0000278001-20-000006.txt : 20200306 0000278001-20-000006.hdr.sgml : 20200306 20200306115748 ACCESSION NUMBER: 0000278001-20-000006 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200229 FILED AS OF DATE: 20200306 DATE AS OF CHANGE: 20200306 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: 20693423 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 2020-02-29 0000278001 549300I3AUDS62CV2063 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY LLC (FMR) 801-07884 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. LLC 0000862124 084-01839 N N N Exempt Government N 23 70 64933215513.47 70124814036.15 63940438518.62 68509770964.01 104501080508.28 102227792504.23 102862271893.93 107147840668.55 0.3900 0.4300 0.3900 0.4000 0.6400 0.6300 0.6300 0.6300 504.92 168131134084.28 168108053227.05 274296650.24 2975299769.40 165407050612.81 165367682640.10 1.0000 0.0165 1.0003 1.0003 1.0003 1.0004 C000019553 1.00 165407050612.81 165367682640.10 1.0003 1.0003 1.0003 1.0004 16997087224.71 15215781024.39 14104307856.87 14813356927.18 12554843145.81 12054174144.41 23235715024.87 18113923740.24 66891953252.26 60197235836.22 0.0126 N Fannie Mae Fannie Mae, 1.62% 3135G0V83 B1V7KEBTPIMZEU4LTD58 US3135G0V837 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-01-29 2021-01-29 N N N 0.0164 374946945.00 374946945.00 0.0023 N N N N Fannie Mae Fannie Mae, 1.64% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-30 2020-07-30 N N N 0.0161 543066474.06 543066474.06 0.0033 N N N N Fannie Mae Fannie Mae, 1.66% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-30 2020-10-30 N N N 0.0162 336076974.24 336076974.24 0.0020 N N N N Fannie Mae Fannie Mae, 1.68% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 0000310522 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-04-30 2020-04-30 N N N 0.0159 116015409.44 116015409.44 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.47% 3133ELQQ0 US3133ELQQ05 U.S. Government Agency Debt Y N/A N/A 2021-03-03 2021-03-03 2021-03-03 N N N 0.0147 41000000.00 41000000.00 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.59% 3133ELQC1 US3133ELQC19 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2021-03-03 2021-03-03 N N N 0.0162 68975815.50 68975815.50 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.62% 3133ELBY9 US3133ELBY93 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-12-03 2020-12-03 N N N 0.0161 143008079.50 143008079.50 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.62% 3133EKJK3 US3133EKJK35 U.S. Government Agency Debt Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0155 99009746.55 99009746.55 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.64% 3133EKGU4 US3133EKGU44 U.S. Government Agency Debt Y N/A N/A 2020-03-17 2020-04-17 2020-04-17 N N N 0.0155 119013883.73 119013883.73 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.64% 3133EKD37 US3133EKD378 U.S. Government Agency Debt Y N/A N/A 2020-03-21 2020-05-21 2020-05-21 N N N 0.0157 52007620.60 52007620.60 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.68% 3133EK3T1 US3133EK3T15 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-10-23 2020-10-23 N N N 0.0159 85050125.35 85050125.35 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, 1.69% 3133EK5Q5 US3133EK5Q57 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-08-06 2020-08-06 N N N 0.0162 102028480.44 102028480.44 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% to 1.54% 313384XJ3 2549001DPIFGXC1TOL40 US313384XJ39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0141 955701040.00 955701040.00 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.40% to 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 0.0141 159436800.00 159436800.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 313384VZ9 2549001DPIFGXC1TOL40 US313384VZ98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0146 16962209.00 16962209.00 0.0001 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.45% 313384WD7 2549001DPIFGXC1TOL40 US313384WD77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0146 344175105.00 344175105.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.45% to 1.57% 313384WF2 2549001DPIFGXC1TOL40 US313384WF26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-30 2020-04-30 2020-04-30 N N N 0.0146 396017536.16 396017536.16 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.52% 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-05 2020-06-05 2020-06-05 N N N 0.0138 49815278.00 49815278.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.53% 3130AHX57 2549001DPIFGXC1TOL40 US3130AHX574 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-22 2021-02-22 2021-02-22 N N N 0.0157 170937234.45 170937234.45 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHNQ2 2549001DPIFGXC1TOL40 US3130AHNQ27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-03-27 2020-03-27 N N N 0.0155 118998325.67 118998325.67 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHM42 2549001DPIFGXC1TOL40 US3130AHM429 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0155 257996934.96 257996934.96 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHMB6 2549001DPIFGXC1TOL40 US3130AHMB66 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-03-24 2020-03-24 N N N 0.0155 85998930.16 85998930.16 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.54% 3130AHNP4 2549001DPIFGXC1TOL40 US3130AHNP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-28 2020-04-28 2020-04-28 N N N 0.0154 681995089.60 681995089.60 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.56% 3130AFEN3 2549001DPIFGXC1TOL40 US3130AFEN31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0148 41705539.01 41705539.01 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 1.58% 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 0.0140 156579240.00 156579240.00 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384WU9 2549001DPIFGXC1TOL40 US313384WU92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-13 2020-05-13 2020-05-13 N N N 0.0140 166020480.00 166020480.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 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 0.0140 545380880.00 545380880.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 1.58% 313384WZ8 2549001DPIFGXC1TOL40 US313384WZ89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0141 499357228.00 499357228.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% 313384XA2 2549001DPIFGXC1TOL40 US313384XA20 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0141 170466480.00 170466480.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.57% to 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 0.0141 288086760.00 288086760.00 0.0017 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 0.0128 588647253.79 588647253.79 0.0036 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AJBQ1 2549001DPIFGXC1TOL40 US3130AJBQ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-11-27 2020-11-27 N N N 0.0160 120982285.60 120982285.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 3130AFTY3 2549001DPIFGXC1TOL40 US3130AFTY31 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-28 2020-07-28 2020-07-28 N N N 0.0155 91010758.02 91010758.02 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384VS5 2549001DPIFGXC1TOL40 US313384VS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-17 2020-04-17 2020-04-17 N N N 0.0144 97810914.88 97810914.88 0.0006 N N Y 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 0.0140 188508600.00 188508600.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.58% 313384XD6 2549001DPIFGXC1TOL40 US313384XD68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0141 77049548.00 77049548.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHJG9 2549001DPIFGXC1TOL40 US3130AHJG90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0146 25000531.50 25000531.50 0.0002 N N Y 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 0.0131 84447161.40 84447161.40 0.0005 N N Y 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 0.0134 69946100.00 69946100.00 0.0004 N N Y 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 0.0137 86918123.43 86918123.43 0.0005 N N Y 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 0.0138 484522813.35 484522813.35 0.0029 N N Y 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 0.0139 173821359.42 173821359.42 0.0011 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 343854384.80 343854384.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHZC0 2549001DPIFGXC1TOL40 US3130AHZC03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 170927622.54 170927622.54 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHZ89 2549001DPIFGXC1TOL40 US3130AHZ892 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 85963599.64 85963599.64 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 38983492.86 38983492.86 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AGJ89 2549001DPIFGXC1TOL40 US3130AGJ898 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0156 254003726.18 254003726.18 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFSW8 2549001DPIFGXC1TOL40 US3130AFSW83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-28 2020-07-28 2020-07-28 N N N 0.0155 181025079.36 181025079.36 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 3130AFXV4 2549001DPIFGXC1TOL40 US3130AFXV46 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-28 2020-08-28 2020-08-28 N N N 0.0157 719068520.70 719068520.70 0.0043 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 0.0141 394526876.90 394526876.90 0.0024 N N Y 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 0.0142 347568285.12 347568285.12 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0139 33669000.00 33669000.00 0.0002 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 0.0129 245217471.80 245217471.80 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 0.0130 245212895.20 245212895.20 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 0.0130 123006333.08 123006333.08 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.59% 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-29 2020-07-29 2020-07-29 N N N 0.0136 16904308.87 16904308.87 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-28 2020-08-28 N N N 0.0162 615938788.08 615938788.08 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-19 2020-08-19 N N N 0.0162 455956251.36 455956251.36 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-14 2020-05-14 N N N 0.0167 289952210.90 289952210.90 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-06-05 2020-06-05 N N N 0.0161 78995584.69 78995584.69 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHJ5 2549001DPIFGXC1TOL40 US3130AHHJ57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 34000000.00 34000000.00 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHX4 2549001DPIFGXC1TOL40 US3130AHHX42 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 339999592.00 339999592.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHP1 2549001DPIFGXC1TOL40 US3130AHHP18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 84999898.00 84999898.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHL0 2549001DPIFGXC1TOL40 US3130AHHL04 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 84999898.00 84999898.00 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHHM8 2549001DPIFGXC1TOL40 US3130AHHM86 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 169999796.00 169999796.00 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHNK5 2549001DPIFGXC1TOL40 US3130AHNK56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-06 2020-04-06 2020-04-06 N N N 0.0160 168996800.83 168996800.83 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHNM1 2549001DPIFGXC1TOL40 US3130AHNM13 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-04-07 2020-04-07 N N N 0.0161 336993233.04 336993233.04 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AFVR5 2549001DPIFGXC1TOL40 US3130AFVR51 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0149 90003375.90 90003375.90 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHKR3 2549001DPIFGXC1TOL40 US3130AHKR37 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-08-13 2020-08-13 N N N 0.0162 81990631.50 81990631.50 0.0005 N N N 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 0.0122 79962355.20 79962355.20 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AJ6V6 2549001DPIFGXC1TOL40 US3130AJ6V63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-08-20 2020-08-20 N N N 0.0162 170884121.68 170884121.68 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2021-03-24 2021-03-24 N N N 0.0164 331863521.44 331863521.44 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2021-03-24 2021-03-24 N N N 0.0164 84965058.20 84965058.20 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.60% 3130AGJB2 2549001DPIFGXC1TOL40 US3130AGJB21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-05-26 2020-05-26 N N N 0.0157 35002472.05 35002472.05 0.0002 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 0.0139 231751889.92 231751889.92 0.0014 N N Y 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 0.0138 171035887.77 171035887.77 0.0010 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 0.0137 86020212.58 86020212.58 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 0.0146 256994925.94 256994925.94 0.0016 N N Y 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 0.0138 67754066.44 67754066.44 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 0.0129 171157829.58 171157829.58 0.0010 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 0.0139 164313416.85 164313416.85 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJBA6 2549001DPIFGXC1TOL40 US3130AJBA68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-09-28 2020-09-28 N N N 0.0162 345959926.28 345959926.28 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-17 2020-07-17 N N N 0.0162 133990885.32 133990885.32 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-11-06 2020-11-06 N N N 0.0164 137967041.46 137967041.46 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGZV0 2549001DPIFGXC1TOL40 US3130AGZV01 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-03-06 2020-03-06 N N N 0.0163 534896624.78 534896624.78 0.0032 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-21 2020-08-21 N N N 0.0163 584936814.15 584936814.15 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-05 2020-08-05 N N N 0.0163 222979856.41 222979856.41 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-04-22 2020-04-22 N N N 0.0166 119987983.20 119987983.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 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 0.0078 84989091.95 84989091.95 0.0005 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 0.0089 429926422.70 429926422.70 0.0026 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHHS5 2549001DPIFGXC1TOL40 US3130AHHS56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 169999297.90 169999297.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHHW6 2549001DPIFGXC1TOL40 US3130AHHW68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 135999438.32 135999438.32 0.0008 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 0.0109 85974248.16 85974248.16 0.0005 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHHR7 2549001DPIFGXC1TOL40 US3130AHHR73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 169999297.90 169999297.90 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHPL1 2549001DPIFGXC1TOL40 US3130AHPL12 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0162 391978663.44 391978663.44 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHPN7 2549001DPIFGXC1TOL40 US3130AHPN77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0162 85895322.75 85895322.75 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHQV8 2549001DPIFGXC1TOL40 US3130AHQV84 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-09-11 2020-09-11 N N N 0.0164 244965315.35 244965315.35 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHQH9 2549001DPIFGXC1TOL40 US3130AHQH90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-09-11 2020-09-11 N N N 0.0164 50992779.93 50992779.93 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHVQ3 2549001DPIFGXC1TOL40 US3130AHVQ35 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2021-01-13 2021-01-13 N N N 0.0164 257945448.48 257945448.48 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AHWZ2 2549001DPIFGXC1TOL40 US3130AHWZ25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2021-02-16 2021-02-16 N N N 0.0165 341878552.38 341878552.38 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ6L8 2549001DPIFGXC1TOL40 US3130AJ6L81 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-18 2020-08-18 2020-08-18 N N N 0.0163 170984298.78 170984298.78 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGGT6 2549001DPIFGXC1TOL40 US3130AGGT65 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0158 179002271.51 179002271.51 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGHH1 2549001DPIFGXC1TOL40 US3130AGHH19 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-03-24 2020-03-24 N N N 0.0158 462006084.54 462006084.54 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 341927571.24 341927571.24 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ3S6 2549001DPIFGXC1TOL40 US3130AJ3S61 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2021-03-26 2021-03-26 N N N 0.0163 257945360.76 257945360.76 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGC86 2549001DPIFGXC1TOL40 US3130AGC869 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-08-26 2020-08-26 N N N 0.0159 110010478.60 110010478.60 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGWY7 2549001DPIFGXC1TOL40 US3130AGWY76 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0157 85002425.90 85002425.90 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AGWS0 2549001DPIFGXC1TOL40 US3130AGWS09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0157 119003396.26 119003396.26 0.0007 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 0.0138 85027035.95 85027035.95 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 0.0139 85025594.35 85025594.35 0.0005 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 0.0136 175064596.00 175064596.00 0.0011 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 0.0136 175064596.00 175064596.00 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 0.0137 344132426.24 344132426.24 0.0021 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 0.0134 170140207.50 170140207.50 0.0010 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 0.0130 349351491.86 349351491.86 0.0021 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 0.0130 349351491.86 349351491.86 0.0021 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 0.0131 175174912.50 175174912.50 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 0.0139 62715800.07 62715800.07 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJ4Z9 2549001DPIFGXC1TOL40 US3130AJ4Z95 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-07-09 2020-10-09 2020-10-09 N N N 0.0163 428948708.76 428948708.76 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.61% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0161 748900000.00 748900000.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-08-25 2020-08-25 N N N 0.0163 145990528.98 145990528.98 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-25 2021-02-25 N N N 0.0164 187962525.96 187962525.96 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-09 2021-02-09 N N N 0.0166 226916019.08 226916019.08 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGEU5 2549001DPIFGXC1TOL40 US3130AGEU56 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-08 2020-05-08 N N N 0.0160 35000292.25 35000292.25 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AFVK0 2549001DPIFGXC1TOL40 US3130AFVK09 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-05-11 2020-05-11 N N N 0.0161 362003927.70 362003927.70 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AFVJ3 2549001DPIFGXC1TOL40 US3130AFVJ36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-05-11 2020-05-11 N N N 0.0161 109001182.65 109001182.65 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHKJ1 2549001DPIFGXC1TOL40 US3130AHKJ11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-08-12 2020-08-12 N N N 0.0163 337984222.16 337984222.16 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AJ5W5 2549001DPIFGXC1TOL40 US3130AJ5W55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-14 2020-12-14 2020-12-14 N N N 0.0163 256865655.04 256865655.04 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-04-20 2020-04-20 N N N 0.0158 54002383.02 54002383.02 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGJA4 2549001DPIFGXC1TOL40 US3130AGJA48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-06-24 2020-06-24 N N N 0.0156 64011172.48 64011172.48 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AGCA1 2549001DPIFGXC1TOL40 US3130AGCA11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-08-24 2020-08-24 N N N 0.0160 274026095.76 274026095.76 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.62% 3130AHVR1 2549001DPIFGXC1TOL40 US3130AHVR18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-14 2020-09-14 2020-09-14 N N N 0.0164 171977674.40 171977674.40 0.0010 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 0.0129 291328349.85 291328349.85 0.0018 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 0.0131 349361989.78 349361989.78 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-09-28 2020-09-28 N N N 0.0160 36505146.50 36505146.50 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-01-22 2021-01-22 N N N 0.0166 109973818.90 109973818.90 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGTW5 2549001DPIFGXC1TOL40 US3130AGTW57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-01-28 2021-01-28 N N N 0.0166 200949484.68 200949484.68 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHV42 2549001DPIFGXC1TOL40 US3130AHV420 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2021-01-08 2021-01-08 N N N 0.0165 220954650.80 220954650.80 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHQM8 2549001DPIFGXC1TOL40 US3130AHQM85 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2020-12-11 2020-12-11 N N N 0.0165 341942263.56 341942263.56 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AJ5R6 2549001DPIFGXC1TOL40 US3130AJ5R60 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2021-02-12 2021-02-12 N N N 0.0164 119980738.80 119980738.80 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-08-12 2020-08-12 N N N 0.0163 723998255.16 723998255.16 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AG3C7 2549001DPIFGXC1TOL40 US3130AG3C73 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-13 2020-04-13 2020-04-13 N N N 0.0161 354007377.36 354007377.36 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFRF6 2549001DPIFGXC1TOL40 US3130AFRF69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-04-16 2020-04-16 N N N 0.0159 164005923.68 164005923.68 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFQV2 2549001DPIFGXC1TOL40 US3130AFQV29 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-04-16 2020-04-16 N N N 0.0159 36001519.92 36001519.92 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFQQ3 2549001DPIFGXC1TOL40 US3130AFQQ34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-17 2020-03-17 2020-03-17 N N N 0.0161 46000241.50 46000241.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AFR25 2549001DPIFGXC1TOL40 US3130AFR257 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-17 2020-04-17 2020-04-17 N N N 0.0159 128005468.16 128005468.16 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGGH2 2549001DPIFGXC1TOL40 US3130AGGH28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-05-20 2020-05-20 N N N 0.0159 359025187.44 359025187.44 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGGS8 2549001DPIFGXC1TOL40 US3130AGGS82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0160 447004939.35 447004939.35 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGGZ2 2549001DPIFGXC1TOL40 US3130AGGZ26 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-20 2020-03-20 2020-03-20 N N N 0.0160 447004939.35 447004939.35 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGBX2 2549001DPIFGXC1TOL40 US3130AGBX23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-21 2020-08-21 2020-08-21 N N N 0.0161 366034433.28 366034433.28 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHTF0 2549001DPIFGXC1TOL40 US3130AHTF08 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2021-02-23 2021-02-23 N N N 0.0162 43004978.97 43004978.97 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-11-24 2020-11-24 N N N 0.0161 666117955.26 666117955.26 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGJ55 2549001DPIFGXC1TOL40 US3130AGJ559 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-24 2020-08-24 2020-08-24 N N N 0.0160 182025993.24 182025993.24 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGXC4 2549001DPIFGXC1TOL40 US3130AGXC48 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0158 344009095.36 344009095.36 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AGWM3 2549001DPIFGXC1TOL40 US3130AGWM39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0158 342009042.48 342009042.48 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.63% 3130AHVS9 2549001DPIFGXC1TOL40 US3130AHVS90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-06-11 2020-09-11 2020-09-11 N N N 0.0165 257969014.20 257969014.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-06-01 2020-06-01 N N N 0.0161 728051251.20 728051251.20 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-05-14 2021-05-14 N N N 0.0167 515761876.32 515761876.32 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-06 2020-05-06 N N N 0.0165 192892343.80 192892343.80 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGKQ7 2549001DPIFGXC1TOL40 US3130AGKQ70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-04-03 2020-04-03 N N N 0.0161 177903054.54 177903054.54 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGKG9 2549001DPIFGXC1TOL40 US3130AGKG98 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-06-03 2020-06-03 N N N 0.0161 18001248.30 18001248.30 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGJU0 2549001DPIFGXC1TOL40 US3130AGJU02 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-06-03 2020-06-03 N N N 0.0161 44003051.40 44003051.40 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGJT3 2549001DPIFGXC1TOL40 US3130AGJT39 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-04-03 2020-04-03 N N N 0.0161 407006988.19 407006988.19 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGK95 2549001DPIFGXC1TOL40 US3130AGK953 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-04-03 2020-04-03 N N N 0.0161 89001528.13 89001528.13 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGJR7 2549001DPIFGXC1TOL40 US3130AGJR72 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-06-03 2020-06-03 N N N 0.0161 89006172.15 89006172.15 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGJS5 2549001DPIFGXC1TOL40 US3130AGJS55 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-06-03 2020-06-03 N N N 0.0161 266018447.10 266018447.10 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AJ5E5 2549001DPIFGXC1TOL40 US3130AJ5E57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-11 2021-02-11 2021-02-11 N N N 0.0165 343945211.12 343945211.12 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGFC4 2549001DPIFGXC1TOL40 US3130AGFC40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-05-12 2020-05-12 N N N 0.0160 364021406.84 364021406.84 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AJ4Y2 2549001DPIFGXC1TOL40 US3130AJ4Y21 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2021-02-12 2021-02-12 N N N 0.0162 343977102.38 343977102.38 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AGKH7 2549001DPIFGXC1TOL40 US3130AGKH71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-15 2020-06-15 2020-06-15 N N N 0.0161 39002804.10 39002804.10 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.64% 3130AHV67 2549001DPIFGXC1TOL40 US3130AHV677 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-05-10 2020-08-10 2020-08-10 N N N 0.0167 1029884753.30 1029884753.30 0.0062 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGDP7 2549001DPIFGXC1TOL40 US3130AGDP70 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-09-01 2020-09-01 N N N 0.0163 55005231.60 55005231.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-26 2021-02-26 N N N 0.0166 582904125.65 582904125.65 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-03-27 2020-03-27 N N N 0.0159 799024441.41 799024441.41 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AH6J7 2549001DPIFGXC1TOL40 US3130AH6J71 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-03-26 2020-03-26 N N N 0.0166 362993694.69 362993694.69 0.0022 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 0.0159 169001446.64 169001446.64 0.0010 N N Y 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 0.0154 169002893.28 169002893.28 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGF26 2549001DPIFGXC1TOL40 US3130AGF268 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-08 2020-05-08 2020-05-08 N N N 0.0161 547031797.11 547031797.11 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-15 2020-07-15 2020-07-15 N N N 0.0161 91013644.54 91013644.54 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 3130AFR33 2549001DPIFGXC1TOL40 US3130AFR331 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-17 2020-07-17 2020-07-17 N N N 0.0161 183027281.64 183027281.64 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.65% 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0144 102818547.99 102818547.99 0.0006 N N Y 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 0.0144 9981544.40 9981544.40 0.0001 N N Y 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 0.0142 171065790.54 171065790.54 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-24 2020-07-24 N N N 0.0163 256026805.76 256026805.76 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-06-11 2021-06-11 N N N 0.0168 396784668.80 396784668.80 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-07-23 2021-07-23 N N N 0.0168 349857193.00 349857193.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-07-08 2021-07-08 N N N 0.0168 245910015.66 245910015.66 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-11 2020-05-11 N N N 0.0167 332986553.46 332986553.46 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFZU4 2549001DPIFGXC1TOL40 US3130AFZU45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-08-07 2020-08-07 N N N 0.0164 217018714.08 217018714.08 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AG2A2 2549001DPIFGXC1TOL40 US3130AG2A27 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-08-07 2020-08-07 N N N 0.0164 91007847.84 91007847.84 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGGP4 2549001DPIFGXC1TOL40 US3130AGGP44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-07-07 2020-07-07 N N N 0.0161 179028901.34 179028901.34 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AFT98 2549001DPIFGXC1TOL40 US3130AFT980 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-07 2020-08-07 2020-08-07 N N N 0.0164 146009440.36 146009440.36 0.0009 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGH24 2549001DPIFGXC1TOL40 US3130AGH249 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-08 2020-07-08 2020-07-08 N N N 0.0161 181028990.77 181028990.77 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AG2C8 2549001DPIFGXC1TOL40 US3130AG2C82 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-08 2020-08-07 2020-08-07 N N N 0.0164 45003880.80 45003880.80 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AGFM2 2549001DPIFGXC1TOL40 US3130AGFM22 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-16 2020-11-16 2020-11-16 N N N 0.0164 295041822.15 295041822.15 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.66% 3130AH6K4 2549001DPIFGXC1TOL40 US3130AH6K45 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0157 346021877.58 346021877.58 0.0021 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 0.0142 257610420.00 257610420.00 0.0016 N N Y 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 0.0145 65300012.72 65300012.72 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGF59 2549001DPIFGXC1TOL40 US3130AGF599 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-11-09 2020-11-09 N N N 0.0165 185026541.95 185026541.95 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGFA8 2549001DPIFGXC1TOL40 US3130AGFA83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-11-09 2020-11-09 N N N 0.0165 37005308.39 37005308.39 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AGF91 2549001DPIFGXC1TOL40 US3130AGF912 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-09 2020-11-09 2020-11-09 N N N 0.0165 56008034.32 56008034.32 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.67% 3130AH5Y5 2549001DPIFGXC1TOL40 US3130AH5Y57 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0157 173010516.67 173010516.67 0.0010 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 0.0168 341880942.49 341880942.49 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 342877817.80 342877817.80 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHDN0 2549001DPIFGXC1TOL40 US3130AHDN06 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-17 2020-07-17 N N N 0.0163 173034065.43 173034065.43 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-12-23 2020-12-23 N N N 0.0163 680773411.29 680773411.29 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-22 2021-02-22 N N N 0.0166 236044132.00 236044132.00 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-07-29 2020-07-29 N N N 0.0163 386079855.68 386079855.68 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHST1 2549001DPIFGXC1TOL40 US3130AHST11 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-19 2021-03-19 2021-03-19 N N N 0.0165 120037357.20 120037357.20 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-19 2021-03-19 2021-03-19 N N N 0.0165 596085509.63 596085509.63 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5S8 2549001DPIFGXC1TOL40 US3130AH5S89 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-23 2020-03-23 2020-03-23 N N N 0.0159 520927852.52 520927852.52 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH6L2 2549001DPIFGXC1TOL40 US3130AH6L28 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0158 173010094.55 173010094.55 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.68% 3130AH5U3 2549001DPIFGXC1TOL40 US3130AH5U36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-25 2020-03-25 2020-03-25 N N N 0.0158 174010152.90 174010152.90 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 682962667.22 682962667.22 0.0041 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 0.0140 86031274.76 86031274.76 0.0005 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 0.0140 86031293.68 86031293.68 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AFK30 2549001DPIFGXC1TOL40 US3130AFK302 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-06-10 2020-06-10 N N N 0.0162 281053375.95 281053375.95 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.69% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-01 2020-10-01 N N N 0.0164 200053458.00 200053458.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-07 2020-10-07 N N N 0.0164 278900354.06 278900354.06 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2022-02-10 2022-02-10 N N N 0.0172 165935406.08 165935406.08 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-03-12 2021-03-12 N N N 0.0166 398127566.96 398127566.96 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.70% 3130AHES8 2549001DPIFGXC1TOL40 US3130AHES83 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-22 2021-01-22 2021-01-22 N N N 0.0161 68050930.64 68050930.64 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AH7M9 2549001DPIFGXC1TOL40 US3130AH7M91 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2020-05-01 2020-05-01 N N N 0.0160 691119929.96 691119929.96 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.71% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-10-16 2020-10-16 N N N 0.0164 346148544.72 346148544.72 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHNA7 2549001DPIFGXC1TOL40 US3130AHNA74 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-06-04 2021-06-04 N N N 0.0168 203098073.36 203098073.36 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-08 2020-05-08 2020-05-08 N N N 0.0162 344964223.83 344964223.83 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAV5 2549001DPIFGXC1TOL40 US3130AHAV58 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-06-12 2020-06-12 N N N 0.0162 346095800.48 346095800.48 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAC7 2549001DPIFGXC1TOL40 US3130AHAC77 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-06-12 2020-06-12 N N N 0.0162 172047623.36 172047623.36 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.72% 3130AHAD5 2549001DPIFGXC1TOL40 US3130AHAD50 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-12 2020-06-12 2020-06-12 N N N 0.0162 45012459.60 45012459.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AHH97 2549001DPIFGXC1TOL40 US3130AHH973 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-01 2021-02-01 2021-02-01 N N N 0.0164 34025922.28 34025922.28 0.0002 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.73% 3130AHAB9 2549001DPIFGXC1TOL40 US3130AHAB94 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-10 2020-06-10 2020-06-10 N N N 0.0163 344993595.51 344993595.51 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank, 1.75% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-04-09 2021-04-09 N N N 0.0167 279152605.31 279152605.31 0.0017 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 0.0123 491170539.03 491170539.03 0.0030 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 0.0118 491203180.71 491203180.71 0.0030 N N N N Freddie Mac Freddie Mac, 1.60% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 391999713.84 391999713.84 0.0024 N N Y N Freddie Mac Freddie Mac, 1.61% 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-09-09 2020-09-09 N N N 0.0161 675993692.92 675993692.92 0.0041 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTNF6 S6XOOCT0IEG5ABCC6L87 US3134GTNF67 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-08 2020-05-08 N N N 0.0160 365999623.02 365999623.02 0.0022 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTX24 S6XOOCT0IEG5ABCC6L87 US3134GTX248 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2021-02-05 2021-02-05 N N N 0.0161 109999622.70 109999622.70 0.0007 N N N N Freddie Mac Freddie Mac, 1.61% 3134GTSM6 S6XOOCT0IEG5ABCC6L87 US3134GTSM63 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-09-08 2020-09-08 N N N 0.0161 707893855.43 707893855.43 0.0043 N N N N Freddie Mac Freddie Mac, 1.62% 3134GTLV3 S6XOOCT0IEG5ABCC6L87 US3134GTLV36 0001026214 U.S. Government Agency Debt Y N/A N/A 2020-03-02 2020-05-06 2020-05-06 N N N 0.0160 731012251.56 731012251.56 0.0044 N N N N Barclays Bank PLC Barclays Bank PLC, 1.58% G5GSEF7VJP5I7OUK5573 FGE632000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2047-08-15 2047-08-15 2.75 - 2.75 262444000.00 323718150.39 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-11 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 314000000.00 314000000.00 0.0019 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.59% G5GSEF7VJP5I7OUK5573 FHC572000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-06-30 2046-02-15 1.625 - 4.25 1927744300.00 2200261368.47 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 2151000000.00 2151000000.00 0.0130 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.59% G5GSEF7VJP5I7OUK5573 FHC577000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2050-02-15 0 - 7.875 4227421400.00 4630034258.51 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 4529000000.00 4529000000.00 0.0274 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.59% G5GSEF7VJP5I7OUK5573 FHA234000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-09-15 2022-09-15 1.5 - 1.5 156873000.00 160189555.53 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-25 Y BARCLAYS BANK PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 157000000.00 157000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.59% 3Y4U8VZURTYWI1W2K376 FGG903000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2028-05-15 1.5 - 2.875 146215000.00 160569017.41 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-17 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 157000000.00 157000000.00 0.0009 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGE692000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-06-15 2024-05-15 1.75 - 2.5 125485000.00 128945602.00 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-05-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 126000000.00 126000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA131000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2047-08-15 1.5 - 7.5 272060100.00 308495443.60 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 Y BNP PARIBAS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0156 301000000.00 301000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFD428000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-26 2046-08-15 0 - 6.25 130967900.00 145263179.72 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-16 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 142000000.00 142000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFA227000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2049-11-15 1.5 - 7.625 81522800.00 96316106.20 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 94000000.00 94000000.00 0.0006 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.57% R0MUWSFPU8MPRO8K5P83 FFC996000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2049-05-15 0 - 6.25 256263900.00 267096179.22 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0156 261000000.00 261000000.00 0.0016 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FFB929000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2050-02-15 0 - 8.75 157045700.00 161762853.75 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 158000000.00 158000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGJ653000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-10-31 2048-05-15 1.5 - 5 762015600.00 897270429.92 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 878900000.00 878900000.00 0.0053 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FHA941000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2050-02-15 1.375 - 6.375 288956800.00 308437723.00 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 302000000.00 302000000.00 0.0018 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FHC002000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-07-31 2030-02-15 1.5 - 2.125 76842800.00 80590822.93 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 79000000.00 79000000.00 0.0005 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGH729000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2050-02-15 1.375 - 5 154041300.00 161168951.96 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 157900000.00 157900000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGJ618000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2046-08-15 0 - 5.25 296613200.00 336215864.41 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 329000000.00 329000000.00 0.0020 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FHA411000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2046-08-15 0 - 4.375 150639300.00 160182830.01 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 157000000.00 157000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.60% R0MUWSFPU8MPRO8K5P83 FGI246000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2050-02-15 1.375 - 6 154736900.00 161041951.53 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 157800000.00 157800000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGA464000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2048-05-15 0 - 6.25 407785200.00 460790894.90 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-31 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 451000000.00 451000000.00 0.0027 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2048-02-15 0 - 6.25 514007700.00 575473299.56 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 563800000.00 563800000.00 0.0034 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGD815000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2048-05-15 0 - 8.75 183313600.00 192987042.33 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-07 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 189000000.00 189000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-02-15 1.5 - 5.5 98275600.00 128640831.74 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-13 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 126000000.00 126000000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH968000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-06-30 2046-08-15 2.25 - 7.5 128413300.00 149000014.94 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-05-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 146000000.00 146000000.00 0.0009 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FFJ820000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2046-08-15 1.665 - 5.25 205691700.00 254599144.15 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 249000000.00 249000000.00 0.0015 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGE880000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2050-02-15 0 - 5.5 299110300.00 320987499.48 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-14 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 314000000.00 314000000.00 0.0019 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 2020-04-14 2046-08-15 0 - 7.5 283029100.00 314833266.38 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 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 FEH380000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2047-08-15 1.125 - 6.5 219248800.00 240908523.22 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-23 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0161 235000000.00 235000000.00 0.0014 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 2020-04-14 2049-11-15 0 - 7.5 203209200.00 230714403.32 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 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 BofA Securities, Inc. BofA Securities, Inc., 1.60% 549300HN4UKV1E2R3U73 FGD796000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-05-31 2024-02-15 2.75 - 2.75 148457600.00 158268715.83 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 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 0.0159 155000000.00 155000000.00 0.0009 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.59% 2IGI19DL77OX0HC3ZE78 FHB975000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2046-11-15 1.5 - 3.125 75625200.00 80651855.38 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 79000000.00 79000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.59% 2IGI19DL77OX0HC3ZE78 FHB971000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2026-12-31 1.375 - 2.375 77599700.00 80594300.83 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 79000000.00 79000000.00 0.0005 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA231000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-05-15 2045-08-15 1.375 - 3.625 220346900.00 240364837.56 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 235000000.00 235000000.00 0.0014 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGA402000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-15 2046-11-15 1.375 - 3.625 383403400.00 417039424.97 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 407900000.00 407900000.00 0.0025 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.60% 549300IMBXQ8SGH3HJ31 FHC693000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2027-01-31 1.25 - 3.125 1579202600.00 1634257886.58 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1602000000.00 1602000000.00 0.0097 N Y Y N Commerz Markets LLC Commerz Markets LLC, 1.62% 549300IMBXQ8SGH3HJ31 FHC719000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-28 2026-10-31 0 - 2.75 645949700.00 666149990.94 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0161 653000000.00 653000000.00 0.0039 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHA741000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2028-08-15 1.125 - 3 638710500.00 658078762.64 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0162 645000000.00 645000000.00 0.0039 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHB266000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2024-11-30 1.25 - 2.875 161472500.00 164257282.83 U.S. Treasuries (including strips) Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0162 161000000.00 161000000.00 0.0010 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.63% 549300IMBXQ8SGH3HJ31 FHB924000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2030-02-15 1.125 - 2.875 159069800.00 165269978.87 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0162 162000000.00 162000000.00 0.0010 N N Y N Credit AG Credit AG, 1.60% 1VUV7VQFKUOQSJ21A208 FGI959000 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 227961900.00 245940192.48 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 Y CREDIT AG CIB (GOV REPO) 1.0000 6 N N/A N/A N N 0.0159 241000000.00 241000000.00 0.0015 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 2044-02-15 2044-02-15 3.625 - 3.625 114693500.00 159289732.64 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 0.0009 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.60% 1VUV7VQFKUOQSJ21A208 FHC037000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-16 2025-05-31 0 - 2.875 475437000.00 485848773.94 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0159 475000000.00 475000000.00 0.0029 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.61% 1VUV7VQFKUOQSJ21A208 FHC847000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-21 2039-05-15 0 - 4.25 920071000.00 958528037.61 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 939000000.00 939000000.00 0.0057 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.61% 7LTWFZYICNSX8D621K86 FHC564000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2046-02-15 1.25 - 2.875 849551200.00 912326434.68 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 893000000.00 893000000.00 0.0054 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 1.61% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2027-01-31 2027-01-31 1.5 - 1.5 28749800.00 29584057.27 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 29000000.00 29000000.00 0.0002 N Y Y N DNB Bank ASA DNB Bank ASA, 1.59% 549300GKFG0RYRRQ1414 FHC652000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-03-31 2028-08-15 1.625 - 2.875 797247500.00 838551182.37 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 822000000.00 822000000.00 0.0050 N Y Y N Fixed Income Clearing Corp. - BNYM Fixed Income Clearing Corp. - BNYM, 1.59% 549300H47WTHXPU08X20 FHC561000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-02-28 2049-02-15 0.25 - 3 7276467300.00 7633680023.43 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 7484000000.00 7484000000.00 0.0452 N Y Y N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. - SSB, 1.60% 549300H47WTHXPU08X20 FHC546000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-08-31 2024-01-31 2.5 - 2.875 5117180000.00 5479407065.18 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 5364000000.00 5364000000.00 0.0324 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.59% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2039-08-15 1.375 - 4.5 1764016500.00 2004565635.31 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 1965000000.00 1965000000.00 0.0119 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.60% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-11-15 2026-09-30 1.625 - 2.875 771253000.00 798566985.15 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 778000000.00 778000000.00 0.0047 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.60% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-03-31 2025-12-31 1.375 - 2.625 725790000.00 741786611.55 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 727000000.00 727000000.00 0.0044 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.64% ZBUT11V806EZRVTWT807 0001287279 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2025-05-31 2025-05-31 2.875 - 2.875 114739200.00 126497750.34 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0163 124000000.00 124000000.00 0.0007 N Y Y N Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.61% 213800MBWEIJDM5CU638 FGF677000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2021-11-15 1.125 - 8 217108700.00 246941402.29 U.S. Treasuries (including strips) Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0160 242000000.00 242000000.00 0.0015 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FHA313000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-04-30 2022-04-30 1.875 - 1.875 156606400.00 160119288.05 U.S. Treasuries (including strips) Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0162 157000000.00 157000000.00 0.0009 N N N Y Lloyds Bank Corp. Markets PLC Lloyds Bank Corp. Markets PLC, 1.63% 213800MBWEIJDM5CU638 FFB091000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-02-28 2022-05-15 1.75 - 1.875 126000700.00 128782921.40 U.S. Treasuries (including strips) Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0162 126000000.00 126000000.00 0.0008 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH810000 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 157363100.00 161210173.86 U.S. Treasuries (including strips) Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0162 158000000.00 158000000.00 0.0010 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGH819000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-02-15 2026-02-15 6 - 6 87503200.00 112218947.62 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0162 110000000.00 110000000.00 0.0007 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.63% H7FNTJ4851HG0EXQ1Z70 FGI293000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-02-28 2025-02-28 2.75 - 2.75 323023000.00 352928679.49 U.S. Treasuries (including strips) Y N/A N/A 2020-05-21 2020-05-21 2020-05-21 N N N 0.0162 346000000.00 346000000.00 0.0021 N N N Y Lloyds Bank PLC Lloyds Bank PLC, 1.64% H7FNTJ4851HG0EXQ1Z70 FFD100000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-15 2023-11-15 2.75 - 2.75 150255300.00 160415592.27 U.S. Treasuries (including strips) Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0163 157000000.00 157000000.00 0.0009 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 2026-09-30 1.375 - 2.125 122936300.00 124864076.19 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 0.0007 N N N N 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 154969500.00 157621862.60 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 0.0009 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 92951100.00 95223486.26 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 Y N 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 139597200.00 157591228.33 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 0.0009 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 154317300.00 157656361.68 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 0.0009 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 2021-11-30 1.75 - 1.75 214160100.00 215938835.68 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 2026-08-15 2026-08-15 6.75 - 6.75 116734800.00 157581557.26 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 0.0009 N N N Y Mizuho Bank, Ltd. Mizuho Bank, Ltd., 1.59% RB0PEZSDGCO3JS6CEU02 FHC658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2029-05-15 2029-05-15 2.375 - 2.375 582500000.00 652553757.63 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 632000000.00 632000000.00 0.0038 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.60% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2029-05-15 1.375 - 2.875 1849905000.00 1906091889.05 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1869000000.00 1869000000.00 0.0113 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.60% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-12-31 2026-08-15 1.5 - 2.5 154705000.00 159107590.45 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 156000000.00 156000000.00 0.0009 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGI338000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2026-08-15 2029-02-15 1.5 - 2.625 134391600.00 144850274.69 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 142000000.00 142000000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGH781000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-08-31 2026-05-15 1.5 - 2.875 453815000.00 469252048.14 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 460000000.00 460000000.00 0.0028 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FHC049000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-09-30 2023-09-30 2.875 - 2.875 134728300.00 144704774.16 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 141900000.00 141900000.00 0.0009 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.59% U7M81AY481YLIOR75625 FGG301000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-07-31 2028-02-15 1.75 - 2.875 483394900.00 512223498.46 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 502000000.00 502000000.00 0.0030 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FGJ009000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-11-30 2026-02-15 1.625 - 2.875 460377700.00 488590892.58 U.S. Treasuries (including strips) Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 6 N N/A N/A N N 0.0159 479000000.00 479000000.00 0.0029 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FHB425000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-07-15 2024-02-29 1.375 - 2.375 395153300.00 403829782.61 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 396000000.00 396000000.00 0.0024 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FHB439000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-30 2024-11-30 1.5 - 1.5 357330400.00 365069220.47 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-18 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 358000000.00 358000000.00 0.0022 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FGC507000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-11-15 2028-11-15 2.125 - 3.125 110709400.00 125553134.50 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-23 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 123000000.00 123000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.60% U7M81AY481YLIOR75625 FHB422000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-31 2025-05-31 2.875 - 2.875 107069800.00 117278998.82 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 115000000.00 115000000.00 0.0007 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FHC739000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-07-31 2048-05-15 1.125 - 3.125 447059400.00 471430324.82 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 462000000.00 462000000.00 0.0028 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.61% U7M81AY481YLIOR75625 FHC550000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-04-15 2050-02-15 1.125 - 2.625 1092804900.00 1128243940.94 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 1106000000.00 1106000000.00 0.0067 N Y Y N Natixis SA Natixis SA, 1.59% KX1WK48MPD4Y2NCUIZ63 FHC748000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-31 2029-11-15 1.375 - 3.5 958463800.00 1020135166.35 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 1000000000.00 1000000000.00 0.0060 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.60% OXTKY6Q8X53C9ILVV871 FHA678000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2025-10-31 1.5 - 7.625 2100737700.00 2338463479.33 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 2292000000.00 2292000000.00 0.0139 N N Y N Norinchukin Bank Norinchukin Bank, 1.56% 5493007VSMFZCPV1NB83 FHC054000 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 79237100.00 80583511.06 U.S. Treasuries (including strips) Y N/A N/A 2020-05-28 2020-05-28 2020-05-28 N N N 0.0155 79000000.00 79000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.64% 5493007VSMFZCPV1NB83 FHA753000 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 157485900.00 160161928.76 U.S. Treasuries (including strips) Y N/A N/A 2020-05-26 2020-05-26 2020-05-26 N N N 0.0163 157000000.00 157000000.00 0.0009 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGH753000 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 46934300.00 47962196.37 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 47000000.00 47000000.00 0.0003 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGI281000 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 78263200.00 79593062.38 U.S. Treasuries (including strips) Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0165 78000000.00 78000000.00 0.0005 N N N Y Norinchukin Bank Norinchukin Bank, 1.66% 5493007VSMFZCPV1NB83 FGJ654000 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 227649500.00 232635194.78 U.S. Treasuries (including strips) Y N/A N/A 2020-05-22 2020-05-22 2020-05-22 N N N 0.0165 228000000.00 228000000.00 0.0014 N N N Y 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 155035900.00 157670297.91 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 0.0009 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 232487100.00 237578741.85 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 Y N 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 154998500.00 157632262.41 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 0.0009 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 156770600.00 159664236.06 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 0.0009 N N N Y RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGH757000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2049-08-15 1.375 - 6.5 450223900.00 482295722.78 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 4 N N/A N/A N N 0.0158 472000000.00 472000000.00 0.0029 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGG204000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2047-02-15 1.375 - 4.625 148995700.00 160268117.18 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-11 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 157000000.00 157000000.00 0.0009 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGG144000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2049-11-15 1.375 - 3.125 299181400.00 320333106.01 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 313800000.00 313800000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGG145000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2047-02-15 1.375 - 6.5 214668900.00 224579744.50 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 220000000.00 220000000.00 0.0013 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.59% 549300QJJX6CVVUXLE15 FGF162000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2047-02-15 1.125 - 6.5 147981300.00 161444074.44 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 158000000.00 158000000.00 0.0010 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGD108000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-05-15 0 - 6.5 295952300.00 322374493.15 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-06 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 315000000.00 315000000.00 0.0019 N N Y N RBC Dominion Securities RBC Dominion Securities, 1.61% 549300QJJX6CVVUXLE15 FGC387000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2048-11-15 0 - 6.125 297621600.00 321906445.25 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-04-03 Y RBC DOMINION SECS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 315000000.00 315000000.00 0.0019 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 2020-11-30 2049-11-15 1.25 - 6.5 294797600.00 316750699.57 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 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 Financial Group RBC Financial Group, 1.59% ES7IP3U3RHIGC71XBU11 FGG913000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-09-15 2046-08-15 1.375 - 7.625 417623400.00 465126225.70 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0158 454000000.00 454000000.00 0.0027 N N Y N RBS Securities, Inc. RBS Securities, Inc., 1.61% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-30 2028-05-15 2.125 - 2.875 147031200.00 164264139.40 U.S. Treasuries (including strips) Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 161000000.00 161000000.00 0.0010 N N Y N SMBC Nikko Securities America, Inc. SMBC Nikko Securities America, Inc., 1.60% 6PJDTY319315T5LR2241 FHC642000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2027-02-15 2027-02-15 2.25 - 2.25 734004000.00 785285975.87 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 770000000.00 770000000.00 0.0047 N Y Y N Societe Generale Societe Generale, 1.62% O2RNE8IBXP4R0TD8PU41 FGD549000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-15 2050-02-15 0 - 8 290548600.00 316959785.04 U.S. Treasuries (including strips) Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0161 310000000.00 310000000.00 0.0019 N N N N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.61%, dated 2/28/2020 due 03/02/2020 B4TYDEB6GKMZO031MB27 FHD276000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-07-20 3 - 5.25 78263997.68 18179400.65 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 17776000.00 17776000.00 0.0001 N Y Y N Bank Of America, N.A. In a joint trading account with Bank Of America, N.A. at 1.61%, dated 2/28/2020 due 03/02/2020 B4TYDEB6GKMZO031MB27 FHD152000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2045-07-20 3 - 5.25 4763713273.75 1106529882.70 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1081976000.00 1081976000.00 0.0065 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 1.61%, dated 2/28/2020 due 03/02/2020 L3I9ZG2KFGXZ61BMYR72 FHD152000_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 2022-09-15 2026-08-15 1.5 - 2.75 119357292.10 124937992.10 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 122472000.00 122472000.00 0.0007 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FHA195000 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 2045-05-20 2050-01-20 3 - 4.5 440857725.00 267323141.38 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 262000000.00 262000000.00 0.0016 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FHA693000 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 2050-02-01 2050-02-01 3 - 3 434668414.00 445858864.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 437000000.00 437000000.00 0.0026 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.60% G5GSEF7VJP5I7OUK5573 FHB264000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 316384151.00 319086171.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-04-20 2048-09-20 2.5 - 6.5 420627817.00 36972935.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 349000000.00 349000000.00 0.0021 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 1.60% RUC0QBLBRPRCU4W1NE59 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-12-25 2050-03-01 1.927 - 9.115 32179505.00 30015228.66 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 N/A 1000.00 995.13 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2036-04-17 2036-04-17 5.41 - 5.41 50000.00 74689.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 3 25699525.00 26006579.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-04-01 2033-04-01 2.539 - 9 216083.00 2083.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2069-06-20 0 - 7.5 85058180.00 85234234.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 1750124.00 1903593.90 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0159 140000000.00 140000000.00 0.0008 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGA472000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-06-20 2048-08-20 4 - 4.5 219499886.00 137616791.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2046-06-01 2046-06-01 3.5 - 3.5 61161262.00 40107737.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0159 174000000.00 174000000.00 0.0011 N Y Y N BMO Harris Bank NA BMO Harris Bank NA, 1.60% 3Y4U8VZURTYWI1W2K376 FGF112000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4 - 4 129213010.00 88818880.50 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-11 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 87000000.00 87000000.00 0.0005 N N Y N BMO Harris Bank NA BMO Harris Bank NA, 1.61% 3Y4U8VZURTYWI1W2K376 FGA471000 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 2050-01-20 2069-09-20 2.097 - 4 37693028.00 36099979.76 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 Y BMO CHICAGO BRH IL (GOV REPO) 1.0000 3 N N/A N/A N N 0.0160 35000000.00 35000000.00 0.0002 N Y 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 4 - 4 35939647.00 35718885.44 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 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 BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 1.61%, dated 2/28/2020 due 03/02/2020 R0MUWSFPU8MPRO8K5P83 FHD152000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-17 2047-08-15 0 - 6.25 117650718.61 126723008.30 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 123944000.00 123944000.00 0.0007 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.58% R0MUWSFPU8MPRO8K5P83 FHC193000 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 2049-02-15 0 - 1.731 68822444.33 50021584.32 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 3060864.00 3072907.73 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2037-10-26 2038-04-05 3.43 - 3.98 433000.00 444557.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2025-12-11 2058-10-15 0 - 6.25 43298953.00 38312814.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2033-05-18 4 - 4.05 1235000.00 1254975.36 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2049-06-20 3 - 4 35036853.00 27425278.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-15 2049-03-25 0 - 4.5 6859082.00 5649368.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 2.5 - 2.5 1024.00 1032.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-30 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 123000000.00 123000000.00 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FEJ726000 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 2049-05-01 2049-05-01 4.07 - 4.07 488900.00 579428.91 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-04-30 2048-11-15 0 - 4.625 88436302.73 98058855.44 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-10-26 2037-10-26 3.43 - 3.43 541000.00 552023.90 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2025-12-11 2048-04-01 0 - 4 1559005.00 1568066.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2033-07-11 2038-08-17 3.93 - 4.25 675000.00 736865.27 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-12-20 2049-02-20 2.347 - 4.5 24244859.00 14894464.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3.5 - 3.5 23139423.00 19609839.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-01-15 2049-12-25 0 - 6.625 9241999.00 6977190.65 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 Y BNP PARIBAS (GOV REPO) 1.0000 3 N N/A N/A N N 0.0158 139000000.00 139000000.00 0.0008 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGJ665000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-15 2049-05-15 0 - 4.375 140744595.49 114104435.15 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-08-24 2038-04-05 3.35 - 3.98 1055000.00 1061856.36 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-07-22 2047-12-01 0 - 4 20988027.00 19650928.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2036-05-28 2036-05-28 3.54 - 3.54 1300000.00 1337840.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-09-20 2049-07-20 3 - 4 50826454.00 27148348.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-11-25 2048-07-01 0 - 4.5 21432153.00 17379103.73 Agency Debentures and Agency Strips Y N/A N/A 2020-03-06 2020-03-06 2020-03-24 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 176000000.00 176000000.00 0.0011 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH723000 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 2048-05-15 0 - 5.25 37221690.76 38526186.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 42089775.00 42255387.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2032-06-29 2038-01-25 3.17 - 3.54 8987000.00 9125524.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-12-01 3 - 3.5 6609040.00 4661059.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-05-18 2036-08-08 2.79 - 4 4630000.00 4991908.33 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2027-09-15 2049-07-20 2.5 - 6.5 54109921.00 34831368.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-12-01 2049-10-01 0 - 7 36061004.00 35303676.80 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 166000000.00 166000000.00 0.0010 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH969000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2048-11-15 0 - 6.375 88524074.94 94166767.23 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 1000.00 1003.93 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 1000.00 1036.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 6.25 30968679.00 14232619.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2031-08-25 2.5 - 4.05 390000.00 395473.26 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-12-20 2045-12-20 3 - 3 1000.00 406.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-10-20 2048-12-20 2.347 - 4 53923820.00 26054267.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2030-11-15 N/A 503000.00 415996.59 Agency Debentures and Agency Strips Y N/A N/A 2020-03-06 2020-03-06 2020-03-20 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 131900000.00 131900000.00 0.0008 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FHC191000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2029-08-15 0.125 - 1.625 115593900.00 120376315.76 U.S. Treasuries (including strips) Y N/A N/A 2020-03-06 2020-03-06 2020-03-19 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0163 117998029.40 117998029.40 0.0007 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.64% R0MUWSFPU8MPRO8K5P83 FGA465000 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 2049-05-01 2049-05-01 4.07 - 4.07 761100.00 902031.79 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-14 2048-08-15 0 - 7.5 62729529.18 49942116.25 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2038-04-05 2038-04-05 3.98 - 3.98 10000.00 10367.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2032-07-15 2048-05-01 0 - 6.25 26881208.00 4583797.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2030-11-26 2039-10-24 3 - 4.05 5345000.00 5416749.32 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-12-15 2049-07-20 2.307 - 6.5 30665018.00 12919906.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-11-15 2048-10-01 0 - 5.623 13592140.00 10681151.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3.5 8483709.00 8964758.48 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0163 91000000.00 91000000.00 0.0006 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 1.61%, dated 2/28/2020 due 03/02/2020 VJW2DOOHGDT6PR0ZRO63 FHD152000_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 3409.18 41.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-10-01 2032-05-01 6.5 - 6.5 127844.37 255.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-07-01 2033-02-01 6 - 6.5 434689.63 1789.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2026-02-01 4 - 4 341400.05 29499.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-04-01 7 - 7 143185.70 314.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-01-01 2031-09-01 6.5 - 7 305264.41 989.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-06-01 2028-12-01 7 - 7 4772.86 109.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-11-01 2049-03-01 4 - 5 20594871.06 12526162.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2023-06-01 5 - 5 208526.11 1960.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-12-01 2039-12-01 4.5 - 4.5 6477.45 488.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-07-01 2037-11-01 6 - 6.5 16029.98 575.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 6.5 - 6.5 85229.58 304.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-09-01 2037-03-01 6 - 6.5 123284.93 1707.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-05-01 2036-09-01 6 - 6 12784.44 200.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-02-01 2036-02-01 6.5 - 6.5 8522.96 662.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 2.5 - 2.5 1462248.16 1487869.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-03-01 2032-03-01 7 - 7 2853.15 120.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 3 7846151.23 8098368.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6.5 - 6.5 24546.12 414.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-10-01 2033-10-01 6 - 6 20455.10 994.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4 - 4 891501.44 757515.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-07-01 2047-07-01 3.5 - 3.5 5795.61 4764.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 13454.00 11649.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-08-01 2045-08-01 3.5 - 3.5 24205.20 14855.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-04-01 2036-10-01 5.5 - 6 9204.79 180.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-10-01 2034-09-01 6 - 10 864771.74 3424.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-07-01 2046-08-01 3 - 3.5 123612.21 78809.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 3 - 3.5 128203524.28 133302324.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-10-01 2042-06-01 3 - 6 90861.55 9492.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-05-01 2038-10-01 5.5 - 6.5 94093.46 3690.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-06-15 2049-12-20 2.5 - 9.5 87882010.47 66513479.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-07-01 2044-12-01 3.5 - 3.5 8437133.51 4208976.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-02-01 2043-02-01 3 - 3 340.92 65.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-04-01 2043-05-01 3 - 3 16385.56 8013.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 1046.28 552.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-02-01 2.5 - 4.5 77945507.90 78808591.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 1376299.24 1375547.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-03-01 2032-04-01 6 - 9 5255256.11 867.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-03-01 2036-09-01 3 - 5 1175701.53 810130.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-12-01 2042-12-01 3 - 3 2048.24 1080.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-10-01 2043-02-01 3 - 6.5 594893.29 26023.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-06-01 2046-09-01 3.5 - 4.5 161595.29 103433.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-12-01 2045-12-01 4.5 - 4.5 4772.86 2684.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2040-08-01 4.5 - 5.5 3535109.36 111499.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-09-01 2046-09-01 3 - 3 11063.48 8310.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2045-03-01 3 - 6.5 54907.28 13761.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2048-04-01 3 - 4.5 555924.96 298931.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-07-01 2024-07-01 4 - 4 412796.19 12678.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-04-01 2032-05-01 3.5 - 3.5 559106.07 368103.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-08-01 2029-07-01 3 - 5 620812.28 210032.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2 - 2 852295.83 859923.03 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2050-02-15 0 - 8.75 174048281.45 175915645.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-04 2024-12-13 0 - 4.125 182298237.63 183635231.35 Agency Debentures and Agency Strips FEDERAL FARM CREDIT 2020-03-04 2050-02-03 1.375 - 5.05 65206767.78 66520081.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-04-01 2049-06-01 1.375 - 7.5 47172742.62 29616167.37 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-04 2050-02-01 1.3 - 9.5 319496951.80 275933300.41 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2020-07-15 0 - 0 1704591.67 1696285.19 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1022755000.00 1022755000.00 0.0062 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 1.61% 549300HN4UKV1E2R3U73 FGB975000 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 2034-01-01 2047-09-01 2.661 - 5 158013771.00 45792782.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-12-01 2043-12-01 4 - 4 10000000.00 4896447.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 7000000.00 4906814.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-09-01 2048-09-01 4 - 4 6377408.00 4653400.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-11-01 2049-12-01 2.455 - 5 622030805.00 198389245.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 5 - 5 5239280.00 4598009.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2033-12-01 3.99 - 4.15 13804000.00 16372531.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2031-01-01 3.94 - 3.94 4421000.00 5159461.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 4774827.00 4913444.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4 - 4.5 5465095.00 6107911.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3 9054422.00 9477051.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4.5 - 4.5 4098235.00 4467837.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-01-01 2032-02-01 2.44 - 2.69 25832000.00 27284538.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.81 - 3.81 5275100.00 6010447.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 2033-07-01 3.81 - 3.81 5441000.00 6248972.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.47 - 2.47 6825000.00 7146869.27 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 Y BANK OF AMERICA CORPORATION 1.0000 5 N N/A N/A Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0160 349000000.00 349000000.00 0.0021 N N Y N BofA Securities, Inc. BofA Securities, Inc., 1.61% 549300HN4UKV1E2R3U73 FGD799000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-03-01 2041-03-01 4.5 - 4.5 89283574.00 15625994.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 71136562.00 75590679.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 4.5 - 4.5 95388893.00 75806852.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2039-10-01 2048-11-01 2.658 - 4 602660161.00 474010163.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 70913000.00 71690479.25 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 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 0.0160 698000000.00 698000000.00 0.0042 N N Y N CIBC Bank U.S.A. CIBC Bank U.S.A., 1.60% 2IGI19DL77OX0HC3ZE78 FGG153000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2041-12-01 2048-05-01 3.5 - 4 28679331.00 26587745.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 129091876.00 86680408.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-12-20 2050-02-20 3 - 3 25449402.00 26182931.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4.5 - 4.5 13670718.00 11937745.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2047-12-01 4 - 4 31052903.00 27041881.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0159 174800000.00 174800000.00 0.0011 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 FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2048-05-01 3.5 - 5.5 2305339.00 669529.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 4 - 4 14966.00 15087.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2047-07-15 2050-02-20 3 - 5 1370733.00 979284.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2029-10-01 2.46 - 2.46 2671.00 2797.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-10-01 2057-02-01 3 - 4.5 105939119.00 69190829.49 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0176 69000000.00 69000000.00 0.0004 N N Y N Citibank NA Citibank NA, 1.60% 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 2020-04-07 2048-08-15 0 - 7.125 77008000.00 83205801.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2020-04-23 2032-07-15 0 - 6.25 163000.00 136314.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.75 - 4.125 2890000.00 3201146.48 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-12-20 2049-12-20 3 - 4 57996.00 60768.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-02-01 2029-02-01 2.44 - 2.44 1000.00 1045.09 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2042-12-15 0 - 2.25 35000.00 34070.12 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-07-30 2030-11-15 1.375 - 6.625 3117000.00 3223456.54 Agency Debentures and Agency Strips Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0159 88000000.00 88000000.00 0.0005 N N Y N Citibank NA In a joint trading account with Citibank NA at 1.61%, dated 2/28/2020 due 03/02/2020 E57ODZWZ7FF32TWEFA76 FHD152000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.59 - 3.59 270.05 302.73 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2021-06-24 2037-01-29 1.9 - 3.5 3330233.80 3422095.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 4810.91 5196.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-08-01 2040-08-01 5 - 5 202777.27 17677.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-08-01 2045-12-01 0 - 8 10691873.04 972693.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-03-15 2049-10-20 2.5 - 10.5 206805648.18 4361651.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-27 2050-02-01 1.375 - 9.5 34447155.80 19687575.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 618542.05 4384.02 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-07-15 2030-04-15 0 - 8.875 5407444.17 4609489.46 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2049-11-15 0 - 8.75 383988438.86 419471878.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 273.56 290.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2020-03-13 2043-06-22 1.125 - 5.5 3459316.81 3873910.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2023-10-01 5.5 - 5.5 5662.10 24.97 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 2061-03-15 0 - 4.875 995397.48 1134016.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 270.05 295.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 447604000.00 447604000.00 0.0027 N Y Y N Citibank NA Citibank NA, 1.61% 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 2026-05-01 2026-05-01 2.88 - 2.88 1408.00 1503.84 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2023-04-15 N/A 12000.00 11860.57 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-03-03 2048-08-15 0 - 8.75 361442100.00 389207855.48 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2037-01-29 2037-01-29 2.43 - 2.43 4192000.00 4426573.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2020-10-01 2034-02-01 0 - 9.5 8212.00 1819.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2043-06-22 1.875 - 3.625 2935000.00 3699077.22 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2021-04-15 2069-09-20 3 - 9 12938.00 5259.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.46 - 2.46 1000.00 1059.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-01 2040-12-01 0 - 6.5 772990.00 631103.77 Agency Debentures and Agency Strips Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 390000000.00 390000000.00 0.0024 N N Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 MBNUM2BPBDO7JBLYG310 FHD152000_00137 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 2032-06-01 2032-08-01 7 - 7 6875050.88 167053.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2033-02-01 5.5 - 5.5 10339190.81 127492.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2028-09-01 2 - 2 85333.32 30839.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-05-01 2031-10-01 5.5 - 6 4520943.20 60323.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-10-01 2025-07-01 4 - 5 3866007.64 149011.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-07-01 4 - 4 107326.45 86574.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-01-01 2046-02-01 3 - 6 2477494.04 829844.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2024-10-01 4 - 4.5 465150.72 92831.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 2029-07-01 2.88 - 3.77 7261496.30 7815032.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 2030-11-01 3.65 - 3.94 2937339.49 3357774.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2029-01-01 3.57 - 4.2 153538.23 169727.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-08-01 4.19 - 4.19 291364.92 310272.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2032-02-01 2.45 - 2.88 8605997.78 9141572.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 2029-10-01 2.38 - 2.71 2199312.50 2330823.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 2030-02-01 2.44 - 2.57 4817745.34 5083915.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 4 - 4 2577578.06 2648591.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 4.5 - 4.5 288666.80 79334.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2029-10-01 3 - 3 546005.54 273722.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-05-01 2043-01-01 3 - 4 1598945.93 754393.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2032-12-01 6.5 - 7 57470537.21 297797.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-04-01 2048-04-01 3.5 - 3.5 171449.43 175024.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2032-08-01 8 - 8.5 475051.50 91534.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 6 - 6 43188.34 39013.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-20 2069-12-20 1.5 - 10.5 368903816.05 306548440.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-09-01 2027-05-01 5.5 - 5.5 148681.09 95706.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-02-01 2027-05-01 3 - 4.5 1199558.88 134976.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-10-01 2042-09-01 2.5 - 4 430581.58 153770.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2032-02-01 2 - 2.5 166236.35 102396.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 4 - 4 779234.89 181370.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-08-01 2030-03-01 3.5 - 3.5 621845.58 630759.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-08-01 3.5 - 4.5 7323127.19 6876314.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 6 - 6 5806185.00 34815.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2029-08-01 5 - 6.5 10341998.54 244789.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 4 - 4 70974.28 33445.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-02-01 2045-02-01 4 - 4 187539.42 51257.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-02-01 2033-02-01 3 - 3 87972.50 29892.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-04-01 2031-11-01 5 - 5.5 308255.64 112413.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-08-01 2032-12-01 3 - 4 1040691.45 894723.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 3 - 3 83690.88 86938.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-12-01 2030-06-01 3 - 3.5 274772.25 138346.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-02-01 2029-02-01 3.5 - 3.5 109056.17 42680.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-02-01 2047-02-01 3 - 3 51024.05 40622.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2032-09-01 3.5 - 3.5 1674633.78 1020128.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2025-08-01 4.5 - 4.5 6143669.68 127507.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2025-06-01 2025-06-01 4 - 4 704923.64 107120.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2030-07-01 2 - 3.5 130249.09 73896.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2032-12-01 2.5 - 4.5 603896.55 346795.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-01-01 2032-12-01 2 - 6 5566656.12 491335.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2.5 - 2.5 1892959.88 1938182.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-11-01 2024-11-01 4 - 4 703709.62 739130.85 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2020-04-15 0.125 - 0.125 51188048.33 56304537.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2025-02-21 2025-02-21 1.95 - 1.95 5346088.82 5359417.52 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2029-05-01 2029-05-01 3 - 3 240121.99 153025.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 2.5 - 3 70721.62 72757.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2033-11-01 4 - 4.5 4746714.41 4987828.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2030-10-01 3.49 - 3.73 3421661.53 3896605.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-12-01 2032-12-01 3 - 3 17356.97 17638.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-05-01 2049-06-01 2 - 8.5 139724130.61 27076806.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-12-01 2049-08-01 2 - 9 460982104.70 83752868.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 1828103.74 1998405.59 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N Y Citigroup Inc 1.0000 N/A N/A N 0.0159 527835000.00 527835000.00 0.0032 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 1.61%, dated 2/28/2020 due 03/02/2020 1VUV7VQFKUOQSJ21A208 FHD152000_02102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-12 2048-08-15 0 - 4.75 1769259282.75 1924881303.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 30395051.96 30654635.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-09-01 2047-09-01 4 - 4 33392820.52 26156990.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-06-20 2050-02-20 2.5 - 4.5 453616611.43 272607327.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2036-03-01 2049-04-01 3 - 4.5 237872025.56 208453833.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 2410298000.00 2410298000.00 0.0146 N Y Y N Deutsche Bank AG, New York Deutsche Bank AG, New York, 1.62% 7LTWFZYICNSX8D621K86 FHC565000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-06-15 2022-06-15 1.75 - 1.75 15007400.00 15339484.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-11-15 2046-11-15 3.75 - 3.75 154448996.00 160663946.37 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 171000000.00 171000000.00 0.0010 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 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 2031-01-01 2031-01-01 3.785 - 3.785 14727000.00 17097738.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-12-01 2035-12-01 5 - 5 1479092.00 77811.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.84 - 3.84 4316000.00 4981130.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-06-01 2042-02-01 3.5 - 8.5 11305280.00 3424585.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3 - 3 150000.00 127941.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-12-15 2055-02-15 2.6 - 6.5 969990564.00 945101318.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-01-01 2032-01-01 2.65 - 2.65 3254000.00 3455707.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-04-01 2039-05-01 3 - 6 211897741.00 104017518.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1057000000.00 1057000000.00 0.0064 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 4 - 4 51312414.00 54327227.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2034-10-01 2.5 - 2.5 2299790.00 2321008.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2022-12-01 6 - 6 499946.00 9856.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-12-01 2046-12-01 3 - 3 13728.00 10029.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-06-01 2047-08-01 3 - 5 47869568.00 2533134.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-15 2054-05-15 3 - 5 506558273.00 180964387.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2057-02-01 2.5 - 6.5 657484638.00 548935523.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 937390.00 787968.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2032-06-01 2032-06-01 7.5 - 7.5 6069456.00 78185.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-07-01 2032-08-01 3.5 - 6 10576947.00 1386038.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 2026-01-01 3.62 - 3.62 626000.00 676808.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-11-01 2035-11-01 5 - 5 855300.00 50368.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-04-01 2023-01-01 6.5 - 6.5 22325490.00 26100.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2046-03-01 3.5 - 3.5 2540472.00 1671162.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 5 - 5 538371.00 29782.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2025-12-01 4 - 5.5 3620284.00 90166.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2031-09-01 2 - 2 10000000.00 5683035.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-02-01 2028-02-01 6 - 6 970000.00 123401.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 1184632.00 1244921.31 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 785000000.00 785000000.00 0.0047 N Y Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% 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 2035-10-01 2035-10-01 5.5 - 5.5 5111752.00 346915.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2047-08-01 4 - 4 156961840.00 82115037.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-08-20 2046-08-20 2.5 - 4.5 368121340.00 104734582.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3.5 - 3.5 2754944.00 2514276.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-12-01 2049-11-01 2.5 - 4.5 1749026758.00 1591604949.26 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 1746000000.00 1746000000.00 0.0106 N N Y N Goldman Sachs & Co. Goldman Sachs & Co., 1.60% FOR8UP27PHTHYVLBNG30 0000769993 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 2030-10-01 2030-10-01 3.71 - 3.71 7298000.00 8370422.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-02-01 2037-02-01 5.5 - 5.5 599999.00 9621.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 4 - 4 1527264.00 1639161.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-07-01 2048-02-01 3 - 6 564879294.00 239916374.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-07-01 2040-07-01 5.5 - 5.5 1402462.00 93176.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-05-20 2050-01-20 3 - 6 629946553.00 489194914.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2034-05-01 3.5 - 3.5 2000000.00 1601798.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-07-01 2043-07-01 3 - 3 207007.00 111350.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2033-01-01 2050-01-01 3 - 5 251565104.00 190349379.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 2034-05-01 3.59 - 3.59 1530000.00 1804133.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 4 - 4 625136.00 674987.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-08-01 2033-08-01 5.5 - 5.5 142999.00 5869.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 134656768.00 140252001.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-11-01 2027-11-01 6.5 - 6.5 8000000.00 227751.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0159 1053000000.00 1053000000.00 0.0064 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 CYYGQCGNHMHPSMRL3R97 FHD152000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-06-30 2040-02-15 1.375 - 6.25 663632742.47 750499412.94 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-10-01 2048-09-01 3.5 - 4.5 16772059.25 14195524.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 42663245.41 44455649.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-02-01 2049-05-01 2.5 - 4.5 199857691.32 142384903.61 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 932754000.00 932754000.00 0.0056 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.60% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2033-09-01 3.18 - 3.18 5691100.00 6077878.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 4 - 4 1419386.00 1538009.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 1142000.00 1198686.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 1000000.00 1147595.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-12-01 2049-05-01 3 - 6 284970015.00 107297610.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-03-20 2048-02-15 3.5 - 4 119340687.00 41709142.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 4 - 4 7302784.00 5701058.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-07-01 2050-02-01 2.5 - 7.5 343344071.00 166906707.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 21514944.00 22029894.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4 - 4 4770064.00 4461152.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0159 351000000.00 351000000.00 0.0021 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 1.61% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 4856950.00 4898429.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2049-04-01 4 - 4.5 197892096.00 181755799.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4.5 - 4.5 5597540.00 5847740.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-02-01 2035-02-01 3 - 3 69587712.00 72769192.60 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 260000000.00 260000000.00 0.0016 N N Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 1.61%, dated 2/28/2020 due 03/02/2020 KBVRJ5K57JZ3E2AVWX40 FHD152000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-21 2026-02-15 0 - 2.75 130455187.78 141777437.29 U.S. Treasuries (including strips) Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 138979000.00 138979000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.63% 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 6006395.00 5418054.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 12232428.00 10248446.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2049-04-01 3.5 - 4.5 78034792.00 48110503.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4 - 4 10004158.00 7707049.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-12 2020-03-12 2020-03-12 N N N 0.0162 70000000.00 70000000.00 0.0004 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2048-11-01 2049-05-01 4 - 4 118122604.00 89784534.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-27 2020-03-27 2020-03-27 N N N 0.0163 88000000.00 88000000.00 0.0005 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-05-01 2049-09-01 3 - 5 193194764.00 177900431.12 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 174000000.00 174000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-10-01 2049-12-01 2.5 - 5 347231832.00 232088492.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-09 2020-04-09 2020-04-09 N N N 0.0163 227000000.00 227000000.00 0.0014 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-09-01 2056-07-01 2.5 - 6 560617601.00 250491985.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-13 2020-04-13 2020-04-13 N N N 0.0163 245000000.00 245000000.00 0.0015 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-08-01 2043-02-01 3 - 4 118786390.00 107300039.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-16 2020-04-16 2020-04-16 N N N 0.0163 105000000.00 105000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.64% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2043-02-01 2049-08-01 3 - 4.5 113161345.00 106249139.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0163 104000000.00 104000000.00 0.0006 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.65% 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 2038-06-01 2052-07-01 3.5 - 5 197538848.00 177618287.39 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 174000000.00 174000000.00 0.0011 N N N Y ING Financial Markets LLC ING Financial Markets LLC, 1.65% 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 55345.00 55109.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 2758483.00 680964.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-08-01 2046-08-01 3.5 - 3.5 1873040.00 1479531.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-12-01 2047-12-01 3.5 - 3.5 3975964.00 3382761.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 4.5 - 4.5 1886830.00 1828680.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2048-11-01 3 - 7.5 148060147.00 42915743.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 575220.00 586488.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-01-01 2050-01-01 3 - 3 19713875.00 20575441.22 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 70000000.00 70000000.00 0.0004 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% 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 2033-02-01 2043-03-01 2.345 - 5.1 367128744.00 9817071.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 5.5 - 5.5 975536.00 228491.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-09-01 2031-09-01 5 - 5 26795040.00 20634119.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3.5 - 3.5 174107904.00 62220810.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-01-01 2049-12-01 2.791 - 4.655 144787960.00 106061387.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 195000000.00 195000000.00 0.0012 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.60% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-02-01 2050-02-01 2.5 - 7 402818921.00 268499795.23 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-06 N N N 0.0159 263200000.00 263200000.00 0.0016 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.61% ZBUT11V806EZRVTWT807 0001287279 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2024-11-15 2024-11-15 2.25 - 2.25 36308400.00 38666426.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 7573488.00 7840767.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2032-02-01 2050-02-01 3.5 - 7.5 94217747.00 86128386.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 130000000.00 130000000.00 0.0008 N N Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.61%, dated 2/28/2020 due 03/02/2020 ZBUT11V806EZRVTWT807 FHD152000_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 2047-08-01 2047-08-01 4.5 - 4.5 67898.43 57804.33 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2040-02-15 1.375 - 6.125 531020305.51 616413804.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5.5 - 5.5 246128.71 2253.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1580139.71 1625720.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.5 - 3.5 538979.67 384280.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 5.5 - 5.5 2315703.46 187486.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2047-10-01 4 - 4.5 328297.13 201790.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 52446872.04 44483661.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 347283.27 4624.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 587148.77 432586.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-01-01 2033-01-01 2.5 - 2.5 154576.60 117222.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2056-08-01 2 - 7 316936070.20 267435570.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4.5 - 4.5 2482.43 2319.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 42442.06 42603.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 913007000.00 913007000.00 0.0055 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 1.61%, dated 2/28/2020 due 03/02/2020 ZBUT11V806EZRVTWT807 FHD276000_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 2047-08-01 2047-08-01 4.5 - 4.5 409.54 348.66 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-15 2040-02-15 1.375 - 6.125 3202964.30 3718033.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5.5 - 5.5 1484.58 13.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 9530.96 9805.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-01 2048-10-01 3.5 - 3.5 3250.97 2317.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-05-01 2038-05-01 5.5 - 5.5 13967.67 1130.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-04-01 2047-10-01 4 - 4.5 1980.20 1217.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 316344.70 268312.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-05-01 2023-05-01 5 - 5 2094.71 27.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 3541.52 2609.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-01-01 2033-01-01 2.5 - 2.5 932.36 707.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-05-01 2056-08-01 2 - 7 1911668.74 1613095.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4.5 - 4.5 14.97 13.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 2.5 - 2.5 256.00 256.97 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 5507000.00 5507000.00 0.0000 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 1.61%, dated 2/28/2020 due 03/02/2020 ZOMOLU8CGIZRYZ7PFU34 FHD152000_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 2020-05-31 2029-11-15 0 - 3.125 880408707.97 924880582.15 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2050-02-01 3 - 4.5 423550831.27 424760108.76 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1323001000.00 1323001000.00 0.0080 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGA788000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2030-02-01 2.5 - 3 1043661.00 1045438.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 5 - 5 1919414.00 2151290.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3.5 - 3.5 19539008.00 20096626.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3.5 - 3.5 1615938.00 1703727.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2038-10-01 2038-10-01 4.5 - 4.5 1372050.00 744371.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-09-01 2050-01-01 2.742 - 6 269572850.00 206127525.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0164 227000000.00 227000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FGD579000 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 3.27 - 3.27 4292528.00 4777873.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 6269384.00 6484292.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-02-01 2.5 - 3.5 3708918.00 3901255.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-07-01 2042-07-01 3.046 - 3.046 41820608.00 11680585.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3.5 - 3.5 4427328.00 4732787.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-11-01 2039-11-01 3.5 - 3.5 204257.00 209077.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 2034-10-01 2.51 - 2.51 7278970.00 7753285.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2024-01-01 2049-12-01 2.5 - 5 370691560.00 183382428.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 8662528.00 8883719.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0164 227000000.00 227000000.00 0.0014 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FHA198000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 21681344.00 20524514.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 2.5 - 2.5 19264768.00 19480084.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-02-01 2030-02-01 2.5 - 2.5 976800.00 1002943.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-11-01 2050-02-01 2.325 - 4.605 313740421.00 137549726.82 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0164 175000000.00 175000000.00 0.0011 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FHB284000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2026-09-01 2050-01-01 2.74 - 5.25 72403300.00 8291023.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 3.5 - 3.5 190907136.00 161920970.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-08-01 2049-08-01 2.596 - 4.16 114938278.00 25672885.42 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0164 192000000.00 192000000.00 0.0012 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FHB285000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2044-09-01 2049-06-01 3 - 4 4942300.00 5158134.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 3.5 - 3.5 2112792.00 2235020.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3.5 - 4.5 6585638.00 6957008.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-09-01 2034-09-01 4 - 4 1252760.00 1324658.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2034-11-01 3.5 - 3.5 1238138.00 1276478.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-10-01 4 - 4.5 25429680.00 24449810.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-02-01 2049-11-01 2.85 - 5.004 404070312.00 207738289.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-06-01 2039-11-01 3 - 4.5 3145562.00 3288199.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 2029-04-01 3.27 - 3.27 14086432.00 15704434.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 4.5 - 4.5 2870650.00 3141410.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 5 - 5 3219654.00 3199211.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2050-02-01 3 - 4.5 12031822.00 12630177.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 4 - 4 1358400.00 1493672.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 4 - 4.5 10349408.00 11315566.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 5 - 5 2697866.00 3097348.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-28 2020-04-28 2020-04-28 N N N 0.0164 297000000.00 297000000.00 0.0018 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 1.65% K5HU16E3LMSVCCJJJ255 FHB943000 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 2050-02-01 2050-02-01 3.5 - 4 7528964.00 8089249.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2029-09-01 2.5 - 2.5 656385.00 614410.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 3 - 3 2600068.00 2484104.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2046-01-01 3.5 - 3.5 879996.00 487314.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2040-02-01 3 - 3 1045876.00 1084121.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-08-01 2040-01-01 2.5 - 3.5 4779876.00 4925187.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2022-06-01 2050-03-01 2.5 - 5 536893774.00 233281613.87 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0164 246000000.00 246000000.00 0.0015 N N N Y Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 1.61%, dated 2/28/2020 due 03/02/2020 K5HU16E3LMSVCCJJJ255 FHD152000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 190092735.70 163138894.93 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2021-04-15 2040-02-15 1.375 - 4.625 197133265.45 210756832.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 9051582.43 7680164.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 10861536.84 9162602.43 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 383026000.00 383026000.00 0.0023 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 7TK5RJIZDFROZCA6XF66 FHD276000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-24 2024-12-31 0 - 1.75 5112110.63 5102372.22 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 3 - 3 128816.06 130272.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-02-01 2049-05-01 2 - 4 512346.83 516853.21 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 5636000.00 5636000.00 0.0000 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 1.61%, dated 2/28/2020 due 03/02/2020 7TK5RJIZDFROZCA6XF66 FHD152000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-24 2024-12-31 0 - 1.75 430858588.82 430037816.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-07-20 2049-07-20 3 - 3 10856866.78 10979633.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-02-01 2049-05-01 2 - 4 43181583.50 43561389.73 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 475013000.00 475013000.00 0.0029 N Y Y N Morgan Stanley & Co., LLC Morgan Stanley & Co., LLC, 1.60% 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 2035-02-01 2035-02-01 3 - 3 69698544.00 72195564.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-06-01 2026-01-01 3 - 3.5 10162932.00 1195745.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2049-05-01 2.5 - 3.5 2223909.00 1898697.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2049-02-01 4 - 5.5 3512394.00 2211182.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-07-01 2039-07-01 4 - 4 2041269.00 2036723.80 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2021-04-15 0 - 2.375 185900.00 187720.50 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-02-01 3 - 3 22534902.00 23268939.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 33038027.00 34344250.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2028-06-09 2029-09-28 3.25 - 5 990000.00 1309865.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 4 - 4 1076421.00 1175980.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-10-01 2047-10-01 4 - 4 25000.00 23927.34 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2026-02-25 2034-12-04 2.58 - 3.125 25076000.00 26207274.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2036-08-01 2036-08-01 6.5 - 6.5 114825.00 1589.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2034-12-01 2.5 - 2.5 10016196.00 10180730.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-08-01 2027-08-01 3.32 - 3.32 4350000.00 4760643.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-06-01 2041-06-01 5 - 5 1400000.00 330881.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-12-01 2044-12-01 5 - 5 87998741.00 93369922.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 5.5 - 5.5 2087919.00 1946452.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2021-01-01 2047-12-01 3.5 - 5 219559238.00 172221588.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-12-01 2048-12-01 4.5 - 4.5 1178764.00 628152.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-03-01 2027-03-01 3.5 - 3.5 90000.00 13284.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-03-01 2050-02-01 2.5 - 9 1167918294.00 934745897.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-02-01 2.5 - 3.5 21874534.00 22143965.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2023-11-01 2038-04-01 3 - 4 2895899.00 156727.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2042-11-01 2042-11-01 3.5 - 3.5 54000.00 23262.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-09-01 2037-09-01 6.5 - 6.5 147524.00 2854.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-01-01 2048-07-01 3.5 - 4 2370338.00 1697406.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-03-01 2024-03-01 3 - 3 339286.00 67223.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-01-01 2032-09-01 3.5 - 4 2431961.00 1117954.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-03-01 2029-03-01 3 - 3 1051575.00 336881.00 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2056-04-01 2056-04-01 5.375 - 5.375 15000.00 26677.36 Agency Debentures and Agency Strips Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1382000000.00 1382000000.00 0.0084 N Y Y N MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FGA905000 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 2050-02-01 2050-02-01 3 - 3 191195955.00 196118256.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0164 192000000.00 192000000.00 0.0012 N N N Y MUFG Securities (Canada), Ltd. MUFG Securities (Canada), Ltd., 1.65% 549300Y1PMK3RWXMWR72 FHB283000 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 696561.00 683611.96 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2024-02-29 2024-02-29 2.375 - 2.375 61800.00 65904.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2050-02-01 2050-02-01 3 - 3 173329106.00 177791428.67 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0164 175000000.00 175000000.00 0.0011 N N N Y Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 1.61%, dated 2/28/2020 due 03/02/2020 OXTKY6Q8X53C9ILVV871 FHD152000_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 2049-08-01 2049-08-01 3 - 3 253.16 254.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-04-01 0 - 9 136890116.46 12380134.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 5 - 5 6541.93 6252.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3.5 - 3.5 410322.80 426580.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-03-20 2069-03-20 2.5 - 7.5 118043707.84 78079127.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-05-01 3.5 - 4.5 2612140.30 2591242.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2049-01-01 4 - 4 3193950.72 2192266.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-03-25 2055-09-01 2.86 - 8.5 204426369.79 169428513.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 4653.69 4178.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 3 - 4.5 13196213.74 13447943.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 2029-07-01 2.65 - 2.95 663151.15 709137.67 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2022-12-31 2029-07-15 0.25 - 2.75 54019618.21 57216477.41 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 6128145.84 149422.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2026-02-01 3.575 - 3.575 2838286.94 3099319.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 3196974.93 3331793.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2021-11-29 1.875 - 1.875 1050571.04 1071797.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2048-07-01 3.5 - 3.5 79284493.73 56765923.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 240473.73 254859.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 2044-11-01 3.17 - 3.17 234.08 262.28 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 393237000.00 393237000.00 0.0024 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.61% OXTKY6Q8X53C9ILVV871 FHA677000 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 153920.00 154604.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4 11970963.00 12592554.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2024-06-01 2049-05-01 3 - 6.5 16957977.00 8787403.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-07-20 2050-02-20 3 - 5.5 219011062.00 203095811.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 2034-10-01 2.51 - 2.51 1000.00 1065.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-09-01 2052-09-01 2.5 - 7.5 160110413.00 146873979.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 4851691.00 4975575.70 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 369000000.00 369000000.00 0.0022 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 1.61% OXTKY6Q8X53C9ILVV871 FHB925000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2023-08-15 2023-09-30 2.875 - 6.25 250446800.00 295638527.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-10-01 4 - 5 946848.00 949494.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-10-01 2047-08-01 3 - 7 9954380.00 2223390.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3.5 - 3.5 3535530.00 3666212.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-12-20 2069-07-20 2.94 - 4.65 229657227.00 200455888.14 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2056-04-01 2056-04-01 5.375 - 5.375 539000.00 958606.60 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2025-04-01 2050-02-01 3 - 5 396908658.00 331404671.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2049-11-01 3 - 3 157652700.00 159381180.02 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0160 975000000.00 975000000.00 0.0059 N N Y N RBC Financial Group RBC Financial Group, 1.58% ES7IP3U3RHIGC71XBU11 FHC901000 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 2029-01-01 2029-05-01 3.44 - 3.76 16423656.00 18538347.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 40056.00 41687.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-09-01 3.55 - 3.55 9418000.00 10606942.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 15383317.00 16146736.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 32131.00 32793.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-02-01 2035-02-01 2.5 - 2.5 12369001.00 12664508.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2047-08-01 2047-08-01 3.5 - 3.5 1074340.00 1017143.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 3 - 5 13648876.00 14123680.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-06-01 5 - 5 1287229.00 1441742.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 2028-10-01 3.54 - 3.88 11791201.00 13414031.13 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT 2034-08-21 2034-08-21 2.95 - 2.95 6000.00 6026.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2042-06-01 2042-06-01 4 - 4 123513.00 52448.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 5014691.00 5256705.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-01-01 2035-01-01 3 - 3 334365.00 344800.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2027-01-01 2056-08-15 2.009 - 6.5 872816228.00 429599471.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3 - 3.5 13617930.00 13729580.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 575328.00 560272.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-02-20 2050-02-20 1.947 - 6.925 502221052.00 224515371.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 11227652.00 12450938.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2023-11-01 2051-06-01 1.5 - 6.5 2133359229.00 702216780.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2050-01-01 3 - 3.5 23774511.00 23344852.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-10-25 2048-10-25 2.5 - 2.5 1428395.00 1424113.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3.5 - 3.5 872001.00 926959.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-07-01 4 - 4 1720494.00 1554984.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 3527.00 1796.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-08-01 2048-08-01 4 - 4 16915266.00 11357973.96 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0157 1483000000.00 1483000000.00 0.0090 N N Y N RBC Financial Group RBC Financial Group, 1.61% ES7IP3U3RHIGC71XBU11 FGG914000 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 2031-08-01 2031-08-01 2.86 - 2.86 6364000.00 6916293.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 2028-10-01 3.67 - 3.67 3777000.00 4287289.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 2029-05-01 3.44 - 3.59 10447959.00 11748322.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 138780.00 144432.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 83999488.00 87006724.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-06-01 2048-06-01 4 - 4 878069.00 786158.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-11-01 3 - 3.5 3951837.00 3983359.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2044-08-01 2044-08-01 4 - 4 4891903.00 2491195.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-11-01 2048-11-01 4.5 - 4.5 3668617.00 2723525.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2029-09-01 2049-05-01 2.307 - 4.5 68381141.00 57393996.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-03-01 2049-03-01 4.5 - 4.5 12304151.00 11982177.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-20 2050-02-20 2 - 8 318270870.00 199806072.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 1544569.00 1576428.81 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-10-20 2026-10-20 1.75 - 1.75 22263000.00 23017187.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-03-01 2057-02-01 2.5 - 7 1930286437.00 983482298.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 39272273.00 39907901.04 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y ROYAL BANK OF CAN NYC (GOV RP) 1.0000 7 N N/A N/A N N 0.0160 1408000000.00 1408000000.00 0.0085 N N Y N Societe Generale Societe Generale, 1.61% O2RNE8IBXP4R0TD8PU41 FHB964000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-03-10 2049-02-15 0 - 6.625 158363792.44 189365124.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-09-01 2030-11-01 4.077 - 5.955 163353.00 169.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-08-20 2049-12-20 3 - 5.5 29346400.00 8059300.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2026-11-01 2058-05-01 2.35 - 5 23124750.00 18064048.91 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-05 2020-03-05 2020-03-05 N N N 0.0160 211000000.00 211000000.00 0.0013 N N Y N Societe Generale Societe Generale, 1.63% O2RNE8IBXP4R0TD8PU41 FGD550000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2048-08-15 0 - 3.625 152660200.00 172304623.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-09-01 2035-01-01 0 - 5.955 6613546.00 5743548.19 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2026-12-20 3.125 - 3.125 12905147.00 38390.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2034-11-01 2057-02-01 2.5 - 4.5 2705960.00 2140159.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-09 2020-03-09 2020-03-09 N N N 0.0162 175000000.00 175000000.00 0.0011 N N N N Societe Generale Societe Generale, 1.63% O2RNE8IBXP4R0TD8PU41 FGE176000 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 2048-05-15 0 - 6.875 315699346.89 349275602.03 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3.5 - 3.5 7989.00 8052.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2030-11-01 2049-04-01 3.5 - 5.549 710867.00 423946.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-01-20 2047-01-20 3 - 6.5 283790.00 173743.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2047-11-01 3.5 - 3.5 11874180.00 8645924.16 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-16 2020-03-16 2020-03-16 N N N 0.0162 349000000.00 349000000.00 0.0021 N N N Y Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 1.61%, dated 2/28/2020 due 03/02/2020 5U0XI89JRFVHWIBS4F54 FHD152000_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 1.375 - 3.75 473822627.58 512026865.77 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2048-02-20 2049-11-20 3 - 4.5 230881521.74 175833269.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 145081923.02 136186205.53 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 806803000.00 806803000.00 0.0049 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 1.61%, dated 2/28/2020 due 03/02/2020 5U0XI89JRFVHWIBS4F54 FHD152000_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 209200672.05 212293759.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-03-01 2.5 - 3.5 2726251150.13 2597033592.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 3 - 3 132667638.89 133200917.64 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 2865621000.00 2865621000.00 0.0173 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.76% 5493006GGLR4BTEL8O61 FGF713000 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 170909000.00 139395962.41 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 4 N N/A N/A N N 0.0174 136000000.00 136000000.00 0.0008 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.76% 5493006GGLR4BTEL8O61 FHB401000 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 1000000.00 1009800.58 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-06-20 2048-04-20 3.5 - 4 477009000.00 228825720.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-13 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0175 223734750.00 223734750.00 0.0014 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.76% 5493006GGLR4BTEL8O61 FGI384000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2047-01-01 2047-01-01 3 - 3 120780000.00 94595137.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2045-09-20 2045-09-20 3.5 - 3.5 63309128.00 27516733.06 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0175 119000000.00 119000000.00 0.0007 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.76% 5493006GGLR4BTEL8O61 FGJ710000 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 3.5 - 3.5 148642000.00 104923831.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2047-11-01 2048-03-01 3.5 - 3.5 146227000.00 121810857.13 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-06 2020-03-06 2020-03-12 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0175 222000000.00 222000000.00 0.0013 N N Y N TD Securities (U.S.A.) TD Securities (U.S.A.), 1.61% SUVUFHICNZMP2WKHG940 FHA687000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-02-01 4.5 - 4.5 38613500.00 25679228.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2043-03-01 2043-03-01 3.5 - 3.5 67223924.00 33474434.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 31503717.00 32170145.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-01-01 2048-01-01 4 - 4 26225502.00 24471386.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2046-03-01 2048-07-01 3.5 - 4.5 108778759.00 85669157.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2040-09-20 2050-01-20 3.5 - 4.5 259301002.00 149332015.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-02-01 2048-12-01 2.714 - 5 386956428.00 312381538.33 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 650000000.00 650000000.00 0.0039 N N Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.61%, dated 2/28/2020 due 03/02/2020 VYVVCKR63DVZZN70PB21 FHD276000_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 2021-05-15 2043-05-15 1.625 - 3.125 11156998.30 11539175.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-12-20 3 - 5 15769051.12 13158225.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2057-01-01 2 - 5.5 24075582.12 23351026.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 47100000.00 47100000.00 0.0003 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.61%, dated 2/28/2020 due 03/02/2020 VYVVCKR63DVZZN70PB21 FHD152000_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 2021-05-15 2043-05-15 1.625 - 3.125 290678417.09 300635442.51 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-01-20 2049-12-20 3 - 5 410838353.90 342817315.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2027-06-01 2057-01-01 2 - 5.5 627252233.13 608375047.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 1227118000.00 1227118000.00 0.0074 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.61% VYVVCKR63DVZZN70PB21 0000276523 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 2033-03-01 2050-02-01 2.5 - 4 519169889.00 530542324.88 Agency Mortgage-Backed Securities Y N/A N/A 2020-03-03 2020-03-03 2020-03-03 N N N 0.0160 520000000.00 520000000.00 0.0031 N N 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 0.0123 194277525.00 194277525.00 0.0012 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 0.0122 895484910.00 895484910.00 0.0054 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.59% 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 0.0116 3027246534.14 3027246534.14 0.0183 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 0.0123 258018209.20 258018209.20 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 0.0131 437358513.96 437358513.96 0.0026 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 0.0110 696500196.00 696500196.00 0.0042 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 0.0074 45994365.00 45994365.00 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills, 1.88% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y N/A N/A 2020-03-26 2020-03-26 2020-03-26 N N N 0.0124 744816003.75 744816003.75 0.0045 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 0.0124 1498981770.00 1498981770.00 0.0091 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.54% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y N/A N/A 2020-03-02 2020-04-30 2020-04-30 N N N 0.0153 107001288.28 107001288.28 0.0006 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 0.0139 330220899.26 330220899.26 0.0020 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 0.0147 275708983.00 275708983.00 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 0.0135 320888039.86 320888039.86 0.0019 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 0.0139 108172968.48 108172968.48 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 0.0135 303165704.64 303165704.64 0.0018 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 0.0129 610390665.58 610390665.58 0.0037 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 0.0128 658223964.68 658223964.68 0.0040 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 0.0133 314883125.00 314883125.00 0.0019 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 0.0129 882126941.17 882126941.17 0.0053 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 0.0145 56006562.64 56006562.64 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 0.0143 75988125.00 75988125.00 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 0.0124 381253006.86 381253006.86 0.0023 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 0.0125 100337062.50 100337062.50 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 0.0122 268930154.92 268930154.92 0.0016 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 0.0136 466935830.08 466935830.08 0.0028 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 0.0126 423813283.36 423813283.36 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 0.0126 111966914.34 111966914.34 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 0.0120 31035117.11 31035117.11 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 0.0118 51205195.44 51205195.44 0.0003 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 0.0148 180268794.00 180268794.00 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 0.0126 31020585.86 31020585.86 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 1.81% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y N/A N/A 2020-03-02 2021-10-31 2021-10-31 N N N 0.0159 1388910686.73 1388910686.73 0.0084 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 0.0151 47029623.16 47029623.16 0.0003 N Y Y N BNP Paribas, SA BNP Paribas, SA, 1.59% R0MUWSFPU8MPRO8K5P83 FHD253000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-09 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0158 231900000.00 231900000.00 0.0014 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. CIBC Bank U.S.A. CIBC Bank U.S.A., 1.50% 2IGI19DL77OX0HC3ZE78 FHD091000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-04-01 Y CIBC NY BRNCH (GOV REPO) 1.0000 7 N N/A N/A N N 0.0149 32000000.00 32000000.00 0.0002 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Lloyds Bank PLC Lloyds Bank PLC, 1.59% H7FNTJ4851HG0EXQ1Z70 FHC062000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0158 316000000.00 316000000.00 0.0019 N N N Y Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FHC966000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-10 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 161000000.00 161000000.00 0.0010 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.58% U7M81AY481YLIOR75625 FHC978000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-16 Y MUFG SECS EMEA PLC (GOV REPO) 1.0000 7 N N/A N/A N N 0.0157 82000000.00 82000000.00 0.0005 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.76% 5493006GGLR4BTEL8O61 FHC955000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-03-06 2020-03-06 2020-03-17 Y SUMITOMO MITSUI TR BK LTD(GOV) 1.0000 7 N N/A N/A N N 0.0175 136240000.00 136240000.00 0.0008 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities as collateral on settlement date. Fidelity Phillips Street Trust: Fidelity Government Cash Reserves Fund 2020-03-04 Laura M. Del Prato Laura M. Del Prato President and Treasurer