0000278001-20-000002.txt : 20200108 0000278001-20-000002.hdr.sgml : 20200108 20200108121417 ACCESSION NUMBER: 0000278001-20-000002 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200108 DATE AS OF CHANGE: 20200108 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: 20515034 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 2019-12-31 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 32 83 46804363838.02 52110674691.22 53139360125.97 50356266734.55 95397081270.33 96702971125.63 97278211205.00 96363459026.29 0.2900 0.3200 0.3300 0.3100 0.6000 0.6000 0.6000 0.5900 704.42 161424947311.82 161417707480.27 184531436.20 596852230.18 161005387390.71 160966110590.88 1.0000 0.0168 1.0003 1.0003 1.0003 1.0003 C000019553 1.00 161005387390.71 160966110590.88 1.0003 1.0003 1.0003 1.0003 13574231439.70 12873062399.34 13783050795.03 13291375251.43 17325354809.36 15475473021.17 12707734757.31 11850106070.41 64238680553.48 58893824515.27 0.0131 N Fannie Mae Fannie Mae, 1.58% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-01-29 2021-01-29 N N N 0.0166 374674631.25 374674631.25 0.0023 N N N N Fannie Mae Fannie Mae, 1.60% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-30 2020-07-30 N N N 0.0160 542998240.68 542998240.68 0.0034 N N N N Fannie Mae Fannie Mae, 1.62% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-30 2020-10-30 N N N 0.0160 336046280.64 336046280.64 0.0021 N N N N Fannie Mae Fannie Mae, 1.64% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-04-30 2020-04-30 N N N 0.0161 116011362.20 116011362.20 0.0007 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 0.0051 171992786.32 171992786.32 0.0011 N N Y N Fannie Mae Fannie Mae, 1.70% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-30 2020-01-30 N N N 0.0164 6320270.43 6320270.43 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.66% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-12-03 2020-12-03 N N N 0.0169 142968597.20 142968597.20 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.72% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-04-17 2020-04-17 N N N 0.0180 118969299.19 118969299.19 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.73% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-01-06 2020-08-06 2020-08-06 N N N 0.0175 101987934.42 101987934.42 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.77% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2020-01-29 2020-04-29 2020-04-29 N N N 0.0187 98966154.87 98966154.87 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.79% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2020-01-21 2020-05-21 2020-05-21 N N N 0.0186 51985185.72 51985185.72 0.0003 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 17001650.53 17001650.53 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.84% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-10-23 2020-10-23 N N N 0.0177 85044103.10 85044103.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-14 2020-05-14 N N N 0.0164 289912280.80 289912280.80 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-04-22 2020-04-22 N N N 0.0163 119974296.00 119974296.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-11-06 2020-11-06 N N N 0.0169 137860661.40 137860661.40 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-17 2020-07-17 N N N 0.0158 133990770.08 133990770.08 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-08-21 2020-08-21 N N N 0.0159 584905516.65 584905516.65 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-06 2020-03-06 N N N 0.0161 534850992.46 534850992.46 0.0033 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 0.0157 50717530.89 50717530.89 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGEU5 2549001DPIFGXC1TOL40 US3130AGEU56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-08 2020-05-08 N N N 0.0159 34997988.55 34997988.55 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-02-21 2020-02-21 N N N 0.0157 385995665.22 385995665.22 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-08-25 2020-08-25 N N N 0.0160 145983338.48 145983338.48 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-02-09 2021-02-09 N N N 0.0169 226715646.18 226715646.18 0.0014 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 0.0136 35977349.88 35977349.88 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 0.0148 376347371.53 376347371.53 0.0023 N N Y 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 0.0149 545008704.24 545008704.24 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.59% 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 0.0149 1026615164.57 1026615164.57 0.0064 N N Y 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 0.0150 603722778.45 603722778.45 0.0037 N N Y 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 0.0150 347221252.56 347221252.56 0.0022 N N Y 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 0.0153 86766259.71 86766259.71 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% to 1.61% 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 0.0153 171530440.00 171530440.00 0.0011 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 0.0154 757562930.80 757562930.80 0.0047 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 0.0157 187969687.29 187969687.29 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 0.0157 185907192.57 185907192.57 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 0.0157 114302876.90 114302876.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-09-28 2020-09-28 N N N 0.0161 36491815.24 36491815.24 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-17 2020-01-17 N N N 0.0156 146001140.26 146001140.26 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-01-28 2021-01-28 N N N 0.0163 200913015.24 200913015.24 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-01-22 2021-01-22 N N N 0.0165 109929638.50 109929638.50 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-17 2020-01-17 N N N 0.0159 465996108.90 465996108.90 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384SD2 2549001DPIFGXC1TOL40 US313384SD24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0141 36967409.29 36967409.29 0.0002 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 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 0.0143 345007841.56 345007841.56 0.0021 N N Y 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 0.0147 341523481.14 341523481.14 0.0021 N N Y 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 0.0165 24994701.50 24994701.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 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 0.0154 84226697.15 84226697.15 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0154 69763400.00 69763400.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384US6 2549001DPIFGXC1TOL40 US313384US64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-03-24 2020-03-24 N N N 0.0155 86690860.29 86690860.29 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UT4 2549001DPIFGXC1TOL40 US313384UT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0155 483255615.05 483255615.05 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UU1 2549001DPIFGXC1TOL40 US313384UU11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0155 173366640.00 173366640.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% to 1.61% 313384UY3 2549001DPIFGXC1TOL40 US313384UY33 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-30 2020-03-30 2020-03-30 N N N 0.0155 393493734.65 393493734.65 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384UZ0 2549001DPIFGXC1TOL40 US313384UZ08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-31 2020-03-31 2020-03-31 N N N 0.0156 346657878.84 346657878.84 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRA3 2549001DPIFGXC1TOL40 US3130AHRA39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0161 244966202.25 244966202.25 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHRB1 2549001DPIFGXC1TOL40 US3130AHRB12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0162 244953540.65 244953540.65 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHQW6 2549001DPIFGXC1TOL40 US3130AHQW67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0162 122875975.51 122875975.51 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKL3 2549001DPIFGXC1TOL40 US3130AEKL36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 46000000.00 46000000.00 0.0003 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKH2 2549001DPIFGXC1TOL40 US3130AEKH24 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 182000000.00 182000000.00 0.0011 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-05-14 2021-05-14 N N N 0.0169 515326841.88 515326841.88 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKS8 2549001DPIFGXC1TOL40 US3130AEKS88 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 38000000.00 38000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEK58 2549001DPIFGXC1TOL40 US3130AEK586 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 47000000.00 47000000.00 0.0003 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-06 2020-05-06 N N N 0.0162 192885744.69 192885744.69 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AEKJ8 2549001DPIFGXC1TOL40 US3130AEKJ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 56000000.00 56000000.00 0.0003 N Y Y 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 0.0147 341509038.48 341509038.48 0.0021 N N Y 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 0.0147 341494599.24 341494599.24 0.0021 N N Y 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 0.0147 341480160.00 341480160.00 0.0021 N N Y 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 0.0150 376092685.41 376092685.41 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 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 0.0154 79753866.40 79753866.40 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 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 0.0155 231145467.44 231145467.44 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPD9 2549001DPIFGXC1TOL40 US3130AHPD95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0165 170960658.03 170960658.03 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHPC1 2549001DPIFGXC1TOL40 US3130AHPC13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0165 85981080.00 85981080.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% to 1.61% 313384WC9 2549001DPIFGXC1TOL40 US313384WC94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0158 256296829.94 256296829.94 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-03 2020-06-03 2020-06-03 N N N 0.0160 67543380.00 67543380.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHRN5 2549001DPIFGXC1TOL40 US3130AHRN59 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0161 170985978.00 170985978.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 313384YF0 2549001DPIFGXC1TOL40 US313384YF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-17 2020-06-17 2020-06-17 N N N 0.0160 163790642.40 163790642.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-02-26 2021-02-26 N N N 0.0170 582392601.45 582392601.45 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-26 2020-03-26 N N N 0.0162 362982909.96 362982909.96 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-27 2020-03-27 N N N 0.0160 799000846.94 799000846.94 0.0050 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 0.0150 239442667.20 239442667.20 0.0015 N N Y 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 0.0153 428807468.10 428807468.10 0.0027 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 0.0154 85750313.62 85750313.62 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHT94 2549001DPIFGXC1TOL40 US3130AHT945 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0166 84981747.95 84981747.95 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTA1 2549001DPIFGXC1TOL40 US3130AHTA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-20 2020-04-20 2020-04-20 N N N 0.0167 84978523.90 84978523.90 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTU7 2549001DPIFGXC1TOL40 US3130AHTU74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0164 174970248.25 174970248.25 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTR4 2549001DPIFGXC1TOL40 US3130AHTR46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0164 174970248.25 174970248.25 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHU27 2549001DPIFGXC1TOL40 US3130AHU273 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0165 343936095.12 343936095.12 0.0021 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 0.0158 119225467.20 119225467.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHSV6 2549001DPIFGXC1TOL40 US3130AHSV66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0166 169948578.40 169948578.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTV5 2549001DPIFGXC1TOL40 US3130AHTV57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0163 348960856.16 348960856.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTS2 2549001DPIFGXC1TOL40 US3130AHTS29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-23 2020-06-23 2020-06-23 N N N 0.0163 348960856.16 348960856.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHTW3 2549001DPIFGXC1TOL40 US3130AHTW31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0165 174966099.00 174966099.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-26 2020-06-26 2020-06-26 N N N 0.0160 62513360.28 62513360.28 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-07-23 2021-07-23 N N N 0.0170 349535483.50 349535483.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-07-08 2021-07-08 N N N 0.0169 245720457.90 245720457.90 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-24 2020-07-24 N N N 0.0163 255977387.52 255977387.52 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-06-11 2021-06-11 N N N 0.0171 396384593.60 396384593.60 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-11 2020-05-11 N N N 0.0164 332974705.32 332974705.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHTZ6 2549001DPIFGXC1TOL40 US3130AHTZ61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0159 349053414.45 349053414.45 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHU84 2549001DPIFGXC1TOL40 US3130AHU844 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0164 290983290.78 290983290.78 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 84997121.05 84997121.05 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 84997121.05 84997121.05 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 339988484.20 339988484.20 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-03-04 2020-03-04 N N N 0.0164 169994242.10 169994242.10 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-01 2020-10-01 N N N 0.0167 199939726.00 199939726.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-12-23 2020-12-23 N N N 0.0165 680431521.29 680431521.29 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-02-22 2021-02-22 N N N 0.0166 235944641.48 235944641.48 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-17 2020-07-17 N N N 0.0166 172980973.46 172980973.46 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-07-29 2020-07-29 N N N 0.0166 385945245.90 385945245.90 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFHP5 2549001DPIFGXC1TOL40 US3130AFHP51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0165 353999334.48 353999334.48 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-06 2020-04-06 2020-04-06 N N N 0.0166 168991183.27 168991183.27 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-04-07 2020-04-07 N N N 0.0166 336982219.88 336982219.88 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AES27 2549001DPIFGXC1TOL40 US3130AES274 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-02-07 2020-02-07 N N N 0.0158 324018250.92 324018250.92 0.0020 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 0.0144 47945640.00 47945640.00 0.0003 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-06-10 2020-06-10 N N N 0.0165 281001508.97 281001508.97 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0166 169993653.90 169993653.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0166 169993653.90 169993653.90 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-03-09 2020-03-09 N N N 0.0166 135994923.12 135994923.12 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AES84 2549001DPIFGXC1TOL40 US3130AES845 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-02-10 2020-02-10 N N N 0.0172 89991444.60 89991444.60 0.0006 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 0.0145 386529257.07 386529257.07 0.0024 N N Y 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 0.0165 84995486.50 84995486.50 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 0.0166 84995372.60 84995372.60 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 0.0161 93471050.60 93471050.60 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 0.0163 168999234.43 168999234.43 0.0010 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 0.0163 168999222.60 168999222.60 0.0010 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 0.0157 102541822.01 102541822.01 0.0006 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 0.0157 9954644.40 9954644.40 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 0.0169 171001870.74 171001870.74 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFYR2 2549001DPIFGXC1TOL40 US3130AFYR25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-02-28 2020-02-28 N N N 0.0170 108991280.00 108991280.00 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-07 2020-10-07 N N N 0.0170 278707558.28 278707558.28 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-03-12 2021-03-12 N N N 0.0170 397799969.18 397799969.18 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFKB2 2549001DPIFGXC1TOL40 US3130AFKB29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0171 269995385.70 269995385.70 0.0017 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 0.0142 444589362.90 444589362.90 0.0028 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 0.0143 210769891.84 210769891.84 0.0013 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 0.0165 84995535.80 84995535.80 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 0.0157 256919839.14 256919839.14 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 0.0158 65123216.08 65123216.08 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-16 2020-10-16 N N N 0.0167 345998636.76 345998636.76 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-05-11 2020-05-11 N N N 0.0166 362007334.12 362007334.12 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-05-11 2020-05-11 N N N 0.0166 109002208.34 109002208.34 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHPT4 2549001DPIFGXC1TOL40 US3130AHPT48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0169 341870791.48 341870791.48 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AHP23 2549001DPIFGXC1TOL40 US3130AHP232 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-06 2020-07-06 2020-07-06 N N N 0.0169 342866628.97 342866628.97 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-09-01 2020-09-01 N N N 0.0164 55013193.40 55013193.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-06-01 2020-06-01 N N N 0.0165 728085256.08 728085256.08 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-06-04 2021-06-04 N N N 0.0170 202941339.09 202941339.09 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-04-03 2020-04-03 N N N 0.0165 177908957.27 177908957.27 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 266030555.42 266030555.42 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-04-03 2020-04-03 N N N 0.0165 89004481.15 89004481.15 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 89010223.43 89010223.43 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 18002067.66 18002067.66 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-04-03 2020-04-03 N N N 0.0165 407020492.45 407020492.45 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-03 2020-06-03 2020-06-03 N N N 0.0165 44005054.28 44005054.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-09-11 2020-09-11 N N N 0.0169 50996612.58 50996612.58 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-03-12 2020-03-12 N N N 0.0168 89998155.90 89998155.90 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFVL8 2549001DPIFGXC1TOL40 US3130AFVL81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-02-12 2020-02-12 N N N 0.0174 143987679.36 143987679.36 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFKQ9 2549001DPIFGXC1TOL40 US3130AFKQ97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0174 359988555.60 359988555.60 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AFL88 2549001DPIFGXC1TOL40 US3130AFL888 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0174 178994309.59 178994309.59 0.0011 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 90994585.50 90994585.50 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 181995160.62 181995160.62 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHPR8 2549001DPIFGXC1TOL40 US3130AHPR81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-29 2020-06-29 2020-06-29 N N N 0.0169 682942668.98 682942668.98 0.0042 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 0.0167 85998412.44 85998412.44 0.0005 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 0.0167 85998369.44 85998369.44 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGF42 2549001DPIFGXC1TOL40 US3130AGF425 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-02-07 2020-02-07 N N N 0.0172 90996012.38 90996012.38 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-05-08 2020-05-08 N N N 0.0165 547060602.13 547060602.13 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGEY7 2549001DPIFGXC1TOL40 US3130AGEY78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-02-10 2020-02-10 N N N 0.0172 909956638.50 909956638.50 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFPZ4 2549001DPIFGXC1TOL40 US3130AFPZ42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-02-11 2020-02-11 N N N 0.0173 257985616.50 257985616.50 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-09-11 2020-09-11 N N N 0.0169 244983732.00 244983732.00 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFKA4 2549001DPIFGXC1TOL40 US3130AFKA46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-13 2020-01-13 2020-01-13 N N N 0.0174 89997892.20 89997892.20 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFL21 2549001DPIFGXC1TOL40 US3130AFL219 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0174 179995417.20 179995417.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFKP1 2549001DPIFGXC1TOL40 US3130AFKP15 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0178 494979893.10 494979893.10 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AF7F8 2549001DPIFGXC1TOL40 US3130AF7F86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0174 71997860.88 71997860.88 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-22 2020-03-24 2020-03-24 N N N 0.0170 86996030.19 86996030.19 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-08-07 2020-08-07 N N N 0.0166 91020645.17 91020645.17 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-08-07 2020-08-07 N N N 0.0166 146028788.28 146028788.28 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-07-07 2020-07-07 N N N 0.0165 179042693.29 179042693.29 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-07 2020-08-07 2020-08-07 N N N 0.0166 217049230.79 217049230.79 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-07-08 2020-07-08 N N N 0.0165 181042706.95 181042706.95 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-08-07 2020-08-07 N N N 0.0166 45010209.15 45010209.15 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-11 2020-12-11 2020-12-11 N N N 0.0171 341941391.46 341941391.46 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-08-12 2020-08-12 N N N 0.0169 338016048.24 338016048.24 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-03-23 2020-03-23 N N N 0.0171 260888230.80 260888230.80 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2021-04-09 2021-04-09 N N N 0.0170 278932067.92 278932067.92 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-11-09 2020-11-09 N N N 0.0168 56014462.00 56014462.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-11-09 2020-11-09 N N N 0.0168 185047776.25 185047776.25 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-09 2020-11-09 2020-11-09 N N N 0.0168 37009555.25 37009555.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-08-12 2020-08-12 N N N 0.0169 724078554.00 724078554.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-16 2020-04-16 2020-04-16 N N N 0.0167 164013977.72 164013977.72 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-04-17 2020-04-17 N N N 0.0167 128012741.12 128012741.12 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-03-17 2020-03-17 N N N 0.0169 46001267.30 46001267.30 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-05-12 2020-05-12 N N N 0.0168 364039697.84 364039697.84 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-13 2020-04-13 2020-04-13 N N N 0.0170 354018188.52 354018188.52 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-16 2020-04-16 2020-04-16 N N N 0.0167 36003586.32 36003586.32 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-01-23 2020-01-23 N N N 0.0179 22998849.54 22998849.54 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHNQ2 2549001DPIFGXC1TOL40 US3130AHNQ27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-30 2020-03-27 2020-03-27 N N N 0.0173 168991987.71 168991987.71 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGR31 2549001DPIFGXC1TOL40 US3130AGR313 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-02-12 2020-02-12 N N N 0.0174 358987646.81 358987646.81 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGQW8 2549001DPIFGXC1TOL40 US3130AGQW84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0174 533993933.76 533993933.76 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-07-15 2020-07-15 N N N 0.0169 91019750.64 91019750.64 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-15 2020-06-15 2020-06-15 N N N 0.0170 39004384.38 39004384.38 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-07-17 2020-07-17 N N N 0.0169 183039310.23 183039310.23 0.0011 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 0.0167 41708655.25 41708655.25 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2020-05-01 2020-05-01 N N N 0.0163 691237475.97 691237475.97 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-16 2020-11-16 2020-11-16 N N N 0.0171 295072921.05 295072921.05 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-04-20 2020-04-20 N N N 0.0170 54005403.24 54005403.24 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.74% 3130ADKA9 2549001DPIFGXC1TOL40 US3130ADKA97 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-01-28 2020-01-28 N N N 0.0181 69995699.90 69995699.90 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-05-20 2020-05-20 N N N 0.0171 359044472.92 359044472.92 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-03-20 2020-03-20 N N N 0.0171 447021621.39 447021621.39 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-20 2020-03-20 2020-03-20 N N N 0.0171 447021621.39 447021621.39 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFMN4 2549001DPIFGXC1TOL40 US3130AFMN49 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0178 53998161.84 53998161.84 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFMQ7 2549001DPIFGXC1TOL40 US3130AFMQ79 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0178 125995710.96 125995710.96 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFMM6 2549001DPIFGXC1TOL40 US3130AFMM65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-01-24 2020-01-24 N N N 0.0182 1265929952.22 1265929952.22 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-02-25 2020-02-25 N N N 0.0180 180983348.00 180983348.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-01 2021-02-01 2021-02-01 N N N 0.0170 34021993.58 34021993.58 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-08 2020-05-08 2020-05-08 N N N 0.0166 345022398.11 345022398.11 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-03-24 2020-03-24 N N N 0.0173 462022966.02 462022966.02 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.76% 3130AGCC7 2549001DPIFGXC1TOL40 US3130AGCC76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0180 172993339.50 172993339.50 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-03-23 2020-03-23 N N N 0.0173 179008867.66 179008867.66 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-06-24 2020-06-24 N N N 0.0171 64017120.00 64017120.00 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-08-24 2020-08-24 N N N 0.0173 274064611.94 274064611.94 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.77% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 254012743.18 254012743.18 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-10 2020-06-10 2020-06-10 N N N 0.0167 345050614.38 345050614.38 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-19 2021-03-19 2021-03-19 N N N 0.0180 595757460.72 595757460.72 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-21 2020-08-21 2020-08-21 N N N 0.0174 366085775.76 366085775.76 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-08-24 2020-08-24 N N N 0.0173 182054572.70 182054572.70 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-26 2020-08-26 2020-08-26 N N N 0.0174 110026156.90 110026156.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.78% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-26 2020-05-26 2020-05-26 N N N 0.0174 35004226.95 35004226.95 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-19 2021-03-19 2021-03-19 N N N 0.0180 119971297.20 119971297.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2021-02-23 2021-02-23 N N N 0.0180 42990277.70 42990277.70 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-24 2020-11-24 2020-11-24 N N N 0.0175 666185221.26 666185221.26 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-03-25 2020-03-25 N N N 0.0174 342032414.76 342032414.76 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-03-25 2020-03-25 N N N 0.0174 344032604.32 344032604.32 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 85008267.10 85008267.10 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 119011573.94 119011573.94 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-07-28 2020-07-28 N N N 0.0175 91015105.09 91015105.09 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.79% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-07-28 2020-07-28 N N N 0.0175 181035218.98 181035218.98 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-06-12 2020-06-12 N N N 0.0169 172076519.36 172076519.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-06-12 2020-06-12 N N N 0.0169 45020019.60 45020019.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-12 2020-06-12 2020-06-12 N N N 0.0169 346153928.48 346153928.48 0.0021 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 2020-01-27 2020-01-27 2020-01-27 N N N 0.0184 176993668.71 176993668.71 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.80% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-28 2020-08-28 2020-08-28 N N N 0.0176 719171086.05 719171086.05 0.0045 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 0.0159 172813151.81 172813151.81 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-23 2020-03-23 2020-03-23 N N N 0.0174 521007623.15 521007623.15 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-25 2020-03-25 2020-03-25 N N N 0.0174 173036046.28 173036046.28 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-26 2020-03-26 2020-03-26 N N N 0.0174 173036399.20 173036399.20 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-27 2020-03-27 N N N 0.0174 346074386.54 346074386.54 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.84% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-27 2020-03-25 2020-03-25 N N N 0.0174 174036254.64 174036254.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.86% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-22 2021-01-22 2021-01-22 N N N 0.0179 68047540.16 68047540.16 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.91% 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 0.0169 332002589.60 332002589.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.94% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-16 2020-06-16 2020-06-16 N N N 0.0165 491260225.09 491260225.09 0.0031 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 0.0161 491311357.83 491311357.83 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 2.05% 3130AGRU1 2549001DPIFGXC1TOL40 US3130AGRU10 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-01-17 2020-01-17 N N N 0.0155 356064136.96 356064136.96 0.0022 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 0.0155 356064161.88 356064161.88 0.0022 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 0.0134 185398850.56 185398850.56 0.0012 N N Y 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 0.0051 189992031.40 189992031.40 0.0012 N N Y N Freddie Mac Freddie Mac, 1.56% 3134GTLW1 S6XOOCT0IEG5ABCC6L87 US3134GTLW19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-02-06 2020-02-06 N N N 0.0155 365998975.20 365998975.20 0.0023 N N N N Freddie Mac Freddie Mac, 1.56% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-03-03 2020-03-03 N N N 0.0157 391985472.48 391985472.48 0.0024 N N N N Freddie Mac Freddie Mac, 1.57% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-09-09 2020-09-09 N N N 0.0162 675746094.40 675746094.40 0.0042 N N N N Freddie Mac Freddie Mac, 1.57% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-09-08 2020-09-08 N N N 0.0162 707636477.15 707636477.15 0.0044 N N N N Freddie Mac Freddie Mac, 1.57% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-08 2020-05-08 N N N 0.0158 365976685.80 365976685.80 0.0023 N N N N Freddie Mac Freddie Mac, 1.58% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-05-06 2020-05-06 N N N 0.0158 730979977.91 730979977.91 0.0045 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 0.0136 275826349.08 275826349.08 0.0017 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.55% G5GSEF7VJP5I7OUK5573 FEI930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-26 2045-08-15 0 - 5 2872763800.00 3096265694.69 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 3025000000.00 3025000000.00 0.0188 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 1.55% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2021-12-31 1.625 - 1.625 62143000.00 62210968.91 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 61000000.00 61000000.00 0.0004 N Y 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 2027-02-15 2046-05-15 2.25 - 3 142190000.00 159959600.74 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 FDB312000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2049-02-15 2.25 - 3 69675000.00 79754184.73 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 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 154990000.00 158741838.86 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 FDJ348000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2020-11-15 2.625 - 2.625 150015000.00 151778397.46 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 148000000.00 148000000.00 0.0009 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 2027-02-15 2049-02-15 2.25 - 3 197555000.00 225848628.47 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 2.25 - 3.625 153385000.00 159008660.83 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 Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FEH934000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-15 2021-03-15 2.375 - 2.375 152205000.00 154599406.26 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-24 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 150896951.82 150896951.82 0.0009 N N Y N 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 2023-11-30 2046-05-15 2.25 - 3.625 152545000.00 160297906.16 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, 1.67% 3Y4U8VZURTYWI1W2K376 FEG417000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2043-05-15 2.25 - 2.875 224550000.00 247223593.20 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0166 240000000.00 240000000.00 0.0015 N N Y N 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 2027-02-15 2046-05-15 2.25 - 3.625 143305000.00 161117007.59 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 6 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, 1.60% R0MUWSFPU8MPRO8K5P83 FCH364000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2047-02-15 0 - 3.625 76447100.00 81818939.90 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 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 FEI440000 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 - 4.625 283195600.00 310355843.22 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-27 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 302000000.00 302000000.00 0.0019 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 2020-01-23 2044-02-15 0 - 4.5 127305400.00 142084419.63 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.61% R0MUWSFPU8MPRO8K5P83 FDB871000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2046-02-15 0 - 4.375 94179100.00 104493837.30 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 102000000.00 102000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FED009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-20 2048-05-15 0 - 6.625 220390700.00 230014997.06 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 225000000.00 225000000.00 0.0014 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEG013000 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 1.25 - 3.875 139068300.00 148119133.29 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 144000000.00 144000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH857000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-12 2048-05-15 0 - 4.625 508675900.00 554585217.05 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 542000000.00 542000000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-13 2048-02-15 0 - 5.5 236727600.00 239797134.08 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 235000000.00 235000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEE302000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-27 2044-11-15 0 - 3.875 297590400.00 313840479.86 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-12 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 307000000.00 307000000.00 0.0019 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FDJ183000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2049-05-15 1.25 - 5 380696400.00 436955477.08 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 427000000.00 427000000.00 0.0027 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 2020-02-27 2043-08-15 0 - 3.625 234106700.00 253953827.38 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-15 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 248000000.00 248000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEH235000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-21 2045-05-15 0 - 6 164974200.00 174498630.05 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-21 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 171000000.00 171000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.62% R0MUWSFPU8MPRO8K5P83 FEF606000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-05-15 0 - 6.625 697490100.00 714365445.68 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 699000000.00 699000000.00 0.0043 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEB520000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2046-11-15 0 - 6.625 55132500.00 63595402.03 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 62000000.00 62000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEE298000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2046-11-15 0 - 6.75 292857400.00 314261719.98 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-11 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 307000000.00 307000000.00 0.0019 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 2020-01-30 2044-02-15 0 - 8.125 92846300.00 97061756.04 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 FDF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2048-11-15 0 - 3.75 152499200.00 173814752.02 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0166 169000000.00 169000000.00 0.0010 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 2020-04-23 2048-05-15 0 - 4.625 71779900.00 72551842.75 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BNP PARIBAS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0166 71000000.00 71000000.00 0.0004 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.69% R0MUWSFPU8MPRO8K5P83 FED570000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2046-02-15 0 - 4.25 151484700.00 157234940.35 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 154000000.00 154000000.00 0.0010 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 2038-02-15 2038-02-15 4.375 - 4.375 89408100.00 120586246.76 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0007 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 2020-12-31 2049-08-15 1.375 - 3.75 215982900.00 222129616.96 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0013 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 2021-02-15 2049-08-15 1.375 - 4.75 73216400.00 79181707.60 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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., 1.61% 2IGI19DL77OX0HC3ZE78 FCJ848000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2049-08-15 1.125 - 4.5 237703700.00 253186947.80 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0015 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 2020-12-31 2049-08-15 1.125 - 3.75 240752000.00 246248672.92 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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., 1.65% 2IGI19DL77OX0HC3ZE78 FED054000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2049-05-15 1.375 - 3.625 370866600.00 389678593.48 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-30 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 381000000.00 381000000.00 0.0024 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FEI957000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2049-11-15 1.625 - 2.75 163411100.00 167319425.98 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0161 164000000.00 164000000.00 0.0010 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FEI960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2049-11-15 1.625 - 3.125 640104700.00 672243994.36 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0161 659000000.00 659000000.00 0.0041 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.75% 549300IMBXQ8SGH3HJ31 FEI736000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2027-08-15 1.625 - 2.875 161752800.00 167304400.11 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0174 164000000.00 164000000.00 0.0010 N N Y N Commerz Markets LLC Commerz Markets LLC, 2.00% 549300IMBXQ8SGH3HJ31 FEI397000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2029-11-15 1.625 - 2.75 330801500.00 336712261.48 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 N N N 0.0198 330000000.00 330000000.00 0.0020 N N 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 2022-03-15 2028-05-15 2.375 - 2.875 296745900.00 316840329.16 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0019 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 2020-12-15 2049-05-15 1.875 - 2.875 470095500.00 496846044.75 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0030 N N Y N Credit AG Credit AG, 1.67% 1VUV7VQFKUOQSJ21A208 FDJ177000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2026-05-15 1.625 - 2.375 153195500.00 157305899.28 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0166 154000000.00 154000000.00 0.0010 N N N Y 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 2020-12-15 2025-12-31 1.875 - 3 455565400.00 473472158.78 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 0.0029 N N N Y Credit Agricole CIB Credit Agricole CIB, 1.57% 1VUV7VQFKUOQSJ21A208 FEI959000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-31 2025-01-31 1.5 - 2.5 881838000.00 907317758.54 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 890000000.00 890000000.00 0.0055 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.55% 7LTWFZYICNSX8D621K86 FEI964000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-31 2049-05-15 1.625 - 6.5 942515000.00 984601726.71 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 962000000.00 962000000.00 0.0060 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-01-31 2048-08-15 1.25 - 7.625 39753900.00 43898236.84 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 43000000.00 43000000.00 0.0003 N Y Y N DNB Bank ASA DNB Bank ASA, 1.80% 549300GKFG0RYRRQ1414 FEG275000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2025-08-15 1.875 - 2.75 620516100.00 635802843.09 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y DNB BANK ASA (GOV REPO) 1.0000 3 N N/A N/A N N 0.0178 622900000.00 622900000.00 0.0039 N N Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.52% 549300H47WTHXPU08X20 FEI913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-06-30 2027-07-15 0.375 - 2.75 482897800.00 510000000.55 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0151 500000000.00 500000000.00 0.0031 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.52% 549300H47WTHXPU08X20 FEJ043000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-09-30 2023-09-30 2.875 - 2.875 908673700.00 955740068.06 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0151 937000000.00 937000000.00 0.0058 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.55% 549300H47WTHXPU08X20 FEJ038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-03-31 2025-03-31 1.75 - 2.625 2433450000.00 2474418973.91 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 2425000000.00 2425000000.00 0.0151 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.55% 549300H47WTHXPU08X20 FEI914000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2029-02-15 1.375 - 2.75 2356505000.00 2474907942.77 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 2425000000.00 2425000000.00 0.0151 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.54% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2029-02-15 1.75 - 2.875 340626000.00 351930131.74 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0153 345000000.00 345000000.00 0.0021 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.56% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-09-30 2026-09-30 1.625 - 1.625 174452000.00 173229248.38 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 169000000.00 169000000.00 0.0010 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.56% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2023-03-31 1.125 - 2.5 471220000.00 477720602.97 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 468000000.00 468000000.00 0.0029 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.67% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2036-02-15 0 - 4.5 62131900.00 63248801.91 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0166 62000000.00 62000000.00 0.0004 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-31 2026-10-31 1.625 - 2.625 184019800.00 183616415.16 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 180000000.00 180000000.00 0.0011 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2024-09-30 1.5 - 1.5 105278900.00 105069391.41 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 103000000.00 103000000.00 0.0006 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-10-31 2024-10-31 2.25 - 2.25 65381000.00 67326058.88 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0159 66000000.00 66000000.00 0.0004 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 2047-11-15 2.125 - 2.75 153685200.00 160505484.43 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 2021-11-30 2024-05-15 1.75 - 2.5 15296200.00 15363072.99 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 125342200.00 126874112.38 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 Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.71% 213800MBWEIJDM5CU638 FDJ237000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2025-05-15 1.125 - 2.125 59447700.00 59270718.23 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0170 58000000.00 58000000.00 0.0004 N N Y N 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 2020-11-15 2026-09-30 1.375 - 1.75 55810100.00 55202744.23 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 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 159698900.00 158402361.92 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 2021-05-15 2.625 - 2.625 155809300.00 158468545.25 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 2020-11-15 2026-09-30 1.625 - 6 87939400.00 111398807.24 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 2026-09-30 1.625 - 2.625 109553600.00 111422638.62 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, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC038000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2026-08-31 1.375 - 2.125 123585100.00 124497210.92 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0167 122000000.00 122000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.68% H7FNTJ4851HG0EXQ1Z70 FEC036000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2022-07-15 1.75 - 1.75 155439500.00 157247336.75 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0167 154000000.00 154000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FDJ747000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-05-15 2021-05-15 2.625 - 2.625 93408100.00 95002324.78 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0170 93000000.00 93000000.00 0.0006 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FED569000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-30 2026-08-15 1.75 - 6.75 140965200.00 157321453.09 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 154000000.00 154000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEE234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2021-04-15 2.375 - 2.375 154984300.00 157260102.58 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 154000000.00 154000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.71% H7FNTJ4851HG0EXQ1Z70 FEG316000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2022-07-15 1.75 - 1.75 214659100.00 215345583.52 U.S. Treasuries (including strips) Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0170 211000000.00 211000000.00 0.0013 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.72% H7FNTJ4851HG0EXQ1Z70 FEE923000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-15 2026-08-15 1.75 - 6.75 117733800.00 157150933.65 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0171 154000000.00 154000000.00 0.0010 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.56% RB0PEZSDGCO3JS6CEU02 FEI954000 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 553000000.00 544775264.40 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 531000000.00 531000000.00 0.0033 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.55% 9R7GPTSO7KV3UQJZQ078 0000068136 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 - 8.125 88044100.00 88747663.67 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 87000000.00 87000000.00 0.0005 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FEI766000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-15 2029-05-15 1.25 - 3.125 306635400.00 318283854.85 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 N N N 0.0164 312000000.00 312000000.00 0.0019 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.64% U7M81AY481YLIOR75625 FEG932000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-31 2025-02-15 1.875 - 2.625 368949600.00 374420785.35 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-28 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 367000000.00 367000000.00 0.0023 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.65% U7M81AY481YLIOR75625 FEF427000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2028-08-15 2 - 2.875 46717900.00 49997669.15 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 49000000.00 49000000.00 0.0003 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.66% U7M81AY481YLIOR75625 FEF906000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2023-11-15 1.125 - 2.75 76702000.00 76520777.15 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-22 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0165 75000000.00 75000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.68% U7M81AY481YLIOR75625 FDJ244000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2028-11-15 2.375 - 3.125 476158300.00 499308796.56 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0167 489000000.00 489000000.00 0.0030 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.68% U7M81AY481YLIOR75625 FEE974000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-06-30 2026-02-15 1.625 - 3 345617300.00 349989452.66 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0167 343000000.00 343000000.00 0.0021 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FDJ760000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2025-05-31 1.25 - 2.875 294595100.00 293946267.12 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0168 287900000.00 287900000.00 0.0018 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FEG931000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-12-15 2024-07-31 1.75 - 2.5 73184100.00 73447044.41 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 72000000.00 72000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.69% U7M81AY481YLIOR75625 FEG363000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-06-30 2027-08-15 1.125 - 2.875 68537200.00 70392833.62 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 69000000.00 69000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEC600000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2025-02-15 2 - 2.5 128716900.00 131553502.51 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 128900000.00 128900000.00 0.0008 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEE969000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2022-01-31 1.125 - 3.5 142421900.00 142881554.01 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 140000000.00 140000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FEC598000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-01-31 2025-05-15 2 - 2.5 166823100.00 170447256.74 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 167000000.00 167000000.00 0.0010 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.71% U7M81AY481YLIOR75625 FED634000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-11-30 2026-10-31 1.125 - 2.875 115042900.00 117367891.44 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0170 115000000.00 115000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 FEA727000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-31 2026-08-31 1.375 - 2.75 237825800.00 243988974.55 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0171 239000000.00 239000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.72% U7M81AY481YLIOR75625 FEF908000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-08-31 2027-08-15 1.375 - 2.25 79651900.00 80604831.20 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0171 79000000.00 79000000.00 0.0005 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FED632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2026-09-30 1.25 - 2.875 217012000.00 221463090.55 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 217000000.00 217000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEB393000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2023-12-31 1.5 - 2.875 251143100.00 258305847.28 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-09 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 253000000.00 253000000.00 0.0016 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FED069000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2029-02-15 1.625 - 3.5 246801800.00 251074119.79 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 246000000.00 246000000.00 0.0015 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEF421000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-04-30 2024-09-30 2 - 2.125 71092200.00 72450785.14 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 71000000.00 71000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.73% U7M81AY481YLIOR75625 FEE965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-31 2023-12-31 2 - 2.75 168534200.00 175505396.51 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0172 172000000.00 172000000.00 0.0011 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.74% U7M81AY481YLIOR75625 FEC597000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2026-09-30 1.625 - 2.375 214786600.00 213312221.03 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0173 209000000.00 209000000.00 0.0013 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.75% U7M81AY481YLIOR75625 FEF901000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-01-15 2023-05-31 2.5 - 2.75 149434800.00 154128916.70 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0174 151000000.00 151000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.79% U7M81AY481YLIOR75625 FEG930000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2022-07-31 1.5 - 2.25 59687500.00 60205671.11 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0177 59000000.00 59000000.00 0.0004 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.89% U7M81AY481YLIOR75625 FEH282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-10-31 2029-05-15 2 - 3.125 50111600.00 52842262.34 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0187 51800000.00 51800000.00 0.0003 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 2020-01-15 2049-02-15 1.125 - 6.625 747905400.00 792782539.28 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-05 Y NATIXIS SA (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 775000000.00 775000000.00 0.0048 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 2021-05-15 2049-05-15 1.625 - 6.125 298236900.00 316229854.15 U.S. Treasuries (including strips) Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y NATIXIS SA (GOV REPO) 1.0000 6 N N/A N/A N N 0.0160 309000000.00 309000000.00 0.0019 N N Y N Natixis SA Natixis SA, 1.65% KX1WK48MPD4Y2NCUIZ63 FDJ201000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2049-02-15 1.375 - 3.125 233869000.00 242085622.34 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y NATIXIS SA (GOV REPO) 1.0000 2 N N/A N/A N N 0.0164 237000000.00 237000000.00 0.0015 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.55% OXTKY6Q8X53C9ILVV871 FEI975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2042-11-15 2045-05-15 2.5 - 3.75 2060518400.00 2383625328.83 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 2314000000.00 2314000000.00 0.0144 N N Y N Norinchukin Bank Norinchukin Bank, 1.67% 5493007VSMFZCPV1NB83 FEC028000 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 155406600.00 157240379.23 U.S. Treasuries (including strips) Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0166 154000000.00 154000000.00 0.0010 N N N Y 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 48937700.00 48502679.57 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 77902500.00 79129758.06 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 563500.00 586218.00 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 155530700.00 157365943.59 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, 1.68% 5493007VSMFZCPV1NB83 FEA693000 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 238598800.00 235681149.45 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 1197800.00 1246090.38 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0167 232000000.00 232000000.00 0.0014 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEE910000 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 155358800.00 157192015.19 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0170 154000000.00 154000000.00 0.0010 N N N Y Norinchukin Bank Norinchukin Bank, 1.71% 5493007VSMFZCPV1NB83 FEF852000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES OF A 254900HROIFWPRGM1V77 2020-11-15 2026-08-15 1.5 - 2.625 158550900.00 159218288.44 U.S. Treasuries (including strips) Y N/A N/A 2020-03-18 2020-03-18 2020-03-18 N N N 0.0170 156000000.00 156000000.00 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 81333200.00 80610207.22 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 63592400.00 62814774.96 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 636800.00 662473.16 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 158042587.80 U.S. Treasuries (including strips) UNITED STATES OF A 254900HROIFWPRGM1V77 2020-02-15 2020-02-15 8.5 - 8.5 1601700.00 1666273.97 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 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 2020-08-31 2049-02-15 1.125 - 4.25 306546900.00 317011953.68 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0019 N N Y N 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 2021-01-31 2047-02-15 1.375 - 4.25 306211900.00 318287640.56 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0019 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 2020-03-15 2049-02-15 0 - 6.5 614404700.00 634762553.18 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0039 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 2020-02-29 2047-08-15 1.125 - 4.25 452853700.00 475020014.16 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0029 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 2020-01-31 2049-08-15 0 - 4.25 153686100.00 158544062.80 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.61% 549300QJJX6CVVUXLE15 FDC065000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-21 2048-11-15 0 - 4.25 371552800.00 397389529.57 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0024 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 2020-01-23 2049-08-15 0 - 4.25 307583200.00 316972840.04 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0019 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 2020-01-23 2043-11-15 0 - 3.75 158925800.00 159561420.36 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.61% 549300QJJX6CVVUXLE15 FCG479000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2049-05-15 0 - 3.625 152702500.00 159717853.29 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 FDC942000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2049-08-15 0 - 4.25 154146500.00 158422853.50 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.63% 549300QJJX6CVVUXLE15 FEA844000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2044-08-15 0 - 3.125 314388000.00 315572053.91 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-03-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 309000000.00 309000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.63% 549300QJJX6CVVUXLE15 FDI482000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2043-11-15 1.5 - 4.25 241379400.00 245042438.95 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 RBC Dominion Securities RBC Dominion Securities, 1.64% 549300QJJX6CVVUXLE15 FEB960000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-23 2047-02-15 0 - 4.25 146853000.00 151261660.86 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-02-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 148000000.00 148000000.00 0.0009 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 2020-01-23 2047-02-15 0 - 4.25 433807800.00 495898280.42 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0030 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 2020-01-16 2049-02-15 0 - 4.625 346748400.00 359841684.79 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0022 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 2020-02-13 2044-11-15 0 - 4.625 513656700.00 519908048.49 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0032 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 2020-01-23 2047-02-15 0 - 4.25 151461900.00 159738335.41 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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, 1.79% 549300QJJX6CVVUXLE15 FEG282000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2026-11-30 0 - 2.5 242764200.00 244970408.37 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0177 240000000.00 240000000.00 0.0015 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.84% 549300QJJX6CVVUXLE15 FEH193000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2049-02-15 0 - 4.25 349980300.00 371501500.04 U.S. Treasuries (including strips) Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 363000000.00 363000000.00 0.0023 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 2020-09-15 2048-11-15 1.125 - 7.625 441526000.00 459267710.63 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 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 0.0028 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.60% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2029-05-15 2.375 - 2.875 319301000.00 336629929.22 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0159 330000000.00 330000000.00 0.0020 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.57% 6PJDTY319315T5LR2241 FEI962000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-12-31 2022-12-31 2.125 - 2.125 477157000.00 484388886.92 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 475000000.00 475000000.00 0.0030 N Y 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 2020-01-09 2049-11-15 0 - 8 289669400.00 313397185.08 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 0.0019 N N Y N Societe Generale Societe Generale, 1.67% O2RNE8IBXP4R0TD8PU41 FEH843000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-09 2049-08-15 0 - 8.75 257735600.00 280540800.46 U.S. Treasuries (including strips) Y N/A N/A 2020-01-27 2020-01-27 2020-01-27 N N N 0.0166 274000000.00 274000000.00 0.0017 N N N Y Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.80% 5493006GGLR4BTEL8O61 FEF368000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2024-09-30 1.5 - 2 26796000.00 26673073.93 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0179 26000000.00 26000000.00 0.0002 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.55% SUVUFHICNZMP2WKHG940 FEI965000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-11-15 2024-05-15 1.625 - 2.625 459860400.00 471280662.35 U.S. Treasuries (including strips) Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 462000000.00 462000000.00 0.0029 N N Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.57%, dated 12/31/2019 due 01/02/2020 B4TYDEB6GKMZO031MB27 FEJ072000_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 2041-04-20 2045-02-20 3 - 4.5 4688910457.23 1099018960.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1077375000.00 1077375000.00 0.0067 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.58%, dated 12/31/2019 due 01/02/2020 B4TYDEB6GKMZO031MB27 FEJ094000_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 2041-04-20 2045-02-20 3 - 4.5 79418250.86 18614593.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 18248000.00 18248000.00 0.0001 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.57%, dated 12/31/2019 due 01/02/2020 L3I9ZG2KFGXZ61BMYR72 FEJ072000_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 2020-03-31 2027-11-15 1.375 - 2.625 88315123.77 90052360.56 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 88279000.00 88279000.00 0.0005 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.57% G5GSEF7VJP5I7OUK5573 FEI931000 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 2047-02-01 2047-02-01 3 - 3 30000000.00 29264519.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 18690996.00 19238841.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2048-08-01 3 - 4.5 165727858.00 122653373.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 14580005.00 15389103.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2030-06-01 5.5 - 5.5 24176425.00 20162806.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-04-01 3.5 - 3.5 21065867.00 15029246.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2049-01-01 3 - 4 27366233.00 25538027.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2038-05-01 2049-01-01 3 - 6 416374007.00 276029720.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 513000000.00 513000000.00 0.0032 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.65% G5GSEF7VJP5I7OUK5573 FDJ161000 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 2039-10-01 2039-10-01 3 - 3 85494741.00 86254641.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-12-01 2049-12-01 3 - 3.5 203671700.00 177279266.08 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 3 N N/A N/A N N 0.0164 258000000.00 258000000.00 0.0016 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 2034-08-01 2034-12-01 3 - 3.5 1483987.00 1530167.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4.5 - 4.5 1956725.00 2106435.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 128189.00 140745.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-12-01 2049-12-01 2.442 - 4.793 67793220.00 3464773.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 7391.00 7936.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-15 2069-11-20 2 - 5 76752703.00 79067102.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-12-01 2050-01-01 2.5 - 4.825 73229981.00 41972026.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 12620322.00 12844530.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 Capital Markets Corp. BMO Capital Markets Corp., 1.65% 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 2034-08-01 2034-12-01 3 - 3.5 193631.00 192466.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 2034-01-01 4.41 - 4.55 1205034.00 1364140.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 5361897.00 5410163.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 5 530284.00 583525.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-02-01 2044-08-01 2.324 - 5.085 28866809.00 1233797.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-11-15 2069-11-20 2.5 - 8.5 41909615.00 43855955.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-01 2049-12-01 2.432 - 6.1 39922841.00 32959511.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 2029-12-01 2.42 - 2.42 1968.00 1972.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-24 Y BMO CAP MARKETS CORP(GOV REPO) 1.0000 7 N N/A N/A N N 0.0168 83897667.58 83897667.58 0.0005 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 13265625.00 13516666.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-04-01 2048-12-01 3.5 - 4.5 52620571.00 44543642.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-12-01 2048-02-01 4 - 6.5 44304119.00 29874118.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0005 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 FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 1699569.00 1691626.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 1003524.00 966998.73 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-04-07 2023-02-23 1.4 - 1.73 1620000.00 1623836.16 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 4.5 - 4.5 1211619.00 1238312.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-09-30 2048-11-01 1.55 - 7 242828199.00 60432439.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 2999292.00 2975804.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 515000.00 519213.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-08-15 2069-05-20 2.5 - 8 277287750.00 135122262.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2049-12-01 1.25 - 6.5 458503206.00 135215131.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 4 - 4 925000.00 743572.26 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2044-05-15 0 - 3.75 2928700.00 3369788.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-02-03 2023-03-10 1.5 - 7.45 5200000.00 5352191.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 2820000.00 2874603.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-09-01 2034-09-01 2.55 - 2.55 744000.00 735663.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0021 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.63% 3Y4U8VZURTYWI1W2K376 FEF382000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2044-08-15 0.125 - 3.125 11796700.00 13953708.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4 - 4 8452.00 6731.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-11-20 2049-11-20 4.5 - 4.5 20481677.00 21784577.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 1072.00 1062.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-12-01 2028-12-01 6.5 - 6.5 38696.00 2759.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-03-16 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0162 34900000.00 34900000.00 0.0002 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 HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 8215960.00 8200415.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-05-15 2048-08-20 3.5 - 4.5 55593307.00 24507898.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 4.5 11196080.00 11901921.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-02-01 2049-03-01 4 - 4.5 9035446.00 8512419.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0164 52000000.00 52000000.00 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 US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-11-15 0 - 5.25 131098308.32 108780908.06 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 43000.00 44235.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2048-10-01 4 - 7 2095098.00 2620669.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-01 2038-08-17 3.9 - 4.25 4810000.00 5107750.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2029-11-20 2049-07-20 2.395 - 6.5 23924078.00 12653251.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-09-30 2049-07-01 0 - 5.625 12177661.00 12754105.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 311000.00 308292.40 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNP PARIBAS (GOV REPO) 1.0000 3 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 FEG010000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2048-05-15 0 - 2.25 92207727.16 62519693.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 1000.00 1001.05 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2022-06-02 2038-04-05 1.875 - 3.98 2105000.00 2118027.95 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 4 30886679.00 14467570.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-11-30 2030-11-26 1.7 - 4.05 25105000.00 25146886.47 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-12-20 2045-12-20 3 - 3 1000.00 406.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-20 2049-09-20 2.215 - 4 56009405.00 28584744.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 49473.00 50138.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2049-07-01 0 - 3.5 504000.00 390046.31 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-02-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 130000000.00 130000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FDJ184000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-08-15 0 - 3.625 68359495.38 54187901.97 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-06-02 2022-06-02 1.875 - 1.875 8409000.00 8460953.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2048-05-01 0 - 4.948 24878073.00 4280531.70 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2030-11-26 4.05 - 4.05 270000.00 280465.20 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-06-20 3 - 6.5 17683820.00 10547281.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2049-05-01 0 - 5.627 15656188.00 12577290.30 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 88000000.00 88000000.00 0.0005 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 US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-08-15 0 - 2.75 236637833.41 196847011.43 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2032-02-10 2037-10-26 3.42 - 3.43 1366000.00 1385192.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2029-10-01 0 - 3 17826797.00 15917901.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2033-05-18 4 - 4.05 1235000.00 1249577.95 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2049-06-20 3 - 4.625 35035716.00 28451603.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-07-01 2048-07-01 2.377 - 4.5 5025925.00 4071820.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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, 1.64% R0MUWSFPU8MPRO8K5P83 FEF607000 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 - 4 560771.00 597351.60 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2049-02-15 0 - 3.125 50106.92 51549.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 42089847.00 42133879.14 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2032-06-29 2038-01-25 3.17 - 3.54 8987000.00 9138980.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-12-01 3 - 3.5 6609040.00 4795287.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-05-18 2036-05-28 3.54 - 4 3660000.00 3860076.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-09-15 2049-08-20 2.5 - 6.5 153273817.00 131826646.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2049-08-01 0 - 4 26304333.00 23984076.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 212000000.00 212000000.00 0.0013 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FEH855000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2048-05-15 0 - 5.375 207848929.80 175733013.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-09-25 2048-09-25 2.24 - 2.24 1037.00 1011.07 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2037-08-24 2038-04-05 3.35 - 3.98 1055000.00 1071815.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2047-12-01 0 - 7 13056031.00 11239231.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 110000.00 112092.82 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2048-09-20 3 - 4.625 15308957.00 8583128.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-25 2049-04-25 0 - 4.5 40340606.00 34569947.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 226000000.00 226000000.00 0.0014 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 US TREASURY 254900HROIFWPRGM1V77 2020-02-15 2048-05-15 0 - 3.875 30856182.83 34865009.00 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 380000.00 384637.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2048-04-01 0 - 4 1558980.00 1549411.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-09-08 2033-10-24 3.25 - 4.1 425000.00 458428.23 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-08-20 2049-11-20 2.415 - 4.5 35198276.00 23507874.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3.5 - 3.5 23139423.00 19613240.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-04-05 2049-07-01 0 - 4.334 31349243.00 27115938.61 Agency Debentures and Agency Strips Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y BNP PARIBAS (GOV REPO) 1.0000 2 N N/A N/A N N 0.0166 104900000.00 104900000.00 0.0007 N Y Y N BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 1.67% VJW2DOOHGDT6PR0ZRO63 FEC561000 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 2034-12-01 2034-12-01 2.5 - 2.5 134185.00 135670.95 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-02-15 2046-11-15 1.375 - 3.625 43000.00 44256.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3 - 3 9006210.00 8757772.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 4875864.00 5110512.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 45886451.00 46598409.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-11-24 2021-02-16 2.25 - 2.375 155000.00 157518.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-30 2021-12-10 2.375 - 2.875 195000.00 197782.36 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-04-20 2049-04-20 3.5 - 3.5 864052.00 827287.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-06-22 2050-01-01 1.5 - 4 46343327.00 45837046.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 3 142604180.00 141456270.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-06 2020-01-06 2020-01-06 Y BNY MELLON CAP MKTS (GOV REPO) 1.0000 6 N N/A N/A N N 0.0166 244000000.00 244000000.00 0.0015 N N Y N BNY Mellon Capital Markets Corp. BNY Mellon Capital Markets Corp., 1.84% VJW2DOOHGDT6PR0ZRO63 FEH275000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-16 2029-11-15 0 - 2 10127400.00 10140766.40 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2022-12-27 2022-12-27 1.66 - 1.66 438000.00 438568.67 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-12-20 2034-12-20 2.5 - 2.5 10447.00 10604.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-06-01 2050-01-01 2.5 - 4 22304597.00 21864815.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 3 70384158.00 71633114.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y BNY MELLON CAP MKTS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0182 102000000.00 102000000.00 0.0006 N N Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.57%, dated 12/31/2019 due 01/02/2020 VJW2DOOHGDT6PR0ZRO63 FEJ072000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2023-07-01 2023-07-01 7.25 - 7.25 3441.10 43.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 129041.08 264.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 438758.60 1815.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 144526.01 320.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 344595.77 31459.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 308121.88 1011.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 4817.53 111.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-02-01 2041-02-01 4 - 4 2064.66 411.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 4977542.17 3493565.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 210478.04 2060.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 6538.08 493.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 16180.03 581.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 86027.39 308.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 124438.96 1753.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 12904.11 219.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 8602.74 662.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 2879.85 122.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 24775.89 420.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 8495002.76 8862786.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 20646.57 1011.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 899846.46 822550.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 5849.86 4874.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 13579.94 11941.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 9290.96 183.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 24431.78 15261.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 872866.55 3572.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 124769.30 80831.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2050-01-01 3 - 3.5 53720615.58 54870900.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 91712.08 9803.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 94974.23 3819.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-05-15 2049-09-20 2.5 - 10 92688925.29 67274734.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 8516110.43 4301153.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 344.11 65.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 16538.94 8122.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 1056.07 554.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 3.5 - 3.5 653767.53 665482.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 2.5 - 4 29095005.76 28816043.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 5304448.64 921.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2067.41 1102.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2035-01-01 3 - 5 42027.48 13361.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2045-02-01 3 - 6.5 819068.47 45471.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 172054.77 111227.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 4817.53 2786.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 3568200.23 111822.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2048-10-01 3 - 5 1855302.40 1440466.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 55421.25 14116.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-08-01 3 - 5 890080.63 427356.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 416660.23 13659.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 564339.65 376708.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 626623.48 219423.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 24603797.06 24876256.77 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-07 2049-11-15 0 - 7.625 264749299.54 265948073.90 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-01-08 2024-09-13 0 - 5.375 7993664.74 8210323.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2030-05-01 2030-05-01 2.5 - 2.5 22010845.26 21026164.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-02-12 2034-12-18 1.32 - 5.05 107042500.41 107216039.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-02-01 2049-06-01 1.375 - 7.5 47956782.76 28610590.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-01-25 2050-01-01 1.25 - 9.5 178935166.01 144398314.54 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 757041000.00 757041000.00 0.0047 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.65% 549300HN4UKV1E2R3U73 FDJ160000 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 2048-08-01 3.5 - 4.5 197522164.00 171193360.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-11-01 2039-11-01 3 - 3 89730000.00 91319096.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 Y BANK OF AMERICA CORPORATION 1.0000 2 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0164 257000000.00 257000000.00 0.0016 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 NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2025-10-01 3.37 - 3.37 33576000.00 34890377.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2043-01-01 3 - 3 140000000.00 69987830.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4 - 4 35400010.00 34365863.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-01-01 2049-11-01 2.75 - 5 1040311853.00 391142780.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0032 N N 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 2031-05-01 2031-05-01 3.53 - 3.53 1860000.00 1997970.46 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2049-02-15 0.125 - 3 613300.00 652559.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 65994.00 66325.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2023-08-01 2.7 - 2.7 22252884.00 22349684.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2048-03-01 3 - 4.539 244506938.00 151213928.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 184017.00 188279.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 3509408.00 3262686.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 44100.00 42335.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2031-08-01 2.46 - 2.9 965812.00 979482.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2049-11-01 3 - 5 473779071.00 424458780.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0037 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 2021-07-31 2049-08-15 1.375 - 3 9281800.00 9682719.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-04-01 2047-07-01 3 - 4.5 119338345.00 93969013.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2058-08-15 2058-08-15 3.4 - 3.4 386714.00 403542.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-01 2049-11-01 3 - 5 180950639.00 108853329.45 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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., 1.77% 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 2024-01-31 2024-01-31 2.5 - 2.5 2600.00 2712.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 4 - 4 927017.00 731679.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.46 - 2.46 2670.00 2682.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2048-11-01 3 - 5 104190787.00 69912832.81 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 2021-04-15 2049-08-15 0.125 - 2.875 29100.00 30089.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-07-01 2040-07-01 4.025 - 4.025 7853913.00 223104.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 1595335.00 1483178.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 4 - 4 17725.00 17015.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2049-11-01 3.01 - 5 93701630.00 68899573.93 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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, 1.55% E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2049-08-15 0 - 8.75 61489200.00 75551676.60 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-25 2020-06-25 1.792 - 1.792 1000.00 1000.55 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2022-01-13 2032-01-15 0 - 2.375 10292000.00 10352790.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-09-10 2039-06-10 3 - 3.375 2080000.00 2282569.55 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 2042-12-15 N/A 3000.00 1519.42 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-06-22 2029-05-15 2 - 6.25 39000.00 46818.68 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 86000000.00 86000000.00 0.0005 N N Y N Citibank NA Citibank NA, 1.56% E57ODZWZ7FF32TWEFA76 0000036684 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 3.26 - 3.26 1000.00 1066.87 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-07-15 2049-02-15 0.125 - 4.75 502660700.00 530291792.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2034-02-01 4.5 - 7 2111656.00 135.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-06-15 2069-09-20 3.255 - 10.5 7405.00 5314.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 3855.00 0.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2040-08-01 1.625 - 6.5 684516.00 601836.13 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0155 520000000.00 520000000.00 0.0032 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.57%, dated 12/31/2019 due 01/02/2020 E57ODZWZ7FF32TWEFA76 FEJ072000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-25 2023-12-20 1.75 - 3.5 479475.64 484337.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-13 2045-12-01 0 - 8 14066612.15 2596284.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 240183.39 24123.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-09-20 2049-10-20 2.5 - 10.5 6947267.39 4638132.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2048-12-01 1.375 - 9.5 28630646.21 12158068.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 732681.95 5153.90 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2028-01-15 2030-04-15 0 - 8.875 6527777.71 5226125.58 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-11-15 0 - 8.75 454890376.09 480217272.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 31839229.36 32034078.85 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2021-05-01 6 - 6 616.06 0.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 6702.74 35.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 319.86 339.86 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 1160785.25 1209437.22 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.701 - 3.701 985.82 1066.72 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 527610000.00 527610000.00 0.0033 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.57% 7LTWFZYICNSX8D621K86 FEI950000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2039-08-15 2039-08-15 4.5 - 4.5 16151800.00 22228042.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 146346964.00 150857499.39 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2020-03-15 2.25 - 2.25 948000.00 955379.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-04-15 2045-04-15 3.5 - 3.5 2000000.00 2083226.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 171200000.00 171200000.00 0.0011 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.56% 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 2045-11-01 2045-11-01 4.5 - 4.5 642000.00 435350.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2025-04-01 4.5 - 4.5 650537.00 28928.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-05-15 2049-12-20 3 - 5 398502707.00 157683655.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-07-01 2048-07-01 4 - 4 668500000.00 644640518.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 2106388.00 2061293.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 789000000.00 789000000.00 0.0049 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.57%, dated 12/31/2019 due 01/02/2020 CYYGQCGNHMHPSMRL3R97 FEJ072000_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 2026-10-15 2026-10-15 0 - 0 262.77 230.45 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2045-08-15 2045-08-15 2.875 - 2.875 11483530.80 12721102.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-04-13 2031-07-15 0 - 1.52 14028442.60 13859087.56 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2038-05-20 2049-08-20 3 - 5.5 84576256.41 86110440.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-09-24 2026-09-24 1.875 - 1.875 14715.33 14763.78 Agency Debentures and Agency Strips Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 110365000.00 110365000.00 0.0007 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.55% 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 2022-04-15 2027-07-15 N/A 4325000.00 3828719.03 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-01-09 2047-02-15 0 - 6.125 96857930.88 100122178.51 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.69 - 3.69 7320790.00 7763258.55 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2020-04-06 2021-02-23 1.6 - 2.7 9417000.00 9539896.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-01-15 2043-10-01 0 - 5.015 271944208.00 38043350.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2034-02-14 2034-02-14 3.75 - 3.75 8570000.00 8962880.22 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2066-10-20 3 - 7.5 32769751.00 32099246.23 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 2065-09-15 0 - 4.25 25739000.00 28410826.21 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-01-11 2048-06-01 0 - 4.76 187793982.00 125603910.89 Agency Debentures and Agency Strips Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0154 347000000.00 347000000.00 0.0022 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 US TREASURY 254900HROIFWPRGM1V77 2029-08-15 2036-02-15 1.625 - 4.5 136000.00 182755.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 4190240.00 3838035.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 40832.00 41166.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 1103962.00 1065667.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2049-04-01 3 - 5.5 172290245.00 54358650.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 993073.00 819172.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2045-05-20 3 - 3.25 23892513.00 3899387.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 2558110.00 2594983.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2056-07-01 3.5 - 4 3985827.00 3762933.49 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 US TREASURY 254900HROIFWPRGM1V77 2029-08-15 2036-02-15 1.625 - 4.5 136000.00 182755.57 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 54640.00 50047.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2049-04-01 3 - 4.5 94795843.00 65233027.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-10-20 2043-05-20 3.25 - 4.125 48416131.00 5035327.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2056-07-01 3.5 - 4 74974.00 61595.29 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 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 2049-09-01 2049-09-01 3 - 3 1000.00 1002.76 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2029-08-15 2036-02-15 1.625 - 4.5 15800.00 21171.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3.5 - 3.5 236118.00 189102.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-08-01 4 - 4.5 2000.00 1831.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 108064.00 108948.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2049-04-01 3 - 5.5 15284936.00 2949872.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-04-01 2058-05-01 3.5 - 4.5 211093486.00 172464563.55 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, 1.70% 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 2056-07-01 3.5 - 4 273172080.00 249068043.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-14 2020-02-14 2020-02-14 N N N 0.0169 244000000.00 244000000.00 0.0015 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 HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 2.5 - 2.5 63047.00 61722.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 82354.00 75431.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 88151.00 88872.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2049-04-01 3.5 - 7.5 7696847.00 2024808.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-12-01 2056-07-01 3 - 4.5 156087454.00 138975902.24 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 2049-08-01 2049-08-01 3.5 - 3.5 1000.00 997.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.55 - 3.55 9878160.00 10683292.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-06-01 2049-09-01 2.225 - 5.18 280860832.00 48750869.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 1002.00 967.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 1001.00 905.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 103296.00 104141.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2056-07-01 2.377 - 5.185 1289141247.00 124106794.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-06-01 3.17 - 3.53 14294922.00 15170372.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.22 - 3.22 2275000.00 2417074.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.41 - 3.41 3372854.00 3575731.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.53 - 3.73 7247621.00 7858426.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 425200.00 389460.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-08-01 2031-08-01 2.9 - 2.9 2001000.00 2062384.01 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 ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.17 - 3.17 8940.00 9416.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 2.5 - 2.5 41502757.00 40630704.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.73 - 3.73 63704.00 69664.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 4046180.00 4256979.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 159360.00 160663.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-01 2057-09-01 3 - 5 275693003.00 205847558.05 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 0.0015 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 2048-08-01 2048-08-01 4.5 - 4.5 108332.00 99226.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 63168.00 63684.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-05-20 2043-05-20 3.875 - 3.875 2194354.00 294669.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2056-07-01 3.5 - 4 119865639.00 107097832.34 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 2049-05-01 2049-05-01 4 - 4 91879456.00 88060208.24 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 0.0005 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 US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2036-02-15 1.625 - 4.5 338500.00 454571.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 3.53 - 3.53 1615.00 1744.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4.5 - 4.5 4194080.00 3841553.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 124619.00 125638.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2049-04-01 3 - 7 8775436.00 4713804.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2048-06-20 3 - 4.625 8585714.00 2826440.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-08-01 2031-08-01 2.9 - 2.9 1000.00 1030.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-04-01 2056-07-01 2.5 - 6 507475034.00 185886898.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-10 2020-01-10 2020-01-10 N N N 0.0193 193000000.00 193000000.00 0.0012 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.56% 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 2027-10-01 2027-10-01 2.5 - 2.5 1000000.00 305199.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-11-01 2026-11-01 6 - 6 19379296.00 66924.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 5 - 5 215000.00 165853.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2027-05-01 5 - 5 6583576.00 267858.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5.5 - 5.5 7200000.00 561785.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-03-01 2038-03-01 5 - 5 5237350.00 232823.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-06-01 5 - 5 3270283.00 98541.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 1096066.00 1239040.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 8327.00 6324.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 5.5 - 5.5 123256.00 103344.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2037-11-01 6 - 6 2324360.00 43745.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-06-01 3.5 - 3.5 650000.00 465653.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3.5 - 3.5 1532650.00 1612300.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-09-01 2039-09-01 5 - 5 660231.00 22857.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-11-01 2050-02-25 0 - 7.5 245445612.00 59242396.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 36078464.00 28587235.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-16 2049-12-20 1.5 - 5 173060089.00 101112018.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 6 - 6 1240710.00 981526.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-08-01 2056-02-01 3.4 - 5.028 322482961.00 59992644.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-04-01 3.5 - 4 142881.00 116057.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-25 2049-11-25 3.5 - 3.5 12415552.00 12130049.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-01-01 2028-03-01 5 - 6 11366010.00 296226.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2040-09-01 5 - 6 4110406.00 111925.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-11-01 2048-08-01 4.5 - 5 423399.00 323973.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 2.5 - 2.5 86669.00 68472.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-11-01 2031-11-01 2.5 - 2.5 313776.00 262036.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-09-01 2022-09-01 6 - 6 1563172.00 48816.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-31 Y JPMORGAN SECS LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0155 262000000.00 262000000.00 0.0016 N N Y N 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 2035-08-01 2035-08-01 5 - 5 754570.00 22163.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-09-01 2032-09-01 3.5 - 3.5 176374.00 127555.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 113000.00 74985.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 118515200.00 110370068.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-05-01 2049-12-01 3.5 - 5 72630173.00 65880617.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 173000000.00 173000000.00 0.0011 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.57%, dated 12/31/2019 due 01/02/2020 ZBUT11V806EZRVTWT807 FEJ072000_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 2040-09-01 2040-09-01 5 - 5 190442.12 12625.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2048-11-01 4.5 - 5 660559.53 547685.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2028-02-01 5 - 6 578609.05 18454.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 3 - 6 2828037.43 1893308.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 1845768.04 45393.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4 - 4 216179.61 211307.97 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-08-15 1.75 - 2.875 1101514773.08 1145301876.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 7 - 7 123008.09 4888.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 61085.83 2276.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 3075687.41 3126445.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 284065.37 290675.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 4 5200840.12 5358492.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4.5 - 4.5 459143.75 389264.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 249884.43 272600.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 426631.48 320739.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 3382178.86 3276619.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 5 - 5 848931.54 19719.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 14690893.77 15115264.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2038-12-01 5.5 - 5.5 480555.54 463153.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-02-01 2039-02-01 4 - 4 447538.97 327549.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2051-02-25 2.106 - 7.5 457182939.60 109398786.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-06-01 4 - 4.5 20770281.47 20293591.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 366417.68 272579.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-08-20 2060-05-15 2 - 8 687042441.39 392728643.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 194752.96 196778.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-01-01 2059-08-25 2.28 - 6.383 426587145.85 107220844.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 7 - 7 955501.42 2002.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 5.5 8131878.37 195776.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 2797591.64 2905144.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 1043622.80 10636.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2045-12-01 4 - 4.5 479538.20 295694.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 523190.96 440598.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 982739.60 109826.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-02-01 3.5 - 3.5 16720951.88 15337999.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 191762.64 81610.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5.5 - 5.5 21327.99 5862.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 4 - 4 4761.05 1445.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2028-05-01 5 - 6 693346.23 45076.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1789293000.00 1789293000.00 0.0111 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.58%, dated 12/31/2019 due 01/02/2020 ZBUT11V806EZRVTWT807 FEJ094000_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 2034-12-01 2034-12-01 7 - 7 414.68 16.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-06-01 2033-06-01 5.5 - 5.5 205.93 7.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 10368.65 10539.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4.5 - 4.5 957.63 979.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 4 17532.88 18064.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4.5 - 4.5 1547.85 1312.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 842.40 918.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4.5 - 4.5 1438.24 1081.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 11401.88 11046.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 5 - 5 2861.89 66.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 49525.41 50956.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-12-01 2038-12-01 5.5 - 5.5 1620.03 1561.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-02-01 2039-02-01 4 - 4 1508.73 1104.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2051-02-25 2.106 - 7.5 1541238.63 368801.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-06-01 4 - 4.5 70020.02 68413.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-09-01 4 - 4.5 1235.25 918.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2025-08-20 2060-05-15 2 - 8 2316132.69 1323952.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 656.54 663.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-01-01 2059-08-25 2.28 - 6.383 1438095.19 361459.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-08-01 2024-08-01 7 - 7 3221.15 6.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2030-03-01 5 - 5.5 27413.89 659.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 9431.14 9793.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 3518.22 35.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2045-12-01 4 - 4.5 1616.60 996.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-04-01 2033-07-01 4 - 4 1763.76 1485.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-05-01 2041-07-01 5 - 5 3312.98 370.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2048-02-01 3.5 - 3.5 56369.07 51706.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2029-11-01 2.5 - 2.5 646.46 275.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-04-01 2041-04-01 5.5 - 5.5 71.90 19.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-03-01 2044-03-01 4 - 4 16.05 4.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2028-05-01 5 - 6 2337.38 151.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-09-01 2040-09-01 5 - 5 642.01 42.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2048-11-01 4.5 - 5 2226.85 1846.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2028-02-01 5 - 6 1950.59 62.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2049-02-01 3 - 6 9533.78 6382.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 6222.39 153.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2039-08-01 4 - 4 728.78 712.35 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2028-08-15 1.75 - 2.875 3713386.86 3861000.36 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 6032000.00 6032000.00 0.0000 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.57%, dated 12/31/2019 due 01/02/2020 ZOMOLU8CGIZRYZ7PFU34 FEJ072000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-02-29 2029-05-15 1.125 - 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Mitsubishi UFJ Securities (U.S.A.), Inc., 1.61% K5HU16E3LMSVCCJJJ255 FEJ037000 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 2031-05-01 2031-05-01 3.53 - 3.53 650000.00 698215.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-01-01 2042-01-01 4 - 4 849999.00 277571.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 2030-11-01 3.89 - 3.89 894940.00 994148.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-06-01 3 - 3 1790000.00 1250159.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 8282448.00 8936396.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-06-01 2047-06-01 3.5 - 3.5 9867950.00 8627595.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-06-01 2037-06-01 3.5 - 3.5 1474974.00 1241071.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-05-01 2049-01-01 2.5 - 5 149350932.00 70204356.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-04-01 2045-04-01 3 - 3 1197922.00 634680.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2032-06-01 3 - 3 1139510.00 832240.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2031-10-01 3 - 3 10000000.00 8362360.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4 - 4 1329914.00 1374564.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-20 2049-12-01 2.5 - 5 315477666.00 74062512.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 174000000.00 174000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.71% K5HU16E3LMSVCCJJJ255 FDJ679000 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 2047-08-01 2047-08-01 4 - 4 1140198.00 1157395.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 4684984.00 4477876.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4.5 - 4.5 1549066.00 1706814.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2034-11-01 2 - 4 1003962.00 974475.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 1079658.00 1190469.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-10-01 2048-12-01 2.274 - 5.5 215509026.00 94530002.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 3.5 - 3.5 3020000.00 1035096.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4 - 4 1793820.00 1828544.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-05-01 2049-12-01 3 - 5 90841599.00 73389118.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 5369728.00 5697859.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-12-01 2037-12-01 4 - 4 1562486.00 1275415.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2032-06-01 3 - 3 1184504.00 814405.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 3.5 - 3.5 1378652.00 1271832.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 5.5 - 5.5 1531756.00 1439312.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3 - 3 1346926.00 1244638.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 188000000.00 188000000.00 0.0012 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.75% K5HU16E3LMSVCCJJJ255 FEB293000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 3447904.00 3330392.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-02-01 2029-02-01 3.54 - 3.54 15925300.00 17245778.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4 - 4 8774672.00 7684559.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 1939780.00 1996096.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-03-01 2046-10-01 3 - 4.909 69098302.00 11676638.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4 - 4 440000.00 414090.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-07-01 2050-01-01 2.398 - 5 469095910.00 253840682.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-06 2020-02-06 2020-02-06 N N N 0.0174 290000000.00 290000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 FEB346000 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 1113106.00 1192646.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 3.5 - 3.5 1241000.00 736863.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-04-01 2049-11-01 2.396 - 4.894 324076956.00 52881456.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 1448532.00 1481901.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-02-01 2032-02-01 3 - 3 1150000.00 760866.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-08-01 2049-12-01 2.418 - 5 591653163.00 186859664.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3 - 3 200000.00 192047.56 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-07 2020-02-07 2020-02-07 N N N 0.0177 239000000.00 239000000.00 0.0015 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 FEC616000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 2029-04-01 3.29 - 3.29 16366900.00 17304226.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 2029-03-01 3.39 - 3.71 42445000.00 46273895.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 2.171 - 2.171 13747472.00 10074871.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 1202700.00 1277190.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 2034-10-01 2.41 - 2.41 6677176.00 6514575.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-07-01 2049-12-01 2 - 5.5 717932571.00 126676795.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-12-01 2034-12-01 2.86 - 2.86 3190380.00 3270469.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 4 15177192.00 15305488.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-10 2020-02-10 2020-02-10 N N N 0.0177 222000000.00 222000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.78% K5HU16E3LMSVCCJJJ255 FEC966000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 2028-11-01 3.77 - 3.77 41073000.00 45142540.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2048-07-01 3 - 4.827 63299936.00 21186440.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 5.5 - 5.5 31886.00 24934.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-05-01 2049-10-01 3 - 5 183719352.00 161353511.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-11 2020-02-11 2020-02-11 N N N 0.0177 223000000.00 223000000.00 0.0014 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.57%, dated 12/31/2019 due 01/02/2020 K5HU16E3LMSVCCJJJ255 FEJ072000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2026-01-15 2030-04-15 0 - 0 53888280.00 44711174.73 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-11-20 2046-11-20 3.5 - 3.5 210933.66 203716.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-11-20 2049-11-20 2.5 - 5.45 115741643.21 66512424.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 109233000.00 109233000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.57%, dated 12/31/2019 due 01/02/2020 7TK5RJIZDFROZCA6XF66 FEJ072000_08126 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 - 4 9463511.57 10140903.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2034-05-01 3.83 - 4.04 519244.86 560753.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 5086580.05 5563543.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 537791.81 553550.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 3 - 3.225 21831120.71 22913949.24 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-15 2049-05-15 0.125 - 8.125 308229249.71 357471232.78 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 2048-10-01 3.34 - 4.59 1738787.07 1844067.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-03-01 3.48 - 3.48 25620.63 27219.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-05-01 2049-01-01 3.5 - 4.5 671943.84 661073.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-09-20 2049-12-20 2 - 4 8377290.61 6920892.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2045-09-01 2048-12-01 4.5 - 4.5 239125.92 206182.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 46908085.46 47741438.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 444091000.00 444091000.00 0.0028 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.57% 9R7GPTSO7KV3UQJZQ078 0000068136 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3.31 - 3.31 93000095.00 98931486.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 6800586.00 6999854.50 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2029-06-15 2029-06-15 2.78 - 2.78 1000.00 1054.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-10-01 2029-10-01 7.5 - 7.5 5000.00 20.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-03-01 2034-03-01 5.5 - 5.5 1525000.00 32072.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-05-01 2020-05-01 4 - 4 2752312.00 10633.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2048-01-01 2.5 - 4 294914735.00 121050993.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-10-20 2036-03-15 5 - 10.25 15433012.00 36249.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 21947865.00 14405440.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-05-15 2057-09-01 2 - 6.25 303901642.00 260822461.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 245000.00 256318.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4 - 4 1607505.00 1741381.44 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-01-30 2046-08-15 0 - 2.75 7600.00 7787.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-09-01 2042-09-01 3 - 3 120000.00 42416.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 551273.00 564095.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 6175596.00 6345433.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-12-01 2048-06-01 3 - 4 2563632.00 1934073.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 1050892.00 1115321.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 4 - 4 4155741.00 4098310.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-11-01 2031-11-01 2.58 - 2.58 2235000.00 2255135.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2032-07-01 4 - 4 13555678.00 13876079.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0156 524000000.00 524000000.00 0.0033 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.61% 549300Y1PMK3RWXMWR72 FEJ036000 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 2040-08-01 2040-11-01 4 - 4.5 3401416.00 375774.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-05-15 2048-05-20 3.5 - 5 8640659.00 748339.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2049-03-01 3.5 - 4.601 131800850.00 123327015.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-02-28 2020-02-28 2020-02-28 N N N 0.0160 122000000.00 122000000.00 0.0008 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.71% 549300Y1PMK3RWXMWR72 FDJ671000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-04-01 4 - 4.5 51472761.00 50536833.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-15 2039-07-15 5 - 5 92118070.00 6750589.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2041-09-01 2048-12-01 3.5 - 4.5 140042346.00 117381125.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 171000000.00 171000000.00 0.0011 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.57%, dated 12/31/2019 due 01/02/2020 OXTKY6Q8X53C9ILVV871 FEJ072000_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 852265.91 928528.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 2.5 - 9 167100619.54 12706997.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4 - 5 2241573.80 2173115.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-05-20 2069-03-20 2.5 - 7.5 158336863.52 132546383.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 5018218.88 3682984.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-02-01 2055-09-01 2.86 - 8.5 277390887.52 212019346.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4.5 78008938.05 74534742.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 7630.98 6905.93 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-12-31 2026-06-30 1.625 - 7.625 717233785.68 738534245.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 1087414.53 1122941.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 749866.56 754368.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2029-01-01 3.575 - 3.62 4654515.73 4955404.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 177022453.73 134496963.15 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1292499000.00 1292499000.00 0.0080 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.57% OXTKY6Q8X53C9ILVV871 FEI974000 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 1200573.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 537056.00 540280.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 5206472.00 5672360.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2048-09-01 3 - 6.5 16107034.00 8286491.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-20 2049-12-20 3 - 5.5 285691698.00 292638815.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-02-01 2052-09-01 2.5 - 7.5 265592586.00 218264209.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4 23266901.00 23225222.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 539000000.00 539000000.00 0.0033 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.65% 549300QJJX6CVVUXLE15 FEB392000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-06-20 2049-11-20 2.5 - 4.5 261414405.00 167325339.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-08-01 2049-08-01 3 - 3.5 36541.00 35951.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-12-01 2.5 - 3 102990.00 102717.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-02-10 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0164 164000000.00 164000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.81% 549300QJJX6CVVUXLE15 FEG283000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2025-12-31 0.125 - 2.625 4527100.00 4743663.72 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 4 - 4 1950000.00 2065976.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-04-20 2049-11-20 2.5 - 5 287073156.00 208206010.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-09-01 2049-08-01 3 - 5.5 4516355.00 1397684.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 2.5 - 4.5 23256603.00 23353736.03 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-03 2020-01-03 2020-01-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0179 234900000.00 234900000.00 0.0015 N N 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 1628544.00 1617561.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2049-05-01 3 - 4.5 59365399.00 53163053.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 3541789.00 3594461.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-20 2049-12-20 2 - 8 495263555.00 372776539.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2057-02-01 2.292 - 7 1837239775.00 927696517.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 2.5 - 3 6789333.00 6724210.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-08-01 2031-08-01 2.86 - 2.86 6364000.00 6587639.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-25 2049-09-25 2.17 - 2.17 1082.00 1073.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.67 - 3.67 3777000.00 4114785.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2031-04-01 3.44 - 3.605 12682671.00 13705787.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 83999488.00 86152870.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 59832.00 30821.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 3627061.00 3716964.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 2029-09-01 2.38 - 2.38 2318085.00 2316421.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0090 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 2049-09-01 2049-09-01 5 - 5 1696883.00 1819428.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 451731.00 489718.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 1287229.00 1420231.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.86 - 3.88 8200000.00 9034254.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 392970.00 404931.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-08-01 2029-06-01 2.42 - 2.7 22241362.00 22134293.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 7382541.00 7492332.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2058-10-15 2.09 - 6.5 1219360034.00 669317235.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 4203033.00 3342714.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 3802840.00 4038624.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-02-20 2049-11-20 2 - 6.932 473553252.00 126534270.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 2193246.00 2185895.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 5.5 - 5.5 5544521.00 5680086.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-11-01 2051-06-01 2.092 - 5.939 2001491288.00 579158205.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-12-01 2.5 - 3.5 12157534.00 12124408.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-25 2049-10-25 2.19 - 2.24 14650397.00 14418662.28 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.605 - 3.605 265288.00 289838.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 5 - 5 5582720.00 6136409.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.55 - 3.55 9418000.00 10181831.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-07-01 4 - 4 949610.00 864549.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 1711060.00 881417.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-12-01 3 - 4.5 6836085.00 7180595.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 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 0.0090 N N Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 1.57%, dated 12/31/2019 due 01/02/2020 O2RNE8IBXP4R0TD8PU41 FEJ072000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-31 2048-05-15 0 - 6.75 520063273.90 546863072.63 U.S. Treasuries (including strips) Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 535458000.00 535458000.00 0.0033 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.57%, dated 12/31/2019 due 01/02/2020 5U0XI89JRFVHWIBS4F54 FEJ072000_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 2020-12-31 2044-08-15 1.5 - 3.125 283796357.48 290892150.12 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-08-20 2048-04-20 3 - 4 584440167.95 413504197.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-11-01 2049-09-01 3 - 4 1606947612.10 1339038786.32 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 2002989000.00 2002989000.00 0.0124 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.57%, dated 12/31/2019 due 01/02/2020 5U0XI89JRFVHWIBS4F54 FEJ072000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 253253440.11 256794932.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-01-01 2.5 - 3.5 2726057412.97 2609877840.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 155217736.84 156042211.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 2949137000.00 2949137000.00 0.0183 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.80% 5493006GGLR4BTEL8O61 FEG383000 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 170102000.00 142195027.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-21 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0179 139000000.00 139000000.00 0.0009 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 FEF364000 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 2049-12-01 2.5 - 3 42770000.00 43005400.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 42000000.00 42000000.00 0.0003 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 FEF359000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 550000.00 557065.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 293201000.00 225606439.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 221000000.00 221000000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.81% 5493006GGLR4BTEL8O61 FEE906000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 100000.00 101284.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-12-01 2046-12-01 3 - 3 289109000.00 223969112.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-16 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0180 219000000.00 219000000.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.83% 5493006GGLR4BTEL8O61 FED556000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-01-15 2021-01-15 2 - 2 50000.00 50642.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-09-01 3 - 3.5 144787000.00 114610802.95 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-14 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0181 112000000.00 112000000.00 0.0007 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.57% SUVUFHICNZMP2WKHG940 FEI967000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 100000000.00 99650013.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-04-01 2049-07-01 3.5 - 4 212655081.00 189750116.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 65137839.00 64570741.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 347000000.00 347000000.00 0.0022 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.57% SUVUFHICNZMP2WKHG940 FEI966000 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 37377805.00 38708011.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 4 - 4 45000000.00 37361103.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-06-15 2049-04-20 3.5 - 4 725040600.00 299948637.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2044-05-01 2047-12-01 2.717 - 4 199629099.00 154428510.09 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0156 520000000.00 520000000.00 0.0032 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.57%, dated 12/31/2019 due 01/02/2020 VYVVCKR63DVZZN70PB21 FEJ072000_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 2021-01-31 2026-05-31 2 - 3.125 226612279.27 231821822.98 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 1016.81 1032.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2052-07-25 2.75 - 5.697 24079622.22 22208782.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-12-20 1.5 - 6 923500500.75 771459666.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.779 - 2.625 197549.48 28825.32 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1005113000.00 1005113000.00 0.0062 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.58%, dated 12/31/2019 due 01/02/2020 VYVVCKR63DVZZN70PB21 FEJ094000_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 2021-01-31 2026-05-31 2 - 3.125 162330.84 166062.63 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 0.73 0.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2052-07-25 2.75 - 5.697 17249.13 15908.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2028-08-20 2049-12-20 1.5 - 6 661537.92 552625.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.779 - 2.625 141.51 20.65 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 720000.00 720000.00 0.0000 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.56% 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 2049-06-20 2049-12-20 3.5 - 4.5 679024070.00 707941349.78 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-07 N N N 0.0155 694000000.00 694000000.00 0.0043 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.70% 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 2049-05-20 2049-12-20 3.5 - 5.5 683389843.00 707360692.66 Agency Mortgage-Backed Securities Y N/A N/A 2020-01-07 2020-01-07 2020-01-17 Y WELLS FARGO SEC LLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0169 693000000.00 693000000.00 0.0043 N N Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796WT2 US912796WT21 U.S. Treasury Debt Y N/A N/A 2020-02-18 2020-02-18 2020-02-18 N N N 0.0146 346125376.90 346125376.90 0.0021 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% to 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 0.0149 1359503472.20 1359503472.20 0.0084 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.56% 912796SV2 US912796SV23 U.S. Treasury Debt Y N/A N/A 2020-06-18 2020-06-18 2020-06-18 N N N 0.0156 193598449.20 193598449.20 0.0012 N Y 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 0.0145 574800745.16 574800745.16 0.0036 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% 912796WU9 US912796WU93 U.S. Treasury Debt Y N/A N/A 2020-02-25 2020-02-25 2020-02-25 N N N 0.0147 452488128.13 452488128.13 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.57% to 1.58% 912796UA5 US912796UA57 U.S. Treasury Debt Y N/A N/A 2020-06-25 2020-06-25 2020-06-25 N N N 0.0156 892287463.67 892287463.67 0.0055 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 0.0154 257177598.33 257177598.33 0.0016 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 0.0153 436181393.34 436181393.34 0.0027 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 0.0157 693346892.00 693346892.00 0.0043 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 0.0148 1451247713.09 1451247713.09 0.0090 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 0.0149 735480247.04 735480247.04 0.0046 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 0.0149 997651110.00 997651110.00 0.0062 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 0.0148 45879048.52 45879048.52 0.0003 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 0.0146 1495246320.00 1495246320.00 0.0093 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 0.0144 566178638.13 566178638.13 0.0035 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 0.0137 587395875.75 587395875.75 0.0036 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 0.0125 334817937.55 334817937.55 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 0.0000 1286500000.00 1286500000.00 0.0080 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 0.0112 533853983.04 533853983.04 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.53% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-01-31 2020-01-31 N N N 0.0155 1408954954.27 1408954954.27 0.0088 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.56% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-01-02 2020-04-30 2020-04-30 N N N 0.0156 106996693.70 106996693.70 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% 9128283Y4 254900HROIFWPRGM1V77 US9128283Y48 U.S. Treasury Debt Y N/A N/A 2020-02-29 2020-02-29 2020-02-29 N N N 0.0168 76069723.16 76069723.16 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.57% to 1.61% 912828XY1 254900HROIFWPRGM1V77 US912828XY17 U.S. Treasury Debt Y N/A N/A 2020-06-30 2020-06-30 2020-06-30 N N N 0.0165 330387968.75 330387968.75 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% 912828V31 254900HROIFWPRGM1V77 US912828V319 U.S. Treasury Debt Y N/A N/A 2020-01-15 2020-01-15 2020-01-15 N N N 0.0161 30996874.89 30996874.89 0.0002 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 0.0166 275943904.50 275943904.50 0.0017 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 0.0162 320600000.00 320600000.00 0.0020 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 0.0163 108130781.52 108130781.52 0.0007 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 0.0162 302809443.30 302809443.30 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.62% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y N/A N/A 2020-07-31 2020-07-31 2020-07-31 N N N 0.0163 657242595.45 657242595.45 0.0041 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 0.0165 610432761.03 610432761.03 0.0038 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 0.0164 314647332.98 314647332.98 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.58% to 1.59% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y N/A N/A 2020-08-15 2020-08-15 2020-08-15 N N N 0.0165 882011981.71 882011981.71 0.0055 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 0.0163 55969106.48 55969106.48 0.0003 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 0.0166 75910937.12 75910937.12 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 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 0.0163 380352482.88 380352482.88 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0166 100154230.52 100154230.52 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.59% to 1.60% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0167 268636373.88 268636373.88 0.0017 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 0.0165 466963229.28 466963229.28 0.0029 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 0.0166 423277377.12 423277377.12 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% to 1.61% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y N/A N/A 2020-09-30 2020-09-30 2020-09-30 N N N 0.0167 111889491.84 111889491.84 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0166 30927028.17 30927028.17 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.60% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0166 51040863.24 51040863.24 0.0003 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.61% 9128283S7 254900HROIFWPRGM1V77 US9128283S79 U.S. Treasury Debt Y N/A N/A 2020-01-31 2020-01-31 2020-01-31 N N N 0.0167 61016135.72 61016135.72 0.0004 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 0.0164 180435938.40 180435938.40 0.0011 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 0.0165 30936003.91 30936003.91 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.83% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-01-02 2021-10-31 2021-10-31 N N N 0.0173 1386225035.03 1386225035.03 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 0.0167 47066093.75 47066093.75 0.0003 N Y Y N Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2020-01-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer