159 389000000.00 389000000.00 0.0025 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.65%, dated 11/29/2019 due 12/02/2019 VYVVCKR63DVZZN70PB21 FDI468000_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 2025-11-15 2 - 8.75 349177748.92 359701800.24 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2049-11-20 1.5 - 6 2161298842.62 1583805818.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 1905140000.00 1905140000.00 0.0122 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.60% VYVVCKR63DVZZN70PB21 0000276523 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 2034-11-20 2049-11-20 3 - 6 511625951.00 528477414.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-12-04 2019-12-04 2019-12-04 N N N 0.0159 518000000.00 518000000.00 0.0033 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 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 0.0153 573990226.05 573990226.05 0.0037 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 912796TW9 US912796TW96 U.S. Treasury Debt Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0158 256780329.98 256780329.98 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.68% 912796WK1 US912796WK12 U.S. Treasury Debt Y N/A N/A 2019-12-24 2019-12-24 2019-12-24 N N N 0.0142 380431309.44 380431309.44 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.70% 912796TQ2 US912796TQ29 U.S. Treasury Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0156 435541768.80 435541768.80 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0159 692268304.00 692268304.00 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0154 1449129756.82 1449129756.82 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0154 734449161.93 734449161.93 0.0047 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0154 996242080.00 996242080.00 0.0064 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0154 45812326.44 45812326.44 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0154 741784927.49 741784927.49 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0153 1493045250.00 1493045250.00 0.0096 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0140 1544210144.70 1544210144.70 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 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 0.0153 565378380.00 565378380.00 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.03% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0151 586573144.97 586573144.97 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.05% to 2.10% 912796TB5 254900HROIFWPRGM1V77 US912796TB59 U.S. Treasury Debt Y N/A N/A 2020-01-16 2020-01-16 2020-01-16 N N N 0.0150 334345704.80 334345704.80 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.06% to 2.07% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0146 1284771805.96 1284771805.96 0.0083 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.10% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y N/A N/A 2020-01-09 2020-01-09 2020-01-09 N N N 0.0149 533116924.20 533116924.20 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 2.16% 912796SW0 254900HROIFWPRGM1V77 US912796SW06 U.S. Treasury Debt Y N/A N/A 2019-12-12 2019-12-12 2019-12-12 N N N 0.0123 999561740.00 999561740.00 0.0064 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2019-12-02 2020-01-31 2020-01-31 N N N 0.0159 1408924407.15 1408924407.15 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.58% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0167 252205977.19 252205977.19 0.0016 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 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 0.0169 276106446.00 276106446.00 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VJ6 254900HROIFWPRGM1V77 US912828VJ67 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0166 108135000.00 108135000.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0165 320549906.25 320549906.25 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y N/A N/A 2020-07-15 2020-07-15 2020-07-15 N N N 0.0166 302692267.14 302692267.14 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.60% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0168 541362500.00 541362500.00 0.0035 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828VP2 254900HROIFWPRGM1V77 US912828VP28 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0167 314686875.00 314686875.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0166 318199402.94 318199402.94 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0170 331901104.34 331901104.34 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 75887187.12 75887187.12 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y N/A N/A 2020-05-31 2020-05-31 2020-05-31 N N N 0.0167 55951874.72 55951874.72 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2019-12-02 2020-04-30 2020-04-30 N N N 0.0163 106985413.76 106985413.76 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0167 155526758.20 155526758.20 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0168 30929765.78 30929765.78 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y N/A N/A 2020-08-31 2020-08-31 2020-08-31 N N N 0.0168 312179687.50 312179687.50 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% to 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 0.0170 180506250.00 180506250.00 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.63% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0167 30923710.86 30923710.86 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.85% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2019-12-02 2021-10-31 2021-10-31 N N N 0.0179 1346237274.42 1346237274.42 0.0086 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 0.0171 47084453.36 47084453.36 0.0003 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.56% U7M81AY481YLIOR75625 FDI432000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 272000000.00 272000000.00 0.0017 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDI428000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-06 N N N 0.0156 131900000.00 131900000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.57% U7M81AY481YLIOR75625 FDI435000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 326000000.00 326000000.00 0.0021 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FDI430000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-05 2019-12-05 2019-12-05 N N N 0.0157 46000000.00 46000000.00 0.0003 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2020-02-27 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 239900000.00 239900000.00 0.0015 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Agency securities as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.75% 5493006GGLR4BTEL8O61 FDH722000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2019-12-06 2019-12-06 2019-12-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0174 75057500.00 75057500.00 0.0005 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Government Agency securities as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2019-12-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer